Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out GS   3.47% Call Goldman Sachs G... Endless 0.840 0.920 226.93 226.93 Yes -
Morgan Stanley Knock-Out GS   -2.08% Put Goldman Sachs G... Endless 1.46 - 252.58 240.00 Yes -
Morgan Stanley Knock-Out GS   6.42% Call Goldman Sachs G... Endless 2.13 2.19 209.57 220.00 Yes -
Morgan Stanley Knock-Out GS   6.40% Call Goldman Sachs G... Endless 1.34 - 220.04 220.04 Yes -
Soc. Generale Knock-Out GOS   -20.46% Put GOLDMAN SACHS G... Endless 0.080 0.089 246.74 236.78 Yes -
BVT Knock-Out GOS   -20.47% Put GOLDMAN SACHS G... Endless 0.001 0.155 236.79 236.79 Yes -
BVT Knock-Out GOS   -20.49% Put GOLDMAN SACHS G... Endless 0.790 0.850 246.27 236.83 Yes -
UBS Knock-Out GOS   -21.00% Put GOLDMAN SACHS G... Endless 0.001 0.033 237.84 237.84 Yes -
BNP Paribas Knock-Out GOS   -20.44% Put GOLDMAN SACHS G... Endless 0.120 0.630 236.74 236.74 Yes -
UBS Knock-Out GS   3.85% Call Goldman Sachs G... Endless 0.094 0.100 226.05 226.05 Yes -
UBS Knock-Out GS   3.00% Call Goldman Sachs G... Endless 0.078 0.088 228.05 228.05 Yes -
UBS Knock-Out GS   -16.94% Put Goldman Sachs G... Endless 0.340 0.350 274.92 274.92 Yes -
Morgan Stanley Knock-Out GS   -19.09% Put Goldman Sachs G... Endless 3.80 3.86 279.97 279.97 Yes -
Morgan Stanley Knock-Out GS   2.17% Call Goldman Sachs G... Endless 1.34 - 219.07 230.00 Yes -
Morgan Stanley Knock-Out GS   4.29% Call Goldman Sachs G... Endless 0.930 - 225.02 225.02 Yes -
BVT Knock-Out GS   3.61% Call Goldman Sachs G... Endless 1.51 1.52 217.92 226.62 Yes -
BVT Knock-Out GS   1.49% Call Goldman Sachs G... Endless 1.11 1.12 222.72 231.59 Yes -
Soc. Generale Knock-Out GOS   -18.17% Call GOLDMAN SACHS G... Endless 0.410 0.420 232.27 232.27 Yes -
Citi Knock-Out GS   4.30% Call Goldman Sachs G... Endless 1.61 1.67 216.02 225.00 Yes -
Citi Knock-Out GS   2.17% Call Goldman Sachs G... Endless 1.21 1.27 220.83 230.00 Yes -
Citi Knock-Out GS   2.16% Call Goldman Sachs G... Endless 0.480 0.540 230.03 230.03 Yes -
Citi Knock-Out GS   4.29% Call Goldman Sachs G... Endless 0.900 0.960 225.03 225.03 Yes -
Soc. Generale Knock-Out GOS   -17.78% Call GOLDMAN SACHS G... Endless 1.11 1.12 222.65 231.51 Yes -
UBS Knock-Out GOS   -19.05% Call GOLDMAN SACHS G... Endless 0.001 0.033 234.00 234.00 Yes -
UBS Knock-Out GOS   -20.06% Call GOLDMAN SACHS G... Endless 0.001 - 236.00 236.00 Yes -
Soc. Generale Knock-Out GS   -0.68% Put Goldman Sachs G... Endless 0.800 0.820 246.55 236.69 Yes -
BVT Knock-Out GOS   -20.36% Call GOLDMAN SACHS G... Endless 0.700 0.770 227.54 236.59 Yes -
BVT Knock-Out GOS   -19.38% Call GOLDMAN SACHS G... Endless 0.001 0.112 234.66 234.66 Yes -
UBS Knock-Out GS   1.32% Call Goldman Sachs G... Endless 0.045 0.055 232.00 232.00 Yes -
UBS Knock-Out GS   2.17% Call Goldman Sachs G... Endless 0.061 0.071 230.00 230.00 Yes -
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