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
MRTALV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,905.33	2,870.00	100.44%	CHF	-	-
MRTAMV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,077.99	2,110.00	-47.36%	CHF	-	-
MRTAOV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,602.32	2,570.00	79.49%	CHF	-	-
MRTARV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,753.82	2,720.00	89.96%	CHF	-	-
MRTATV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,652.82	2,620.00	82.98%	CHF	-	-
MRTACV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,804.33	2,770.00	93.45%	CHF	-	-
MRTAHV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,226.72	2,260.00	-57.84%	CHF	-	-
MRTAIV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,177.15	2,210.00	-54.34%	CHF	-	-
MRTAKV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	1,929.25	1,960.00	-36.88%	CHF	-	-
MRTAEV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,276.31	2,310.00	-61.33%	CHF	-	-
MRTAGV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,127.56	2,160.00	-50.85%	CHF	-	-
MRTAJV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	1,978.83	2,010.00	-40.38%	CHF	-	-
MRTAUV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,028.41	2,060.00	-43.87%	CHF	-	-
MRTASV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,854.83	2,820.00	96.95%	CHF	-	-
MRTAPV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,955.84	2,920.00	103.93%	CHF	-	-
MRTADV	Long Mini-Future	Russell 2000 Index	-	100.00	Call	2,325.88	2,360.00	-64.82%	CHF	-	-
MRTANV	Short Mini-Future	Russell 2000 Index	-	100.00	Put	2,703.33	2,670.00	86.47%	CHF	-	-

Symbol	MRTALV	MRTAMV	MRTAOV	MRTARV	MRTATV	MRTACV	MRTAHV	MRTAIV	MRTAKV	MRTAEV	MRTAGV	MRTAJV	MRTAUV	MRTASV	MRTAPV	MRTADV	MRTANV
Name	Short Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index	Russell 2000 Index
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00
Type	Put	Call	Put	Put	Put	Put	Call	Call	Call	Call	Call	Call	Call	Put	Put	Call	Put
Strike price	2,905.33	2,077.99	2,602.32	2,753.82	2,652.82	2,804.33	2,226.72	2,177.15	1,929.25	2,276.31	2,127.56	1,978.83	2,028.41	2,854.83	2,955.84	2,325.88	2,703.33
Knock-Out Barrier	2,870.00	2,110.00	2,570.00	2,720.00	2,620.00	2,770.00	2,260.00	2,210.00	1,960.00	2,310.00	2,160.00	2,010.00	2,060.00	2,820.00	2,920.00	2,360.00	2,670.00
Dist. Knock-Out %	100.44%	-47.36%	79.49%	89.96%	82.98%	93.45%	-57.84%	-54.34%	-36.88%	-61.33%	-50.85%	-40.38%	-43.87%	96.95%	103.93%	-64.82%	86.47%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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