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
MIFAAV	Long Mini-Future	Infineon Technologies AG	-	4.00	Call	10.02	10.50	72.13%	1.357	CHF	-	-
LIFIJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Put	41.6534	40.40	7.23%	8.99103	CHF	-	-
LIZAJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	20.8642	21.49	42.97%	2.19156	CHF	-	-
LIFJJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Put	45.0436	43.69	15.96%	5.00929	CHF	-	-
LIFDJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Put	47.0759	45.66	21.19%	3.93989	CHF	-	-
LIFCJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Put	47.5718	46.14	22.46%	3.73032	CHF	-	-
LIFWJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	18.2721	18.82	50.05%	1.91612	CHF	-	-
LIFXJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	21.8263	22.48	40.34%	2.33767	CHF	-	-
LIZNJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	22.322	22.99	38.98%	2.41828	CHF	-	-
LIZOJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	24.3516	25.08	33.43%	2.78294	CHF	-	-
LIFAJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	26.2811	27.07	28.16%	3.24676	CHF	-	-
LIFBJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	30.259	31.17	17.29%	4.93873	CHF	-	-
IIFJMZ	Long Mini-Future	Infineon Technologies AG	-	2.00	Call	27.1946	27.94	25.85%	3.57077	CHF	-	-
IIF73Z	Long Mini-Future	Infineon Technologies AG	-	2.00	Call	30.5934	31.43	16.58%	5.26502	CHF	-	-
LIFEJB	Dynamic Mini Future	Infineon Technologies AG	-	10.00	Call	32.4536	33.43	11.29%	6.87549	CHF	-	-

Symbol	MIFAAV	LIFIJB	LIZAJB	LIFJJB	LIFDJB	LIFCJB	LIFWJB	LIFXJB	LIZNJB	LIZOJB	LIFAJB	LIFBJB	IIFJMZ	IIF73Z	LIFEJB
Name	Long 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	Long Mini-Future	Long Mini-Future	Dynamic Mini Future
Underlying	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG	Infineon Technologies AG
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	4.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	2.00	2.00	10.00
Type	Call	Put	Call	Put	Put	Put	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	10.02	41.6534	20.8642	45.0436	47.0759	47.5718	18.2721	21.8263	22.322	24.3516	26.2811	30.259	27.1946	30.5934	32.4536
Knock-Out Barrier	10.50	40.40	21.49	43.69	45.66	46.14	18.82	22.48	22.99	25.08	27.07	31.17	27.94	31.43	33.43
Dist. Knock-Out %	72.13%	7.23%	42.97%	15.96%	21.19%	22.46%	50.05%	40.34%	38.98%	33.43%	28.16%	17.29%	25.85%	16.58%	11.29%
Gearing	1.357	8.99103	2.19156	5.00929	3.93989	3.73032	1.91612	2.33767	2.41828	2.78294	3.24676	4.93873	3.57077	5.26502	6.87549
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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