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
LABSJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Put	68.0464	66.01	14.24%	CHF	-	-
LAIOJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Call	42.2909	43.56	24.61%	CHF	-	-
IABTOZ	Short Mini-Future	Anheuser-Busch InBev N.V.	-	10.00	Put	65.4008	62.84	8.76%	CHF	0.790	0.800
LAYGJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Put	65.0266	63.08	9.17%	CHF	-	-
LAUGJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Put	74.4505	72.22	24.99%	CHF	-	-
LAUHJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Put	70.9626	68.83	19.13%	CHF	-	-
LAYTJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Call	36.8464	37.95	34.32%	CHF	-	-
IABOPZ	Long Mini-Future	Anheuser-Busch InBev N.V.	-	10.00	Call	39.4935	40.92	29.18%	CHF	1.750	1.760
LAWXJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Call	39.6104	40.80	29.39%	CHF	-	-
LABLJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Call	45.4296	46.79	19.02%	CHF	-	-
LABMJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Call	47.3928	48.81	15.52%	CHF	-	-
LAPMJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Call	50.3602	51.87	10.23%	CHF	-	-
LABZJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Put	62.9717	61.08	5.72%	CHF	-	-
LAOHJB	Dynamic Mini Future	Anheuser-Busch InBev N.V.	-	20.00	Put	59.9807	58.18	0.69%	CHF	-	-

Symbol	LABSJB	LAIOJB	IABTOZ	LAYGJB	LAUGJB	LAUHJB	LAYTJB	IABOPZ	LAWXJB	LABLJB	LABMJB	LAPMJB	LABZJB	LAOHJB
Name	Dynamic Mini Future	Dynamic Mini Future	Short Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Long Mini-Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future	Dynamic Mini Future
Underlying	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.	Anheuser-Busch InBev N.V.
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	20.00	20.00	10.00	20.00	20.00	20.00	20.00	10.00	20.00	20.00	20.00	20.00	20.00	20.00
Type	Put	Call	Put	Put	Put	Put	Call	Call	Call	Call	Call	Call	Put	Put
Strike price	68.0464	42.2909	65.4008	65.0266	74.4505	70.9626	36.8464	39.4935	39.6104	45.4296	47.3928	50.3602	62.9717	59.9807
Knock-Out Barrier	66.01	43.56	62.84	63.08	72.22	68.83	37.95	40.92	40.80	46.79	48.81	51.87	61.08	58.18
Dist. Knock-Out %	14.24%	24.61%	8.76%	9.17%	24.99%	19.13%	34.32%	29.18%	29.39%	19.02%	15.52%	10.23%	5.72%	0.69%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing
Bid	-	-	0.790	-	-	-	-	1.750	-	-	-	-	-	-
Ask	-	-	0.800	-	-	-	-	1.760	-	-	-	-	-	-

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