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
OLCAGV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.4196	1.42	-	-	CHF	0.700	0.710
OLCAJV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.3652	1.37	-	-	CHF	0.740	0.750
OLCAAV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.474	1.47	-	-	CHF	0.660	0.670
OLCAIV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.5283	1.53	-	-	CHF	0.610	0.620
OLCABV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.3109	1.31	-	-	CHF	0.790	0.800
OLCAMV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.634	1.63	-	-	CHF	0.530	0.540
OLCAFV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.7274	1.73	-	-	CHF	0.450	0.460
OLCAHV	Knock-Out Call Warrant*	Live Cattle Future	-	1.00	Call	1.5811	1.58	-	-	CHF	0.570	0.580
OLCAKV	Knock-Out Call Warrant*	Live Cattle Future	-	2.00	Call	1.8402	1.84	-	-	CHF	0.185	0.195
OLCALV	Knock-Out Call Warrant*	Live Cattle Future	-	2.00	Call	1.7885	1.79	-	-	CHF	0.205	0.215
OLCANV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.5396	2.54	-	-	CHF	0.075	0.085
OLCAOV	Knock-Out Call Warrant*	Live Cattle Future	-	2.00	Call	1.9164	1.92	-	-	CHF	0.185	0.195
OLCAUV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.6521	2.65	-	-	CHF	0.140	0.150
OLCATV	Knock-Out Call Warrant*	Live Cattle Future	-	2.00	Call	2.0181	2.02	-	-	CHF	0.110	0.120
OLCACV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.6033	2.60	-	-	CHF	0.120	0.130
OLCAPV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.7127	2.71	-	-	CHF	0.165	0.175
OLCADV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.8654	2.87	-	-	CHF	0.225	0.235
OLCAVV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.7988	2.80	-	-	CHF	-	-
OLCAXV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	2.9493	2.95	-	-	CHF	-	-
OLCARV	Knock-Out Put Warrant*	Live Cattle Future	-	2.00	Put	3.001	3.00	-	-	CHF	0.280	0.290

Symbol	OLCAGV	OLCAJV	OLCAAV	OLCAIV	OLCABV	OLCAMV	OLCAFV	OLCAHV	OLCAKV	OLCALV	OLCANV	OLCAOV	OLCAUV	OLCATV	OLCACV	OLCAPV	OLCADV	OLCAVV	OLCAXV	OLCARV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*
Underlying	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future	Live Cattle Future
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00	2.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Put	Call	Put	Call	Put	Put	Put	Put	Put	Put
Strike price	1.4196	1.3652	1.474	1.5283	1.3109	1.634	1.7274	1.5811	1.8402	1.7885	2.5396	1.9164	2.6521	2.0181	2.6033	2.7127	2.8654	2.7988	2.9493	3.001
Knock-Out Barrier	1.42	1.37	1.47	1.53	1.31	1.63	1.73	1.58	1.84	1.79	2.54	1.92	2.65	2.02	2.60	2.71	2.87	2.80	2.95	3.00
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	0.700	0.740	0.660	0.610	0.790	0.530	0.450	0.570	0.185	0.205	0.075	0.185	0.140	0.110	0.120	0.165	0.225	-	-	0.280
Ask	0.710	0.750	0.670	0.620	0.800	0.540	0.460	0.580	0.195	0.215	0.085	0.195	0.150	0.120	0.130	0.175	0.235	-	-	0.290

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