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
IFRN1Z	Short Mini-Future	FORVIA	open-end	5.00	Put	16.7259	16.06	109.67%	CHF	0.853492	1.680	1.690
IFR83Z	Long Mini-Future	FORVIA	open-end	5.00	Call	6.9951	7.26	5.22%	CHF	6.78729	0.210	0.220
IFRR6Z	Short Mini-Future	FORVIA	open-end	5.00	Put	10.7692	10.34	34.96%	CHF	2.54523	0.560	0.570

Symbol	IFRN1Z	IFR83Z	IFRR6Z
Name	Short Mini-Future	Long Mini-Future	Short Mini-Future
Underlying	FORVIA	FORVIA	FORVIA
Issuer
Date of maturity	open-end	open-end	open-end
Ratio	5.00	5.00	5.00
Type	Put	Call	Put
Strike price	16.7259	6.9951	10.7692
Knock-Out Barrier	16.06	7.26	10.34
Dist. Knock-Out %	109.67%	5.22%	34.96%
Trading Currency	CHF	CHF	CHF
Gearing	0.853492	6.78729	2.54523
Bid	1.680	0.210	0.560
Ask	1.690	0.220	0.570

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