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Saturday, 31st July 2010


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Latest issuances

Autocallable Certificates with Capital Protection

SWX

Valor

Underlyings

Capital Protection

Trigger Level

CCY

Last Trading Day

Bid

Ask

TS

RP

EFHNX
 
11426568Roche, Zurich Financial, Swisscom, Nestle100.00%100.00%CHF16.07.20150.00%0.00%
EFHNY
 
11426569Roche, Zurich Financial, Swisscom, Nestle100.00%100.00%EUR16.07.20150.00%0.00%
n/a11538623Deutsche Telekom, France Telecom, Nokia100.00%105.00%EUR27.07.20150.00%0.00%

Capital protection with Coupon

SWX

Valor

Underlyings

Capital Protection

Minimum Coupon

Bonus Coupon

Last Trading Day

CCY

Bid

Ask

TS

RP

EFHHG11209453Schweizer Aktienbasket100.00%0.130%4.00%06.07.2015CHF0.00%0.00%

Uncapped Capital Protection

SWX

Valor

Underlyings

Capital Protection

Upside Participation

Last Trading Day

CCY

Bid

Ask

TS

RP

EFHQO
 
11538599DivDAX Price Index95.00%60.35%26.07.2012EUR99.30%100.10%
EFHOI
 
11488280Wal-Mart Stores95.00%100.00%01.07.2015USD0.00%0.00%
n/a11538616Basket of Exchange Traded Funds (ETF’s)100.00%70.00%27.07.2015EUR0.000.00

Autocallable Discount Certificates

SWX

Valor

Underlyings

Barrier Level

Barrier Event

Trigger Level

CCY

Last Trading Day

Bid

Ask

TS

RP

n/a11538631Daimler, Porsche70.00%no95.00%CHF29.01.20150.00%0.00%

Autocallable Worst of Barrier Reverse Convertible

SWX

Valor

Underlyings

Barrier Level

Barrier Event

Trigger Level

Last Trading Day

CCY

Bid

Ask

TS

RP

EFHLU11352016ArcelorMittal, Compagnie de Saint-Gobain, L'Oreal, Porsche55.00%100.00%13.01.2012EUR0.00%0.00%

Capped Bonus Certificate

SWX

Valor

Underlyings

Bonus Level

Barrier Level

Last Trading Day

CCY

Barrier Event

Bid

Ask

TS

RP

EFHOF
 
11488277E.ON112.10%70.00%03.10.2011EURno0.00%0.00%
EFHQT
 
11538625Bank of America, JPMorgan Chase118.00%50.00%30.01.2012USDno0.00%0.00%

Express Certificate

SWX

Valor

Underlyings

Barrier Level

Trigger Level

Last Trading Day

CCY

Bid

Ask

TS

RP

n/a11538580Total, France Telecom, Vinci, Sanofi-Aventis, GDF Suez60.00%100.00%19.07.2011EUR99.80%100.80%
EFHOV
 
11488305iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, WisdomTree India Earnings Fund - ETF39.00%100.00%06.01.2012USD0.00%0.00%
EFHPK
 
11488337EVRAZ GROUP SA70.00%100.00%09.07.2012USD0.00%0.00%
n/a11538566Wells Fargo, United States Steel Corp.70.00%88.00%20.09.2012AUD103.50%104.50%
n/a11488276S&P 500 PR60.00%100.00%01.07.2013USD101.60%102.60%
n/a11488344AXA, Vinci, GDF Suez, LVMH Moet Hennessy Louis Vuitton65.00%100.00%19.07.2013EUR101.90%102.90%
n/a11488345Societe Generale, Vallourec, Bouygues, Vivendi65.00%100.00%19.07.2013EUR101.60%102.60%
EFHQU
 
11538611AXA, Credit Agricole, Lafarge55.00%100.00%23.07.2013EUR0.00%0.00%
n/a11426490ArcelorMittal, Credit Agricole, Compagnie de Saint-Gobain55.00%100.00%29.07.2013EUR0.00%0.00%

