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
MCSCB	Long Mini-Future	Cisco Systems Inc.	open-end	10.00	Call	18.85	19.36	66.82%	CHF	1.47743	3.560	3.570
MCSCD	Long Mini-Future	Cisco Systems Inc.	open-end	10.00	Call	23.99	24.54	57.94%	CHF	1.69329	3.100	3.110
MCSANV	Long Mini-Future	Cisco Systems Inc.	open-end	10.00	Call	33.18	33.99	41.74%	CHF	2.31793	2.280	2.290

Symbol	MCSCB	MCSCD	MCSANV
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future
Underlying	Cisco Systems Inc.	Cisco Systems Inc.	Cisco Systems Inc.
Issuer
Date of maturity	open-end	open-end	open-end
Ratio	10.00	10.00	10.00
Type	Call	Call	Call
Strike price	18.85	23.99	33.18
Knock-Out Barrier	19.36	24.54	33.99
Dist. Knock-Out %	66.82%	57.94%	41.74%
Trading Currency	CHF	CHF	CHF
Gearing	1.47743	1.69329	2.31793
Bid	3.560	3.100	2.280
Ask	3.570	3.110	2.290

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