Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC TO. BULL CDS   2.59% Call Cadence Design ... Endless 0.0900 0.1000 160.75 160.75 Yes -
GS TO. BULL CDS   12.43% Call Cadence Design ... Endless 2.2000 2.2300 147.63 147.63 Yes -
Morgan Stanley Knock-Out CDNS   44.81% Call Cadence Design ... Endless 8.27 8.37 86.37 93.26 Yes +37.19%
Morgan Stanley Knock-Out CDNS   69.17% Call Cadence Design ... Endless 12.16 12.26 48.24 52.10 Yes +32.14%
Soc. Generale Knock-Out CDNS   -37.04% Put Cadence Design ... Endless 8.61 8.69 252.36 230.98 Yes -
JP Morgan Knock-Out CDNS   75.71% Call Cadence Design ... Endless 13.18 13.48 40.96 40.96 Yes -
Soc. Generale Knock-Out CDNS   -17.39% Put Cadence Design ... Endless 3.15 3.23 197.86 197.86 Yes -
Goldman Sachs Knock-Out CDNS   22.21% Call Cadence Design ... Endless 3.79 3.82 131.14 131.14 Yes -
Goldman Sachs Knock-Out CDNS   12.43% Call Cadence Design ... Endless 2.19 2.22 147.63 147.63 Yes -
Morgan Stanley Knock-Out CDNS   -18.37% Put Cadence Design ... Endless 3.24 3.34 199.50 199.50 Yes -
Morgan Stanley Knock-Out CDNS   24.67% Call Cadence Design ... Endless 5.09 5.19 117.60 126.97 Yes +46.69%
Soc. Generale Knock-Out CDNS   10.96% Call Cadence Design ... Endless 3.05 3.13 137.73 150.07 Yes -
Soc. Generale Knock-Out CDNS   -49.50% Put Cadence Design ... Endless 10.95 11.03 275.31 251.98 Yes -
Soc. Generale Knock-Out CDNS   36.70% Call Cadence Design ... Endless 6.32 6.40 106.72 106.72 Yes -
Morgan Stanley Knock-Out CDNS   32.58% Call Cadence Design ... Endless 5.51 5.61 113.67 113.67 Yes +44.88%
HSBC Knock-Out CDNS   9.56% Call Cadence Design ... Endless 1.75 1.83 152.47 152.47 Yes -
Soc. Generale Knock-Out CDNS   -24.32% Put Cadence Design ... Endless 6.22 6.30 228.94 209.54 Yes -
Goldman Sachs Knock-Out CDNS   10.23% Call Cadence Design ... Endless 1.83 1.86 151.35 151.35 Yes -
HSBC Knock-Out CDNS   69.70% Call Cadence Design ... Endless 119.77 120.57 51.07 51.07 Yes +32.99%
Goldman Sachs Knock-Out CDNS   42.10% Call Cadence Design ... Endless 7.21 7.24 97.61 97.61 Yes -
Soc. Generale Knock-Out CDNS   -41.07% Put Cadence Design ... Endless 7.22 7.30 237.76 237.76 Yes -
Morgan Stanley Knock-Out CDNS   48.47% Call Cadence Design ... Endless 8.25 8.35 86.88 86.88 Yes +37.54%
Goldman Sachs Knock-Out CDNS   -20.35% Put Cadence Design ... Endless 3.55 3.58 202.84 202.84 Yes -
Morgan Stanley Knock-Out CDNS   39.81% Call Cadence Design ... Endless 6.76 6.86 101.49 101.49 Yes -