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Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out MMM   43.48% Call 3M Company Endless 5.59 5.61 73.43 76.30 Yes -
Morgan Stanley Knock-Out MMM   42.70% Call 3M Company Endless 5.49 5.51 74.45 77.35 Yes -
Morgan Stanley Knock-Out MMM   41.78% Call 3M Company Endless 5.12 5.14 78.60 78.60 Yes -
Morgan Stanley Knock-Out MMM   41.41% Call 3M Company Endless 5.08 5.10 79.10 79.10 Yes -
Morgan Stanley Knock-Out MMM   42.04% Call 3M Company Endless 5.41 5.43 75.32 78.25 Yes -
Morgan Stanley Knock-Out MMM   41.03% Call 3M Company Endless 5.03 5.05 79.60 79.60 Yes -
Morgan Stanley Knock-Out MMM   40.64% Call 3M Company Endless 4.98 5.00 80.13 80.13 Yes -
BNP Paribas Knock-Out MMM   30.91% Call 3M Company Endless 3.91 3.95 93.27 93.27 Yes -
BNP Paribas Knock-Out MMM   30.91% Call 3M Company Endless 3.910 3.950 93.27 93.27 Yes -
BNP Paribas Knock-Out MMM   31.49% Call 3M Company Endless 4.27 4.31 88.08 92.48 Yes -
BNP Paribas Knock-Out MMM   31.49% Call 3M Company Endless 4.270 4.310 88.08 92.48 Yes -
BNP Paribas Knock-Out MMM   35.57% Call 3M Company Endless 4.74 4.78 82.84 86.98 Yes -
BNP Paribas Knock-Out MMM   35.57% Call 3M Company Endless 4.740 4.780 82.84 86.98 Yes -
BNP Paribas Knock-Out MMM   43.72% Call 3M Company Endless 5.70 5.74 72.36 75.98 Yes -
BNP Paribas Knock-Out MMM   43.72% Call 3M Company Endless 5.700 5.740 72.36 75.98 Yes -
BNP Paribas Knock-Out MMM   51.87% Call 3M Company Endless 6.65 6.69 61.88 64.97 Yes -
BNP Paribas Knock-Out MMM   51.87% Call 3M Company Endless 6.650 6.690 61.88 64.97 Yes -
BNP Paribas Knock-Out MMM   34.76% Call 3M Company Endless 4.38 4.42 88.08 88.08 Yes -
BNP Paribas Knock-Out MMM   34.76% Call 3M Company Endless 4.380 4.420 88.08 88.08 Yes -
BNP Paribas Knock-Out MMM   38.64% Call 3M Company Endless 4.86 4.90 82.84 82.84 Yes -
BNP Paribas Knock-Out MMM   38.64% Call 3M Company Endless 4.860 4.900 82.84 82.84 Yes -
BNP Paribas Knock-Out MMM   46.40% Call 3M Company Endless 5.81 5.85 72.36 72.36 Yes -
BNP Paribas Knock-Out MMM   46.40% Call 3M Company Endless 5.810 5.850 72.36 72.36 Yes -
BNP Paribas Knock-Out MMM   54.16% Call 3M Company Endless 6.77 6.81 61.88 61.88 Yes -
BNP Paribas Knock-Out MMM   54.16% Call 3M Company Endless 6.770 6.810 61.88 61.88 Yes -
BNP Paribas Knock-Out MMM   27.89% Call 3M Company Endless 3.84 3.88 92.71 97.35 Yes -
BNP Paribas Knock-Out MMM   27.89% Call 3M Company Endless 3.840 3.880 92.71 97.35 Yes -
BNP Paribas Knock-Out MMM   34.08% Call 3M Company Endless 4.56 4.60 84.76 89.00 Yes -
BNP Paribas Knock-Out MMM   34.08% Call 3M Company Endless 4.560 4.600 84.76 89.00 Yes -
BNP Paribas Knock-Out MMM   39.77% Call 3M Company Endless 5.23 5.27 77.44 81.31 Yes -
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