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
OSLAJV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	621.04	621.04	34.83%	CHF	2.79	3.350	3.360
OSLAFT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	630.8839	630.88	33.81%	CHF	2.89	3.242	3.246
OSLAJT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	578.5229	578.52	39.30%	CHF	2.50	3.764	3.768
OSLBCV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	654.95	654.95	31.27%	CHF	3.10	3.010	3.020
OSLBBV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	676.19	676.19	29.05%	CHF	3.33	2.800	2.810
OSLATT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	681.0691	681.07	28.54%	CHF	3.41	2.738	2.744
OSLAWT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	706.8198	706.82	25.84%	CHF	3.76	2.454	2.458
OSLAVV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	718.06	718.06	24.65%	CHF	3.91	2.380	2.390
OSLAXT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	732.6226	732.62	23.12%	CHF	4.19	2.224	2.228
OSLA1V	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	759.87	759.87	20.27%	CHF	4.72	1.960	1.970
OSLAAV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	781.08	781.08	18.04%	CHF	5.27	1.750	1.760
OSLAYT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	757.8413	757.84	20.48%	CHF	4.70	1.942	1.946
OSLAHV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	965.79	965.79	1.34%	CHF	57.76	0.240	0.250
OSLAKV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	986.94	986.94	3.56%	CHF	25.76	0.420	0.430
OSLAOV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	1,011.63	1,011.63	6.15%	CHF	15.67	0.670	0.680
OSLBDT	Put Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Put	1,042.637	1,042.64	9.42%	CHF	10.48	0.992	0.996
OSLAIV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	1,032.63	1,032.63	8.36%	CHF	11.65	0.910	0.920
OSLAQV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	739.25	739.25	22.43%	CHF	4.29	2.170	2.180
OSLAUV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	1,058.54	1,058.54	11.07%	CHF	8.85	1.140	1.150
OSLAWV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	697.13	697.13	26.85%	CHF	3.61	2.560	2.570

Symbol	OSLAJV	OSLAFT	OSLAJT	OSLBCV	OSLBBV	OSLATT	OSLAWT	OSLAVV	OSLAXT	OSLA1V	OSLAAV	OSLAYT	OSLAHV	OSLAKV	OSLAOV	OSLBDT	OSLAIV	OSLAQV	OSLAUV	OSLAWV
Name	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Call Warrant with Knock-Out	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Put Warrant with Knock-Out	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*
Underlying	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Put	Put	Call	Put	Call
Strike price	621.04	630.8839	578.5229	654.95	676.19	681.0691	706.8198	718.06	732.6226	759.87	781.08	757.8413	965.79	986.94	1,011.63	1,042.637	1,032.63	739.25	1,058.54	697.13
Knock-Out Barrier	621.04	630.88	578.52	654.95	676.19	681.07	706.82	718.06	732.62	759.87	781.08	757.84	965.79	986.94	1,011.63	1,042.64	1,032.63	739.25	1,058.54	697.13
Dist. Knock-Out %	34.83%	33.81%	39.30%	31.27%	29.05%	28.54%	25.84%	24.65%	23.12%	20.27%	18.04%	20.48%	1.34%	3.56%	6.15%	9.42%	8.36%	22.43%	11.07%	26.85%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	2.79	2.89	2.50	3.10	3.33	3.41	3.76	3.91	4.19	4.72	5.27	4.70	57.76	25.76	15.67	10.48	11.65	4.29	8.85	3.61
Bid	3.350	3.242	3.764	3.010	2.800	2.738	2.454	2.380	2.224	1.960	1.750	1.942	0.240	0.420	0.670	0.992	0.910	2.170	1.140	2.560
Ask	3.360	3.246	3.768	3.020	2.810	2.744	2.458	2.390	2.228	1.970	1.760	1.946	0.250	0.430	0.680	0.996	0.920	2.180	1.150	2.570

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