Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out AXP   34.62% Call American Expres... Endless 3.67 3.68 69.31 69.31 Yes -
BNP Paribas Knock-Out AXP   29.12% Call American Expres... Endless 3.15 3.16 75.14 75.14 Yes -
Morgan Stanley Knock-Out AXP   30.70% Call American Expres... Endless 3.28 3.29 73.47 73.47 Yes -
Goldman Sachs Knock-Out AXP   52.06% Call American Expres... Endless 5.23 5.24 50.82 50.82 Yes -
BNP Paribas Knock-Out AXP   45.60% Call American Expres... Endless 4.70 4.71 57.67 57.67 Yes -
BNP Paribas Knock-Out AXP   42.02% Call American Expres... Endless 4.54 4.55 58.54 61.47 Yes -
Morgan Stanley Knock-Out AXP   31.27% Call American Expres... Endless 3.58 3.59 69.50 72.86 Yes -
BNP Paribas Knock-Out AXP   41.96% Call American Expres... Endless 4.36 4.37 61.53 61.53 Yes -
Morgan Stanley Knock-Out AXP   33.64% Call American Expres... Endless 3.79 3.80 67.10 70.35 Yes -
Morgan Stanley Knock-Out AXP   36.39% Call American Expres... Endless 3.81 3.82 67.44 67.44 Yes -
Morgan Stanley Knock-Out AXP   32.59% Call American Expres... Endless 3.45 3.46 71.46 71.46 Yes -
Morgan Stanley Knock-Out AXP   34.49% Call American Expres... Endless 3.63 3.64 69.45 69.45 Yes -
BNP Paribas Knock-Out AXP   47.79% Call American Expres... Endless 5.06 5.07 52.71 55.34 Yes -
BNP Paribas Knock-Out AXP   38.77% Call American Expres... Endless 4.25 4.26 61.82 64.91 Yes -
Citi Knock-Out AXP   -36.48% Put American Expres... Endless 3.15 3.16 144.68 144.68 Yes +23.94%
BNP Paribas Knock-Out AXP   36.44% Call American Expres... Endless 4.04 4.05 64.17 67.38 Yes -
BNP Paribas Knock-Out AXP   -31.21% Put American Expres... Endless 3.25 3.26 146.42 139.10 Yes +25.48%
BNP Paribas Knock-Out AXP   37.59% Call American Expres... Endless 3.95 3.96 66.16 66.16 Yes -
HSBC Knock-Out AXP   29.66% Call American Expres... Endless 3.14 3.15 74.56 74.56 Yes -
BNP Paribas Knock-Out AXP   -52.48% Put American Expres... Endless 4.67 4.68 161.64 161.64 Yes -
BNP Paribas Knock-Out AXP   -39.74% Put American Expres... Endless 4.09 4.10 155.93 148.14 Yes -
HSBC Knock-Out AXP   31.16% Call American Expres... Endless 35.65 35.75 69.50 72.98 Yes -
BNP Paribas Knock-Out AXP   39.43% Call American Expres... Endless 4.12 4.13 64.21 64.21 Yes -
Goldman Sachs Knock-Out AXP   -65.33% Put American Expres... Endless 6.28 6.29 180.65 175.26 Yes -
Morgan Stanley Knock-Out AXP   28.90% Call American Expres... Endless 3.36 3.37 71.88 75.37 Yes -
BNP Paribas Knock-Out AXP   50.05% Call American Expres... Endless 5.12 5.13 52.95 52.95 Yes -
Soc. Generale Knock-Out AXP   36.56% Call American Expres... Endless 2.77 - 65.28 67.25 Yes -
Soc. Generale Knock-Out AXP   31.57% Call American Expres... Endless 3.50 - 70.21 72.54 Yes -
HSBC Knock-Out AXP   56.36% Call American Expres... Endless 5.63 - 46.26 46.26 Yes -16.59%
Morgan Stanley Knock-Out AXP   -34.96% Put American Expres... Endless 3.01 3.02 143.07 143.07 Yes +28.27%
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