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	Gearing	Bid	Ask
IJPYB	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.008804	0.01	53.77%	CHF	1.76186	-	-
IJPYD	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.009823	0.01	71.58%	CHF	1.335	-	-
IJP7HZ	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.006462	0.01	14.06%	CHF	6.53527	-	-
IJPRCZ	Long Mini-Future	Devisen JPY/CHF	-	0.001	Call	0.005449	0.01	2.34%	CHF	31.2241	-	-
IJP6IZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005033	0.01	9.81%	CHF	9.44593	-	-
IJP41Z	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006901	0.01	21.79%	CHF	4.3738	-	-
IJP3DZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006223	0.01	9.85%	CHF	9.21366	-	-
IJPRAZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005254	0.01	5.84%	CHF	14.9875	-	-
IJP3SZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004738	0.00	15.11%	CHF	6.31498	-	-
IJPA0Z	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.007162	0.01	26.39%	CHF	3.63775	-	-
IJPA6Z	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005513	0.01	1.20%	CHF	46.8361	-	-
IJPM7Z	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005539	0.01	0.72%	CHF	62.4481	-	-
IJPQXZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004434	0.00	20.57%	CHF	4.70321	-	-
IJPOZZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.00603	0.01	6.45%	CHF	13.543	-	-
IJPUOZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.00613	0.01	8.21%	CHF	10.9133	-	-
IJPHAZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006333	0.01	11.79%	CHF	7.8606	-	-
IJPPEZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.00594	0.01	4.87%	CHF	17.2933	-	-
IJPWHZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006645	0.01	17.28%	CHF	5.45663	-	-
IJPSEZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005347	0.01	4.17%	CHF	19.7205	-	-
IJPYGZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005547	0.01	0.58%	CHF	66.1215	-	-

Symbol	IJPYB	IJPYD	IJP7HZ	IJPRCZ	IJP6IZ	IJP41Z	IJP3DZ	IJPRAZ	IJP3SZ	IJPA0Z	IJPA6Z	IJPM7Z	IJPQXZ	IJPOZZ	IJPUOZ	IJPHAZ	IJPPEZ	IJPWHZ	IJPSEZ	IJPYGZ
Name	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF	Devisen JPY/CHF
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	0.001	0.001	0.001	0.001	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005	0.0005
Type	Put	Put	Put	Call	Call	Put	Put	Call	Call	Put	Call	Call	Call	Put	Put	Put	Put	Put	Call	Call
Strike price	0.008804	0.009823	0.006462	0.005449	0.005033	0.006901	0.006223	0.005254	0.004738	0.007162	0.005513	0.005539	0.004434	0.00603	0.00613	0.006333	0.00594	0.006645	0.005347	0.005547
Knock-Out Barrier	0.01	0.01	0.01	0.01	0.01	0.01	0.01	0.01	0.00	0.01	0.01	0.01	0.00	0.01	0.01	0.01	0.01	0.01	0.01	0.01
Dist. Knock-Out %	53.77%	71.58%	14.06%	2.34%	9.81%	21.79%	9.85%	5.84%	15.11%	26.39%	1.20%	0.72%	20.57%	6.45%	8.21%	11.79%	4.87%	17.28%	4.17%	0.58%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	1.76186	1.335	6.53527	31.2241	9.44593	4.3738	9.21366	14.9875	6.31498	3.63775	46.8361	62.4481	4.70321	13.543	10.9133	7.8606	17.2933	5.45663	19.7205	66.1215
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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