Multi Chance Barrier Reverse Convertible

SWX

Valor

Underlyings

Barrier Level

Barrier Event

Coupon

CCY

Last Trading Day

Bid

Ask

TS

RP

EFHOB
 
11488272Swatch, Nestle, Credit Suisse65.00%no7.800%CHF20.07.20110.00%0.00%

Yield Enhancement - Others

SWX

Valor

Underlyings

Coupon

Last Trading Day

CCY

Bid

Ask

TS

RP

n/a11538596EUR/USD Exchange Rate5.700%26.08.2010USD0.000.00
EFHQE
 
11538601DJ Euro Stoxx 50 PR20.07.2011EUR0.000.00
EFHPM
 
11488340DJ Euro Stoxx 50 PR12.07.2011EUR0.000.00

Reverse Convertible

SWX

Valor

Underlyings

Coupon

Coupon Accrued Amount

Last Trading Day

CCY

Bid

Ask

TS

RP

EFHRC
 
11538654Teva Pharmaceutical Ind.9.000%30.12.2010USD0.00%0.00%

Single Barrier Reverse Convertible

SWX

Valor

Underlyings

Barrier Level

Barrier Event

Coupon

Max. Return

Last Trading Day

CCY

Bid

Ask

TS

RP

n/a11488339Vale do Rio Doce (ADR)80.00%no17.200%12.10.2010USD0.00%0.00%
n/a11538560Vale do Rio Doce (ADR)80.00%no18.600%15.10.2010USD0.00%0.00%
n/a11488318Citigroup80.00%no8.000%7.01%18.10.2010USD99.10%100.10%
n/a11488336BNP Paribas80.00%no8.000%8.01%19.10.2010EUR98.20%99.20%
n/a11488326Citigroup80.00%no8.000%5.53%19.10.2010USD100.70%101.70%
n/a11488334ING80.00%no9.000%8.15%19.10.2010EUR98.95%99.95%
n/a11488335Societe Generale80.00%no10.000%7.81%19.10.2010EUR100.20%101.20%
n/a11488315Deutsche Bank80.00%no16.160%10.63%19.10.2010EUR101.80%102.80%
n/a11488314Commerzbank80.00%no17.450%12.08%19.10.2010EUR101.40%102.40%
EFHPU
 
11488353Vale do Rio Doce (ADR)70.00%no12.000%22.10.2010USD0.00%0.00%
EFHPT
 
11488352Vale do Rio Doce (ADR)70.00%no12.000%22.10.2010EUR0.00%0.00%
EFHPY
 
11538562ING70.00%no14.800%22.10.2010EUR0.00%0.00%
EFHPZ
 
11538563ING70.00%no14.800%22.10.2010USD0.00%0.00%
EFHPX
 
11538561BP PLC (ADR)70.00%no24.000%22.10.2010USD0.00%0.00%
EFHPV
 
11488354BP PLC (ADR)70.00%no24.000%22.10.2010EUR0.00%0.00%
n/a11538581Citigroup80.00%no8.000%5.47%25.10.2010USD101.50%102.50%
n/a11538624Vale do Rio Doce (ADR)80.00%no16.770%27.10.2010USD0.00%0.00%
n/a11538597Citigroup80.00%no8.000%29.10.2010USD0.00%0.00%
n/a11538586Vale do Rio Doce (ADR)80.00%no10.000%29.10.2010USD0.00%0.00%
n/a11538647BNP Paribas80.00%no7.830%05.11.2010EUR0.00%0.00%
n/a11538613Roche90.00%no8.000%05.11.2010CHF0.00%0.00%
n/a11538648ING80.00%no9.000%05.11.2010EUR0.00%0.00%
n/a11538649Societe Generale80.00%no9.000%05.11.2010EUR0.00%0.00%
EFHOD
 
