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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
BNP Paribas Knock-Out STT   2.73% Call State Street Co... Endless 0.740 0.750 80.17 80.17 Yes -
Morgan Stanley Knock-Out STT   51.67% Call State Street Co... Endless - - 35.92 39.83 Yes -
Morgan Stanley Knock-Out STT   8.87% Call State Street Co... Endless - - 67.73 75.11 Yes -
Morgan Stanley Knock-Out STT   27.34% Call State Street Co... Endless - - 54.01 59.89 Yes -
Morgan Stanley Knock-Out STT   22.22% Call State Street Co... Endless - - 57.81 64.11 Yes +58.39%
Morgan Stanley Knock-Out STT   15.12% Call State Street Co... Endless - - 63.10 69.96 Yes -
Goldman Sachs Knock-Out STT   25.56% Call State Street Co... Endless - - 61.37 61.37 Yes -
Morgan Stanley Knock-Out STT   2.88% Call State Street Co... Endless - - 80.04 80.04 Yes -
Morgan Stanley Knock-Out STT   14.80% Call State Street Co... Endless - - 70.22 70.22 Yes -
Morgan Stanley Knock-Out STT   2.94% Call State Street Co... Endless - - 72.11 80.00 Yes -
Goldman Sachs Knock-Out STT   13.89% Call State Street Co... Endless - - 70.99 70.99 Yes -
Morgan Stanley Knock-Out STT   -21.34% Put State Street Co... Endless - - 100.00 100.00 Yes -
Morgan Stanley Knock-Out STT   8.95% Call State Street Co... Endless - - 75.04 75.04 Yes -
Goldman Sachs Knock-Out STT   27.80% Call State Street Co... Endless - - 59.53 59.53 Yes -
Goldman Sachs Knock-Out STT   6.07% Call State Street Co... Endless - - 77.44 77.44 Yes -
Goldman Sachs Knock-Out STT   23.71% Call State Street Co... Endless - - 62.90 62.90 Yes -
Goldman Sachs Knock-Out STT   21.89% Call State Street Co... Endless - - 64.40 64.40 Yes -
Goldman Sachs Knock-Out STT   30.68% Call State Street Co... Endless - - 57.15 57.15 Yes -
Goldman Sachs Knock-Out STT   -0.21% Call State Street Co... Endless - - 82.62 82.62 Yes -
Goldman Sachs Knock-Out STT   12.64% Call State Street Co... Endless - - 72.03 72.03 Yes -
Goldman Sachs Knock-Out STT   20.99% Call State Street Co... Endless - - 65.14 65.14 Yes -
Goldman Sachs Knock-Out STT   12.44% Call State Street Co... Endless - - 72.19 72.19 Yes -
Goldman Sachs Knock-Out ZYA   87.44% Call STATE STREET CO... Endless - - 9.54 9.54 Yes +27.09%
Goldman Sachs Knock-Out STT   11.52% Call State Street Co... Endless - - 72.94 72.94 Yes -
Goldman Sachs Knock-Out STT   9.79% Call State Street Co... Endless - - 74.37 74.37 Yes -
Goldman Sachs Knock-Out STT   8.62% Call State Street Co... Endless - - 75.34 75.34 Yes -
Goldman Sachs Knock-Out STT   16.07% Call State Street Co... Endless - - 69.20 69.20 Yes -
Goldman Sachs Knock-Out STT   7.64% Call State Street Co... Endless - - 76.15 76.15 Yes -
Goldman Sachs Knock-Out ZYA   - Call STATE STREET CO... Endless - - 82.88 82.88 Yes -
Goldman Sachs Knock-Out STT   1.46% Call State Street Co... Endless - - 81.24 81.24 Yes -