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
OSLAMV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	451.36	451.36	48.40%	-	CHF	4.260	4.330
OSLAPV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	492.63	492.63	43.69%	-	CHF	3.810	3.880
OSLABV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	522.81	522.81	40.24%	-	CHF	3.600	3.610
OSLARV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	556.05	556.05	36.44%	-	CHF	3.040	3.110
OSLASV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	593.38	593.38	32.17%	-	CHF	2.900	2.910
OSLAJV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	625.99	625.99	28.44%	-	CHF	2.570	2.580
OSLAFT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	641.8963	641.90	26.62%	-	CHF	-	-
OSLAJT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	590.564	590.56	32.49%	-	CHF	-	-
BFWS6U	Knock-Out Put Warrant*	Swiss Life Hldg. N	-	100.00	Put	916.722426	916.72	4.79%	-	CHF	-	-
OSLAOT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	614.7404	614.74	29.73%	-	CHF	-	-
OSLART	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	665.6478	665.65	23.91%	-	CHF	2.138	2.148
OSLBCV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	658.90	658.90	24.68%	-	CHF	2.240	2.250
OSLBBV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	679.51	679.51	22.32%	-	CHF	2.040	2.050
BAKS6U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	705.681408	705.68	19.33%	-	CHF	1.770	1.780
OSLATT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	691.0944	691.09	21.00%	-	CHF	1.880	1.890
OSLAWT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	716.3388	716.34	18.11%	-	CHF	-	-
OSLAVV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	720.15	720.15	17.68%	-	CHF	1.630	1.640
BYUSRU	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	739.072018	739.07	15.52%	-	CHF	-	-
OSLAXT	Call Warrant with Knock-Out	Swiss Life Hldg. N	-	100.00	Call	741.6343	741.63	15.22%	-	CHF	1.380	1.390
B5XS6U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	754.885869	754.89	13.71%	-	CHF	1.280	1.290

Symbol	OSLAMV	OSLAPV	OSLABV	OSLARV	OSLASV	OSLAJV	OSLAFT	OSLAJT	BFWS6U	OSLAOT	OSLART	OSLBCV	OSLBBV	BAKS6U	OSLATT	OSLAWT	OSLAVV	BYUSRU	OSLAXT	B5XS6U
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*	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Knock-Out Put Warrant*	Call Warrant with Knock-Out	Call Warrant with Knock-Out	Knock-Out Call Warrant*	Knock-Out Call Warrant*	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	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	Put	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	451.36	492.63	522.81	556.05	593.38	625.99	641.8963	590.564	916.722426	614.7404	665.6478	658.90	679.51	705.681408	691.0944	716.3388	720.15	739.072018	741.6343	754.885869
Knock-Out Barrier	451.36	492.63	522.81	556.05	593.38	625.99	641.90	590.56	916.72	614.74	665.65	658.90	679.51	705.68	691.09	716.34	720.15	739.07	741.63	754.89
Dist. Knock-Out %	48.40%	43.69%	40.24%	36.44%	32.17%	28.44%	26.62%	32.49%	4.79%	29.73%	23.91%	24.68%	22.32%	19.33%	21.00%	18.11%	17.68%	15.52%	15.22%	13.71%
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	4.260	3.810	3.600	3.040	2.900	2.570	-	-	-	-	2.138	2.240	2.040	1.770	1.880	-	1.630	-	1.380	1.280
Ask	4.330	3.880	3.610	3.110	2.910	2.580	-	-	-	-	2.148	2.250	2.050	1.780	1.890	-	1.640	-	1.390	1.290

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