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
OEUA6V	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1127	1.11	2.94%	CHF	32.58	0.290	0.300
OEUAAV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.085	1.09	5.36%	CHF	18.17	0.520	0.530
OEUALV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.096	1.10	4.40%	CHF	21.97	0.430	0.440
OEUAUV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1238	1.12	1.98%	CHF	47.24	0.210	0.220
OEUAPV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1408	1.14	0.49%	CHF	145.34	0.060	0.070
BD6SSU	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.099854	1.10	4.06%	CHF	24.86	0.380	0.390
SKNBCU	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.235905	1.24	7.80%	CHF	12.77	0.740	0.750
OEUAHV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.1919	1.19	3.96%	CHF	24.22	0.390	0.400
SJIBDU	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.201607	1.20	4.81%	CHF	20.99	0.450	0.470
OEUBMV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3238	1.32	15.47%	CHF	6.38	1.480	1.490
OEUBTV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.314	1.31	14.61%	CHF	6.75	1.380	1.390
OEUBVV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2553	1.26	9.49%	CHF	10.38	0.920	0.930
OEUBLV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0435	1.04	8.98%	CHF	10.98	0.860	0.870
OEUBYV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3434	1.34	17.18%	CHF	5.76	1.640	1.650
OEUBNV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0119	1.01	11.74%	CHF	8.43	1.120	1.130
OEUBKV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0014	1.00	12.65%	CHF	7.81	1.220	1.230
OEUB2V	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2455	1.25	8.64%	CHF	11.38	0.820	0.830
OEUBPV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3336	1.33	16.32%	CHF	6.06	1.560	1.570
OEUBOV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2944	1.29	12.91%	CHF	7.62	1.230	1.240
OEUBQV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2748	1.27	11.20%	CHF	8.83	1.070	1.080

Symbol	OEUA6V	OEUAAV	OEUALV	OEUAUV	OEUAPV	BD6SSU	SKNBCU	OEUAHV	SJIBDU	OEUBMV	OEUBTV	OEUBVV	OEUBLV	OEUBYV	OEUBNV	OEUBKV	OEUB2V	OEUBPV	OEUBOV	OEUBQV
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 Put Warrant*	Knock-Out Put Warrant*	Knock-Out Put 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*	Knock-Out Put Warrant*	Knock-Out Put 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	Put	Put	Put	Put	Put	Put	Call	Put	Call	Call	Put	Put	Put	Put
Strike price	1.1127	1.085	1.096	1.1238	1.1408	1.099854	1.235905	1.1919	1.201607	1.3238	1.314	1.2553	1.0435	1.3434	1.0119	1.0014	1.2455	1.3336	1.2944	1.2748
Knock-Out Barrier	1.11	1.09	1.10	1.12	1.14	1.10	1.24	1.19	1.20	1.32	1.31	1.26	1.04	1.34	1.01	1.00	1.25	1.33	1.29	1.27
Dist. Knock-Out %	2.94%	5.36%	4.40%	1.98%	0.49%	4.06%	7.80%	3.96%	4.81%	15.47%	14.61%	9.49%	8.98%	17.18%	11.74%	12.65%	8.64%	16.32%	12.91%	11.20%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	32.58	18.17	21.97	47.24	145.34	24.86	12.77	24.22	20.99	6.38	6.75	10.38	10.98	5.76	8.43	7.81	11.38	6.06	7.62	8.83
Bid	0.290	0.520	0.430	0.210	0.060	0.380	0.740	0.390	0.450	1.480	1.380	0.920	0.860	1.640	1.120	1.220	0.820	1.560	1.230	1.070
Ask	0.300	0.530	0.440	0.220	0.070	0.390	0.750	0.400	0.470	1.490	1.390	0.930	0.870	1.650	1.130	1.230	0.830	1.570	1.240	1.080

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