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Yield Enhancement

Autocallable Discount Certificates

SWX	Valor	Underlyings	Barrier Level	Barrier Event	Trigger Level	CCY	Last Trading Day	Bid	Ask	TS	RP
n/a	11538631	Daimler, Porsche	70.00%	no	95.00%	CHF	29.01.2015	83.15%	84.15%
EFAOO	3646870	SMI ®, Nikkei 225 ®, DJ Euro Stoxx 50 ®, S&P 500 Index®	50.00%	yes	100.00%	CHF	28.02.2011	0.00%	0.00%
EFAQN	3646921	UBS, Adecco, Clariant	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQO	3646922	Credit Suisse, UBS, Swiss Re	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQP	3646923	Credit Suisse, Novartis, Swiss Re	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQQ	3646924	ABB, Swiss Re, Adecco	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQR	3646925	ABB, Roche, UBS	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQS	3646926	ABB, Roche, Swiss Re	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQT	3646927	ABB, Nestlé, Zurich Financial Services	50.00%	yes	90.00%	CHF	14.03.2011	0.00%	0.00%
EFAQU	3646928	Alcatel-Lucent, Siemens, Nokia	50.00%	yes	90.00%	EUR	14.03.2011	0.00%	0.00%
EFAQV	3646929	Lufthansa, L'Oreal, Adidas	50.00%	no	90.00%	EUR	14.03.2011	0.00%	0.00%
EFAQW	3646930	BMW, Daimler, Porsche	50.00%	yes	90.00%	EUR	14.03.2011	0.00%	0.00%
EFAVC	3877194	OC Oerlikon	63.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVD	3877195	UBS	68.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVE	3877196	Sulzer	69.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVI	3877200	ABB	60.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVJ	3877201	Swiss Re	61.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVK	3877202	Rieter	65.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVM	3877204	Roche	69.00%	yes	100.00%	CHF	11.04.2011	0.00%	0.00%
EFAVN	3877205	Porsche	60.00%	yes	100.00%	EUR	11.04.2011	0.00%	0.00%
EFAVO	3877206	Nokia	60.00%	yes	100.00%	EUR	11.04.2011	0.00%	0.00%
EFAVQ	3877208	Daimler	61.00%	yes	100.00%	EUR	11.04.2011	0.00%	0.00%
EFBVW	4634053	Swiss Market Index®, S&P 500® Index, Dow Jones EURO STOXX 50® Price Index				CHF	19.12.2011	0.00%	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
EFGPW	10766734	Veolia Environnement, GDF Suez, E.ON	63.00%		90.00%	17.12.2010	EUR	0.00%	0.00%
COSI EFGRV	10917927	Compagnie de Saint-Gobain, Lafarge, Du Pont, Halliburton, Williams Companies	59.00%	no	87.00%	04.02.2011	USD	0.00%	0.00%
COSI EFGRW	10917928	Compagnie de Saint-Gobain, Lafarge, Du Pont, Halliburton, Williams Companies	59.00%	no	87.00%	04.02.2011	EUR	0.00%	0.00%
COSI EFGSG	10991411	ABB, Holcim, Credit Suisse	67.00%	no	100.00%	11.02.2011	CHF	0.00%	0.00%
COSI EFGSJ	10991414	Daimler, Siemens, Bayer	69.00%	no	100.00%	11.02.2011	EUR	0.00%	0.00%
COSI EFGSK	10991415	Gazprom (ADR), Lukoil (ADR), Vimpelcom (ADR)	50.00%	no	100.00%	11.02.2011	USD	0.00%	0.00%
