SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Gearing	Trading Currency	Bid	Ask
OYVABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	26,337.5215	26,820.00	42.58%	1.78121	CHF	21.490	21.500
PBAABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	27,932.1141	28,440.00	39.11%	1.89641	CHF	20.190	20.200
PRBABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	28,721.7288	29,250.00	37.37%	1.95979	CHF	19.540	19.550
PSCABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	30,305.5108	30,860.00	33.93%	2.09901	CHF	18.250	18.260
PPFABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	31,908.74	32,490.00	30.44%	2.26219	CHF	16.940	16.950
MINAAV	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	31,620.39	31,890.00	31.72%	2.22912	CHF	17.190	17.200
PHGABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	33,476.2387	34,080.00	27.03%	2.44659	CHF	15.660	15.670
PGSABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	35,037.479	35,670.00	23.63%	2.66187	CHF	14.400	14.410
MINAHV	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	36,090.44	36,400.00	22.07%	2.83194	CHF	13.540	13.550
QLOABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	35,818.0173	36,460.00	21.94%	2.78844	CHF	13.750	13.760
QOHABP	Mini Long Certificate	Dow Jones Industrial Average Index	-	1000.00	Call	36,590.8094	37,250.00	20.25%	2.92316	CHF	13.120	13.130
CDJILU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	35,468.45845	35,823.14	23.30%	2.73639	CHF	14.010	14.020
DDJIZU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	35,979.035516	36,338.83	22.20%	2.82146	CHF	13.600	13.610
HDJIIU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	34,781.948198	35,129.77	24.79%	2.63245	CHF	14.570	14.580
HDJIMU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	34,263.830122	34,606.47	25.91%	2.55654	CHF	15.000	15.010
JDJIQU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	33,017.071283	33,347.24	28.60%	2.39434	CHF	16.010	16.020
JDJIWU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	32,535.086215	32,860.44	29.64%	2.33709	CHF	16.410	16.420
JDJI9U	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	33,574.100352	33,909.84	27.40%	2.46399	CHF	15.560	15.570
KDJIOU	Long Mini-Future	Dow Jones Industrial Average Index	-	1000.00	Call	32,027.667453	32,347.94	30.74%	2.27842	CHF	16.820	16.830
IINAIZ	Long Mini-Future	Dow Jones Industrial Average Index	-	4000.00	Call	38,016.8875	38,769.00	16.99%	3.21942	CHF	2.980	2.990

Symbol	OYVABP	PBAABP	PRBABP	PSCABP	PPFABP	MINAAV	PHGABP	PGSABP	MINAHV	QLOABP	QOHABP	CDJILU	DDJIZU	HDJIIU	HDJIMU	JDJIQU	JDJIWU	JDJI9U	KDJIOU	IINAIZ
Name	Mini Long Certificate	Mini Long Certificate	Mini Long Certificate	Mini Long Certificate	Mini Long Certificate	Long Mini-Future	Mini Long Certificate	Mini Long Certificate	Long Mini-Future	Mini Long Certificate	Mini Long Certificate	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	4000.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	26,337.5215	27,932.1141	28,721.7288	30,305.5108	31,908.74	31,620.39	33,476.2387	35,037.479	36,090.44	35,818.0173	36,590.8094	35,468.45845	35,979.035516	34,781.948198	34,263.830122	33,017.071283	32,535.086215	33,574.100352	32,027.667453	38,016.8875
Knock-Out Barrier	26,820.00	28,440.00	29,250.00	30,860.00	32,490.00	31,890.00	34,080.00	35,670.00	36,400.00	36,460.00	37,250.00	35,823.14	36,338.83	35,129.77	34,606.47	33,347.24	32,860.44	33,909.84	32,347.94	38,769.00
Dist. Knock-Out %	42.58%	39.11%	37.37%	33.93%	30.44%	31.72%	27.03%	23.63%	22.07%	21.94%	20.25%	23.30%	22.20%	24.79%	25.91%	28.60%	29.64%	27.40%	30.74%	16.99%
Gearing	1.78121	1.89641	1.95979	2.09901	2.26219	2.22912	2.44659	2.66187	2.83194	2.78844	2.92316	2.73639	2.82146	2.63245	2.55654	2.39434	2.33709	2.46399	2.27842	3.21942
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	21.490	20.190	19.540	18.250	16.940	17.190	15.660	14.400	13.540	13.750	13.120	14.010	13.600	14.570	15.000	16.010	16.410	15.560	16.820	2.980
Ask	21.500	20.200	19.550	18.260	16.950	17.200	15.670	14.410	13.550	13.760	13.130	14.020	13.610	14.580	15.010	16.020	16.420	15.570	16.830	2.990

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