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
LGISJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	75.4948	77.76	41.85%	2.26627	CHF	2.260	2.270
LGXWJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	80.8062	83.23	37.76%	2.49182	CHF	2.050	2.060
LGIGJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	86.0228	88.60	33.74%	2.75274	CHF	1.840	1.850
LGIEJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	89.9599	92.66	30.71%	3.00442	CHF	1.700	1.710
LGIKJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	95.3491	98.21	26.56%	3.41464	CHF	1.480	1.490
LGIVJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	102.8831	105.97	20.75%	4.24011	CHF	1.180	1.190
LGCTJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	111.8382	115.19	13.85%	5.90757	CHF	0.830	0.840
LGDAJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Put	166.5153	161.52	20.79%	4.01354	CHF	1.370	1.380
LGBUJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Put	186.2423	180.66	35.10%	2.51566	CHF	2.140	2.150
LGCNJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Put	176.2388	170.95	27.84%	3.11109	CHF	1.750	1.760
LGECJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Call	125.4308	129.19	3.38%	14.6048	CHF	0.300	0.310
LGIFJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Put	199.2325	193.26	44.52%	2.02221	CHF	2.650	2.660
LGIHJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Put	160.0255	155.22	16.08%	4.96013	CHF	1.110	1.120
LGCMJB	Dynamic Mini Future	Gilead Sciences Inc.	-	20.00	Put	152.0186	147.46	10.27%	7.10505	CHF	0.790	0.800

Symbol	LGISJB	LGXWJB	LGIGJB	LGIEJB	LGIKJB	LGIVJB	LGCTJB	LGDAJB	LGBUJB	LGCNJB	LGECJB	LGIFJB	LGIHJB	LGCMJB
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	Dynamic Mini Future
Underlying	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.	Gilead Sciences Inc.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00
Type	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Call	Put	Put	Put
Strike price	75.4948	80.8062	86.0228	89.9599	95.3491	102.8831	111.8382	166.5153	186.2423	176.2388	125.4308	199.2325	160.0255	152.0186
Knock-Out Barrier	77.76	83.23	88.60	92.66	98.21	105.97	115.19	161.52	180.66	170.95	129.19	193.26	155.22	147.46
Dist. Knock-Out %	41.85%	37.76%	33.74%	30.71%	26.56%	20.75%	13.85%	20.79%	35.10%	27.84%	3.38%	44.52%	16.08%	10.27%
Gearing	2.26627	2.49182	2.75274	3.00442	3.41464	4.24011	5.90757	4.01354	2.51566	3.11109	14.6048	2.02221	4.96013	7.10505
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	2.260	2.050	1.840	1.700	1.480	1.180	0.830	1.370	2.140	1.750	0.300	2.650	1.110	0.790
Ask	2.270	2.060	1.850	1.710	1.490	1.190	0.840	1.380	2.150	1.760	0.310	2.660	1.120	0.800

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