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
LRZBJB	Dynamic Mini Future	DOCMORRIS AG	-	100.00	Put	372.0768	359.49	1,625.02%	CHF	0.0588701	-	-
LRZJJB	Dynamic Mini Future	DOCMORRIS AG	-	120.005	Put	246.6789	240.33	1,053.22%	CHF	0.0909213	-	-
LRZKJB	Dynamic Mini Future	DOCMORRIS AG	-	149.992	Put	260.2817	253.93	1,118.49%	CHF	0.0857656	-	-
LRZLJB	Dynamic Mini Future	DOCMORRIS AG	-	149.992	Put	276.6054	267.54	1,183.76%	CHF	0.0803123	-	-
IROAOZ	Short Mini-Future	DOCMORRIS AG	-	50.00	Put	241.7439	232.07	1,013.60%	CHF	0.0932439	-	-
IROAMZ	Short Mini-Future	DOCMORRIS AG	-	50.00	Put	205.8242	197.59	848.13%	CHF	0.111743	-	-
IROABZ	Short Mini-Future	DOCMORRIS AG	-	50.00	Put	147.896	141.98	581.29%	CHF	0.16155	-	-
LRYEJB	Dynamic Mini Future	DOCMORRIS AG	-	50.00	Put	128.5621	125.35	501.48%	CHF	0.191193	-	-
IDO2FZ	Short Mini-Future	DOCMORRIS AG	-	50.00	Put	91.2158	88.48	324.56%	CHF	0.289444	-	-
LDOQJB	Dynamic Mini Future	DOCMORRIS AG	-	25.00	Put	71.461	69.67	234.33%	CHF	0.40466	-	-
LDODJB	Dynamic Mini Future	DOCMORRIS AG	-	40.00	Put	65.1478	63.36	204.01%	CHF	0.457018	-	-
IDO6JZ	Short Mini-Future	DOCMORRIS AG	-	20.00	Put	63.7629	61.85	196.79%	CHF	0.477982	-	-
LDZEJB	Dynamic Mini Future	DOCMORRIS AG	-	14.9999	Put	56.5488	54.85	163.21%	CHF	0.574108	-	-
LDZFJB	Dynamic Mini Future	DOCMORRIS AG	-	14.9999	Put	51.8358	50.28	141.27%	CHF	0.661591	-	-
IDOV5Z	Short Mini-Future	DOCMORRIS AG	-	20.00	Put	43.2227	41.93	101.18%	CHF	0.906087	-	-
IDOY2Z	Short Mini-Future	DOCMORRIS AG	-	20.00	Put	27.3086	26.49	27.11%	CHF	2.89444	-	-
IDOAMZ	Long Mini-Future	DOCMORRIS AG	-	20.00	Call	14.1967	14.62	29.83%	CHF	3.06471	-	-
LDOTJB	Dynamic Mini Future	DOCMORRIS AG	-	20.00	Call	14.6266	14.99	28.06%	CHF	3.15758	-	-
IDOKPZ	Long Mini-Future	DOCMORRIS AG	-	20.00	Call	17.4804	18.00	13.60%	CHF		-	-

Symbol	LRZBJB	LRZJJB	LRZKJB	LRZLJB	IROAOZ	IROAMZ	IROABZ	LRYEJB	IDO2FZ	LDOQJB	LDODJB	IDO6JZ	LDZEJB	LDZFJB	IDOV5Z	IDOY2Z	IDOAMZ	LDOTJB	IDOKPZ
Name	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Dynamic Mini Future	Short Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Short Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future
Underlying	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG	DOCMORRIS AG
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	100.00	120.005	149.992	149.992	50.00	50.00	50.00	50.00	50.00	25.00	40.00	20.00	14.9999	14.9999	20.00	20.00	20.00	20.00	20.00
Type	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Call	Call	Call
Strike price	372.0768	246.6789	260.2817	276.6054	241.7439	205.8242	147.896	128.5621	91.2158	71.461	65.1478	63.7629	56.5488	51.8358	43.2227	27.3086	14.1967	14.6266	17.4804
Knock-Out Barrier	359.49	240.33	253.93	267.54	232.07	197.59	141.98	125.35	88.48	69.67	63.36	61.85	54.85	50.28	41.93	26.49	14.62	14.99	18.00
Dist. Knock-Out %	1,625.02%	1,053.22%	1,118.49%	1,183.76%	1,013.60%	848.13%	581.29%	501.48%	324.56%	234.33%	204.01%	196.79%	163.21%	141.27%	101.18%	27.11%	29.83%	28.06%	13.60%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	0.0588701	0.0909213	0.0857656	0.0803123	0.0932439	0.111743	0.16155	0.191193	0.289444	0.40466	0.457018	0.477982	0.574108	0.661591	0.906087	2.89444	3.06471	3.15758
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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