11488274BBVA70.00%no17.400%09.11.2010EUR0.00%0.00%
EFHOE
 
11488275Banco Santander70.00%no16.050%19.11.2010EUR0.00%0.00%
EFHPJ
 
11488325BNP75.00%no13.000%14.01.2011EUR0.00%0.00%
EFHPW
 
11538559Lafarge80.00%no11.000%24.01.2011EUR0.00%0.00%
n/a11538632Societe Generale80.00%no14.600%28.01.2011EUR0.00%0.00%
n/a11217858Credit Agricole70.00%no15.970%28.01.2011CHF0.00%0.00%
EFHQW
 
11538634Bank of America80.00%no10.200%07.02.2011USD0.00%0.00%
EFHQX
 
11538635Citigroup80.00%no10.800%07.02.2011USD0.00%0.00%
EFHQV
 
11538622ArcelorMittal80.00%no12.000%07.02.2011EUR0.00%0.00%
EFHOG
 
11488278Credit Suisse65.00%no11.500%04.07.2011CHF0.00%0.00%
EFGU2
 
10847609ABB, Roche, Credit Suisse60.00%no14.560%05.07.2011CHF0.00%0.00%
EFHOM
 
11488284E.ON60.00%no5.000%05.07.2011EUR0.00%0.00%
EFHOL
 
11488283Siemens50.00%no6.000%05.07.2011EUR0.00%0.00%
EFHOJ
 
11488281DAX60.00%no6.100%05.07.2011EUR0.00%0.00%
EFHOK
 
11488282Credit Suisse50.00%no9.500%05.07.2011CHF0.00%0.00%
EFHON
 
11488285Deutsche Bank50.00%no9.500%05.07.2011EUR0.00%0.00%
n/a11488308Danone80.00%no8.250%9.80%06.07.2011EUR97.10%98.10%
EFHPC
 
11488316ABB, Holcim70.00%no11.000%07.07.2011CHF0.00%0.00%
EFHNO11426550Credit Suisse63.00%no8.000%08.07.2011CHF0.00%0.00%
EFHNQ11426552Deutsche Bank64.00%no8.000%08.07.2011EUR0.00%0.00%
EFHNP11426551UBS69.00%no8.000%08.07.2011CHF0.00%0.00%
EFHNR11426553Xstrata58.00%no8.000%08.07.2011GBP0.00%0.00%
EFHPN
 
11488341Deutsche Bank60.00%no9.500%15.07.2011EUR0.00%0.00%
EFHOT
 
11488294DJ Euro Stoxx 50 PR60.00%no6.100%20.07.2011EUR0.00%0.00%
EFHRH
 
11538656Gazprom49.00%no6.850%29.07.2011USD0.00%0.00%
EFHRI
 
11538657Gazprom49.00%no7.000%29.07.2011USD0.00%0.00%
EFHRJ11538658Gazprom60.00%no8.750%29.07.2011USD0.00%0.00%
n/a11538617Societe Generale60.00%no12.250%8.96%08.08.2011EUR102.40%103.40%

Worst of Barrier Reverse Convertible

SWX

Valor

Underlyings

Barrier Level

Barrier Event

Coupon

Max. Return

CCY

Last Trading Day

Bid

Ask

TS

RP

LUX02
 
11538627Swatch, CF Richemont75.00%no8.770%8.92%CHF05.11.201099.05%99.85%
LUX03
 
11538628Swatch, CF Richemont75.00%no9.200%9.10%USD05.11.201099.30%100.10%
LUX01
 
11538626Swatch, CF Richemont75.00%no9.270%9.22%EUR05.11.201099.20%100.05%
EFHRD
 
11538650Total, Royal Dutch Shell, Chevron77.00%no8.500%USD28.01.20110.00%0.00%
EFHRE
 
11538651Exxon Mobil, Chevron, Schlumberger67.00%no10.000%USD28.01.20110.00%0.00%
n/a11538633RWE, Vinci, GDF Suez, E.ON85.00%no16.000%EUR07.02.20110.00%0.00%
EFHQZ
 
