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
LGZEJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	346.7027	357.10	57.36%	CHF	3.980	3.990
LGZNJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	357.7689	368.50	56.00%	CHF	3.890	3.900
MGSAMV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	374.97	385.95	53.92%	CHF	3.750	3.770
MGSAXV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	385.87	397.17	52.58%	CHF	3.660	3.680
MGSAQV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	397.43	409.06	51.16%	CHF	3.570	3.590
LGZAJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	378.6993	390.06	53.43%	CHF	-	-
LGOUJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	398.5524	410.51	50.99%	CHF	3.570	3.580
MGSASV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	410.72	422.74	49.53%	CHF	3.460	3.480
MGSATV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	432.43	445.10	46.86%	CHF	-	-
LGZXJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	416.4839	428.98	48.78%	CHF	3.420	3.430
LGOVJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	436.9824	450.09	46.26%	CHF	-	-
MGSAUT	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	434.1945	446.13	46.73%	CHF	-	-
LGUSJB	Dynamic Mini Future	Goldman Sachs Group Inc.	-	100.00	Call	465.7086	479.68	42.73%	CHF	3.020	3.030
MGSAWV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	465.01	478.63	42.85%	CHF	3.030	3.050
MGSBBT	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	485.5617	498.91	40.43%	CHF	2.838	2.850
MGSBCT	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	464.4662	477.24	43.02%	CHF	3.008	3.022
MGSAKV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	484.72	498.92	40.43%	CHF	2.520	2.530
MGSAGV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	505.24	520.03	37.91%	CHF	2.350	2.360
MGSBDT	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	505.6928	519.60	37.96%	CHF	2.676	2.688
MGSAZV	Long Mini-Future	Goldman Sachs Group Inc.	-	100.00	Call	524.84	540.20	35.50%	CHF	2.300	2.310

Symbol	LGZEJB	LGZNJB	MGSAMV	MGSAXV	MGSAQV	LGZAJB	LGOUJB	MGSASV	MGSATV	LGZXJB	LGOVJB	MGSAUT	LGUSJB	MGSAWV	MGSBBT	MGSBCT	MGSAKV	MGSAGV	MGSBDT	MGSAZV
Name	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.	Goldman Sachs Group Inc.
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	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	346.7027	357.7689	374.97	385.87	397.43	378.6993	398.5524	410.72	432.43	416.4839	436.9824	434.1945	465.7086	465.01	485.5617	464.4662	484.72	505.24	505.6928	524.84
Knock-Out Barrier	357.10	368.50	385.95	397.17	409.06	390.06	410.51	422.74	445.10	428.98	450.09	446.13	479.68	478.63	498.91	477.24	498.92	520.03	519.60	540.20
Dist. Knock-Out %	57.36%	56.00%	53.92%	52.58%	51.16%	53.43%	50.99%	49.53%	46.86%	48.78%	46.26%	46.73%	42.73%	42.85%	40.43%	43.02%	40.43%	37.91%	37.96%	35.50%
Gearing
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	3.980	3.890	3.750	3.660	3.570	-	3.570	3.460	-	3.420	-	-	3.020	3.030	2.838	3.008	2.520	2.350	2.676	2.300
Ask	3.990	3.900	3.770	3.680	3.590	-	3.580	3.480	-	3.430	-	-	3.030	3.050	2.850	3.022	2.530	2.360	2.688	2.310

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