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	Gearing	Bid	Ask
IF053Z	Long Mini-Future	Ford Motor Co.	-	2.00	Call	8.3406	8.55	31.48%	CHF	2.94457	1.630	1.640
IF0LRZ	Long Mini-Future	Ford Motor Co.	-	2.00	Call	9.4218	9.66	22.60%	CHF	3.9261	1.210	1.220
IF0SBZ	Long Mini-Future	Ford Motor Co.	-	2.00	Call	10.0542	10.30	17.40%	CHF	4.8979	0.960	0.970
IF0Q9Z	Long Mini-Future	Ford Motor Co.	-	2.00	Call	10.6022	10.87	12.90%	CHF	6.03278	0.770	0.780
IF0OVZ	Short Mini-Future	Ford Motor Co.	-	2.00	Put	13.7691	13.36	7.10%	CHF	10.306	0.530	0.540

Symbol	IF053Z	IF0LRZ	IF0SBZ	IF0Q9Z	IF0OVZ
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Ford Motor Co.	Ford Motor Co.	Ford Motor Co.	Ford Motor Co.	Ford Motor Co.
Issuer
Date of maturity	-	-	-	-	-
Ratio	2.00	2.00	2.00	2.00	2.00
Type	Call	Call	Call	Call	Put
Strike price	8.3406	9.4218	10.0542	10.6022	13.7691
Knock-Out Barrier	8.55	9.66	10.30	10.87	13.36
Dist. Knock-Out %	31.48%	22.60%	17.40%	12.90%	7.10%
Trading Currency	CHF	CHF	CHF	CHF	CHF
Gearing	2.94457	3.9261	4.8979	6.03278	10.306
Bid	1.630	1.210	0.960	0.770	0.530
Ask	1.640	1.220	0.970	0.780	0.540

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