SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Trading Currency	Bid	Ask
MLUAJT	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	219.5943	202.03	66.72%	CHF	-	-
MLUALT	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	199.6539	183.68	51.58%	CHF	-	-
MLUAOT	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	189.6975	174.52	44.02%	CHF	-	-
MLUA4T	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	179.9086	165.52	36.59%	CHF	-	-
MLUA6T	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	169.9172	156.32	29.00%	CHF	-	-
MLUA5T	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	164.9197	151.73	25.21%	CHF	-	-
MLUA8T	Long Mini-Future	Lululemon Athletica Inc.	-	20.00	Call	110.2947	119.12	1.70%	CHF	-	-
MLUBAT	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	154.9466	142.55	17.64%	CHF	-	-
MLUBBT	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	159.9451	147.15	21.43%	CHF	-	-
MLUBCT	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	149.9661	137.97	13.85%	CHF	-	-
MLUBDT	Long Mini-Future	Lululemon Athletica Inc.	-	20.00	Call	100.0382	108.04	10.84%	CHF	-	-
MLUBET	Short Mini-Future	Lululemon Athletica Inc.	-	20.00	Put	144.9926	133.39	10.08%	CHF	-	-

Symbol	MLUAJT	MLUALT	MLUAOT	MLUA4T	MLUA6T	MLUA5T	MLUA8T	MLUBAT	MLUBBT	MLUBCT	MLUBDT	MLUBET
Name	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.	Lululemon Athletica Inc.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00
Type	Put	Put	Put	Put	Put	Put	Call	Put	Put	Put	Call	Put
Strike price	219.5943	199.6539	189.6975	179.9086	169.9172	164.9197	110.2947	154.9466	159.9451	149.9661	100.0382	144.9926
Knock-Out Barrier	202.03	183.68	174.52	165.52	156.32	151.73	119.12	142.55	147.15	137.97	108.04	133.39
Dist. Knock-Out %	66.72%	51.58%	44.02%	36.59%	29.00%	25.21%	1.70%	17.64%	21.43%	13.85%	10.84%	10.08%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-

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