Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Goldman Sachs Knock-Out BA/   16.03% Call Bae Systems PLC... Endless - - 10.69 10.69 Yes -
Soc. Generale Knock-Out BA/   13.25% Call Bae Systems PLC... Endless - - 10.69 10.93 Yes -
Soc. Generale Knock-Out BA/   2.95% Call Bae Systems PLC... Endless - - 12.23 12.23 Yes -
Soc. Generale Knock-Out BA/   23.61% Call Bae Systems PLC... Endless - - 9.62 9.62 Yes -
Morgan Stanley Knock-Out BA/   -24.30% Put Bae Systems PLC... Endless - - 15.83 15.83 Yes -
Morgan Stanley Knock-Out BA/   41.96% Call Bae Systems PLC... Endless - - 7.10 7.39 Yes -
Morgan Stanley Knock-Out BA/   17.69% Call Bae Systems PLC... Endless - - 10.07 10.48 Yes -
Morgan Stanley Knock-Out BA/   14.11% Call Bae Systems PLC... Endless - - 10.94 10.94 Yes -
Morgan Stanley Knock-Out BA/   6.79% Call Bae Systems PLC... Endless - - 11.87 11.87 Yes -
Morgan Stanley Knock-Out BA/   7.13% Call Bae Systems PLC... Endless - - 11.82 11.82 Yes -
Morgan Stanley Knock-Out BSP   17.29% Call BAE SYSTEMS PLC... Endless - - 12.51 12.51 Yes -
Morgan Stanley Knock-Out BA/   3.42% Call Bae Systems PLC... Endless - - 12.30 12.30 Yes -
Morgan Stanley Knock-Out BA/   5.99% Call Bae Systems PLC... Endless - - 11.97 11.97 Yes -
Morgan Stanley Knock-Out BA/   15.71% Call Bae Systems PLC... Endless - - 10.73 10.73 Yes -
Morgan Stanley Knock-Out BSP   25.13% Call BAE SYSTEMS PLC... Endless - - 10.88 11.32 Yes -
Morgan Stanley Knock-Out BSP   26.85% Call BAE SYSTEMS PLC... Endless - - 11.06 11.06 Yes -
Morgan Stanley Knock-Out BSP   27.24% Call BAE SYSTEMS PLC... Endless - - 11.00 11.00 Yes -
Morgan Stanley Knock-Out BSP   19.65% Call BAE SYSTEMS PLC... Endless - - 12.15 12.15 Yes -
Morgan Stanley Knock-Out BA/   20.91% Call Bae Systems PLC... Endless - - 9.68 10.07 Yes -
Morgan Stanley Knock-Out BA/   44.55% Call Bae Systems PLC... Endless - - 7.06 7.06 Yes -
Morgan Stanley Knock-Out BA/   -17.71% Put Bae Systems PLC... Endless - - 15.45 14.83 Yes -
Morgan Stanley Knock-Out BA/   24.52% Call Bae Systems PLC... Endless - - 9.23 9.61 Yes -
Morgan Stanley Knock-Out BA/   24.23% Call Bae Systems PLC... Endless - - 9.65 9.65 Yes -
Morgan Stanley Knock-Out BA/   35.87% Call Bae Systems PLC... Endless - - 8.08 8.08 Yes -
Morgan Stanley Knock-Out BA/   17.73% Call Bae Systems PLC... Endless - - 10.47 10.47 Yes -
Morgan Stanley Knock-Out BA/   7.94% Call Bae Systems PLC... Endless - - 11.72 11.72 Yes -
Morgan Stanley Knock-Out BA/   24.67% Call Bae Systems PLC... Endless - - 9.59 9.59 Yes -
Morgan Stanley Knock-Out BA/   7.16% Call Bae Systems PLC... Endless - - 11.36 11.82 Yes -
Morgan Stanley Knock-Out BA/   37.37% Call Bae Systems PLC... Endless - - 7.89 7.89 Yes -
Morgan Stanley Knock-Out BA/   36.19% Call Bae Systems PLC... Endless - - 7.73 8.04 Yes -
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