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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out BAC   55.14% Call Bank of America... Endless - - 17.96 17.96 Yes +79.46%
Soc. Generale Knock-Out NCB   41.89% Call BANK AMERICA ... Endless - - 21.43 21.43 Yes +101.19%
BNP Paribas Knock-Out NCB   37.21% Call BANK AMERICA ... Endless - - 23.17 23.17 Yes +123.19%
BNP Paribas Knock-Out BAC   37.28% Call Bank of America... Endless - - 25.12 25.12 Yes +161.54%
Soc. Generale Knock-Out BAC   36.69% Call Bank of America... Endless - - 25.35 25.35 Yes +160.78%
Soc. Generale Knock-Out NCB   44.33% Call BANK AMERICA ... Endless - - 20.03 20.68 Yes +90.53%
BNP Paribas Knock-Out NCB   29.84% Call BANK AMERICA ... Endless - - 24.08 25.89 Yes +141.67%
UBS Knock-Out BAC   -27.32% Put Bank of America... Endless - - 50.93 50.93 Yes -51.64%
Soc. Generale Knock-Out BAC   -32.78% Put Bank of America... Endless - - 53.11 53.11 Yes -46.96%
UBS Knock-Out BAC   -35.30% Put Bank of America... Endless - - 54.12 54.12 Yes -44.44%
UBS Knock-Out BAC   -40.10% Put Bank of America... Endless - - 56.04 56.04 Yes -42.53%
Soc. Generale Knock-Out BAC   -41.70% Put Bank of America... Endless - - 58.14 56.72 Yes -38.91%
Soc. Generale Knock-Out BAC   -46.78% Put Bank of America... Endless - - 60.22 58.75 Yes -36.61%
UBS Knock-Out BAC   36.41% Call Bank of America... Endless - - 25.46 25.46 Yes +173.47%
UBS Knock-Out BAC   -34.39% Put Bank of America... Endless - - 53.76 53.76 Yes -46.25%
UBS Knock-Out BAC   -13.65% Put Bank of America... Endless - - 45.46 45.46 Yes -67.28%
Soc. Generale Knock-Out BAC   -11.60% Put Bank of America... Endless 0.540 0.550 45.79 44.67 Yes -66.46%
UBS Knock-Out BAC   -8.91% Put Bank of America... Endless - - 43.56 43.56 Yes -75.17%
UBS Knock-Out BAC   40.83% Call Bank of America... Endless - - 23.69 23.69 Yes +130.77%
UBS Knock-Out BAC   -3.70% Put Bank of America... Endless - - 41.48 41.48 Yes -86.72%
UBS Knock-Out BAC   48.91% Call Bank of America... Endless - - 20.45 20.45 Yes +94.57%
UBS Knock-Out BAC   50.19% Call Bank of America... Endless - - 19.94 19.94 Yes +91.67%
HSBC Knock-Out NCB   -21.10% Put BANK AMERICA ... Endless - - 44.64 44.64 Yes -69.59%
UBS Knock-Out BAC   -6.48% Put Bank of America... Endless - - 42.59 42.59 Yes -80.15%
HSBC Knock-Out NCB   37.54% Call BANK AMERICA ... Endless - - 23.04 23.04 Yes +126.47%
Morgan Stanley Knock-Out NCB   54.74% Call BANK AMERICA ... Endless - - 16.70 16.70 Yes +70.97%
UBS Knock-Out BAC   47.95% Call Bank of America... Endless - - 20.83 20.83 Yes +97.75%
Citi Knock-Out NCB   33.00% Call BANK AMERICA ... Endless - - 24.70 24.70 Yes +150.00%
Morgan Stanley Knock-Out NCB   40.15% Call BANK AMERICA ... Endless - - 20.44 22.06 Yes +93.48%
BVT Knock-Out BAC   -2.88% Put Bank of America... Endless - - 41.16 41.16 Yes -87.93%
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