11538629GDF Suez, Compagnie de Saint-Gobain, L'Oreal55.00%no8.510%USD15.02.20110.00%0.00%
EFHOH
 
11488279Ishares DJ Euro Stoxx 50 (Xetra) - ETF, SPDR Trust S&P 500, NOMURA - NKY225ETF - ETF, CS ETF on SMI50.00%no7.500%CHF01.07.20110.00%0.00%
n/a11488289BNP, AXA75.00%no21.000%15.11%EUR04.07.2011103.90%104.90%
EFHOP
 
11488288Intel, Microsoft, Apple55.00%no13.920%CHF05.07.20110.00%0.00%
n/a11488306BHP Billiton, Rio Tinto, Xstrata59.00%no15.600%11.94%CHF05.07.2011102.80%103.80%
n/a11488319Intel, Microsoft, Apple64.00%no10.000%USD07.07.20110.00%0.00%
EFHNG11426539ABB, Roche, Credit Suisse55.00%no12.000%CHF08.07.20110.00%0.00%
EFHNH11426540ABB, Holcim, UBS55.00%no11.500%CHF08.07.20110.00%0.00%
EFHNJ11426542Daimler, Siemens, Adidas59.00%no12.000%EUR08.07.20110.00%0.00%
EFHNK11426543BHP Billiton, Rio Tinto, Xstrata49.00%no14.500%GBP08.07.20110.00%0.00%
EFHOQ
 
11488291BHP Billiton, Rio Tinto, Xstrata59.00%no13.700%EUR08.07.20110.00%0.00%
EFHOR
 
11488292BHP Billiton, Rio Tinto, Xstrata59.00%no14.600%USD08.07.20110.00%0.00%
EFHNI11426541Roche, Novartis, Syngenta75.00%no10.000%CHF08.07.20110.00%0.00%
n/a11488346Syngenta, Siemens, Nestle75.00%no8.700%10.06%EUR14.07.201197.45%98.45%
n/a11488296BNP Paribas, AXA60.00%no14.040%EUR15.07.20110.00%0.00%
EFHQF
 
11538602Petrobras (ADR), Banco Bradesco (ADR), Vale do Rio Doce (ADR)50.00%no12.400%USD21.07.20110.00%0.00%
n/a11538620GlaxoSmithKline, BAE SYSTEMS PLC75.00%no9.810%GBP09.08.20110.00%0.00%
EFHOX11488310iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, WisdomTree India Earnings Fund - ETF39.00%no7.400%CHF17.01.20120.00%0.00%
EFHOY11488311iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, WisdomTree India Earnings Fund - ETF39.00%no7.400%EUR17.01.20120.00%0.00%
EFHPF11488321ABB, UBS, Credit Suisse55.00%no14.000%CHF23.01.20120.00%0.00%
EFHPE11488320BHP Billiton, Rio Tinto, Xstrata55.00%no15.500%CHF23.01.20120.00%0.00%
EFHPI11488324Enel, GDF Suez, E.ON59.00%no11.000%EUR23.01.20120.00%0.00%
EFHPG11488322Gazprom, Lukoil, Rosneft Oil55.00%no10.000%CHF23.01.20120.00%0.00%
EFHPH11488323Roche, Novartis, Nestle69.00%no8.000%CHF23.01.20120.00%0.00%

Participation - Others

Symbol

Valor

Underlyings

Coupon

Last Trading Day

CCY

Bid

Ask

TS

RP

n/a11488343PALLADIUM SPOT $/OZ, PLATINUM SPOT $/OZ16.07.2013USD101.40%102.40%

Outperformance Certificates

SWX

Valor

Underlyings

Upside Participation

Last Trading Day

CCY

Bid

Ask

TS

RP

EFHPO
 
11488347Novartis151.00%21.03.2011CHF0.000.00
EFHRB
 
11538639Roche145.00%28.03.2011CHF0.000.00
n/a11538619E.ON166.00%01.06.2011EUR24.4524.70
EFHRA
 
