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
MABAEV	Long Mini-Future	ABB	-	10.00	Call	23.76	24.71	41.11%	2.29563	CHF	-	-
MABABV	Long Mini-Future	ABB	-	10.00	Call	22.64	23.55	43.88%	2.16546	CHF	-	-
MABAFV	Long Mini-Future	ABB	-	10.00	Call	21.54	22.41	46.59%	2.04927	CHF	-	-
MABAHV	Long Mini-Future	ABB	-	10.00	Call	20.44	21.26	49.33%	1.94491	CHF	-	-
MABASV	Long Mini-Future	ABB	-	10.00	Call	24.84	25.84	38.42%	2.44244	CHF	-	-
IABXGZ	Long Mini-Future	ABB	-	5.00	Call	19.6385	20.42	51.32%	1.87964	CHF	-	-
IABVTZ	Long Mini-Future	ABB	-	5.00	Call	23.6044	24.55	41.50%	2.28315	CHF	-	-
IABJRZ	Long Mini-Future	ABB	-	5.00	Call	22.0199	22.90	45.42%	2.1005	CHF	-	-
NABBRU	Long Mini-Future	ABB	-	5.00	Call	26.919457	27.59	34.24%	2.78212	CHF	-	-
NABBSU	Long Mini-Future	ABB	-	5.00	Call	26.378289	27.04	35.56%	2.68434	CHF	-	-
MABA3V	Long Mini-Future	ABB	-	10.00	Call	25.90	26.95	35.77%	2.59321	CHF	-	-
NABBZU	Long Mini-Future	ABB	-	5.00	Call	26.030906	26.68	36.41%	2.62562	CHF	-	-
MABA7V	Long Mini-Future	ABB	-	10.00	Call	26.98	28.07	33.10%	2.78212	CHF	-	-
OABBGU	Long Mini-Future	ABB	-	5.00	Call	27.776196	28.47	32.15%	2.94807	CHF	-	-
OABBJU	Long Mini-Future	ABB	-	5.00	Call	26.570765	27.24	35.09%	2.71909	CHF	-	-
OABBIU	Long Mini-Future	ABB	-	5.00	Call	27.235442	27.92	33.47%	2.83851	CHF	-	-
OABBHU	Long Mini-Future	ABB	-	5.00	Call	27.449491	28.14	32.95%	2.88728	CHF	-	-
OABBSU	Long Mini-Future	ABB	-	5.00	Call	25.908249	26.56	36.71%	2.60932	CHF	-	-
OABBRU	Long Mini-Future	ABB	-	5.00	Call	27.113284	27.79	33.77%	2.81946	CHF	-	-
PABBRU	Long Mini-Future	ABB	-	5.00	Call	28.081319	28.78	31.40%	3.01147	CHF	-	-

Symbol	MABAEV	MABABV	MABAFV	MABAHV	MABASV	IABXGZ	IABVTZ	IABJRZ	NABBRU	NABBSU	MABA3V	NABBZU	MABA7V	OABBGU	OABBJU	OABBIU	OABBHU	OABBSU	OABBRU	PABBRU
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	10.00	5.00	5.00	5.00	5.00	5.00	10.00	5.00	10.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	23.76	22.64	21.54	20.44	24.84	19.6385	23.6044	22.0199	26.919457	26.378289	25.90	26.030906	26.98	27.776196	26.570765	27.235442	27.449491	25.908249	27.113284	28.081319
Knock-Out Barrier	24.71	23.55	22.41	21.26	25.84	20.42	24.55	22.90	27.59	27.04	26.95	26.68	28.07	28.47	27.24	27.92	28.14	26.56	27.79	28.78
Dist. Knock-Out %	41.11%	43.88%	46.59%	49.33%	38.42%	51.32%	41.50%	45.42%	34.24%	35.56%	35.77%	36.41%	33.10%	32.15%	35.09%	33.47%	32.95%	36.71%	33.77%	31.40%
Gearing	2.29563	2.16546	2.04927	1.94491	2.44244	1.87964	2.28315	2.1005	2.78212	2.68434	2.59321	2.62562	2.78212	2.94807	2.71909	2.83851	2.88728	2.60932	2.81946	3.01147
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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