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
LXOBJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	83.9029	86.42	26.56%	CHF	-	-
LXOEJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	74.6797	76.92	34.63%	CHF	0.890	0.900
LXOIJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	129.3309	125.45	6.61%	CHF	0.260	0.270
LXOFJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	133.1213	129.13	9.74%	CHF	-	-
LXOAJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	145.5442	141.18	19.98%	CHF	-	-
LXOJJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	91.3133	94.05	20.07%	CHF	-	-
LXOKJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	148.705	144.24	22.58%	CHF	-	-
LXOCJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	155.2882	150.63	28.01%	CHF	0.780	0.790
LXOOJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Put	154.1685	149.54	27.09%	CHF	0.760	0.770
IXO15Z	Long Mini-Future	Exxon Mobil Corp.	-	10.00	Call	82.9224	85.33	27.49%	CHF	2.820	2.830
IXO34Z	Long Mini-Future	Exxon Mobil Corp.	-	10.00	Call	93.4668	96.18	18.26%	CHF	1.980	1.990
LXOGJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	100.3004	103.31	12.20%	CHF	-	-
IXOK9Z	Long Mini-Future	Exxon Mobil Corp.	-	10.00	Call	103.8198	106.83	9.21%	CHF	-	-
LXOPJB	Dynamic Mini Future	Exxon Mobil Corp.	-	40.00	Call	105.3092	108.47	7.82%	CHF	-	-
IXOC3Z	Long Mini-Future	Exxon Mobil Corp.	-	10.00	Call	99.3148	102.20	13.15%	CHF	-	-
IXOAMZ	Short Mini-Future	Exxon Mobil Corp.	-	10.00	Put	125.5242	121.76	3.48%	CHF	-	-

Symbol	LXOBJB	LXOEJB	LXOIJB	LXOFJB	LXOAJB	LXOJJB	LXOKJB	LXOCJB	LXOOJB	IXO15Z	IXO34Z	LXOGJB	IXOK9Z	LXOPJB	IXOC3Z	IXOAMZ
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	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future	Short Mini-Future
Underlying	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.	Exxon Mobil Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	40.00	40.00	40.00	40.00	40.00	40.00	40.00	40.00	40.00	10.00	10.00	40.00	10.00	40.00	10.00	10.00
Type	Call	Call	Put	Put	Put	Call	Put	Put	Put	Call	Call	Call	Call	Call	Call	Put
Strike price	83.9029	74.6797	129.3309	133.1213	145.5442	91.3133	148.705	155.2882	154.1685	82.9224	93.4668	100.3004	103.8198	105.3092	99.3148	125.5242
Knock-Out Barrier	86.42	76.92	125.45	129.13	141.18	94.05	144.24	150.63	149.54	85.33	96.18	103.31	106.83	108.47	102.20	121.76
Dist. Knock-Out %	26.56%	34.63%	6.61%	9.74%	19.98%	20.07%	22.58%	28.01%	27.09%	27.49%	18.26%	12.20%	9.21%	7.82%	13.15%	3.48%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	0.890	0.260	-	-	-	-	0.780	0.760	2.820	1.980	-	-	-	-	-
Ask	-	0.900	0.270	-	-	-	-	0.790	0.770	2.830	1.990	-	-	-	-	-

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