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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
HSBC Knock-Out FICO   -62.96% Put Fair Isaac Inc Endless - - 3,225.27 3,225.27 Yes -
HSBC TUR.WAR.OP.END. FRI   -62.96% Put Fair Isaac Inc Endless 1.0900 1.1300 3,225.27 3,225.27 Yes -
HSBC Knock-Out FICO   -62.96% Put Fair Isaac Inc Endless 1.090 1.130 3,225.27 3,225.27 Yes -
Soc. Generale Knock-Out FICO   -61.36% Put Fair Isaac Inc Endless - - 3,265.23 3,193.55 Yes -
HSBC Knock-Out FICO   -60.43% Put Fair Isaac Inc Endless - - 3,175.24 3,175.24 Yes -
HSBC Knock-Out FICO   -60.43% Put Fair Isaac Inc Endless 10.460 10.780 3,175.24 3,175.24 Yes -
HSBC TUR.WAR.OP.END. FRI   -60.43% Put Fair Isaac Inc Endless 10.440 10.760 3,175.24 3,175.24 Yes -
HSBC Knock-Out FICO   -57.90% Put Fair Isaac Inc Endless 1.000 1.040 3,125.20 3,125.20 Yes -
HSBC Knock-Out FICO   -57.90% Put Fair Isaac Inc Endless - - 3,125.20 3,125.20 Yes -
HSBC TUR.WAR.OP.END. FRI   -57.90% Put Fair Isaac Inc Endless 1.0000 1.0400 3,125.20 3,125.20 Yes -
Soc. Generale Knock-Out FICO   -55.63% Put Fair Isaac Inc Endless 10.100 10.320 3,149.26 3,080.12 Yes -
Soc. Generale Knock-Out FICO   -55.63% Put Fair Isaac Inc Endless - - 3,149.26 3,080.12 Yes -
HSBC TUR.WAR.OP.END. FRI   -55.38% Put Fair Isaac Inc Endless 0.9500 0.9900 3,075.17 3,075.17 Yes -
HSBC Knock-Out FICO   -55.38% Put Fair Isaac Inc Endless 0.950 0.990 3,075.17 3,075.17 Yes -
HSBC Knock-Out FICO   -55.38% Put Fair Isaac Inc Endless - - 3,075.17 3,075.17 Yes -
HSBC Knock-Out FICO   -52.85% Put Fair Isaac Inc Endless 9.020 9.340 3,025.13 3,025.13 Yes -
HSBC TUR.WAR.OP.END. FRI   -52.85% Put Fair Isaac Inc Endless 9.000 9.320 3,025.13 3,025.13 Yes -
HSBC Knock-Out FICO   -52.85% Put Fair Isaac Inc Endless - - 3,025.13 3,025.13 Yes -
Soc. Generale Knock-Out FICO   -52.57% Put Fair Isaac Inc Endless - - 3,019.54 3,019.54 Yes -
Soc. Generale Knock-Out FICO   -52.57% Put Fair Isaac Inc Endless 8.920 9.140 3,019.54 3,019.54 Yes -
BVT Knock-Out FICO   -51.27% Put Fair Isaac Inc Endless - - 2,993.97 2,993.97 Yes -
BVT Knock-Out FICO   -51.27% Put Fair Isaac Inc Endless - - 2,993.97 2,993.97 Yes -
HSBC Knock-Out FICO   -50.32% Put Fair Isaac Inc Endless 0.850 0.890 2,975.10 2,975.10 Yes -
HSBC Knock-Out FICO   -50.32% Put Fair Isaac Inc Endless - - 2,975.10 2,975.10 Yes -
HSBC TUR.WAR.OP.END. FRI   -50.32% Put Fair Isaac Inc Endless 0.8500 0.8900 2,975.10 2,975.10 Yes -
BVT Knock-Out FICO   -48.14% Put Fair Isaac Inc Endless - - 2,931.96 2,931.96 Yes -
BVT Knock-Out FICO   -48.14% Put Fair Isaac Inc Endless - - 2,931.96 2,931.96 Yes -
HSBC Knock-Out FICO   -47.79% Put Fair Isaac Inc Endless 0.810 0.850 2,925.06 2,925.06 Yes -
HSBC TUR.WAR.OP.END. FRI   -47.79% Put Fair Isaac Inc Endless 0.8000 0.8400 2,925.06 2,925.06 Yes -
HSBC Knock-Out FICO   -47.79% Put Fair Isaac Inc Endless - - 2,925.06 2,925.06 Yes -
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