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	Gearing	Bid	Ask
OBCAFV	Knock-Out Call Warrant*	Bloomberg Commodity PR Index	-	50.00	Call	93.59	93.59	9.18%	CHF	-	-	-
OBCAGV	Knock-Out Put Warrant*	Bloomberg Commodity PR Index	-	50.00	Put	115.16	115.16	26.38%	CHF	-	0.105	0.115
OBCAHV	Knock-Out Put Warrant*	Bloomberg Commodity PR Index	-	50.00	Put	118.78	118.78	30.35%	CHF	-	-	-
OBCAIV	Knock-Out Call Warrant*	Bloomberg Commodity PR Index	-	50.00	Call	98.02	98.02	4.89%	CHF	-	0.185	0.195
OBCAAV	Knock-Out Call Warrant*	Bloomberg Commodity PR Index	-	20.00	Call	83.49	83.49	18.98%	CHF	-	1.170	1.190
OBCACV	Knock-Out Put Warrant*	Bloomberg Commodity PR Index	-	50.00	Put	126.88	126.88	-	CHF	-	0.240	0.250
OBCADV	Knock-Out Put Warrant*	Bloomberg Commodity PR Index	-	50.00	Put	135.16	135.16	-	CHF	-	-	-

Symbol	OBCAFV	OBCAGV	OBCAHV	OBCAIV	OBCAAV	OBCACV	OBCADV
Name	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*
Underlying	Bloomberg Commodity PR Index	Bloomberg Commodity PR Index	Bloomberg Commodity PR Index	Bloomberg Commodity PR Index	Bloomberg Commodity PR Index	Bloomberg Commodity PR Index	Bloomberg Commodity PR Index
Issuer
Date of maturity	-	-	-	-	-	-	-
Ratio	50.00	50.00	50.00	50.00	20.00	50.00	50.00
Type	Call	Put	Put	Call	Call	Put	Put
Strike price	93.59	115.16	118.78	98.02	83.49	126.88	135.16
Knock-Out Barrier	93.59	115.16	118.78	98.02	83.49	126.88	135.16
Dist. Knock-Out %	9.18%	26.38%	30.35%	4.89%	18.98%	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	-	-	-	-	-	-	-
Bid	-	0.105	-	0.185	1.170	0.240	-
Ask	-	0.115	-	0.195	1.190	0.250	-

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