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	1.0947	1.09	5.68%	CHF	17.31	0.670	0.680
OEUAAV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0674	1.07	8.03%	CHF	12.24	0.890	0.900
OEUALV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0783	1.08	7.09%	CHF	13.90	0.800	0.810
OEUAUV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1057	1.11	4.73%	CHF	20.39	0.440	0.450
OEUAPV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1224	1.12	3.29%	CHF	28.68	0.310	0.320
OEUAVV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1427	1.14	1.54%	CHF	59.20	0.150	0.160
OEUAXV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.1535	1.15	0.61%	CHF	122.35	0.065	0.075
BD6SSU	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.082094	1.08	6.76%	CHF	15.04	0.750	0.760
SKNBCU	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.245205	1.25	7.29%	CHF	13.90	0.670	0.680
OEUAHV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2009	1.20	3.48%	CHF	27.81	0.340	0.350
SJIBDU	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.210649	1.21	4.32%	CHF	23.53	0.390	0.400
SFIBTU	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.139101	1.14	1.85%	CHF	57.35	0.160	0.170
OEUBMV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3338	1.33	14.93%	CHF	6.65	1.310	1.320
OEUBTV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3239	1.32	14.07%	CHF	7.06	1.230	1.240
OEUBVV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2647	1.26	8.97%	CHF	10.92	0.770	0.780
OEUBLV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	1.0267	1.03	11.53%	CHF	8.58	1.200	1.210
OEUBYV	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.3535	1.35	16.62%	CHF	5.96	1.470	1.480
OEUBNV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	0.9956	1.00	14.21%	CHF	6.95	1.450	1.460
OEUBKV	Knock-Out Call Warrant*	Devisen EUR/USD	-	0.10	Call	0.9852	0.99	15.11%	CHF	6.55	1.530	1.540
OEUB2V	Knock-Out Put Warrant*	Devisen EUR/USD	-	0.10	Put	1.2549	1.25	8.13%	CHF	12.07	0.690	0.700

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	1.0947	1.0674	1.0783	1.1057	1.1224	1.1427	1.1535	1.082094	1.245205	1.2009	1.210649	1.139101	1.3338	1.3239	1.2647	1.0267	1.3535	0.9956	0.9852	1.2549
Knock-Out Barrier	1.09	1.07	1.08	1.11	1.12	1.14	1.15	1.08	1.25	1.20	1.21	1.14	1.33	1.32	1.26	1.03	1.35	1.00	0.99	1.25
Dist. Knock-Out %	5.68%	8.03%	7.09%	4.73%	3.29%	1.54%	0.61%	6.76%	7.29%	3.48%	4.32%	1.85%	14.93%	14.07%	8.97%	11.53%	16.62%	14.21%	15.11%	8.13%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	17.31	12.24	13.90	20.39	28.68	59.20	122.35	15.04	13.90	27.81	23.53	57.35	6.65	7.06	10.92	8.58	5.96	6.95	6.55	12.07
Bid	0.670	0.890	0.800	0.440	0.310	0.150	0.065	0.750	0.670	0.340	0.390	0.160	1.310	1.230	0.770	1.200	1.470	1.450	1.530	0.690
Ask	0.680	0.900	0.810	0.450	0.320	0.160	0.075	0.760	0.680	0.350	0.400	0.170	1.320	1.240	0.780	1.210	1.480	1.460	1.540	0.700

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