SWX | Valor | Underlyings | Barrier Level | Barrier Event | Coupon | CCY | Last Trading Day | Bid | Ask | TS | RP |
| n/a | 10917869 | Novartis, Swiss Re, Actelion, Swatch, Syngenta | 80.00% | yes | 12.280% | CHF | 16.08.2010 | 79.15% | 80.15% |  |  |
| n/a | 10540237 | Unilever NV - CVA, Heineken NV, Zurich Financial Services - REG, Total SA – REG, Pepsico Inc | | | | EUR | 09.09.2010 | 112.90% | 113.90% |  | |
| n/a | 11152764 | Intel, Cisco Systems, Dell, AMAZON.COM INC | 75.00% | no | 9.700% | USD | 25.03.2011 | 82.55% | 83.55% |  |  |
| EFHED | 11108096 | ArcelorMittal, ThyssenKrupp, Salzgitter | 75.00% | yes | 10.500% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEH | 11108100 | Toyota, Sony, Toshiba | 75.00% | no | 10.500% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDY | 11108091 | Credit Suisse, UBS, Julius Baer | 75.00% | no | 10.750% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDX | 11108090 | BHP Billiton, Rio Tinto, Vale do Rio Doce (ADR) | 75.00% | no | 11.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEL | 11108104 | Petrobras (ADR), Banco Itau (ADR), Vale do Rio Doce (ADR) | 75.00% | no | 11.250% | USD | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEE | 11108097 | Deutsche Bank, BNP, Societe Generale | 75.00% | yes | 11.500% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEK | 11108103 | Barrick Gold Corp, Goldcorp Inc, Newmont Mining Corp | 75.00% | no | 11.500% | USD | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEF | 11108098 | Renault, Daimler, Volkswagen | 75.00% | no | 11.500% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDW | 11108089 | BHP Billiton, Rio Tinto, Xstrata | 75.00% | yes | 12.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDV | 11108088 | Gazprom, Lukoil, Rosneft Oil | 69.00% | no | 12.500% | USD | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDT | 11108086 | National Bank of Greece, EFG Eurobank Ergasias, Alpha Bank | 69.00% | yes | 13.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEG | 11108099 | Air France - KLM, Deutsche Lufthansa, Delta Air Lines | 75.00% | yes | 13.500% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEM | 11108105 | BHP Billiton, Rio Tinto, Xstrata | 75.00% | yes | 14.000% | GBP | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDU | 11108087 | Suntech Power Holdings, First Solar, SunPower | 69.00% | yes | 17.000% | USD | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEJ | 11108102 | AXA, Allianz, Muenchener Rueck | 75.00% | no | 8.250% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEI | 11108101 | Daimler, Siemens, Bayer | 75.00% | no | 8.500% | EUR | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHDZ | 11108092 | ABB, Holcim, Credit Suisse | 75.00% | no | 9.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEC | 11108095 | Zurich Financial, Swiss Re, Swiss Life | 75.00% | no | 9.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEB | 11108094 | Swatch, LVMH Moet Hennessy Louis Vuitton, CF Richemont | 75.00% | no | 9.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| EFHEA | 11108093 | Syngenta, K+S AG, Potash Corp SAS | 75.00% | no | 9.000% | CHF | 30.03.2011 | 0.00% | 0.00% |  |  |
| 11249969 | Gazprom, Lukoil, Petrobras (ADR) | 69.00% | no | 10.000% | CHF | 13.05.2011 | 0.00% | 0.00% |  |  |
| 11249968 | Credit Suisse, Zurich Financial, Swiss Re | 75.00% | no | 10.250% | CHF | 13.05.2011 | 0.00% | 0.00% |  |  |
| 11249972 | Barrick Gold Corp, Goldcorp Inc, Newmont Mining Corp | 69.00% | no | 8.500% | CHF | 13.05.2011 | 0.00% | 0.00% |  |  |
| 11249971 | ABB, Holcim, Siemens | 75.00% | no | 8.500% | CHF | 13.05.2011 | 0.00% | 0.00% |  | |
| 11249970 | BHP Billiton, Rio Tinto, Xstrata | 69.00% | no | 9.750% | CHF | 13.05.2011 | 0.00% | 0.00% |  |  |
| n/a | 11426500 | Chevron, AT&T, Verizon | 70.00% | no | 4.280% | USD | 20.06.2011 | 99.40% | 100.40% |  | |
| EFHMJ | 11352038 | BMW, Daimler, Volkswagen | 69.00% | no | 10.000% | EUR | 24.06.2011 | 0.00% | 0.00% |  |  |
| EFHMI | 11352037 | Barrick Gold Corp, Kinross Gold Corp, Anglogold Ashanti-Spon | 69.00% | no | 10.000% | CHF | 24.06.2011 | 0.00% | 0.00% |  |  |
| EFHMH | 11352036 | ABB, Siemens, E.ON | 69.00% | no | 10.000% | CHF | 24.06.2011 | 0.00% | 0.00% |  |  |
| 11488272 | Swatch, Nestle, Credit Suisse | 65.00% | no | 7.800% | CHF | 20.07.2011 | 0.00% | 0.00% |  |  |
| 11488327 | Swatch, Nestle, Credit Suisse | 65.00% | no | 7.800% | CHF | 22.08.2011 | 0.00% | 0.00% |  | |
| n/a | 11426503 | Total, Eni, Royal Dutch Shell, Exxon Mobil, Chevron, Conocophillips, BP PLC, Petrobras (ADR), Schlumberger | 75.00% | no | 6.330% | CHF | 23.09.2011 | 95.65% | 96.65% |  |  |
| n/a | 11426504 | Total, Eni, Royal Dutch Shell, Exxon Mobil, Chevron, Conocophillips, BP PLC, Petrobras (ADR), Schlumberger | 75.00% | no | 6.920% | EUR | 23.09.2011 | 95.50% | 96.50% |  |  |
| n/a | 11426502 | Total, Eni, Royal Dutch Shell, Exxon Mobil, Chevron, Conocophillips, BP PLC, Petrobras (ADR), Schlumberger | 75.00% | no | 7.520% | USD | 23.09.2011 | 95.90% | 96.90% |  |  |
| EFCAX | 4904059 | Siemens, Boeing, General Electric, Microsoft, Vodafone | 70.00% | no | 11.600% | EUR | 16.01.2012 | 0.00% | 0.00% |  |  |