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
ECHF2U	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.851674	0.85	6.48%	CHF	-	-	-
FCHFAU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.863481	0.86	7.96%	CHF	-	-	1.150
FCHFIU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.876538	0.88	9.59%	CHF	-	-	-
HCHFUU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.884978	0.88	10.65%	CHF	-	-	-
HCHF4U	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.894516	0.89	11.84%	CHF	-	-	-
HCHF7U	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.856434	0.86	7.08%	CHF	-	-	-
ICHFEU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.905448	0.91	13.21%	CHF	-	-	-
KCHF9U	Knock-Out Call Warrant*	Devisen USD/CHF	-	0.10	Call	0.748191	0.75	6.46%	CHF	-	-	-
MCHFEU	Knock-Out Call Warrant*	Devisen USD/CHF	-	0.10	Call	0.738383	0.74	7.68%	CHF	-	-	-
MCHFMU	Knock-Out Call Warrant*	Devisen USD/CHF	-	0.10	Call	0.720607	0.72	9.90%	CHF	-	-	-
MCHFTU	Knock-Out Call Warrant*	Devisen USD/CHF	-	0.10	Call	0.729379	0.73	8.81%	CHF	-	-	-
MCHFWU	Knock-Out Call Warrant*	Devisen USD/CHF	-	0.10	Call	0.758623	0.76	5.15%	CHF	-	-	-
PCHFPU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.86795	0.87	8.52%	CHF	-	-	-
U0BS5U	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.872336	0.87	9.07%	CHF	-	-	-
BY8SDU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.91468	0.91	14.36%	CHF	-	-	-
B1MSCU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.927598	0.93	15.98%	CHF	-	-	-
BYJSEU	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.889558	0.89	11.22%	CHF	-	-	-
OUSABV	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.849	0.85	6.15%	CHF	-	-	-
OUSAFV	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.858	0.86	7.27%	CHF	-	-	-
B0WS8U	Knock-Out Put Warrant*	Devisen USD/CHF	-	0.10	Put	0.946012	0.95	18.28%	CHF	-	-	-

Symbol	ECHF2U	FCHFAU	FCHFIU	HCHFUU	HCHF4U	HCHF7U	ICHFEU	KCHF9U	MCHFEU	MCHFMU	MCHFTU	MCHFWU	PCHFPU	U0BS5U	BY8SDU	B1MSCU	BYJSEU	OUSABV	OUSAFV	B0WS8U
Name	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 Put 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 Put Warrant*	Knock-Out Put Warrant*
Underlying	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF	Devisen USD/CHF
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	Put	Put	Put	Put	Put	Put	Put	Call	Call	Call	Call	Call	Put	Put	Put	Put	Put	Put	Put	Put
Strike price	0.851674	0.863481	0.876538	0.884978	0.894516	0.856434	0.905448	0.748191	0.738383	0.720607	0.729379	0.758623	0.86795	0.872336	0.91468	0.927598	0.889558	0.849	0.858	0.946012
Knock-Out Barrier	0.85	0.86	0.88	0.88	0.89	0.86	0.91	0.75	0.74	0.72	0.73	0.76	0.87	0.87	0.91	0.93	0.89	0.85	0.86	0.95
Dist. Knock-Out %	6.48%	7.96%	9.59%	10.65%	11.84%	7.08%	13.21%	6.46%	7.68%	9.90%	8.81%	5.15%	8.52%	9.07%	14.36%	15.98%	11.22%	6.15%	7.27%	18.28%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	1.150	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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