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
LINSJB	Dynamic Mini Future	Intel Corp.	-	5.00	Call	17.7913	18.33	54.78%	CHF	-	-
MINBQV	Long Mini-Future	Intel Corp.	-	10.00	Call	17.85	18.36	54.69%	CHF	-	-
MINCUV	Long Mini-Future	Intel Corp.	-	5.00	Call	17.14	17.65	56.44%	CHF	3.300	3.310
MINCTV	Long Mini-Future	Intel Corp.	-	5.00	Call	16.60	17.09	57.82%	CHF	3.400	3.410
LINVJB	Dynamic Mini Future	Intel Corp.	-	5.00	Call	15.1289	15.58	61.54%	CHF	4.170	4.180
LINQJB	Dynamic Mini Future	Intel Corp.	-	5.00	Call	15.0922	15.55	61.64%	CHF	4.190	4.200
B8XSQU	Long Mini-Future	Intel Corp.	-	10.00	Call	16.958371	17.47	56.89%	CHF	-	-
IINCTZ	Long Mini-Future	Intel Corp.	-	4.00	Call	17.0094	17.50	56.80%	CHF	-	-
IINV7Z	Long Mini-Future	Intel Corp.	-	4.00	Call	17.9807	18.50	54.34%	CHF	4.640	4.650
AAJIBP	Mini Long Certificate	Intel Corp.	-	10.00	Call	17.3936	18.25	54.96%	CHF	1.890	1.910
MINB7V	Long Mini-Future	Intel Corp.	-	5.00	Call	15.99	16.46	59.38%	CHF	4.020	4.040
LIZFJB	Dynamic Mini Future	Intel Corp.	-	10.00	Call	15.7943	16.27	59.85%	CHF	1.170	1.180
LIZGJB	Dynamic Mini Future	Intel Corp.	-	10.00	Call	16.8488	17.35	57.17%	CHF	1.960	1.970
MINDMV	Long Mini-Future	Intel Corp.	-	5.00	Call	15.23	15.68	61.30%	CHF	3.600	3.610
BEDSQU	Long Mini-Future	Intel Corp.	-	10.00	Call	19.222751	19.80	51.14%	CHF	1.763	1.782
IINO9Z	Long Mini-Future	Intel Corp.	-	4.00	Call	18.7502	19.29	52.38%	CHF	-	-
MINE2T	Long Mini-Future	Intel Corp.	-	10.00	Call	16.4167	16.87	58.37%	CHF	-	-
LIABJB	Dynamic Mini Future	Intel Corp.	-	10.00	Call	18.9734	19.54	51.77%	CHF	-	-
SI3B6U	Long Mini-Future	Intel Corp.	-	10.00	Call	19.839088	20.43	49.57%	CHF	1.713	1.733
SHHBQU	Long Mini-Future	Intel Corp.	-	10.00	Call	21.630001	22.28	45.02%	CHF	1.569	1.589

Symbol	LINSJB	MINBQV	MINCUV	MINCTV	LINVJB	LINQJB	B8XSQU	IINCTZ	IINV7Z	AAJIBP	MINB7V	LIZFJB	LIZGJB	MINDMV	BEDSQU	IINO9Z	MINE2T	LIABJB	SI3B6U	SHHBQU
Name	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Mini Long Certificate	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future	Long Mini-Future
Underlying	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	5.00	10.00	5.00	5.00	5.00	5.00	10.00	4.00	4.00	10.00	5.00	10.00	10.00	5.00	10.00	4.00	10.00	10.00	10.00	10.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	17.7913	17.85	17.14	16.60	15.1289	15.0922	16.958371	17.0094	17.9807	17.3936	15.99	15.7943	16.8488	15.23	19.222751	18.7502	16.4167	18.9734	19.839088	21.630001
Knock-Out Barrier	18.33	18.36	17.65	17.09	15.58	15.55	17.47	17.50	18.50	18.25	16.46	16.27	17.35	15.68	19.80	19.29	16.87	19.54	20.43	22.28
Dist. Knock-Out %	54.78%	54.69%	56.44%	57.82%	61.54%	61.64%	56.89%	56.80%	54.34%	54.96%	59.38%	59.85%	57.17%	61.30%	51.14%	52.38%	58.37%	51.77%	49.57%	45.02%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	3.300	3.400	4.170	4.190	-	-	4.640	1.890	4.020	1.170	1.960	3.600	1.763	-	-	-	1.713	1.569
Ask	-	-	3.310	3.410	4.180	4.200	-	-	4.650	1.910	4.040	1.180	1.970	3.610	1.782	-	-	-	1.733	1.589

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