11538638Roche225.00%29.07.2013CHF0.000.00

Price Tracker

SWX

Valor

Underlyings

Last Trading Day

CCY

Bid

Ask

TS

RP

GMACH11227879Solactive Gold Mining ALL SHARES TR IndexOpen EndCHF0.000.00
GMJCH11227878Solactive Gold Mining JUNIOR TR IndexOpen EndCHF0.000.00
PMACH11227877Solactive Precious Metals Mining ALL SHARES TR IndexOpen EndCHF0.000.00
PMJCH11227876Solactive Precious Metals Mining JUNIOR TR IndexOpen EndCHF0.000.00
SMACH11227880Solactive Silver Mining ALL SHARES TR IndexOpen EndCHF0.000.00
n/a11227884Metso, Philips, ASSA ABLOY05.07.2011EUR98.2599.25

Total Return Tracker

SWX

Valor

Underlyings

Last Trading Day

CCY

Bid

Ask

TS

RP

n/a11227890BP PLC, HSBC Holdings PLC26.01.2011CHF0.000.00
EFHOZ
 
11227881DivDAX Price Index08.07.2013EUR0.00%0.00%

Worst of Bonus Certificate

SWX

Valor

Underlyings

Bonus Level

Barrier Level

Barrier Event

Last Trading Day

CCY

Bid

Ask

TS

RP

EFHOU
 
11488295iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, iShares MSCI India (SG)115.00%50.00%no20.07.2012EUR0.00%0.00%

