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
LPRBJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Call	131.7747	135.73	6.52%	CHF	0.230	0.240
LPREJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Call	119.6046	123.19	15.15%	CHF	-	-
LPRGJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	195.4919	189.63	30.61%	CHF	-	-
LPRKJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	199.7207	193.73	33.43%	CHF	0.900	0.910
LPRAJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	194.7045	188.86	30.08%	CHF	-	-
LPRNJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	196.591	190.69	31.34%	CHF	-	-
LPRPJB	Dynamic Mini Future	Procter & Gamble Co.	-	100.00	Put	215.1814	208.73	43.76%	CHF	0.590	0.600
LPRSJB	Dynamic Mini Future	Procter & Gamble Co.	-	100.00	Put	224.1885	217.88	50.07%	CHF	0.660	0.670
LPRRJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	230.5614	223.64	54.04%	CHF	-	-
LPRUJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	235.5531	228.49	57.37%	CHF	-	-
LPRQJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	177.6909	172.36	18.71%	CHF	-	-
LPRWJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Call	106.6905	109.89	24.31%	CHF	0.640	0.650
LPRTJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	168.3259	163.28	12.46%	CHF	0.400	0.410
LPADJB	Dynamic Mini Future	Procter & Gamble Co.	-	50.00	Put	162.0536	157.19	8.27%	CHF	-	-

Symbol	LPRBJB	LPREJB	LPRGJB	LPRKJB	LPRAJB	LPRNJB	LPRPJB	LPRSJB	LPRRJB	LPRUJB	LPRQJB	LPRWJB	LPRTJB	LPADJB
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	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.	Procter & Gamble Co.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	50.00	50.00	50.00	50.00	50.00	50.00	100.00	100.00	50.00	50.00	50.00	50.00	50.00	50.00
Type	Call	Call	Put	Put	Put	Put	Put	Put	Put	Put	Put	Call	Put	Put
Strike price	131.7747	119.6046	195.4919	199.7207	194.7045	196.591	215.1814	224.1885	230.5614	235.5531	177.6909	106.6905	168.3259	162.0536
Knock-Out Barrier	135.73	123.19	189.63	193.73	188.86	190.69	208.73	217.88	223.64	228.49	172.36	109.89	163.28	157.19
Dist. Knock-Out %	6.52%	15.15%	30.61%	33.43%	30.08%	31.34%	43.76%	50.07%	54.04%	57.37%	18.71%	24.31%	12.46%	8.27%
Gearing
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	0.230	-	-	0.900	-	-	0.590	0.660	-	-	-	0.640	0.400	-
Ask	0.240	-	-	0.910	-	-	0.600	0.670	-	-	-	0.650	0.410	-

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