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
OEUA6V	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0853	1.09	7.05%	14.00	CHF	0.660	0.670
OEUAAV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0582	1.06	9.38%	10.50	CHF	0.890	0.900
OEUALV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.069	1.07	8.45%	11.69	CHF	0.800	0.810
OEUAUV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0961	1.10	6.13%	15.93	CHF	0.590	0.600
OEUAPV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1127	1.11	4.71%	20.53	CHF	0.460	0.470
OEUAVV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1329	1.13	2.98%	31.85	CHF	0.300	0.310
OEUAXV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1436	1.14	2.06%	45.06	CHF	0.215	0.225
BD6SSU	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.072751	1.07	8.13%	12.48	CHF	0.750	0.760
SKNBCU	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.249633	1.25	7.02%	14.44	CHF	0.630	0.640
OEUAHV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2052	1.21	3.21%	29.81	CHF	0.300	0.310
SJIBDU	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.214954	1.21	4.05%	24.97	CHF	0.360	0.370
SFIBTU	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.129265	1.13	3.29%	30.80	CHF	0.300	0.310
OEUBMV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3385	1.34	14.63%	6.74	CHF	1.360	1.370
OEUBTV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3286	1.33	13.78%	7.16	CHF	1.280	1.290
OEUBVV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2692	1.27	8.70%	11.27	CHF	0.810	0.820
OEUBLV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0178	1.02	12.83%	7.70	CHF	1.210	1.220
OEUBYV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3583	1.36	16.33%	6.08	CHF	1.510	1.520
OEUBNV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	0.987	0.99	15.47%	6.42	CHF	1.450	1.460
OEUBKV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	0.9767	0.98	16.35%	6.04	CHF	1.530	1.540
OEUB2V	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2593	1.26	7.85%	12.49	CHF	0.730	0.740

Symbol	OEUA6V	OEUAAV	OEUALV	OEUAUV	OEUAPV	OEUAVV	OEUAXV	BD6SSU	SKNBCU	OEUAHV	SJIBDU	SFIBTU	OEUBMV	OEUBTV	OEUBVV	OEUBLV	OEUBYV	OEUBNV	OEUBKV	OEUB2V
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*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Put Warrant*
Underlying	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD	Devisen EUR/USD
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10	0.10
Type	Call	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Call	Put	Put	Put	Call	Put	Call	Call	Put
Strike price	1.0853	1.0582	1.069	1.0961	1.1127	1.1329	1.1436	1.072751	1.249633	1.2052	1.214954	1.129265	1.3385	1.3286	1.2692	1.0178	1.3583	0.987	0.9767	1.2593
Knock-Out Barrier	1.09	1.06	1.07	1.10	1.11	1.13	1.14	1.07	1.25	1.21	1.21	1.13	1.34	1.33	1.27	1.02	1.36	0.99	0.98	1.26
Dist. Knock-Out %	7.05%	9.38%	8.45%	6.13%	4.71%	2.98%	2.06%	8.13%	7.02%	3.21%	4.05%	3.29%	14.63%	13.78%	8.70%	12.83%	16.33%	15.47%	16.35%	7.85%
Gearing	14.00	10.50	11.69	15.93	20.53	31.85	45.06	12.48	14.44	29.81	24.97	30.80	6.74	7.16	11.27	7.70	6.08	6.42	6.04	12.49
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	0.660	0.890	0.800	0.590	0.460	0.300	0.215	0.750	0.630	0.300	0.360	0.300	1.360	1.280	0.810	1.210	1.510	1.450	1.530	0.730
Ask	0.670	0.900	0.810	0.600	0.470	0.310	0.225	0.760	0.640	0.310	0.370	0.310	1.370	1.290	0.820	1.220	1.520	1.460	1.540	0.740

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