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
LRZBJB	Dynamic Mini Future	DOCMORRIS AG	-	49.2417	Put	179.3784	173.31	3,136.46%	CHF	3.560	3.570
LRZJJB	Dynamic Mini Future	DOCMORRIS AG	-	59.0877	Put	118.922	115.86	2,063.61%	CHF	1.950	1.960
LRZKJB	Dynamic Mini Future	DOCMORRIS AG	-	73.8607	Put	125.4819	122.42	2,183.98%	CHF	1.650	1.670
LRZLJB	Dynamic Mini Future	DOCMORRIS AG	-	73.8607	Put	133.3524	128.98	2,308.59%	CHF	1.760	1.770
LRYEJB	Dynamic Mini Future	DOCMORRIS AG	-	24.6208	Put	61.9801	60.43	1,027.44%	CHF	-	-
LDODJB	Dynamic Mini Future	DOCMORRIS AG	-	19.6963	Put	31.4094	30.55	470.41%	CHF	1.060	-
LDZEJB	Dynamic Mini Future	DOCMORRIS AG	-	7.38618	Put	27.2626	26.44	393.83%	CHF	-	-
LDZFJB	Dynamic Mini Future	DOCMORRIS AG	-	7.38618	Put	24.9881	24.24	352.21%	CHF	-	-
LDOEJB	Dynamic Mini Future	DOCMORRIS AG	-	8.00	Call	5.7831	6.29	-17.49%	CHF	-	-
LDBNJB	Dynamic Mini Future	DOCMORRIS AG	-	8.00	Put	9.3374	9.06	68.98%	CHF	0.520	0.530
LDBFJB	Dynamic Mini Future	DOCMORRIS AG	-	8.00	Put	8.388	8.14	51.80%	CHF	0.410	0.420
LDBMJB	Dynamic Mini Future	DOCMORRIS AG	-	8.00	Put	8.8607	8.59	60.35%	CHF	0.470	0.480
LDCAJB	Dynamic Mini Future	DOCMORRIS AG	-	8.00	Call	5.396	5.87	-9.64%	CHF	-	-
IDOHYZ	Long Mini-Future	DOCMORRIS AG	-	20.00	Call	4.526	4.66	12.98%	CHF	0.055	0.065
IDO63Z	Short Mini-Future	DOCMORRIS AG	-	10.00	Put	6.5459	6.35	18.62%	CHF	-	-
MDODQT	Long Mini-Future	DOCMORRIS AG	-	5.00	Call	4.5195	4.66	13.07%	CHF	-	-
LDBIJB	Dynamic Mini Future	DOCMORRIS AG	-	8.00	Call	4.4949	4.63	13.54%	CHF	-	-
MDODXT	Short Mini-Future	DOCMORRIS AG	-	5.00	Put	6.1326	5.95	11.09%	CHF	0.194	0.202
MDODVT	Short Mini-Future	DOCMORRIS AG	-	5.00	Put	5.9357	5.76	7.42%	CHF	0.162	0.170
MDOD1T	Long Mini-Future	DOCMORRIS AG	-	5.00	Call	4.2655	4.39	17.96%	CHF	-	-

Symbol	LRZBJB	LRZJJB	LRZKJB	LRZLJB	LRYEJB	LDODJB	LDZEJB	LDZFJB	LDOEJB	LDBNJB	LDBFJB	LDBMJB	LDCAJB	IDOHYZ	IDO63Z	MDODQT	LDBIJB	MDODXT	MDODVT	MDOD1T
Name	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Short Mini-Future	Long Mini-Future	Dynamic Mini Future	Short Mini-Future	Short Mini-Future	Long Mini-Future
Underlying	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	49.2417	59.0877	73.8607	73.8607	24.6208	19.6963	7.38618	7.38618	8.00	8.00	8.00	8.00	8.00	20.00	10.00	5.00	8.00	5.00	5.00	5.00
Type	Put	Put	Put	Put	Put	Put	Put	Put	Call	Put	Put	Put	Call	Call	Put	Call	Call	Put	Put	Call
Strike price	179.3784	118.922	125.4819	133.3524	61.9801	31.4094	27.2626	24.9881	5.7831	9.3374	8.388	8.8607	5.396	4.526	6.5459	4.5195	4.4949	6.1326	5.9357	4.2655
Knock-Out Barrier	173.31	115.86	122.42	128.98	60.43	30.55	26.44	24.24	6.29	9.06	8.14	8.59	5.87	4.66	6.35	4.66	4.63	5.95	5.76	4.39
Dist. Knock-Out %	3,136.46%	2,063.61%	2,183.98%	2,308.59%	1,027.44%	470.41%	393.83%	352.21%	-17.49%	68.98%	51.80%	60.35%	-9.64%	12.98%	18.62%	13.07%	13.54%	11.09%	7.42%	17.96%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	3.560	1.950	1.650	1.760	-	1.060	-	-	-	0.520	0.410	0.470	-	0.055	-	-	-	0.194	0.162	-
Ask	3.570	1.960	1.670	1.770	-	-	-	-	-	0.530	0.420	0.480	-	0.065	-	-	-	0.202	0.170	-

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