Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Citi Knock-Out CAT1   62.57% Call CATERPILLAR INC... Endless 22.24 - 131.54 131.54 Yes +41.77%
Citi Knock-Out CAT1   50.60% Call CATERPILLAR INC... Endless 18.21 - 173.63 173.63 Yes +48.62%
Citi Knock-Out CAT1   49.28% Call CATERPILLAR INC... Endless 17.76 - 178.25 178.25 Yes +49.54%
Citi Knock-Out CAT1   43.12% Call CATERPILLAR INC... Endless 16.33 - 192.93 199.75 Yes +54.35%
Citi Knock-Out CAT1   40.54% Call CATERPILLAR INC... Endless 14.83 - 208.99 208.99 Yes +59.24%
Citi Knock-Out CAT1   31.89% Call CATERPILLAR INC... Endless 11.93 - 239.36 239.36 Yes +73.10%
Morgan Stanley Knock-Out CAT1   55.88% Call CATERPILLAR INC... Endless 19.97 20.00 154.95 154.95 Yes +46.18%
Morgan Stanley Knock-Out CAT1   35.92% Call CATERPILLAR INC... Endless 14.43 14.46 212.51 225.05 Yes +57.49%
Morgan Stanley Knock-Out CAT1   33.47% Call CATERPILLAR INC... Endless 12.42 12.45 233.64 233.64 Yes +66.31%
Morgan Stanley Knock-Out CAT1   33.68% Call CATERPILLAR INC... Endless 13.72 13.75 219.96 232.93 Yes +60.19%
Morgan Stanley Knock-Out CAT1   50.61% Call CATERPILLAR INC... Endless 18.20 18.23 173.47 173.47 Yes +49.12%
Morgan Stanley Knock-Out CAT1   42.04% Call CATERPILLAR INC... Endless 15.31 15.34 203.56 203.56 Yes +57.01%
Morgan Stanley Knock-Out CAT1   59.44% Call CATERPILLAR INC... Endless 21.18 21.21 142.44 142.44 Yes +43.68%
Morgan Stanley Knock-Out CAT1   33.90% Call CATERPILLAR INC... Endless 12.56 12.59 232.15 232.15 Yes +68.59%
Morgan Stanley Knock-Out CAT1   42.43% Call CATERPILLAR INC... Endless 15.44 15.47 202.19 202.19 Yes +56.08%
Morgan Stanley Knock-Out CAT1   50.97% Call CATERPILLAR INC... Endless 18.32 18.35 172.21 172.21 Yes +48.24%
Morgan Stanley Knock-Out CAT1   37.55% Call CATERPILLAR INC... Endless 13.79 13.82 219.33 219.33 Yes +62.01%
Morgan Stanley Knock-Out CAT1   35.00% Call CATERPILLAR INC... Endless 12.94 12.97 228.27 228.27 Yes +65.87%
Morgan Stanley Knock-Out CAT1   36.80% Call CATERPILLAR INC... Endless 13.54 13.57 221.96 221.96 Yes +60.17%
Morgan Stanley Knock-Out CAT1   37.84% Call CATERPILLAR INC... Endless 15.04 15.07 206.14 218.30 Yes +57.42%
Morgan Stanley Knock-Out CAT1   39.35% Call CATERPILLAR INC... Endless 14.40 14.43 212.99 212.99 Yes +59.54%
Morgan Stanley Knock-Out CAT1   38.51% Call CATERPILLAR INC... Endless 14.12 14.15 215.96 215.96 Yes +60.87%
Morgan Stanley Knock-Out CAT1   34.27% Call CATERPILLAR INC... Endless 12.69 12.72 230.83 230.83 Yes +67.79%
Morgan Stanley Knock-Out CAT1   36.12% Call CATERPILLAR INC... Endless 13.31 13.34 224.35 224.35 Yes +63.59%
Morgan Stanley Knock-Out CAT1   60.07% Call CATERPILLAR INC... Endless - - 140.24 140.24 Yes +69.97%
Morgan Stanley Knock-Out CAT1   37.93% Call CATERPILLAR INC... Endless 13.92 13.95 218.00 218.00 Yes +59.89%
Morgan Stanley Knock-Out CAT1   35.40% Call CATERPILLAR INC... Endless 13.07 13.10 226.89 226.89 Yes +63.64%
Morgan Stanley Knock-Out CAT1   37.20% Call CATERPILLAR INC... Endless 13.67 13.70 220.55 220.55 Yes +62.12%
Morgan Stanley Knock-Out CAT1   34.67% Call CATERPILLAR INC... Endless 12.83 12.86 229.42 229.42 Yes +66.16%
Morgan Stanley Knock-Out CAT1   41.49% Call CATERPILLAR INC... Endless 15.12 15.15 205.50 205.50 Yes +56.95%
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