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	Bid	Ask
MINBKV	Short Mini-Future	Intel Corp.	-	10.00	Put	53.33	51.72	173.29%	CHF	-	-
MINBOV	Short Mini-Future	Intel Corp.	-	10.00	Put	54.65	53.01	180.11%	CHF	-	-
MINB9V	Short Mini-Future	Intel Corp.	-	10.00	Put	57.73	56.00	195.90%	CHF	-	-
MINCAV	Short Mini-Future	Intel Corp.	-	10.00	Put	55.65	53.97	185.18%	CHF	-	-
MINCBV	Short Mini-Future	Intel Corp.	-	10.00	Put	56.69	54.99	190.57%	CHF	-	-
MINAUV	Short Mini-Future	Intel Corp.	-	10.00	Put	60.84	59.02	211.86%	CHF	-	-
MINA2V	Short Mini-Future	Intel Corp.	-	10.00	Put	59.80	58.01	206.53%	CHF	-	-
MINB6V	Short Mini-Future	Intel Corp.	-	10.00	Put	61.88	60.03	217.20%	CHF	-	-
MINAQV	Short Mini-Future	Intel Corp.	-	10.00	Put	58.76	57.00	201.19%	CHF	-	-
MINCGV	Short Mini-Future	Intel Corp.	-	10.00	Put	50.31	48.81	157.91%	CHF	-	-
MINCFV	Short Mini-Future	Intel Corp.	-	10.00	Put	49.27	47.80	152.58%	CHF	-	-
MINCHV	Short Mini-Future	Intel Corp.	-	10.00	Put	51.36	49.82	163.25%	CHF	-	-
MINALV	Short Mini-Future	Intel Corp.	-	10.00	Put	47.19	45.78	141.90%	CHF	-	-
MINCEV	Short Mini-Future	Intel Corp.	-	10.00	Put	46.12	44.73	136.35%	CHF	-	-
MINCDV	Short Mini-Future	Intel Corp.	-	10.00	Put	45.08	43.72	131.02%	CHF	-	-
MINCIV	Short Mini-Future	Intel Corp.	-	10.00	Put	43.00	41.71	120.40%	CHF	1.970	1.980
MINBDV	Short Mini-Future	Intel Corp.	-	10.00	Put	44.04	42.72	125.73%	CHF	-	-
MINB0V	Short Mini-Future	Intel Corp.	-	10.00	Put	40.91	39.68	109.67%	CHF	-	-
MINBXV	Short Mini-Future	Intel Corp.	-	10.00	Put	41.95	40.68	114.95%	CHF	-	-
MINBSV	Short Mini-Future	Intel Corp.	-	10.00	Put	39.86	38.67	104.33%	CHF	1.710	1.720

Symbol	MINBKV	MINBOV	MINB9V	MINCAV	MINCBV	MINAUV	MINA2V	MINB6V	MINAQV	MINCGV	MINCFV	MINCHV	MINALV	MINCEV	MINCDV	MINCIV	MINBDV	MINB0V	MINBXV	MINBSV
Name	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future	Short Mini-Future
Underlying	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.	Intel Corp.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00	10.00
Type	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put	Put
Strike price	53.33	54.65	57.73	55.65	56.69	60.84	59.80	61.88	58.76	50.31	49.27	51.36	47.19	46.12	45.08	43.00	44.04	40.91	41.95	39.86
Knock-Out Barrier	51.72	53.01	56.00	53.97	54.99	59.02	58.01	60.03	57.00	48.81	47.80	49.82	45.78	44.73	43.72	41.71	42.72	39.68	40.68	38.67
Dist. Knock-Out %	173.29%	180.11%	195.90%	185.18%	190.57%	211.86%	206.53%	217.20%	201.19%	157.91%	152.58%	163.25%	141.90%	136.35%	131.02%	120.40%	125.73%	109.67%	114.95%	104.33%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1.970	-	-	-	1.710
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	1.980	-	-	-	1.720

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