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
OSLAJV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	620.97	620.97	35.02%	2.80	CHF	-	-
OSLAFT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	630.8321	630.83	33.99%	2.90	CHF	3.242	3.298
OSLAJT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	578.4754	578.48	39.46%	2.50	CHF	3.766	3.822
OSLBCV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	654.87	654.87	31.47%	3.11	CHF	2.980	3.060
OSLBBV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	676.10	676.10	29.25%	3.34	CHF	-	-
OSLATT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	681.0132	681.01	28.73%	3.42	CHF	2.742	2.796
OSLAWT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	706.7617	706.76	26.04%	3.77	CHF	2.478	2.524
OSLAVV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	717.97	717.97	24.87%	3.92	CHF	2.350	2.430
OSLAXT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	732.5624	732.56	23.34%	4.20	CHF	2.220	2.266
OSLA1V	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	759.78	759.78	20.49%	4.73	CHF	-	-
OSLAAV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	780.98	780.98	18.27%	5.28	CHF	-	-
OSLAYT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	757.7791	757.78	20.70%	4.72	CHF	1.968	2.014
OSLAHV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	965.91	965.91	1.08%	57.92	CHF	-	-
OSLAKV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	987.06	987.06	3.29%	25.83	CHF	-	-
OSLAOV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	1,011.76	1,011.76	5.88%	15.67	CHF	0.640	0.720
OSLBDT	Put Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Put	1,042.7253	1,042.73	9.12%	10.48	CHF	0.926	0.972
OSLAIV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	1,032.76	1,032.76	8.07%	11.65	CHF	-	-
OSLAQV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	739.16	739.16	22.65%	4.29	CHF	-	-
OSLAUV	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	1,058.68	1,058.68	10.79%	8.85	CHF	1.110	1.190
OSLAWV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	697.04	697.04	27.06%	3.61	CHF	-	-

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	620.97	630.8321	578.4754	654.87	676.10	681.0132	706.7617	717.97	732.5624	759.78	780.98	757.7791	965.91	987.06	1,011.76	1,042.7253	1,032.76	739.16	1,058.68	697.04
Knock-Out Barrier	620.97	630.83	578.48	654.87	676.10	681.01	706.76	717.97	732.56	759.78	780.98	757.78	965.91	987.06	1,011.76	1,042.73	1,032.76	739.16	1,058.68	697.04
Dist. Knock-Out %	35.02%	33.99%	39.46%	31.47%	29.25%	28.73%	26.04%	24.87%	23.34%	20.49%	18.27%	20.70%	1.08%	3.29%	5.88%	9.12%	8.07%	22.65%	10.79%	27.06%
Gearing	2.80	2.90	2.50	3.11	3.34	3.42	3.77	3.92	4.20	4.73	5.28	4.72	57.92	25.83	15.67	10.48	11.65	4.29	8.85	3.61
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	3.242	3.766	2.980	-	2.742	2.478	2.350	2.220	-	-	1.968	-	-	0.640	0.926	-	-	1.110	-
Ask	-	3.298	3.822	3.060	-	2.796	2.524	2.430	2.266	-	-	2.014	-	-	0.720	0.972	-	-	1.190	-

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