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
OTYALV	Knock-Out Call Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Call	110.60	110.60	-	-	CHF	0.500	0.510
OTYANV	Knock-Out Call Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Call	108.13	108.13	-	-	CHF	0.670	0.680
OTYAKV	Knock-Out Put Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Put	114.32	114.32	-	-	CHF	-	-
OTYAAV	Knock-Out Call Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Call	104.60	104.60	-	-	CHF	-	-
OTYACV	Knock-Out Put Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Put	116.31	116.31	-	-	CHF	0.750	0.760
OTYABV	Knock-Out Put Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Put	117.40	117.40	-	-	CHF	-	-
OTYADV	Knock-Out Call Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Call	107.07	107.07	-	-	CHF	0.830	0.840
OTYAEV	Knock-Out Put Warrant*	10Y US Gvt T-Bond Front Month Future	-	5.00	Put	118.96	118.96	-	-	CHF	1.100	1.110

Symbol	OTYALV	OTYANV	OTYAKV	OTYAAV	OTYACV	OTYABV	OTYADV	OTYAEV
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*
Underlying	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future	10Y US Gvt T-Bond Front Month Future
Issuer
Date of maturity	-	-	-	-	-	-	-	-
Ratio	5.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00
Type	Call	Call	Put	Call	Put	Put	Call	Put
Strike price	110.60	108.13	114.32	104.60	116.31	117.40	107.07	118.96
Knock-Out Barrier	110.60	108.13	114.32	104.60	116.31	117.40	107.07	118.96
Dist. Knock-Out %	-	-	-	-	-	-	-	-
Gearing	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	0.500	0.670	-	-	0.750	-	0.830	1.100
Ask	0.510	0.680	-	-	0.760	-	0.840	1.110

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