Name   Dista. Opt. Underlying Maturity Bid Ask Strike price Knock-out Lev. Perf. 1Y  
Morgan Stanley Knock-Out NG/   14.20% Call National Grid P... Endless - - 7.79 8.34 Yes -
Morgan Stanley Knock-Out NG/   -2.84% Put National Grid P... Endless - - 10.00 10.00 Yes -
Morgan Stanley Knock-Out NG/   35.98% Call National Grid P... Endless - - 6.22 6.22 Yes -
Morgan Stanley Knock-Out NG/   12.72% Call National Grid P... Endless - - 8.48 8.48 Yes -
Morgan Stanley Knock-Out NG/   25.10% Call National Grid P... Endless - - 6.80 7.28 Yes -
Morgan Stanley Knock-Out NG/   -2.78% Put National Grid P... Endless - - 10.75 9.99 Yes -
Morgan Stanley Knock-Out NG/   25.03% Call National Grid P... Endless - - 7.29 7.29 Yes -
Morgan Stanley Knock-Out NG/   18.20% Call National Grid P... Endless - - 7.95 7.95 Yes -
Morgan Stanley Knock-Out NG/   36.01% Call National Grid P... Endless - - 5.80 6.22 Yes -
Goldman Sachs Knock-Out NG/   9.73% Call National Grid P... Endless - - 8.78 8.78 Yes -
Goldman Sachs Knock-Out NG/   7.15% Call National Grid P... Endless - - 9.03 9.03 Yes -
Goldman Sachs Knock-Out NG/   12.37% Call National Grid P... Endless - - 8.52 8.52 Yes -
Goldman Sachs Knock-Out NG/   -17.82% Put National Grid P... Endless - - 11.45 11.45 Yes -
Goldman Sachs Knock-Out NG/   -4.86% Put National Grid P... Endless - - 10.19 10.19 Yes -
Soc. Generale Knock-Out NNGF   5.16% Put NATIONAL GRID P... Endless - - 10.91 10.91 Yes -36.28%
Goldman Sachs Knock-Out NG/   -7.36% Put National Grid P... Endless - - 10.44 10.44 Yes -
Soc. Generale Knock-Out NG/   6.41% Call National Grid P... Endless - - 9.10 9.10 Yes -
Goldman Sachs Knock-Out NG/   8.40% Call National Grid P... Endless - - 8.91 8.91 Yes -
Soc. Generale Knock-Out NNGF   40.78% Call NATIONAL GRID P... Endless - - 6.67 6.81 Yes +0.29%
Soc. Generale Knock-Out NNGF   -17.65% Put NATIONAL GRID P... Endless - - 13.78 13.53 Yes -13.02%
Goldman Sachs Knock-Out NNGF   31.97% Call NATIONAL GRID P... Endless - - 7.82 7.82 Yes -3.70%
Goldman Sachs Knock-Out NG/   -8.21% Put National Grid P... Endless - - 10.52 10.52 Yes -
Goldman Sachs Knock-Out NG/   6.17% Call National Grid P... Endless - - 9.12 9.12 Yes -
Soc. Generale Knock-Out NNGF   52.52% Call NATIONAL GRID P... Endless - - 5.35 5.46 Yes +5.54%
Soc. Generale Knock-Out NNGF   -12.12% Put NATIONAL GRID P... Endless - - 12.89 12.89 Yes -17.47%
Goldman Sachs Knock-Out NG/   23.42% Call National Grid P... Endless - - 7.45 7.45 Yes -
Goldman Sachs Knock-Out NG/   -39.12% Put National Grid P... Endless - - 13.52 13.52 Yes -
Goldman Sachs Knock-Out NG/   16.69% Call National Grid P... Endless - - 8.10 8.10 Yes -
Goldman Sachs Knock-Out NG/   -12.91% Put National Grid P... Endless - - 10.98 10.98 Yes -
Goldman Sachs Knock-Out NNGF   72.81% Call NATIONAL GRID P... Endless - - 3.13 3.13 Yes +5.85%