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
OSLAKV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	196.53	196.53	75.40%	CHF	1.31	6.400	6.470
OSLAIV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	246.45	246.45	69.16%	CHF	1.43	5.900	5.970
OSLACV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	271.42	271.42	66.03%	CHF	1.50	5.650	5.720
OSLANV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	295.97	295.97	62.96%	CHF	1.57	5.410	5.480
OSLAOV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	320.39	320.39	59.90%	CHF	1.65	5.160	5.230
OSLAFV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	344.91	344.91	56.83%	CHF	1.74	4.920	4.990
OSLAHV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	369.42	369.42	53.76%	CHF	1.84	4.670	4.740
OSLADV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	418.02	418.02	47.68%	CHF	2.07	4.190	4.260
OSLAQV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	394.60	394.60	50.61%	CHF	1.95	4.420	4.490
OSLAMV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	461.89	461.89	42.19%	CHF	2.34	3.750	3.820
OSLAPV	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	502.04	502.04	37.17%	CHF	2.67	3.320	3.390
YSLHWU	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	526.449538	526.45	34.11%	CHF	2.89	3.090	3.160
YSLHXU	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	520.994035	520.99	34.79%	CHF	2.83	3.150	3.210
YSLHYU	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	515.538532	515.54	35.48%	CHF	2.78	-	-
YSLHZU	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	510.083029	510.08	36.16%	CHF	2.72	-	-
YSLH0U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	503.536425	503.54	36.98%	CHF	2.67	-	-
YSLH1U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	498.080922	498.08	37.66%	CHF	2.62	-	-
YSLH2U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	492.625419	492.63	38.34%	CHF	2.57	-	-
YSLH3U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	487.169915	487.17	39.03%	CHF	2.53	-	-
YSLH4U	Knock-Out Call Warrant*	Swiss Life Hldg. N	-	100.00	Call	481.714412	481.71	39.71%	CHF	2.49	-	-

Symbol	OSLAKV	OSLAIV	OSLACV	OSLANV	OSLAOV	OSLAFV	OSLAHV	OSLADV	OSLAQV	OSLAMV	OSLAPV	YSLHWU	YSLHXU	YSLHYU	YSLHZU	YSLH0U	YSLH1U	YSLH2U	YSLH3U	YSLH4U
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	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N	Swiss Life Hldg. N
Issuer
Date of maturity	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Ratio	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00	100.00
Type	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call	Call
Strike price	196.53	246.45	271.42	295.97	320.39	344.91	369.42	418.02	394.60	461.89	502.04	526.449538	520.994035	515.538532	510.083029	503.536425	498.080922	492.625419	487.169915	481.714412
Knock-Out Barrier	196.53	246.45	271.42	295.97	320.39	344.91	369.42	418.02	394.60	461.89	502.04	526.45	520.99	515.54	510.08	503.54	498.08	492.63	487.17	481.71
Dist. Knock-Out %	75.40%	69.16%	66.03%	62.96%	59.90%	56.83%	53.76%	47.68%	50.61%	42.19%	37.17%	34.11%	34.79%	35.48%	36.16%	36.98%	37.66%	38.34%	39.03%	39.71%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	1.31	1.43	1.50	1.57	1.65	1.74	1.84	2.07	1.95	2.34	2.67	2.89	2.83	2.78	2.72	2.67	2.62	2.57	2.53	2.49
Bid	6.400	5.900	5.650	5.410	5.160	4.920	4.670	4.190	4.420	3.750	3.320	3.090	3.150	-	-	-	-	-	-	-
Ask	6.470	5.970	5.720	5.480	5.230	4.990	4.740	4.260	4.490	3.820	3.390	3.160	3.210	-	-	-	-	-	-	-

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