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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out PNC   7.68% Call PNC Financial S... Endless 2.14 2.16 166.25 166.25 Yes -
Goldman Sachs Knock-Out PNC   8.66% Call PNC Financial S... Endless 2.30 2.32 164.48 164.48 Yes -
Morgan Stanley Knock-Out PNC   9.04% Call PNC Financial S... Endless 2.40 2.42 163.76 163.76 Yes -
Morgan Stanley Knock-Out PNC   9.23% Call PNC Financial S... Endless 3.82 3.84 147.53 163.42 Yes -
Goldman Sachs Knock-Out PNC   9.93% Call PNC Financial S... Endless 2.50 2.52 162.20 162.20 Yes -
Goldman Sachs Knock-Out PNC   10.26% Call PNC Financial S... Endless 2.55 2.57 161.60 161.60 Yes -
Goldman Sachs Knock-Out PNC   11.30% Call PNC Financial S... Endless 2.72 2.74 159.73 159.73 Yes -
Morgan Stanley Knock-Out PNC   11.89% Call PNC Financial S... Endless 2.86 2.88 158.64 158.64 Yes -
Goldman Sachs Knock-Out PNC   12.77% Call PNC Financial S... Endless 2.96 2.98 157.09 157.09 Yes -
Goldman Sachs Knock-Out PNC   14.15% Call PNC Financial S... Endless 3.18 3.20 154.60 154.60 Yes -
Morgan Stanley Knock-Out PNC   14.73% Call PNC Financial S... Endless 3.32 3.34 153.52 153.52 Yes -
Goldman Sachs Knock-Out PNC   15.08% Call PNC Financial S... Endless 3.33 3.35 152.93 152.93 Yes -
Goldman Sachs Knock-Out PNC   16.27% Call PNC Financial S... Endless 3.53 3.55 150.78 150.78 Yes -
Goldman Sachs Knock-Out PNC   17.71% Call PNC Financial S... Endless 3.76 3.78 148.18 148.18 Yes -
Goldman Sachs Knock-Out PNC   18.69% Call PNC Financial S... Endless 3.92 3.94 146.43 146.43 Yes -
Morgan Stanley Knock-Out PNC   18.89% Call PNC Financial S... Endless 5.26 5.28 131.83 146.03 Yes -
Morgan Stanley Knock-Out PNC   19.23% Call PNC Financial S... Endless 4.05 4.07 145.42 145.42 Yes -
Goldman Sachs Knock-Out PNC   19.59% Call PNC Financial S... Endless 4.07 4.09 144.81 144.81 Yes -
Goldman Sachs Knock-Out PNC   20.51% Call PNC Financial S... Endless 4.22 4.24 143.15 143.15 Yes -
Goldman Sachs Knock-Out PNC   21.40% Call PNC Financial S... Endless 4.36 4.38 141.54 141.54 Yes -
Goldman Sachs Knock-Out PNC   22.33% Call PNC Financial S... Endless 4.51 4.53 139.86 139.86 Yes -
Morgan Stanley Knock-Out PNC   23.36% Call PNC Financial S... Endless 4.71 4.73 137.98 137.98 Yes -
Goldman Sachs Knock-Out PNC   23.61% Call PNC Financial S... Endless 4.72 4.74 137.56 137.56 Yes -
Goldman Sachs Knock-Out PNC   24.43% Call PNC Financial S... Endless 4.86 4.88 136.08 136.08 Yes -
Goldman Sachs Knock-Out PNC   25.24% Call PNC Financial S... Endless 4.99 5.01 134.62 134.62 Yes -
Goldman Sachs Knock-Out PNC   26.11% Call PNC Financial S... Endless 5.13 5.15 133.06 133.06 Yes -
Morgan Stanley Knock-Out PNC   26.24% Call PNC Financial S... Endless 5.19 5.21 132.80 132.80 Yes -
Goldman Sachs Knock-Out PNC   26.94% Call PNC Financial S... Endless 5.27 5.29 131.57 131.57 Yes -
Goldman Sachs Knock-Out PNC   28.22% Call PNC Financial S... Endless 5.48 5.50 129.27 129.27 Yes -
Goldman Sachs Knock-Out PNC   29.26% Call PNC Financial S... Endless 5.65 5.67 127.39 127.39 Yes -