n/a	10991491	Johnson Johnson, PEPSICO INC, ABBOTT LABORATORIES, BEMIS COMPANY, CLOROX COMPANY, ELI LILLY & CO, VF CORP	80.00%	no	100.00%	05.04.2011	USD	97.20%	98.20%
EFHCK	11108029	BHP Billiton, Rio Tinto, Xstrata	69.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCL	11108030	Credit Suisse, UBS, Swiss Life	69.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCM	11108031	Barrick Gold Corp, Kinross Gold Corp, Anglogold Ashanti-Spon	69.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCN	11108032	A P Moller -Maersk, Vestas Wind Systems, CARLSBERG A/S	69.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCO	11108033	ABB, Credit Suisse, Nestle	69.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCP	11108034	Holcim, Novartis, UBS	69.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCQ	11108035	Norilsk Nickel (ADR), KGHM Polska Miedz, Kazakhmys PLC	69.00%	yes	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCR	11108036	Synthes, Syngenta, Lonza	75.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCS	11108037	ABB, Holcim, Roche	73.00%	no	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCT	11108038	Roche, Novartis, Nestle	79.00%	yes	100.00%	21.03.2011	CHF	0.00%	0.00%
EFHCU	11108039	BHP Billiton, Rio Tinto, Xstrata	69.00%	no	100.00%	21.03.2011	EUR	0.00%	0.00%
EFHCV	11108040	ArcelorMittal, ThyssenKrupp, Salzgitter	69.00%	yes	100.00%	21.03.2011	EUR	0.00%	0.00%
EFHCW	11108041	BMW, Daimler, Volkswagen	69.00%	no	100.00%	21.03.2011	EUR	0.00%	0.00%
EFHCX	11108042	BNP, Alstom, LVMH Moet Hennessy Louis Vuitton	69.00%	no	100.00%	21.03.2011	EUR	0.00%	0.00%
EFHCY	11108043	Deutsche Bank, Siemens, Allianz	69.00%	no	100.00%	21.03.2011	EUR	0.00%	0.00%
EFHCZ	11108044	Gazprom, Lukoil, Vimpelcom (ADR)	69.00%	no	100.00%	21.03.2011	USD	0.00%	0.00%
EFHDA	11108045	BHP Billiton, Rio Tinto, Xstrata	69.00%	no	100.00%	21.03.2011	USD	0.00%	0.00%
EFHDB	11108046	Novatek (GDR), Surgutneftegaz (ADR), Rosneft Oil	69.00%	no	100.00%	21.03.2011	USD	0.00%	0.00%
EFHDC	11108047	Petrobras (ADR), China Petroleum & Chem (ADR), Vale do Rio Doce (ADR)	69.00%	yes	100.00%	21.03.2011	USD	0.00%	0.00%
EFHDD	11108048	Royal Dutch Shell, Rio Tinto, Anglo American Plc	69.00%	no	100.00%	21.03.2011	GBP	0.00%	0.00%
EFHDE	11108053	National Bank of Greece, EFG Eurobank Ergasias, Alpha Bank	69.00%	yes	100.00%	21.03.2011	EUR	0.00%	0.00%
n/a	11152777	ABB, Holcim, Adecco	76.00%	no	100.00%	30.03.2011	CHF	88.80%	89.80%
COSI EFHGV	11209414	JPMorgan Chase, APACHE CORP, CLIFFS NATURAL R	62.00%	yes	100.00%	15.10.2010	USD	0.00%	0.00%
COSI EFHHF	11209450	Barrick Gold Corp, Prudential Financial Inc, Broadcom Corp	70.50%	no	100.00%	20.10.2010	USD	0.00%	0.00%
GREEN	11250052	Infineon, TOKYO ELECTRIC POWER CO INC, BYD CO LTD-H	49.00%			04.05.2011	CHF	0.00%	0.00%
EFHLU	11352016	ArcelorMittal, Compagnie de Saint-Gobain, L'Oreal, Porsche	55.00%		100.00%	13.01.2012	EUR	0.00%	0.00%
COSI EFHTE	11589077	Deutsche Bank, BNP Paribas, Allianz	65.00%	no	100.00%	24.08.2011	EUR	0.00%	0.00%

