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
MKOAAV	Long Mini-Future	Coca-Cola Co.	-	10.00	Call	39.54	40.73	44.41%	2.14937	CHF	-	-
MKOABV	Long Mini-Future	Coca-Cola Co.	-	10.00	Call	52.60	54.18	26.05%	3.48346	CHF	-	-
MKOAHV	Long Mini-Future	Coca-Cola Co.	-	10.00	Call	55.19	56.85	22.41%	4.01406	CHF	-	-
MKOAFV	Long Mini-Future	Coca-Cola Co.	-	10.00	Call	49.86	51.37	29.89%	3.06122	CHF	-	-
LCXRJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Call	54.6759	56.32	23.14%	3.78826	CHF	-	-
LCODJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Call	49.1782	50.65	30.87%	2.94234	CHF	-	-
LCOWJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Call	43.49	44.79	38.86%	2.38631	CHF	-	-
MKOAJV	Long Mini-Future	Coca-Cola Co.	-	10.00	Call	57.39	59.11	19.33%	4.45678	CHF	-	-
LCOPJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Call	57.7585	59.49	18.81%	4.45678	CHF	-	-
MKOAIV	Long Mini-Future	Coca-Cola Co.	-	20.00	Call	59.86	61.66	15.85%	5.22519	CHF	-	-
LCZZJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Put	81.1672	78.73	7.45%	8.91356	CHF	-	-
LCZYJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Put	86.2062	83.62	14.13%	5.5102	CHF	-	-
MKOANV	Short Mini-Future	Coca-Cola Co.	-	20.00	Put	79.31	76.92	4.98%	12.1224	CHF	-	-
MKOAOV	Short Mini-Future	Coca-Cola Co.	-	20.00	Put	81.35	78.90	7.68%	9.18367	CHF	-	-
MKOACV	Short Mini-Future	Coca-Cola Co.	-	20.00	Put	83.35	80.84	10.33%	7.21574	CHF	-	-
MKOAPV	Short Mini-Future	Coca-Cola Co.	-	20.00	Put	85.38	82.82	13.03%	6.06122	CHF	-	-
MKOAKV	Long Mini-Future	Coca-Cola Co.	-	20.00	Call	62.55	64.43	12.06%	6.58829	CHF	-	-
LCOLJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Call	60.5602	62.38	14.87%	5.41181	CHF	-	-
MKOAMV	Long Mini-Future	Coca-Cola Co.	-	20.00	Call	64.42	66.36	9.43%	7.7708	CHF	-	-
LCYNJB	Dynamic Mini Future	Coca-Cola Co.	-	20.00	Call	63.5104	65.42	10.72%	6.88775	CHF	-	-

Symbol	MKOAAV	MKOABV	MKOAHV	MKOAFV	LCXRJB	LCODJB	LCOWJB	MKOAJV	LCOPJB	MKOAIV	LCZZJB	LCZYJB	MKOANV	MKOAOV	MKOACV	MKOAPV	MKOAKV	LCOLJB	MKOAMV	LCYNJB
Name	Long Mini-Future	Long Mini-Future	Long Mini-Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Long Mini-Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future
Underlying	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.	Coca-Cola Co.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	20.00	20.00	20.00	10.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00	20.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Put	Put	Put	Call	Call	Call	Call
Strike price	39.54	52.60	55.19	49.86	54.6759	49.1782	43.49	57.39	57.7585	59.86	81.1672	86.2062	79.31	81.35	83.35	85.38	62.55	60.5602	64.42	63.5104
Knock-Out Barrier	40.73	54.18	56.85	51.37	56.32	50.65	44.79	59.11	59.49	61.66	78.73	83.62	76.92	78.90	80.84	82.82	64.43	62.38	66.36	65.42
Dist. Knock-Out %	44.41%	26.05%	22.41%	29.89%	23.14%	30.87%	38.86%	19.33%	18.81%	15.85%	7.45%	14.13%	4.98%	7.68%	10.33%	13.03%	12.06%	14.87%	9.43%	10.72%
Gearing	2.14937	3.48346	4.01406	3.06122	3.78826	2.94234	2.38631	4.45678	4.45678	5.22519	8.91356	5.5102	12.1224	9.18367	7.21574	6.06122	6.58829	5.41181	7.7708	6.88775
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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