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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out S&P 500 Index   -44.04% Put - Endless 22.05 22.06 7,966.12 7,966.12 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -43.95% Put - Endless 22.00 22.01 7,961.07 7,961.07 Yes -
JP Morgan Knock-Out S&P 500 Index   -43.62% Put - Endless 21.80 21.81 7,942.23 7,942.23 Yes -
JP Morgan Knock-Out S&P 500 Index   -43.62% Put - Endless 2.18 2.19 7,942.23 7,942.23 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -41.82% Put - Endless 21.85 21.86 7,942.13 7,842.85 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -43.36% Put - Endless 21.69 21.70 7,928.05 7,928.05 Yes -
Soc. Generale Knock-Out S&P 500 Index   -43.27% Put - Endless 21.70 21.71 7,923.03 7,923.03 Yes -
JP Morgan Knock-Out S&P 500 Index   -43.17% Put - Endless 21.57 21.58 7,917.15 7,917.15 Yes -
JP Morgan Knock-Out S&P 500 Index   -43.17% Put - Endless 2.16 2.17 7,917.15 7,917.15 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -40.17% Put - Endless 21.54 21.55 7,909.82 7,751.63 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.94% Put - Endless 21.48 21.49 7,905.09 7,905.09 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -41.15% Put - Endless 21.49 21.50 7,904.23 7,805.42 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.84% Put - Endless 21.43 21.44 7,899.62 7,899.62 Yes -
UBS Knock-Out S&P 500 Index   -42.77% Put - Endless - - 7,895.52 7,895.52 Yes -
UBS Knock-Out S&P 500 Index   -42.77% Put - Endless 21.45 21.46 7,895.52 7,895.52 Yes -
UBS Knock-Out S&P 500 Index   -42.77% Put - Endless 21.460 21.470 7,895.52 7,895.52 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.67% Put - Endless 21.34 21.35 7,890.04 7,890.04 Yes -
JP Morgan Knock-Out S&P 500 Index   -42.58% Put - Endless 2.13 2.14 7,884.66 7,884.66 Yes -
JP Morgan Knock-Out S&P 500 Index   -42.58% Put - Endless 21.27 21.28 7,884.66 7,884.66 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.55% Put - Endless 21.29 21.30 7,883.75 7,883.75 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.47% Put - Endless 21.24 21.25 7,879.13 7,879.13 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.39% Put - Endless 21.20 21.21 7,874.62 7,874.62 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.26% Put - Endless 21.13 21.14 7,867.22 7,867.22 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.14% Put - Endless 21.07 21.08 7,860.70 7,860.70 Yes -
JP Morgan Knock-Out S&P 500 Index   -42.12% Put - Endless 21.03 21.04 7,859.49 7,859.49 Yes -
JP Morgan Knock-Out S&P 500 Index   -42.12% Put - Endless 2.10 2.11 7,859.49 7,859.49 Yes -
Morgan Stanley Knock-Out S&P 500 Index   -40.30% Put - Endless 21.06 21.07 7,856.98 7,758.77 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -42.03% Put - Endless 21.01 21.02 7,854.48 7,854.48 Yes -
Goldman Sachs Knock-Out S&P 500 Index   -41.98% Put - Endless 20.99 21.00 7,852.23 7,852.23 Yes -
JP Morgan Knock-Out S&P 500 Index   -40.49% Put - Endless 20.93 20.94 7,848.01 7,769.00 Yes -30.34%
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