SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Gearing	Trading Currency	Bid	Ask
IJPYB	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.008803	0.01	54.31%	1.75065	CHF	-	-
IJPYD	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.009822	0.01	72.18%	1.3275	CHF	-	-
IJP7HZ	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.006461	0.01	14.47%	6.43916	CHF	-	-
IJPRCZ	Long Mini-Future	Devisen JPY/CHF	-	0.001	Call	0.00545	0.01	1.99%	35.0129	CHF	-	-
IJP6IZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005034	0.01	9.49%	9.65874	CHF	-	-
IJP41Z	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.0069	0.01	22.22%	4.30928	CHF	-	-
IJP3DZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006222	0.01	10.24%	9.03559	CHF	-	-
IJPRAZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005255	0.01	5.51%	15.5613	CHF	-	-
IJP3SZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004739	0.00	14.81%	6.40236	CHF	-	-
IJPA0Z	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.007161	0.01	26.84%	3.5796	CHF	-	-
IJPA6Z	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005514	0.01	0.85%	56.0207	CHF	-	-
IJPM7Z	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.00554	0.01	0.37%	74.6942	CHF	-	-
IJPQXZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004435	0.00	20.29%	4.74752	CHF	-	-
IJPOZZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006029	0.01	6.83%	13.0281	CHF	-	-
IJPUOZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006129	0.01	8.59%	10.5699	CHF	-	-
IJPHAZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006332	0.01	12.18%	7.62186	CHF	-	-
IJPPEZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.005939	0.01	5.24%	16.4767	CHF	-	-
IJPWHZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006644	0.01	17.70%	5.36083	CHF	-	-
IJPSEZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005348	0.01	3.83%	21.1399	CHF	-	-
IJPYGZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005548	0.01	0.22%	86.1857	CHF	-	-

Symbol	IJPYB	IJPYD	IJP7HZ	IJPRCZ	IJP6IZ	IJP41Z	IJP3DZ	IJPRAZ	IJP3SZ	IJPA0Z	IJPA6Z	IJPM7Z	IJPQXZ	IJPOZZ	IJPUOZ	IJPHAZ	IJPPEZ	IJPWHZ	IJPSEZ	IJPYGZ
Name	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	0.001	0.001	0.001	0.001	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005
Type	Put	Put	Put	Call	Call	Put	Put	Call	Call	Put	Call	Call	Call	Put	Put	Put	Put	Put	Call	Call
Strike price	0.008803	0.009822	0.006461	0.00545	0.005034	0.0069	0.006222	0.005255	0.004739	0.007161	0.005514	0.00554	0.004435	0.006029	0.006129	0.006332	0.005939	0.006644	0.005348	0.005548
Knock-Out Barrier	0.01	0.01	0.01	0.01	0.01	0.01	0.01	0.01	0.00	0.01	0.01	0.01	0.00	0.01	0.01	0.01	0.01	0.01	0.01	0.01
Dist. Knock-Out %	54.31%	72.18%	14.47%	1.99%	9.49%	22.22%	10.24%	5.51%	14.81%	26.84%	0.85%	0.37%	20.29%	6.83%	8.59%	12.18%	5.24%	17.70%	3.83%	0.22%
Gearing	1.75065	1.3275	6.43916	35.0129	9.65874	4.30928	9.03559	15.5613	6.40236	3.5796	56.0207	74.6942	4.74752	13.0281	10.5699	7.62186	16.4767	5.36083	21.1399	86.1857
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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