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
BF6SRU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.539598	2.62	18.97%	CHF	-	-
SYXBGU	Short Mini-Future	OC Oerlikon N	-	2.00	Put	3.665753	3.56	10.15%	CHF	-	-
SVSBUU	Short Mini-Future	OC Oerlikon N	-	2.00	Put	3.399976	3.30	2.17%	CHF	-	-
SM0B3U	Short Mini-Future	OC Oerlikon N	-	2.00	Put	3.538347	3.43	6.33%	CHF	-	-
IOEQCZ	Short Mini-Future	OC Oerlikon N	-	5.00	Put	3.7448	3.63	12.58%	CHF	-	-
SIHBVU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.353629	2.42	24.90%	CHF	-	-
IOEWLZ	Long Mini-Future	OC Oerlikon N	-	5.00	Call	2.3539	2.42	24.92%	CHF	-	-
SNCBIU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.516873	2.59	19.69%	CHF	-	-
SOKBSU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.601216	2.68	17.00%	CHF	-	-
SM3B9U	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.767436	2.85	11.70%	CHF	-	-
SNYB7U	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.707274	2.79	13.62%	CHF	-	-
S6UBYU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.674364	2.75	14.67%	CHF	-	-
S3WBIU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.443988	2.52	22.02%	CHF	-	-
SZ6BZU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.253028	2.32	28.11%	CHF	-	-
SHWB6U	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.80269	2.89	10.57%	CHF	-	-
SIQBLU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.852738	2.94	8.97%	CHF	-	-
SF9BHU	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.960854	3.05	5.52%	CHF	-	-
SVFB3U	Long Mini-Future	OC Oerlikon N	-	2.00	Call	2.900837	2.99	7.44%	CHF	-	-

Symbol	BF6SRU	SYXBGU	SVSBUU	SM0B3U	IOEQCZ	SIHBVU	IOEWLZ	SNCBIU	SOKBSU	SM3B9U	SNYB7U	S6UBYU	S3WBIU	SZ6BZU	SHWB6U	SIQBLU	SF9BHU	SVFB3U
Name	Long 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	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	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N	OC Oerlikon N
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	2.00	2.00	2.00	2.00	5.00	2.00	5.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00
Type	Call	Put	Put	Put	Put	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	2.539598	3.665753	3.399976	3.538347	3.7448	2.353629	2.3539	2.516873	2.601216	2.767436	2.707274	2.674364	2.443988	2.253028	2.80269	2.852738	2.960854	2.900837
Knock-Out Barrier	2.62	3.56	3.30	3.43	3.63	2.42	2.42	2.59	2.68	2.85	2.79	2.75	2.52	2.32	2.89	2.94	3.05	2.99
Dist. Knock-Out %	18.97%	10.15%	2.17%	6.33%	12.58%	24.90%	24.92%	19.69%	17.00%	11.70%	13.62%	14.67%	22.02%	28.11%	10.57%	8.97%	5.52%	7.44%
Gearing
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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