Mini-Future

Symbol

Valor

Type

Underlyings

Strike

Stop Loss Level

Initial Leverage

Last Trading Day

CCY

Bid

Ask

TS

RP

n/a11445599BullWTI CRUDE FUTURE Aug10USD 38.00USD 58.402.0115.07.2010USD0.000.00
n/a11445640BearCOFFEE 'C' FUTURE Sep10USd 248USd 2002.0013.08.2010USD0.000.00
n/a11445617BearWheat Future CBT FUT Sep10USd 830USd 675.751.9926.08.2010USD0.000.00
n/a11445639BearWheat Future CBT FUT Sep10USd 900USd 7292.0226.08.2010USD0.000.00
n/a11445608BearWheat Future CBT FUT Sep10USd 780USd 6352.0126.08.2010USD0.000.00
n/a11445622BearWheat Future CBT FUT Sep10USd 865USd 7082.0726.08.2010USD0.000.00
n/a11445646BearWheat Future CBT FUT Sep10USd 935USd 7622.0726.08.2010USD0.000.00
n/a11445631BullBank of AmericaUSD 9.60USD 11.292.9926.08.2010USD0.000.00
n/a11445596BearEURO-BUND FUTURE Sep10EUR 145EUR 1408.1431.08.2010EUR16.3216.57
n/a11445625BullGoldman SachsUSD 101USD 1183.0403.09.2010USD0.000.00
n/a11445615BullGoldman SachsUSD 97.20USD 1113.1514.09.2010USD0.000.00
n/a11445624BullBank of AmericaUSD 10.54USD 12.402.9916.09.2010USD0.000.00
n/a11445623BullCitigroupUSD 2.87USD 3.373.0016.09.2010USD0.000.00
n/a11445595BearS&P EMINI Future Sep10USD 1,545USD 1,4001.9717.09.2010USD44.2344.73
n/a11445606BearEURO STOXX 50 Sep10, S&P EMINI Future Sep10EUR 120EUR 116.504.917.09.2010USD0.000.00
n/a11445602BullAllianzEUR 40.00EUR 60.001.9217.09.2010EUR49.1749.57
n/a11445610BullAppleUSD 120USD 1501.8217.09.2010USD13.5113.91
n/a11445620BullBHP Billiton, Rio Tinto plc. - ADR1.4717.09.2010USD75.0075.80
n/a11445630BullCoca-Cola, McDonaldsUSD 33.33USD 60.001.4717.09.2010USD0.000.00
n/a11445621BullDAX INDEX FUTURE Sep10EUR 5,450EUR 5,8008.4417.09.2010EUR0.000.00
n/a11445627BullDAX INDEX FUTURE Sep10EUR 5,300EUR 5,6009.1117.09.2010EUR0.000.00
n/a11445611BullDAX INDEX FUTURE Sep10EUR 5,200EUR 5,8006.8117.09.2010EUR0.000.00
n/a11445618BullEUR/CHF Exchange RateCHF 1.15CHF 1.206.9317.09.2010CHF20.5920.84
n/a11445642BullEUR/CHF Exchange RateCHF 1.28CHF 1.3015.0417.09.2010EUR0.000.00
n/a11445629BullEUR/CHF Exchange RateCHF 1.25CHF 1.2915.1517.09.2010EUR0.000.00
n/a11445633BullEURO STOXX 50 Sep10EUR 2,400EUR 2,6007.4017.09.2010EUR0.000.00
n/a11445634BullSMI INDEX Sep10CHF 4,700CHF 5,7003.8917.09.2010EUR0.000.00
n/a11445612BullS&P EMINI Future Sep10USD 960USD 1,0209.1317.09.2010EUR0.000.00
n/a11445600BullS&P EMINI Future Sep10USD 730USD 8003.4017.09.2010USD36.7537.25
n/a11445609BullS&P EMINI Future Sep10USD 900USD 9506.1817.09.2010USD0.000.00
n/a11445603BullSP EMINI Future Sep10USD 850USD 9005.6417.09.2010EUR18.9119.41
n/a11445626BullS&P EMINI Future Sep10USD 850USD 1,0004.8217.09.2010USD24.7525.25
n/a11445616BullS&P EMINI Future Sep10USD 950USD 1,0007.4917.09.2010EUR0.000.00
n/a11445619BullSTOXX 600 BAS Sep10EUR 390EUR 4305.4617.09.2010EUR10.4510.95
n/a11445641BullZurich FinancialCHF 190CHF 2204.3417.09.2010EUR0.000.00
n/a11445607BearEURO STOXX 50 Sep10, S&P EMINI Future Sep10EUR 120EUR 116.504.8717.09.2010EUR0.000.00
n/a11445605BullPIONEER NATURAL RESOURCESUSD 30.00USD 40.002.0220.09.2010USD27.7028.10
n/a11445637BullGold COMEX 100 oz Oct10USD 830USD 1,0003.4824.09.2010USD0.000.00
n/a11445645BullWTI CRUDE FUTURE Nov 10USD 41.90USD 56.902.0011.10.2010USD0.000.00
n/a11445632BullEUR/USD Exchange RateUSD 1.04USD 1.154.9115.10.2010USD0.000.00
n/a11445635BullRocheCHF 108CHF 1204.7815.10.2010CHF0.000.00
n/a11445601BullWTI CRUDE FUTURE Dec10USD 50.00USD 65.002.8410.11.2010USD29.4829.73
n/a11445636BullPotash, AGRIUM INCUSD 33.33USD 60.001.4719.11.2010USD0.000.00
n/a11445638BullBHP Billiton, Rio Tinto plc. - ADRUSD 33.33USD 60.001.4719.11.2010USD0.000.00
n/a11445614BearGold COMEX 100 oz Dec10USD 1,620USD 1,5002.9523.11.2010USD43.7644.01
n/a11445598BullGold COMEX 100 oz Dec10USD 520USD 1,0001.7123.11.2010USD65.9966.24
n/a11445613BullRWEEUR 35.60EUR 40.002.6717.12.2010EUR0.000.00

Others

Valor

Underlyings

CCY

Last Trading Day

Bid

Ask

TS

RP

11426533Alpha Aktientiming Global in CHFCHFOpen End1,022.181,022.18