Turbos on UK Equities

LYXOR ETF FTSE250

Turbo Code Type Strike (£) KO (£) Maturity Parity ISIN SEDOL Term Sheet Pricing
Supplement
T259 Short 11.50 11.50 17-Sep-2010 1 ANN8135G5899 B511BZ8
T258 Short 11.00 11.00 17-Sep-2010 1 ANN8135G5717 B51CBS4
T257 Short 10.50 10.50 17-Sep-2010 1 ANN8135G5634 B517GJ5
T256 Short 10.00 10.00 17-Sep-2010 1 ANN8135G5550 B5119T8
T254 Long 8.50 8.50 17-Sep-2010 1 ANN8135G5303 B51PRG3
T253 Long 8.00 8.00 17-Sep-2010 1 ANN8135G5220 B51MFX7

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