Barrier Discount Certificate

SWX	Valor	Underlyings	Barrier Level	Barrier Event	Last Trading Day	CCY	Bid	Ask	TS	RP
n/a	11062266	Goldman Sachs, Citigroup, General Electric, Microsoft, HSBC HOLDINGS PLC-SPONS ADR	120.00%		01.03.2013	USD	36.80%	37.80%
n/a	11488260	Banco Santander, Telefonica	100.00%	no	29.06.2016	EUR	74.60%	75.60%
n/a	1344104	Gazprom (ADR), Lukoil (ADR), Surgutneftegaz (ADR)	60.00%	no	04.02.2011	EUR	38.15%	39.15%

Capped Bonus Certificate

SWX	Valor	Underlyings	Bonus Level	Barrier Level	Last Trading Day	CCY	Barrier Event	Bid	Ask	TS	RP
COSI EFGQO	10847561	DJ Euro Stoxx 50 PR	112.50%	80.00%	05.01.2011	EUR	no	0.00	0.00
COSI EFGQP	10847564	Sonova	100.00%	80.00%	06.01.2011	CHF	no	0.00	0.00
COSI EFGQU	10888223	DJ Euro Stoxx 50 PR	122.64%	62.98%	21.12.2012	EUR	no	0.00	0.00
EFGSD	10917952	TOPIX®	141.50%	80.00%	03.02.2014	EUR	no	0.00%	0.00%
COSI EFGSL	10991416	S&P 500 PR, DJ Euro Stoxx 50 PR	105.00%	55.00%	11.02.2011	USD	no	0.00%	0.00%
COSI EFGSM	10991417	S&P 500 PR, DJ Euro Stoxx 50 PR	105.00%	55.00%	11.02.2011	EUR	no	0.00%	0.00%
COSI EFGSN	10991418	Swiss Market Index, DJ Euro Stoxx 50 PR	105.00%	62.00%	11.02.2011	CHF	no	0.00%	0.00%
COSI EFGSO	10991421	DJ Euro Stoxx 50 PR	106.25%	63.00%	03.02.2011	EUR	no	0.00	0.00
COSI EFHHY	11249988	FTSE 100 Index	107.75%	61.00%	28.11.2011	GBP	no	0.00%	0.00%
COSI EFHLW	11352017	Gazprom	112.00%	58.00%	09.06.2011	USD	no	0.00%	0.00%
COSI EFHOF	11488277	E.ON	112.10%	70.00%	03.10.2011	EUR	no	0.00%	0.00%
COSI EFHQT	11538625	Bank of America, JPMorgan Chase	118.00%	50.00%	30.01.2012	USD	no	0.00%	0.00%
COSI EFHRT	11589025	EFG International	130.00%	80.00%	03.08.2011	CHF	no	0.00%	0.00%
COSI EFHSI	11589049	Ishares DJ Euro Stoxx 50 (Xetra) - ETF, SPDR Trust S&P 500, CS ETF on SMI	107.20%	80.00%	09.02.2011	CHF	no	0.00%	0.00%
COSI EFHTJ	11589085	Euro Stoxx 50 PR	110.50%	68.90%	25.07.2011	EUR	no	0.00	0.00
COSI EFHTO	11589102	AXA, Allianz	110.00%	50.00%	20.02.2012	USD	no	0.00%	0.00%
COSI EFHUJ	11663451	Euro Stoxx 50 PR	105.00%	72.00%	15.02.2011	EUR	no	0.00	0.00

