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
ORXABV	Knock-Out Call Warrant*	Euro Bund Front Month Future	-	5.00	Call	126.05	126.05	-	CHF	101.91	0.330	0.340
ORXAMV	Knock-Out Put Warrant*	Euro Bund Front Month Future	-	5.00	Put	132.24	132.24	-	CHF	36.64	0.880	0.890
ORXALV	Knock-Out Put Warrant*	Euro Bund Front Month Future	-	5.00	Put	134.10	134.10	-	CHF	26.51	1.230	1.240
ORXAKV	Knock-Out Put Warrant*	Euro Bund Front Month Future	-	5.00	Put	136.02	136.02	-	CHF	20.51	-	-
ORXAGV	Knock-Out Put Warrant*	Euro Bund Front Month Future	-	5.00	Put	138.08	138.08	-	CHF	16.55	1.960	1.970
ORXAAV	Knock-Out Call Warrant*	Euro Bund Front Month Future	-	5.00	Call	122.57	122.57	-	CHF	33.97	1.360	1.370
ORXADV	Knock-Out Call Warrant*	Euro Bund Front Month Future	-	5.00	Call	119.42	119.42	-	CHF	21.04	-	-
ORXAFV	Knock-Out Call Warrant*	Euro Bund Front Month Future	-	5.00	Call	123.80	123.80	-	CHF	44.67	-	-
ORXAHV	Knock-Out Call Warrant*	Euro Bund Front Month Future	-	5.00	Call	124.81	124.81	-	CHF	59.29	-	-

Symbol	ORXABV	ORXAMV	ORXALV	ORXAKV	ORXAGV	ORXAAV	ORXADV	ORXAFV	ORXAHV
Name	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future	Euro Bund Front Month Future
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-
Ratio	5.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00
Type	Call	Put	Put	Put	Put	Call	Call	Call	Call
Strike price	126.05	132.24	134.10	136.02	138.08	122.57	119.42	123.80	124.81
Knock-Out Barrier	126.05	132.24	134.10	136.02	138.08	122.57	119.42	123.80	124.81
Dist. Knock-Out %	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	101.91	36.64	26.51	20.51	16.55	33.97	21.04	44.67	59.29
Bid	0.330	0.880	1.230	-	1.960	1.360	-	-	-
Ask	0.340	0.890	1.240	-	1.970	1.370	-	-	-

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