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
OESA5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,886.95	2,886.95	47.57%	CHF	2.10	12.180	12.190
OESA4V	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,819.07	2,819.07	48.80%	CHF	2.05	12.490	12.500
OESAHV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	2,853.02	2,853.02	48.18%	CHF	2.07	12.330	12.340
OESBOV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,576.36	3,576.36	35.04%	CHF	2.85	9.010	9.020
OESBPV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,608.43	3,608.43	34.46%	CHF	2.90	8.860	8.870
OESBSV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,379.01	3,379.01	38.63%	CHF	2.59	9.920	9.930
OESBNV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,315.51	3,315.51	39.78%	CHF	2.51	10.210	10.220
OESALV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,347.26	3,347.26	39.20%	CHF	2.55	10.060	10.070
OESAJV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,410.75	3,410.75	38.05%	CHF	2.62	9.770	9.780
OESANV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,474.23	3,474.23	36.90%	CHF	2.71	9.480	9.490
OESAAV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,537.73	3,537.73	35.75%	CHF	2.79	9.190	9.200
OESAKV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,505.98	3,505.98	36.32%	CHF	2.75	9.330	9.340
OESAFV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,442.49	3,442.49	37.48%	CHF	2.66	9.620	9.630
OESBVV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,202.95	3,202.95	41.83%	CHF	2.39	10.730	10.740
OESBMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,265.98	3,265.98	40.68%	CHF	2.46	10.440	10.450
OESBTV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,234.47	3,234.47	41.25%	CHF	2.42	10.580	10.590
OESBWV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,139.92	3,139.92	42.97%	CHF	2.32	11.020	11.030
OESBUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	3,171.44	3,171.44	42.40%	CHF	2.35	10.870	10.880
OESAMV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,207.80	4,207.80	23.58%	CHF	4.23	6.100	6.110
OESAUV	Knock-Out Call Warrant*	EURO STOXX 50 Index	-	200.00	Call	4,020.86	4,020.86	26.97%	CHF	3.70	6.960	6.970

Symbol	OESA5V	OESA4V	OESAHV	OESBOV	OESBPV	OESBSV	OESBNV	OESALV	OESAJV	OESANV	OESAAV	OESAKV	OESAFV	OESBVV	OESBMV	OESBTV	OESBWV	OESBUV	OESAMV	OESAUV
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 Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Call Warrant*
Underlying	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index	EURO STOXX 50 Index
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00	200.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	2,886.95	2,819.07	2,853.02	3,576.36	3,608.43	3,379.01	3,315.51	3,347.26	3,410.75	3,474.23	3,537.73	3,505.98	3,442.49	3,202.95	3,265.98	3,234.47	3,139.92	3,171.44	4,207.80	4,020.86
Knock-Out Barrier	2,886.95	2,819.07	2,853.02	3,576.36	3,608.43	3,379.01	3,315.51	3,347.26	3,410.75	3,474.23	3,537.73	3,505.98	3,442.49	3,202.95	3,265.98	3,234.47	3,139.92	3,171.44	4,207.80	4,020.86
Dist. Knock-Out %	47.57%	48.80%	48.18%	35.04%	34.46%	38.63%	39.78%	39.20%	38.05%	36.90%	35.75%	36.32%	37.48%	41.83%	40.68%	41.25%	42.97%	42.40%	23.58%	26.97%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	2.10	2.05	2.07	2.85	2.90	2.59	2.51	2.55	2.62	2.71	2.79	2.75	2.66	2.39	2.46	2.42	2.32	2.35	4.23	3.70
Bid	12.180	12.490	12.330	9.010	8.860	9.920	10.210	10.060	9.770	9.480	9.190	9.330	9.620	10.730	10.440	10.580	11.020	10.870	6.100	6.960
Ask	12.190	12.500	12.340	9.020	8.870	9.930	10.220	10.070	9.780	9.490	9.200	9.340	9.630	10.740	10.450	10.590	11.030	10.880	6.110	6.970

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