Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out AXP   -24.38% Put American Expres... Endless 2.04 2.05 131.85 131.85 Yes -
BNP Paribas Knock-Out AXP   -17.28% Put American Expres... Endless 1.38 1.39 124.32 124.32 Yes -
BNP Paribas Knock-Out AXP   -18.90% Put American Expres... Endless 2.03 2.04 132.68 126.05 Yes -
BNP Paribas Knock-Out AXP   -13.72% Put American Expres... Endless 1.06 1.07 120.55 120.55 Yes -
BNP Paribas Knock-Out AXP   -14.61% Put American Expres... Endless 1.61 1.62 127.89 121.50 Yes -
BNP Paribas Knock-Out AXP   -12.33% Put American Expres... Endless 1.38 1.39 125.35 119.09 Yes -
BNP Paribas Knock-Out AXP   -24.64% Put American Expres... Endless 2.60 2.61 139.09 132.13 Yes -
BNP Paribas Knock-Out AXP   -9.43% Put American Expres... Endless 0.670 0.680 116.00 116.00 Yes -
Morgan Stanley Knock-Out AXP   -11.95% Put American Expres... Endless 0.880 0.890 118.67 118.67 Yes -
BNP Paribas Knock-Out AXP   40.56% Call American Expres... Endless 4.23 4.24 63.01 63.01 Yes -
BNP Paribas Knock-Out AXP   39.53% Call American Expres... Endless 4.32 4.33 61.05 64.10 Yes -
HSBC Knock-Out AXP   38.00% Call American Expres... Endless 3.92 3.93 65.73 65.73 Yes -
HSBC Knock-Out AXP   40.28% Call American Expres... Endless 41.30 41.40 63.31 63.31 Yes -
Morgan Stanley Knock-Out AXP   43.17% Call American Expres... Endless 4.43 4.44 60.24 60.24 Yes -
BNP Paribas Knock-Out AXP   36.92% Call American Expres... Endless 3.88 3.89 66.87 66.87 Yes -
Morgan Stanley Knock-Out AXP   52.71% Call American Expres... Endless 5.34 5.35 50.13 50.13 Yes -
Morgan Stanley Knock-Out AXP   52.80% Call American Expres... Endless 5.51 5.52 47.73 50.04 Yes -
HSBC Knock-Out AXP   43.72% Call American Expres... Endless 44.53 44.63 59.66 59.66 Yes -
HSBC Knock-Out AXP   35.91% Call American Expres... Endless 37.22 37.32 67.94 67.94 Yes -
Morgan Stanley Knock-Out AXP   35.61% Call American Expres... Endless 3.74 3.75 68.26 68.26 Yes -
Morgan Stanley Knock-Out AXP   39.42% Call American Expres... Endless 4.10 4.11 64.22 64.22 Yes -
Morgan Stanley Knock-Out AXP   36.20% Call American Expres... Endless 4.02 4.03 64.50 67.63 Yes -
HSBC Knock-Out AXP   33.83% Call American Expres... Endless 3.53 3.54 70.15 70.15 Yes -
Morgan Stanley Knock-Out AXP   33.73% Call American Expres... Endless 3.56 3.57 70.25 70.25 Yes -
HSBC Knock-Out AXP   31.75% Call American Expres... Endless 33.32 33.42 72.36 72.36 Yes -
BNP Paribas Knock-Out AXP   -9.97% Put American Expres... Endless 1.15 1.16 122.71 116.57 Yes -
BNP Paribas Knock-Out AXP   35.25% Call American Expres... Endless 3.73 3.74 68.64 68.64 Yes -
BNP Paribas Knock-Out AXP   42.87% Call American Expres... Endless 4.44 4.45 60.57 60.57 Yes -
BNP Paribas Knock-Out AXP   35.92% Call American Expres... Endless 3.79 3.80 67.94 67.94 Yes -
BNP Paribas Knock-Out AXP   33.29% Call American Expres... Endless 3.76 3.77 67.35 70.72 Yes -
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