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	Gearing	Bid	Ask
LGZWJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	31.6967	32.65	63.11%	CHF	1.54095	-	-
LGEYJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	38.3912	39.54	55.32%	CHF	1.74292	-	-
LGESJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	34.076	35.10	60.35%	CHF	1.61005	-	-
LGELJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	35.4701	36.53	58.72%	CHF	1.64698	-	-
LGZTJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	41.5614	42.81	51.63%	CHF	1.86032	-	-
LGURJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	43.5622	44.87	49.31%	CHF	1.94076	-	-
LGZDJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	48.6763	50.14	43.35%	CHF	2.18927	-	-
IGMWRZ	Long Mini-Future	General Motors Corp.	-	10.00	Call	41.7169	42.97	51.45%	CHF	1.88473	-	-
LGBAJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	52.1784	53.74	39.28%	CHF	2.39361	-	-
LGBQJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	55.1357	56.79	35.84%	CHF	2.60175	-	-
LGCRJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	55.6804	57.35	35.20%	CHF	2.64001	-	-
LGCSJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	63.0815	64.97	26.59%	CHF	3.38718	-	-
IGM4HZ	Long Mini-Future	General Motors Corp.	-	10.00	Call	55.0295	56.68	35.96%	CHF	2.63034	-	-
IGM77Z	Long Mini-Future	General Motors Corp.	-	10.00	Call	61.9559	63.81	27.90%	CHF	3.27891	-	-
LGBNJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Put	105.7355	102.56	15.88%	CHF	4.98668	-	-
LGBSJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Put	98.7309	95.77	8.20%	CHF	8.34979	-	-
LGBDJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Put	109.717	106.43	20.24%	CHF	4.08001	-	-
LGAKJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Put	116.7236	113.22	27.92%	CHF	3.09518	-	-
IGMLGZ	Long Mini-Future	General Motors Corp.	-	10.00	Call	66.6625	68.66	22.42%	CHF	3.9673	-	-
LGDDJB	Dynamic Mini Future	General Motors Corp.	-	20.00	Call	68.8628	70.93	19.86%	CHF	4.37855	-	-

Symbol	LGZWJB	LGEYJB	LGESJB	LGELJB	LGZTJB	LGURJB	LGZDJB	IGMWRZ	LGBAJB	LGBQJB	LGCRJB	LGCSJB	IGM4HZ	IGM77Z	LGBNJB	LGBSJB	LGBDJB	LGAKJB	IGMLGZ	LGDDJB
Name	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future
Underlying	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.	General Motors Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	20.00	20.00	20.00	20.00	20.00	20.00	20.00	10.00	20.00	20.00	20.00	20.00	10.00	10.00	20.00	20.00	20.00	20.00	10.00	20.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Put	Call	Call
Strike price	31.6967	38.3912	34.076	35.4701	41.5614	43.5622	48.6763	41.7169	52.1784	55.1357	55.6804	63.0815	55.0295	61.9559	105.7355	98.7309	109.717	116.7236	66.6625	68.8628
Knock-Out Barrier	32.65	39.54	35.10	36.53	42.81	44.87	50.14	42.97	53.74	56.79	57.35	64.97	56.68	63.81	102.56	95.77	106.43	113.22	68.66	70.93
Dist. Knock-Out %	63.11%	55.32%	60.35%	58.72%	51.63%	49.31%	43.35%	51.45%	39.28%	35.84%	35.20%	26.59%	35.96%	27.90%	15.88%	8.20%	20.24%	27.92%	22.42%	19.86%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	1.54095	1.74292	1.61005	1.64698	1.86032	1.94076	2.18927	1.88473	2.39361	2.60175	2.64001	3.38718	2.63034	3.27891	4.98668	8.34979	4.08001	3.09518	3.9673	4.37855
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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