Capped Outperformance Certificates

SWX	Valor	Underlyings	Upside Participation	Individual Cap Level	Last Trading Day	CCY	Bid	Ask	TS	RP
n/a	10540236	FORTIS	150.00%	205.00%	10.09.2012	EUR	51.60	52.60
n/a	10560478	DJ Euro Stoxx 50 PR	210.00%	120.00%	23.09.2011	EUR	94.40%	95.40%
n/a	10560483	Dow Jones EURO STOXX 50® Price Index	360.00%	125.22%	30.06.2011	EUR	2,684.00	2,712.00
COSI EFGLL	10630934	Swiss Market Index	200.00%	110.00%	13.10.2010	CHF	0.00	0.00
n/a	10766654	Novartis	200.00%	114.60%	24.11.2010	CHF	54.75	55.30
COSI EFGTX	10991476	Synthes	110.00%	140.00%	17.02.2011	CHF	0.00	0.00
n/a	10991497	Energias de Portugal	200.00%	112.50%	31.08.2010	EUR	2.24	2.27
n/a	10991498	BRISA	200.00%	110.00%	31.08.2010	EUR	4.83	4.88
COSI EFHAJ	11062255	Merck Co.	105.00%	140.00%	27.04.2012	USD	0.00	0.00
COSI EFHAK	11062256	Exxon Mobil	105.00%	140.00%	30.05.2012	USD	0.00	0.00
EFHAS	11062272	Actelion	200.00%	111.49%	17.09.2010	CHF	0.00	0.00
n/a	11108072	Gold	200.00%	118.18%	15.03.2011	USD	1,296.00	1,310.00
n/a	11288203	Roche	200.00%	113.00%	18.03.2011	CHF	135.70	137.40
COSI AKBCO	11589012	Holcim	200.00%	112.50%	17.08.2011	CHF	0.00	0.00
COSI EFHTM	11589092	Credit Suisse	200.00%	119.75%	18.08.2011	CHF	0.00	0.00
n/a	3380442	Swiss Life	150.00%	176.00%	27.09.2010	CHF	123.10	123.60
EFBWD	4634060	DJ Euro Stoxx 50 PR	175.00%	150.00%	28.11.2011	EUR	0.00	0.00
EFBWI	4634065	DJ Euro Stoxx 50 PR	195.00%	150.00%	05.12.2011	EUR	0.00	0.00

Discount Certificate

SWX	Valor	Underlyings	Last Trading Day	CCY	Bid	Ask	TS	RP
COSI EFGLS	10630884	UBS	26.10.2010	CHF	0.00	0.00
COSI EFGLT	10630885	JULIUS BAER GROUP Ltd.	26.10.2010	CHF	0.00	0.00
COSI EFGLU	10630886	Swiss Re	26.10.2010	CHF	0.00	0.00
COSI EFGLV	10630887	Swiss Life	26.10.2010	CHF	0.00	0.00
COSI EFGLW	10630888	Credit Suisse	26.10.2010	CHF	0.00	0.00
COSI EFGLX	10630889	Holcim	26.10.2010	CHF	0.00	0.00
COSI EFGLY	10630890	Swatch	26.10.2010	CHF	0.00	0.00
COSI EFGLZ	10630891	CF Richemont	26.10.2010	CHF	0.00	0.00
COSI EFGMA	10630892	ABB	26.10.2010	CHF	0.00	0.00
COSI EFGMB	10630893	Zurich Financial	26.10.2010	CHF	0.00	0.00
COSI EFGMC	10630894	Syngenta	26.10.2010	CHF	0.00	0.00
COSI EFGMD	10630895	Adecco	26.10.2010	CHF	0.00	0.00
COSI EFGME	10630896	SGS	26.10.2010	CHF	0.00	0.00
COSI EFGMF	10630897	Actelion	26.10.2010	CHF	0.00	0.00
COSI EFGMG	10630898	Roche	26.10.2010	CHF	0.00	0.00
COSI EFGMH	10630899	Lonza	26.10.2010	CHF	0.00	0.00
COSI EFGMI	10630900	Swisscom	26.10.2010	CHF	0.00	0.00
COSI EFGMJ	10630901	Novartis	26.10.2010	CHF	0.00	0.00
COSI EFGMK	10630902	Nestle	26.10.2010	CHF	0.00	0.00
COSI EFGML	10630903	Swiss Market Index	26.10.2010	CHF	0.00	0.00
COSI EFGMM	10630904	Synthes	26.10.2010	CHF	0.00	0.00
EFGNT	10702890	SYNTHES INC	29.10.2010	CHF	0.00	0.00
EFGOD	10702932	BASF SE	29.10.2010	EUR	0.00	0.00
EFGOE	10702933	E.ON AG	29.10.2010	EUR	0.00	0.00
COSI EFHAD	10991489	Roche	08.02.2011	CHF	0.00	0.00
COSI EFHAG	11062250	Dow Jones EURO STOXX Select Dividend® 30 Index	08.02.2011	EUR	0.00	0.00
COSI EFHFW	11209377	Nobel Biocare	08.04.2011	CHF	0.00	0.00
COSI EFHGU	11209415	Zurich Financial	14.04.2011	CHF	0.00	0.00
COSI EFHIL	11227848	Novartis	06.05.2013	CHF	0.00	0.00
n/a	11426518	Citigroup	25.08.2010	USD	0.00%	0.00%
n/a	11426519	Citigroup	25.08.2010	USD	0.00%	0.00%
n/a	11538565	Dell	31.08.2010	USD	0.00%	0.00%
n/a	11538567	Micron Technology Inc	01.09.2010	USD	0.00%	0.00%
n/a	11663430	Goldman Sachs	12.10.2010	USD	0.00%	0.00%
EFBVM	4634043	Cisco Systems, Inc	07.11.2011	USD	20.75	20.95
EFBVR	4634048	Pfizer	14.11.2011	USD	0.00	0.00

