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
OUSAEV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	112.15	112.15	28.44%	-	CHF	-	-
OUSAVV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	119.63	119.63	23.66%	-	CHF	-	-
OUSATV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	127.42	127.42	18.69%	-	CHF	-	-
OUSAZV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	123.56	123.56	21.15%	-	CHF	-	-
OUSA0V	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	121.61	121.61	22.40%	-	CHF	-	-
OUSASV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	129.40	129.40	17.43%	-	CHF	-	-
OUSAOV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	131.49	131.49	16.09%	-	CHF	-	-
OUSAXV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	133.49	133.49	14.82%	-	CHF	-	-
OUSACV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	138.02	138.02	11.93%	-	CHF	1.060	1.070
OUSAPV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	136.07	136.07	13.17%	-	CHF	1.160	1.170
OUSAQV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	141.74	141.74	9.55%	-	CHF	-	-
BLAS4U	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	139.775563	139.78	10.81%	-	CHF	-	-
OUSAGV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	145.72	145.72	7.01%	-	CHF	-	-
OUSBDV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	143.70	143.70	8.30%	-	CHF	-	-
OUSBAV	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	140.69	140.69	10.22%	-	CHF	-	-
OUSA6V	Knock-Out Call Warrant*	Devisen USD/JPY	-	0.10	Call	144.71	144.71	7.66%	-	CHF	-	-
OUSAMV	Knock-Out Put Warrant*	Devisen USD/JPY	-	0.10	Put	174.38	174.38	11.27%	-	CHF	0.750	0.760
OUSA3V	Knock-Out Put Warrant*	Devisen USD/JPY	-	0.10	Put	162.94	162.94	3.97%	-	CHF	0.200	0.210
OUSAYV	Knock-Out Put Warrant*	Devisen USD/JPY	-	0.10	Put	170.57	170.57	8.84%	-	CHF	0.560	0.570
OUSA5V	Knock-Out Put Warrant*	Devisen USD/JPY	-	0.10	Put	166.75	166.75	6.41%	-	CHF	0.380	0.390

Symbol	OUSAEV	OUSAVV	OUSATV	OUSAZV	OUSA0V	OUSASV	OUSAOV	OUSAXV	OUSACV	OUSAPV	OUSAQV	BLAS4U	OUSAGV	OUSBDV	OUSBAV	OUSA6V	OUSAMV	OUSA3V	OUSAYV	OUSA5V
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 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 Put Warrant*
Underlying	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY	Devisen USD/JPY
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	Call	Call	Call	Call	Call	Call	Call	Call	Put	Put	Put	Put
Strike price	112.15	119.63	127.42	123.56	121.61	129.40	131.49	133.49	138.02	136.07	141.74	139.775563	145.72	143.70	140.69	144.71	174.38	162.94	170.57	166.75
Knock-Out Barrier	112.15	119.63	127.42	123.56	121.61	129.40	131.49	133.49	138.02	136.07	141.74	139.78	145.72	143.70	140.69	144.71	174.38	162.94	170.57	166.75
Dist. Knock-Out %	28.44%	23.66%	18.69%	21.15%	22.40%	17.43%	16.09%	14.82%	11.93%	13.17%	9.55%	10.81%	7.01%	8.30%	10.22%	7.66%	11.27%	3.97%	8.84%	6.41%
Gearing	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	1.060	1.160	-	-	-	-	-	-	0.750	0.200	0.560	0.380
Ask	-	-	-	-	-	-	-	-	1.070	1.170	-	-	-	-	-	-	0.760	0.210	0.570	0.390

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