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
MMSG0T	Short Mini-Future	Strategy Inc.	-	100.00	Put	339.6518	298.89	63.26%	CHF	-	-
MMSHFT	Short Mini-Future	Strategy Inc.	-	100.00	Put	319.6851	281.32	53.66%	CHF	-	-
MMSHGT	Short Mini-Future	Strategy Inc.	-	100.00	Put	329.6753	290.11	58.46%	CHF	-	-
MMSHKT	Short Mini-Future	Strategy Inc.	-	100.00	Put	309.7263	272.56	48.87%	CHF	-	-
MMSHNT	Short Mini-Future	Strategy Inc.	-	100.00	Put	299.7425	263.77	44.08%	CHF	-	-
MMSHQT	Short Mini-Future	Strategy Inc.	-	100.00	Put	289.7681	255.00	39.28%	CHF	0.882	0.892
MMSHWT	Short Mini-Future	Strategy Inc.	-	100.00	Put	279.8181	246.24	34.50%	CHF	-	-
MMSHZT	Short Mini-Future	Strategy Inc.	-	100.00	Put	269.8327	237.45	29.70%	CHF	-	-
MMSH3T	Short Mini-Future	Strategy Inc.	-	100.00	Put	249.852	219.87	20.09%	CHF	0.564	0.574
MMSIBT	Short Mini-Future	Strategy Inc.	-	100.00	Put	239.892	211.10	15.31%	CHF	-	-
MMSIUT	Long Mini-Future	Strategy Inc.	-	100.00	Call	145.1092	162.52	11.23%	CHF	-	-
MMSITT	Long Mini-Future	Strategy Inc.	-	100.00	Call	140.1055	156.92	14.29%	CHF	-	-
MMSIVT	Long Mini-Future	Strategy Inc.	-	100.00	Call	150.075	168.08	8.19%	CHF	-	-
MMSIWT	Long Mini-Future	Strategy Inc.	-	100.00	Call	155.0774	173.69	5.13%	CHF	-	-
MMSIYT	Short Mini-Future	Strategy Inc.	-	100.00	Put	219.9874	193.59	5.74%	CHF	-	-

Symbol	MMSG0T	MMSHFT	MMSHGT	MMSHKT	MMSHNT	MMSHQT	MMSHWT	MMSHZT	MMSH3T	MMSIBT	MMSIUT	MMSITT	MMSIVT	MMSIWT	MMSIYT
Name	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy Inc.	Strategy 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
Type	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Call	Call	Call	Call	Put
Strike price	339.6518	319.6851	329.6753	309.7263	299.7425	289.7681	279.8181	269.8327	249.852	239.892	145.1092	140.1055	150.075	155.0774	219.9874
Knock-Out Barrier	298.89	281.32	290.11	272.56	263.77	255.00	246.24	237.45	219.87	211.10	162.52	156.92	168.08	173.69	193.59
Dist. Knock-Out %	63.26%	53.66%	58.46%	48.87%	44.08%	39.28%	34.50%	29.70%	20.09%	15.31%	11.23%	14.29%	8.19%	5.13%	5.74%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	-	-	-	0.882	-	-	0.564	-	-	-	-	-	-
Ask	-	-	-	-	-	0.892	-	-	0.574	-	-	-	-	-	-

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