SWX | Valor | Underlyings | Barrier Level | Barrier Event | Coupon | Max. Return | CCY | Last Trading Day | Bid | Ask | TS | RP |
| 11538627 | Swatch, CF Richemont | 75.00% | no | 8.770% | 8.92% | CHF | 05.11.2010 | 99.05% | 99.85% |  | |
| 11538628 | Swatch, CF Richemont | 75.00% | no | 9.200% | 9.10% | USD | 05.11.2010 | 99.30% | 100.10% |  | |
| 11538626 | Swatch, CF Richemont | 75.00% | no | 9.270% | 9.22% | EUR | 05.11.2010 | 99.20% | 100.05% |  | |
| 11538650 | Total, Royal Dutch Shell, Chevron | 77.00% | no | 8.500% | | USD | 28.01.2011 | 0.00% | 0.00% |  | |
| 11538651 | Exxon Mobil, Chevron, Schlumberger | 67.00% | no | 10.000% | | USD | 28.01.2011 | 0.00% | 0.00% |  | |
| n/a | 11538633 | RWE, Vinci, GDF Suez, E.ON | 85.00% | no | 16.000% | | EUR | 07.02.2011 | 0.00% | 0.00% |  | |
| 11538629 | GDF Suez, Compagnie de Saint-Gobain, L'Oreal | 55.00% | no | 8.510% | | USD | 15.02.2011 | 0.00% | 0.00% |  | |
| 11488279 | Ishares DJ Euro Stoxx 50 (Xetra) - ETF, SPDR Trust S&P 500, NOMURA - NKY225ETF - ETF, CS ETF on SMI | 50.00% | no | 7.500% | | CHF | 01.07.2011 | 0.00% | 0.00% |  |  |
| n/a | 11488289 | BNP, AXA | 75.00% | no | 21.000% | 15.11% | EUR | 04.07.2011 | 103.90% | 104.90% |  |  |
| 11488288 | Intel, Microsoft, Apple | 55.00% | no | 13.920% | | CHF | 05.07.2011 | 0.00% | 0.00% |  |  |
| n/a | 11488306 | BHP Billiton, Rio Tinto, Xstrata | 59.00% | no | 15.600% | 11.94% | CHF | 05.07.2011 | 102.80% | 103.80% |  |  |
| n/a | 11488319 | Intel, Microsoft, Apple | 64.00% | no | 10.000% | | USD | 07.07.2011 | 0.00% | 0.00% |  | |
| EFHNG | 11426539 | ABB, Roche, Credit Suisse | 55.00% | no | 12.000% | | CHF | 08.07.2011 | 0.00% | 0.00% |  |  |
| EFHNH | 11426540 | ABB, Holcim, UBS | 55.00% | no | 11.500% | | CHF | 08.07.2011 | 0.00% | 0.00% |  |  |
| EFHNJ | 11426542 | Daimler, Siemens, Adidas | 59.00% | no | 12.000% | | EUR | 08.07.2011 | 0.00% | 0.00% |  |  |
| EFHNK | 11426543 | BHP Billiton, Rio Tinto, Xstrata | 49.00% | no | 14.500% | | GBP | 08.07.2011 | 0.00% | 0.00% |  |  |
| 11488291 | BHP Billiton, Rio Tinto, Xstrata | 59.00% | no | 13.700% | | EUR | 08.07.2011 | 0.00% | 0.00% |  |  |
| 11488292 | BHP Billiton, Rio Tinto, Xstrata | 59.00% | no | 14.600% | | USD | 08.07.2011 | 0.00% | 0.00% |  |  |
| EFHNI | 11426541 | Roche, Novartis, Syngenta | 75.00% | no | 10.000% | | CHF | 08.07.2011 | 0.00% | 0.00% |  |  |
| n/a | 11488346 | Syngenta, Siemens, Nestle | 75.00% | no | 8.700% | 10.06% | EUR | 14.07.2011 | 97.45% | 98.45% |  |  |
| n/a | 11488296 | BNP Paribas, AXA | 60.00% | no | 14.040% | | EUR | 15.07.2011 | 0.00% | 0.00% |  | |
| 11538602 | Petrobras (ADR), Banco Bradesco (ADR), Vale do Rio Doce (ADR) | 50.00% | no | 12.400% | | USD | 21.07.2011 | 0.00% | 0.00% |  | |
| n/a | 11538620 | GlaxoSmithKline, BAE SYSTEMS PLC | 75.00% | no | 9.810% | | GBP | 09.08.2011 | 0.00% | 0.00% |  | |
| EFHOX | 11488310 | iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, WisdomTree India Earnings Fund - ETF | 39.00% | no | 7.400% | | CHF | 17.01.2012 | 0.00% | 0.00% |  |  |
| EFHOY | 11488311 | iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, WisdomTree India Earnings Fund - ETF | 39.00% | no | 7.400% | | EUR | 17.01.2012 | 0.00% | 0.00% |  | |
| EFHPF | 11488321 | ABB, UBS, Credit Suisse | 55.00% | no | 14.000% | | CHF | 23.01.2012 | 0.00% | 0.00% |  | |
| EFHPE | 11488320 | BHP Billiton, Rio Tinto, Xstrata | 55.00% | no | 15.500% | | CHF | 23.01.2012 | 0.00% | 0.00% |  | |
| EFHPI | 11488324 | Enel, GDF Suez, E.ON | 59.00% | no | 11.000% | | EUR | 23.01.2012 | 0.00% | 0.00% |  | |
| EFHPG | 11488322 | Gazprom, Lukoil, Rosneft Oil | 55.00% | no | 10.000% | | CHF | 23.01.2012 | 0.00% | 0.00% |  | |
| EFHPH | 11488323 | Roche, Novartis, Nestle | 69.00% | no | 8.000% | | CHF | 23.01.2012 | 0.00% | 0.00% |  | |