SIX Structured Products

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Symbol	Name	Underlying	Date of maturity	Ratio	Type	Strike price	Knock-Out Barrier	Dist. Knock-Out %	Gearing	Trading Currency	Bid	Ask
OFUAKT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	3,262.6698	3,262.67	-	-	CHF	0.526	0.530
OFUBKT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	2,700.2153	2,700.22	-	-	CHF	1.650	1.654
OFUBTT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	3,158.7414	3,158.74	-	-	CHF	0.734	0.738
OFUB1T	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,727.6121	3,727.61	-	-	CHF	0.430	0.434
OFUBPT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	2,954.9523	2,954.95	-	-	CHF	1.140	1.144
OFUBMT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	2,802.1105	2,802.11	-	-	CHF	1.446	1.450
OFUB2T	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,776.66	3,776.66	-	-	CHF	0.528	0.532
OFUB4T	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,874.7551	3,874.76	-	-	CHF	0.726	0.730
OFUBOT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	2,904.0047	2,904.00	-	-	CHF	1.242	1.246
OFUBRT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	3,056.8468	3,056.85	-	-	CHF	0.938	0.942
OFUBUT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	3,209.6892	3,209.69	-	-	CHF	0.632	0.636
OFUB0T	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,678.5649	3,678.56	-	-	CHF	0.332	0.336
OFUBLT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	2,751.1627	2,751.16	-	-	CHF	1.548	1.552
OFUBNT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	2,853.0575	2,853.06	-	-	CHF	1.344	1.348
OFUBQT	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	3,005.8996	3,005.90	-	-	CHF	1.038	1.042
OFUBST	Call Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Call	3,107.794	3,107.79	-	-	CHF	0.836	0.840
OFUB3T	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,825.7068	3,825.71	-	-	CHF	0.626	0.630
OFUBZT	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,629.5165	3,629.52	-	-	CHF	0.236	0.240
OFUCTT	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,941.5692	3,941.57	-	-	CHF	0.858	0.862
OFUCWT	Put Warrant with Knock-Out	FuW Swiss 50 Index NTR	-	500.00	Put	3,998.5975	3,998.60	-	-	CHF	0.972	0.976

Symbol	OFUAKT	OFUBKT	OFUBTT	OFUB1T	OFUBPT	OFUBMT	OFUB2T	OFUB4T	OFUBOT	OFUBRT	OFUBUT	OFUB0T	OFUBLT	OFUBNT	OFUBQT	OFUBST	OFUB3T	OFUBZT	OFUCTT	OFUCWT
Name	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Put Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Put Warrant with Knock-Out	Put Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Put Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Put Warrant with Knock-Out	Put Warrant with Knock-Out	Put Warrant with Knock-Out	Put Warrant with Knock-Out
Underlying	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR	FuW Swiss 50 Index NTR
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00	500.00
Type	Call	Call	Call	Put	Call	Call	Put	Put	Call	Call	Call	Put	Call	Call	Call	Call	Put	Put	Put	Put
Strike price	3,262.6698	2,700.2153	3,158.7414	3,727.6121	2,954.9523	2,802.1105	3,776.66	3,874.7551	2,904.0047	3,056.8468	3,209.6892	3,678.5649	2,751.1627	2,853.0575	3,005.8996	3,107.794	3,825.7068	3,629.5165	3,941.5692	3,998.5975
Knock-Out Barrier	3,262.67	2,700.22	3,158.74	3,727.61	2,954.95	2,802.11	3,776.66	3,874.76	2,904.00	3,056.85	3,209.69	3,678.56	2,751.16	2,853.06	3,005.90	3,107.79	3,825.71	3,629.52	3,941.57	3,998.60
Dist. Knock-Out %	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	0.526	1.650	0.734	0.430	1.140	1.446	0.528	0.726	1.242	0.938	0.632	0.332	1.548	1.344	1.038	0.836	0.626	0.236	0.858	0.972
Ask	0.530	1.654	0.738	0.434	1.144	1.450	0.532	0.730	1.246	0.942	0.636	0.336	1.552	1.348	1.042	0.840	0.630	0.240	0.862	0.976

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