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
MLLAHV	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	566.04	580.05	54.65%	1.79378	CHF	5.860	5.870
MLLATT	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	636.2398	653.74	48.89%	1.98858	CHF	5.286	5.294
MLLAAV	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	741.26	759.60	40.61%	2.38091	CHF	4.410	4.420
MLLCXT	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	775.9267	797.26	37.67%	2.54033	CHF	4.130	4.140
AHNQBP	Mini Long Certificate	Eli Lilly & Co.	-	100.00	Call	815.588	835.94	34.65%	2.76111	CHF	3.800	3.810
SXBR7U	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	924.872396	952.62	25.52%	3.58756	CHF	2.920	2.930
MLLE2T	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	886.4409	910.82	28.79%	3.25538	CHF	3.220	3.230
MLLE3T	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	907.1129	932.06	27.13%	3.43341	CHF	3.050	3.060
MLLE4T	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	927.7855	953.30	25.47%	3.63956	CHF	2.876	2.886
MLLAMV	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	936.76	959.94	24.95%	3.74023	CHF	2.800	2.810
MLLE6T	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	864.6106	888.39	30.55%	3.08405	CHF	3.398	3.408
MLLE7T	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	946.8287	972.87	23.94%	3.84662	CHF	2.722	2.732
S7BWCU	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	965.341474	994.30	22.26%	4.04116	CHF	2.580	2.590
MLLE8T	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	968.3449	994.97	22.21%	4.11367	CHF	2.544	2.554
SOB0DU	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	978.282447	1,007.63	21.22%	4.21898	CHF	2.480	2.490
MLLANV	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	1,011.29	1,036.31	18.98%	4.7726	CHF	2.180	2.190
ILLILZ	Long Mini-Future	Eli Lilly & Co.	-	200.00	Call	922.4162	945.24	26.10%	3.58756	CHF	1.460	1.470
MLLFBT	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	1,008.2704	1,036.00	19.01%	4.72132	CHF	2.214	2.224
MLLFAT	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	987.668	1,014.83	20.66%	4.38745	CHF	2.382	2.392
S9BQYU	Long Mini-Future	Eli Lilly & Co.	-	100.00	Call	1,025.965345	1,056.74	17.38%	4.99879	CHF	2.080	2.090

Symbol	MLLAHV	MLLATT	MLLAAV	MLLCXT	AHNQBP	SXBR7U	MLLE2T	MLLE3T	MLLE4T	MLLAMV	MLLE6T	MLLE7T	S7BWCU	MLLE8T	SOB0DU	MLLANV	ILLILZ	MLLFBT	MLLFAT	S9BQYU
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Mini Long Certificate	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.	Eli Lilly & Co.
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	200.00	100.00	100.00	100.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	566.04	636.2398	741.26	775.9267	815.588	924.872396	886.4409	907.1129	927.7855	936.76	864.6106	946.8287	965.341474	968.3449	978.282447	1,011.29	922.4162	1,008.2704	987.668	1,025.965345
Knock-Out Barrier	580.05	653.74	759.60	797.26	835.94	952.62	910.82	932.06	953.30	959.94	888.39	972.87	994.30	994.97	1,007.63	1,036.31	945.24	1,036.00	1,014.83	1,056.74
Dist. Knock-Out %	54.65%	48.89%	40.61%	37.67%	34.65%	25.52%	28.79%	27.13%	25.47%	24.95%	30.55%	23.94%	22.26%	22.21%	21.22%	18.98%	26.10%	19.01%	20.66%	17.38%
Gearing	1.79378	1.98858	2.38091	2.54033	2.76111	3.58756	3.25538	3.43341	3.63956	3.74023	3.08405	3.84662	4.04116	4.11367	4.21898	4.7726	3.58756	4.72132	4.38745	4.99879
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	5.860	5.286	4.410	4.130	3.800	2.920	3.220	3.050	2.876	2.800	3.398	2.722	2.580	2.544	2.480	2.180	1.460	2.214	2.382	2.080
Ask	5.870	5.294	4.420	4.140	3.810	2.930	3.230	3.060	2.886	2.810	3.408	2.732	2.590	2.554	2.490	2.190	1.470	2.224	2.392	2.090

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