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
SOABA	Knock-Out Call Warrant*	ABB LTD-REG ACCELLERON INDUSTRIES Ltd.	-	10.00	Call	13.83	13.83	68.63%	1.46	CHF	-	-
ABKBQU	Knock-Out Call Warrant*	ABB LTD-REG ACCELLERON INDUSTRIES Ltd.	-	5.00	Call	21.73179	21.73	50.71%	1.96	CHF	-	-
OABAJV	Knock-Out Call Warrant*	ABB	-	10.00	Call	21.32	21.32	49.25%	2.01	CHF	-	-
OABAHV	Knock-Out Call Warrant*	ABB	-	10.00	Call	22.48	22.48	46.49%	2.13	CHF	-	-
OABAEV	Knock-Out Call Warrant*	ABB	-	10.00	Call	20.18	20.18	51.96%	1.91	CHF	-	-
OABAAV	Knock-Out Call Warrant*	ABB	-	10.00	Call	23.63	23.63	43.75%	2.26	CHF	-	-
OABAUV	Knock-Out Call Warrant*	ABB	-	10.00	Call	24.77	24.77	41.04%	2.40	CHF	-	-
OABA3V	Knock-Out Call Warrant*	ABB	-	10.00	Call	25.91	25.91	38.32%	2.58	CHF	-	-
NABBVU	Knock-Out Call Warrant*	ABB	-	5.00	Call	27.641015	27.64	34.20%	2.90	CHF	-	-
NABBWU	Knock-Out Call Warrant*	ABB	-	5.00	Call	27.077298	27.08	35.55%	2.79	CHF	-	-
NABB1U	Knock-Out Call Warrant*	ABB	-	5.00	Call	26.729685	26.73	36.37%	2.73	CHF	-	-
OABBAV	Knock-Out Call Warrant*	ABB	-	10.00	Call	28.14	28.14	33.02%	2.98	CHF	-	-
OABBOU	Knock-Out Call Warrant*	ABB	-	5.00	Call	27.956448	27.96	33.45%	2.96	CHF	-	-
OABBPU	Knock-Out Call Warrant*	ABB	-	5.00	Call	27.280505	27.28	35.06%	2.83	CHF	-	-
OABBMU	Knock-Out Call Warrant*	ABB	-	5.00	Call	28.519733	28.52	32.11%	3.08	CHF	-	-
OABBNU	Knock-Out Call Warrant*	ABB	-	5.00	Call	28.181762	28.18	32.92%	3.01	CHF	-	-
OABBUU	Knock-Out Call Warrant*	ABB	-	5.00	Call	27.834052	27.83	33.74%	2.94	CHF	-	-
OABBVU	Knock-Out Call Warrant*	ABB	-	5.00	Call	26.595231	26.60	36.69%	2.70	CHF	-	-
PABBTU	Knock-Out Call Warrant*	ABB	-	5.00	Call	28.824039	28.82	31.39%	3.15	CHF	-	-
PABB1U	Knock-Out Call Warrant*	ABB	-	5.00	Call	29.260549	29.26	30.35%	3.26	CHF	-	-

Symbol	SOABA	ABKBQU	OABAJV	OABAHV	OABAEV	OABAAV	OABAUV	OABA3V	NABBVU	NABBWU	NABB1U	OABBAV	OABBOU	OABBPU	OABBMU	OABBNU	OABBUU	OABBVU	PABBTU	PABB1U
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	ABB LTD-REG ACCELLERON INDUSTRIES Ltd.	ABB LTD-REG ACCELLERON INDUSTRIES Ltd.	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB	ABB
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	10.00	5.00	10.00	10.00	10.00	10.00	10.00	10.00	5.00	5.00	5.00	10.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00	5.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	13.83	21.73179	21.32	22.48	20.18	23.63	24.77	25.91	27.641015	27.077298	26.729685	28.14	27.956448	27.280505	28.519733	28.181762	27.834052	26.595231	28.824039	29.260549
Knock-Out Barrier	13.83	21.73	21.32	22.48	20.18	23.63	24.77	25.91	27.64	27.08	26.73	28.14	27.96	27.28	28.52	28.18	27.83	26.60	28.82	29.26
Dist. Knock-Out %	68.63%	50.71%	49.25%	46.49%	51.96%	43.75%	41.04%	38.32%	34.20%	35.55%	36.37%	33.02%	33.45%	35.06%	32.11%	32.92%	33.74%	36.69%	31.39%	30.35%
Gearing	1.46	1.96	2.01	2.13	1.91	2.26	2.40	2.58	2.90	2.79	2.73	2.98	2.96	2.83	3.08	3.01	2.94	2.70	3.15	3.26
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ask	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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