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
OINBCV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	19,706.80	19,706.80	53.56%	1.86	CHF	19.660	19.670
OINBDV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	20,374.72	20,374.72	51.98%	1.92	CHF	19.080	19.090
OGUABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	19,383.622	19,383.62	54.32%	1.84	CHF	21.000	21.050
OHUABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	20,075.864	20,075.86	52.69%	1.90	CHF	20.400	20.450
OIUABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	20,768.105	20,768.11	51.05%	1.96	CHF	19.750	19.800
OINAEV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	21,708.89	21,708.89	48.84%	2.04	CHF	19.210	19.220
OINAIV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	23,043.07	23,043.07	45.69%	2.18	CHF	18.010	18.020
OVUABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	23,536.484	23,536.48	44.53%	2.25	CHF	17.300	17.350
OYUABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	24,919.326	24,919.33	41.27%	2.43	CHF	16.050	16.100
OWUABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	24,227.905	24,227.91	42.90%	2.33	CHF	16.700	16.750
ONZABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	25,610.911	25,610.91	39.64%	2.52	CHF	15.450	15.500
OINAQV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	24,375.24	24,375.24	42.55%	2.34	CHF	16.830	16.840
OINARV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	25,707.43	25,707.43	39.41%	2.53	CHF	15.650	15.660
PKAABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	26,994.941	26,994.94	36.38%	2.75	CHF	15.150	15.200
OINASV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	27,038.82	27,038.82	36.28%	2.75	CHF	14.460	14.470
PBEABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	28,368.937	28,368.94	33.14%	3.01	CHF	13.000	13.050
OINAAV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	28,365.62	28,365.62	33.15%	3.00	CHF	13.270	13.280
PKFABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	29,758.734	29,758.73	29.87%	3.35	CHF	11.750	11.800
OINABV	Knock-Out Call Warrant*	Dow Jones Industrial Average Index	open-end	1000.00	Call	29,691.37	29,691.37	30.02%	3.31	CHF	12.530	12.540
PDKABP	Knock-Out Warrant Long	Dow Jones Industrial Average Index	open-end	1000.00	Call	31,120.415	31,120.42	26.66%	3.74	CHF	10.500	10.550

Symbol	OINBCV	OINBDV	OGUABP	OHUABP	OIUABP	OINAEV	OINAIV	OVUABP	OYUABP	OWUABP	ONZABP	OINAQV	OINARV	PKAABP	OINASV	PBEABP	OINAAV	PKFABP	OINABV	PDKABP
Name	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Warrant Long	Knock-Out Warrant Long	Knock-Out Warrant Long	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Warrant Long	Knock-Out Warrant Long	Knock-Out Warrant Long	Knock-Out Warrant Long	Knock-Out Call Warrant*	Knock-Out Call Warrant*	Knock-Out Warrant Long	Knock-Out Call Warrant*	Knock-Out Warrant Long	Knock-Out Call Warrant*	Knock-Out Warrant Long	Knock-Out Call Warrant*	Knock-Out Warrant Long
Underlying	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index	Dow Jones Industrial Average Index
Issuer
Date of maturity	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end	open-end
Ratio	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00	1000.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	19,706.80	20,374.72	19,383.622	20,075.864	20,768.105	21,708.89	23,043.07	23,536.484	24,919.326	24,227.905	25,610.911	24,375.24	25,707.43	26,994.941	27,038.82	28,368.937	28,365.62	29,758.734	29,691.37	31,120.415
Knock-Out Barrier	19,706.80	20,374.72	19,383.62	20,075.86	20,768.11	21,708.89	23,043.07	23,536.48	24,919.33	24,227.91	25,610.91	24,375.24	25,707.43	26,994.94	27,038.82	28,368.94	28,365.62	29,758.73	29,691.37	31,120.42
Dist. Knock-Out %	53.56%	51.98%	54.32%	52.69%	51.05%	48.84%	45.69%	44.53%	41.27%	42.90%	39.64%	42.55%	39.41%	36.38%	36.28%	33.14%	33.15%	29.87%	30.02%	26.66%
Gearing	1.86	1.92	1.84	1.90	1.96	2.04	2.18	2.25	2.43	2.33	2.52	2.34	2.53	2.75	2.75	3.01	3.00	3.35	3.31	3.74
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Bid	19.660	19.080	21.000	20.400	19.750	19.210	18.010	17.300	16.050	16.700	15.450	16.830	15.650	15.150	14.460	13.000	13.270	11.750	12.530	10.500
Ask	19.670	19.090	21.050	20.450	19.800	19.220	18.020	17.350	16.100	16.750	15.500	16.840	15.660	15.200	14.470	13.050	13.280	11.800	12.540	10.550

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