Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
UBS Knock-Out CIS   32.92% Call CISCO SYSTEMS ... Endless 1.39 1.40 24.39 24.39 Yes -52.13%
Morgan Stanley Knock-Out CIS   30.32% Call CISCO SYSTEMS ... Endless 1.38 1.39 25.34 25.34 Yes -50.74%
UBS Knock-Out CIS   -54.03% Put CISCO SYSTEMS ... Endless 1.58 1.59 56.00 56.00 Yes +331.58%
UBS Knock-Out CIS   -59.32% Put CISCO SYSTEMS ... Endless 1.76 1.77 57.93 57.93 Yes +223.21%
Citi Knock-Out CIS   -83.93% Put CISCO SYSTEMS ... Endless 2.58 2.60 66.87 66.87 Yes +100.00%
Morgan Stanley Knock-Out CIS   12.06% Call CISCO SYSTEMS ... Endless 0.760 0.770 31.97 31.97 Yes -66.67%
Morgan Stanley Knock-Out CIS   15.59% Call CISCO SYSTEMS ... Endless 0.980 0.990 28.55 30.69 Yes -61.32%
Morgan Stanley Knock-Out CIS   30.28% Call CISCO SYSTEMS ... Endless 1.43 1.44 23.58 25.35 Yes -51.23%
Citi Knock-Out CIS   -62.03% Put CISCO SYSTEMS ... Endless 1.84 1.86 58.91 58.91 Yes +228.07%
Citi Knock-Out CIS   -56.66% Put CISCO SYSTEMS ... Endless 1.66 1.68 56.96 56.96 Yes +333.33%
Morgan Stanley Knock-Out CIS   -84.52% Put CISCO SYSTEMS ... Endless 2.69 2.70 67.09 67.09 Yes +110.00%
Citi Knock-Out CIS   -72.89% Put CISCO SYSTEMS ... Endless 2.21 2.23 62.86 62.86 Yes +139.78%
Citi Knock-Out CIS   -76.19% Put CISCO SYSTEMS ... Endless 2.56 2.58 66.74 64.06 Yes +104.76%
UBS Knock-Out CIS   -91.86% Put CISCO SYSTEMS ... Endless 2.85 2.86 69.76 69.76 Yes +75.15%
Citi Knock-Out CIS   -64.85% Put CISCO SYSTEMS ... Endless 1.94 1.96 59.94 59.94 Yes +198.48%
BVT Knock-Out CIS   -56.44% Put CISCO SYSTEMS ... Endless 19.25 19.35 59.87 56.88 Yes +212.32%
BVT Knock-Out CIS   -56.39% Put CISCO SYSTEMS ... Endless 16.56 16.66 56.86 56.86 Yes +363.91%
BNP Paribas Knock-Out CIS   82.40% Call CISCO SYSTEMS ... Endless 3.09 - 5.74 6.40 Yes -29.17%
Citi Knock-Out CIS   -81.80% Put CISCO SYSTEMS ... Endless 2.75 2.77 68.86 66.10 Yes +89.73%
Citi Knock-Out CIS   -63.40% Put CISCO SYSTEMS ... Endless 1.89 1.91 59.41 59.41 Yes -
BVT Knock-Out CIS   -58.73% Put CISCO SYSTEMS ... Endless 17.36 17.46 57.71 57.71 Yes +303.67%
BVT Knock-Out CIS   -59.06% Put CISCO SYSTEMS ... Endless 20.18 20.28 60.88 57.83 Yes +184.94%
BVT Knock-Out CIS   -60.10% Put CISCO SYSTEMS ... Endless 17.81 17.91 58.21 58.21 Yes +275.47%
BNP Paribas Knock-Out CIS   -74.95% Put CISCO SYSTEMS ... Endless 2.27 2.29 63.61 63.61 Yes +139.58%
Citi Knock-Out CIS   -78.40% Put CISCO SYSTEMS ... Endless 2.40 2.42 64.86 64.86 Yes +118.02%
Citi Knock-Out CIS   -87.44% Put CISCO SYSTEMS ... Endless 2.95 2.97 70.99 68.15 Yes +80.00%
BVT Knock-Out CIS   -62.80% Put CISCO SYSTEMS ... Endless 18.72 18.82 59.19 59.19 Yes +233.33%
UBS Knock-Out CIS   -97.44% Put CISCO SYSTEMS ... Endless 3.04 3.05 71.79 71.79 Yes +68.85%
Morgan Stanley Knock-Out CIS   -68.77% Put CISCO SYSTEMS ... Endless 2.53 2.54 66.33 61.36 Yes +110.66%
BVT Knock-Out CIS   -61.45% Put CISCO SYSTEMS ... Endless 18.27 18.37 58.70 58.70 Yes +252.28%
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