Express Certificate

SWX	Valor	Underlyings	Barrier Level	Trigger Level	Last Trading Day	CCY	Bid	Ask	TS	RP
n/a	10560513	DJ Euro Stoxx 50 PR	80.00%	100.00%	30.09.2014	EUR	102.90%	103.90%
COSI EFGPA	10630932	Swiss Market Index, S&P 500 PR, DJ Euro Stoxx 50 PR, Nikkei 225	49.00%	90.00%	26.11.2014	CHF	0.00%	0.00%
n/a	10664409	UBS (NYSE), BANK OF AMERICA CORP, Morgan Stanley	50.00%	100.00%	14.10.2011	USD	98.95%	99.95%
n/a	10664413	Total, Veolia Environnement, GDF Suez	60.00%	100.00%	15.10.2012	EUR	98.35%	99.35%
n/a	10664414	Credit Suisse, UBS	65.00%	95.00%	14.10.2010	CHF	96.65%	97.65%
n/a	10664418	Credit Suisse	65.00%	95.00%	14.10.2010	CHF	97.05%	98.05%
n/a	10664460	Alpha Bank	70.00%	100.00%	22.10.2014	EUR	55.60%	56.60%
n/a	10664476	Gazprom (ADR), Lukoil (ADR)	65.00%	100.00%	27.10.2011	USD	92.85%	93.85%
n/a	10664479	SOLARWORLD AG, FIRST SOLAR INC, SUNPOWER CORP - A	60.00%	100.00%	27.10.2011	USD	49.60%	50.60%
n/a	10664491	DJ Euro Stoxx 50 PR	60.00%	100.00%	28.10.2014	EUR	101.30%	102.30%
COSI EFGNU	10702893	S&P 500 PR, DJ Euro Stoxx 50 PR, Hang Seng Index	70.00%	100.00%	05.11.2012	EUR	0.00%	0.00%
n/a	10702945	DJ Euro Stoxx 50 PR	80.00%	100.00%	13.11.2014	EUR	94.15%	95.15%
n/a	10702948	DJ Euro Stoxx 50 PR	90.00%	100.00%	14.11.2011	EUR	95.85%	96.85%
n/a	10702949	DJ Euro Stoxx 50 PR	80.00%	100.00%	13.11.2014	EUR	94.00%	95.00%
COSI EFGQA	10702961	Swiss Market Index®, S&P 500 INDEX®, Dow Jones EURO STOXX 50® Price Index	70.00%	100.00%	14.12.2012	EUR	0.00	0.00
COSI EFGQB	10702962	Swiss Market Index®, S&P 500 INDEX®, Dow Jones EURO STOXX 50® Price Index	70.00%	100.00%	14.12.2012	CHF	0.00	0.00
COSI EFGQC	10702963	Swiss Market Index®, S&P 500 INDEX®, Dow Jones EURO STOXX 50® Price Index	70.00%	100.00%	14.12.2012	USD	0.00	0.00
n/a	10702966	ABB, Holcim	75.00%	100.00%	25.11.2010	CHF	100.10%	101.10%
n/a	10766646	DJ Euro Stoxx 50 PR	70.00%	100.00%	26.11.2012	USD	101.50%	102.50%
n/a	10766648	DJ Euro Stoxx 50 PR	80.00%	100.00%	24.11.2014	EUR	93.20%	94.20%
