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
IINL4Z	Long Mini-Future	Interroll Hldg. AG	open-end	100.00	Call	2,046.7049	2,104.57	1.43%	CHF	0.780	0.880
IIN6DZ	Short Mini-Future	Interroll Hldg. AG	open-end	100.00	Put	3,030.738	2,942.72	37.83%	CHF	9.260	9.360
IINQBZ	Long Mini-Future	Interroll Hldg. AG	open-end	50.00	Call	1,784.4999	1,837.52	13.93%	CHF	-	-

Symbol	IINL4Z	IIN6DZ	IINQBZ
Name	Long Mini-Future	Short Mini-Future	Long Mini-Future
Underlying	Interroll Hldg. AG	Interroll Hldg. AG	Interroll Hldg. AG
Issuer
Date of maturity	open-end	open-end	open-end
Ratio	100.00	100.00	50.00
Type	Call	Put	Call
Strike price	2,046.7049	3,030.738	1,784.4999
Knock-Out Barrier	2,104.57	2,942.72	1,837.52
Dist. Knock-Out %	1.43%	37.83%	13.93%
Gearing
Trading Currency	CHF	CHF	CHF
Bid	0.780	9.260	-
Ask	0.880	9.360	-

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