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
OESA1V	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,563.36	2,563.36	46.10%	CHF	2.13	10.130	10.140
OESA3V	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,688.08	2,688.08	43.48%	CHF	2.26	9.550	9.560
OESA2V	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,719.25	2,719.25	42.82%	CHF	2.29	9.660	9.670
OESAXV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,501.02	2,501.02	47.41%	CHF	2.07	10.670	10.680
OESAZV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,594.54	2,594.54	45.45%	CHF	2.16	9.990	10.000
OESA0V	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,625.71	2,625.71	44.79%	CHF	2.19	10.090	10.100
OESAVV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,438.65	2,438.65	48.72%	CHF	2.02	10.710	10.720
OESA5V	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,812.78	2,812.78	40.86%	CHF	2.40	8.980	8.990
OESAYV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,469.84	2,469.84	48.07%	CHF	2.05	10.820	10.830
OESA4V	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,750.43	2,750.43	42.17%	CHF	2.33	9.270	9.280
OESAHV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,781.62	2,781.62	41.51%	CHF	2.36	9.370	9.380
OESAGV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,532.19	2,532.19	46.76%	CHF	2.10	10.530	10.540
OESAIV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	2,656.90	2,656.90	44.13%	CHF	2.23	9.930	9.940
OESBOV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,445.96	3,445.96	27.54%	CHF	3.53	6.280	6.290
OESBPV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,475.42	3,475.42	26.92%	CHF	3.61	6.140	6.150
OESBSV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,264.71	3,264.71	31.35%	CHF	3.11	6.880	6.890
OESBNV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,206.39	3,206.39	32.58%	CHF	3.00	7.390	7.400
OESALV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,235.54	3,235.54	31.97%	CHF	3.05	7.250	7.260
OESAJV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,293.86	3,293.86	30.74%	CHF	3.17	6.980	6.990
OESANV	Knock-Out Call Warrant*	EURO STOXX 50 Index	open-end	200.00	Call	3,352.17	3,352.17	29.51%	CHF	3.30	6.710	6.720

Symbol	OESA1V	OESA3V	OESA2V	OESAXV	OESAZV	OESA0V	OESAVV	OESA5V	OESAYV	OESA4V	OESAHV	OESAGV	OESAIV	OESBOV	OESBPV	OESBSV	OESBNV	OESALV	OESAJV	OESANV
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	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	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	2,563.36	2,688.08	2,719.25	2,501.02	2,594.54	2,625.71	2,438.65	2,812.78	2,469.84	2,750.43	2,781.62	2,532.19	2,656.90	3,445.96	3,475.42	3,264.71	3,206.39	3,235.54	3,293.86	3,352.17
Knock-Out Barrier	2,563.36	2,688.08	2,719.25	2,501.02	2,594.54	2,625.71	2,438.65	2,812.78	2,469.84	2,750.43	2,781.62	2,532.19	2,656.90	3,445.96	3,475.42	3,264.71	3,206.39	3,235.54	3,293.86	3,352.17
Dist. Knock-Out %	46.10%	43.48%	42.82%	47.41%	45.45%	44.79%	48.72%	40.86%	48.07%	42.17%	41.51%	46.76%	44.13%	27.54%	26.92%	31.35%	32.58%	31.97%	30.74%	29.51%
Trading Currency	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF	CHF
Gearing	2.13	2.26	2.29	2.07	2.16	2.19	2.02	2.40	2.05	2.33	2.36	2.10	2.23	3.53	3.61	3.11	3.00	3.05	3.17	3.30
Bid	10.130	9.550	9.660	10.670	9.990	10.090	10.710	8.980	10.820	9.270	9.370	10.530	9.930	6.280	6.140	6.880	7.390	7.250	6.980	6.710
Ask	10.140	9.560	9.670	10.680	10.000	10.100	10.720	8.990	10.830	9.280	9.380	10.540	9.940	6.290	6.150	6.890	7.400	7.260	6.990	6.720

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