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	0.008847	0.01	49.57%	CHF	1.88807	-	-
IJPYD	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.009871	0.01	66.89%	CHF	1.4172	-	-
IJP7HZ	Short Mini-Future	Devisen JPY/CHF	-	0.001	Put	0.006503	0.01	11.05%	CHF	8.0505	-	-
IJPRCZ	Long Mini-Future	Devisen JPY/CHF	-	0.001	Call	0.00541	0.01	5.72%	CHF	14.8625	-	-
IJP6IZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004994	0.01	12.98%	CHF	7.156	-	-
IJPGHZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005604	0.01	2.34%	CHF	30.5072	-	-
IJP41Z	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006942	0.01	18.55%	CHF	4.97542	-	-
IJP3DZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006264	0.01	6.98%	CHF	11.8293	-	-
IJPRAZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005215	0.01	9.12%	CHF	9.82434	-	-
IJP3SZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004699	0.00	18.12%	CHF	5.24558	-	-
IJPA0Z	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.007203	0.01	23.00%	CHF	4.06762	-	-
IJPA6Z	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.005474	0.01	4.62%	CHF	17.5647	-	-
IJPM7Z	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.0055	0.01	4.17%	CHF	19.0045	-	-
IJPQXZ	Long Mini-Future	Devisen JPY/CHF	-	0.0005	Call	0.004395	0.00	23.42%	CHF	4.1109	-	-
IJPOZZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006071	0.01	3.68%	CHF	19.6487	-	-
IJPUOZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006171	0.01	5.39%	CHF	14.6743	-	-
IJPHAZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006374	0.01	8.86%	CHF	9.6606	-	-
IJPPEZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.005981	0.01	2.15%	CHF	28.2749	-	-
IJPTEZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.005883	0.01	0.47%	CHF	55.2034	-	-
IJPWHZ	Short Mini-Future	Devisen JPY/CHF	-	0.0005	Put	0.006686	0.01	14.19%	CHF	6.36963	-	-

Symbol	IJPYB	IJPYD	IJP7HZ	IJPRCZ	IJP6IZ	IJPGHZ	IJP41Z	IJP3DZ	IJPRAZ	IJP3SZ	IJPA0Z	IJPA6Z	IJPM7Z	IJPQXZ	IJPOZZ	IJPUOZ	IJPHAZ	IJPPEZ	IJPTEZ	IJPWHZ
Name	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long 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	Short 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	Call	Put	Put	Call	Call	Put	Call	Call	Call	Put	Put	Put	Put	Put	Put
Strike price	0.008847	0.009871	0.006503	0.00541	0.004994	0.005604	0.006942	0.006264	0.005215	0.004699	0.007203	0.005474	0.0055	0.004395	0.006071	0.006171	0.006374	0.005981	0.005883	0.006686
Knock-Out Barrier	0.01	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
Dist. Knock-Out %	49.57%	66.89%	11.05%	5.72%	12.98%	2.34%	18.55%	6.98%	9.12%	18.12%	23.00%	4.62%	4.17%	23.42%	3.68%	5.39%	8.86%	2.15%	0.47%	14.19%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	1.88807	1.4172	8.0505	14.8625	7.156	30.5072	4.97542	11.8293	9.82434	5.24558	4.06762	17.5647	19.0045	4.1109	19.6487	14.6743	9.6606	28.2749	55.2034	6.36963
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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