n/a	10766669	Deutsche Bank, JPMorgan Chase		100.00%	03.06.2011	USD	97.75%	98.75%
n/a	10766690	DJ Euro Stoxx 50 PR	80.00%	100.00%	07.12.2012	EUR	99.70%	100.70%
n/a	10766692	Danone, Total, France Telecom, Nestle	80.00%	100.00%	08.06.2012	EUR	97.25%	98.25%
n/a	10847567	DJ Euro Stoxx 50 PR	80.00%	100.00%	09.01.2015	EUR	92.60%	93.60%
n/a	10847573	Danone, Total, France Telecom, Nestle	80.00%	100.00%	09.07.2012	EUR	90.15%	90.90%
n/a	10847577	DJ Euro Stoxx 50 PR	80.00%	100.00%	11.01.2013	EUR	91.05%	92.05%
n/a	10917880	DJ Euro Stoxx 50 PR	65.00%	100.00%	21.01.2013	USD	94.05%	95.05%
n/a	10917888	MAN, Textron, Navistar International	70.00%	100.00%	19.01.2012	USD	90.00%	91.00%
COSI EFGRJ	10917892	Novartis, France Telecom, Telefonica, Unilever, Sanofi-Aventis	70.00%	100.00%	20.01.2014	EUR	0.00%	0.00%
n/a	10917942	BP PLC, Vodafone, HSBC HOLDINGS PLC		100.00%	28.07.2011	GBP	80.35%	81.35%
n/a	10917946	DJ Euro Stoxx 50 PR	75.00%	100.00%	29.07.2011	EUR	100.20%	101.30%
n/a	10991446	Alcoa	80.00%	100.00%	11.02.2011	USD	86.60%	87.60%
n/a	10991449	Chevron, Pfizer, Kraft Foods		100.00%	12.08.2011	USD	95.70%	96.70%
n/a	10991450	Exxon Mobil, Archer-Daniels-Midland CO, BRISTOL-MYERS SQUIBB CO		100.00%	12.08.2011	USD	97.85%	98.85%
n/a	10991451	Conocophillips, Merck Co., KELLOGG CO		100.00%	12.08.2011	USD	95.85%	96.85%
n/a	10991452	Exxon Mobil, AT&T, Pfizer		100.00%	12.08.2011	USD	95.20%	96.20%
COSI EFGTC	10991455	Credit Suisse, UBS, Swiss Re		100.00%	16.08.2011	CHF	0.00%	0.00%
n/a	10991477	Deutsche Telekom, Telefonica, Vivendi, Royal Dutch Shell	65.00%	100.00%	17.02.2014	EUR	98.20%	99.20%
n/a	10991490	DJ Euro Stoxx 50 (Xetra) - ETF	80.00%	100.00%	21.02.2011	EUR	97.60%	98.60%
n/a	11062265	Total, Veolia Environnement, GDF Suez	60.00%	100.00%	01.03.2013	EUR	93.05%	94.05%
n/a	11062303	Total, France Telecom, Vinci, Sanofi-Aventis, GDF Suez	60.00%	100.00%	04.03.2011	EUR	98.50%	99.50%
n/a	11062328	DJ Euro Stoxx 50 PR	70.00%	100.00%	05.03.2013	EUR	93.75%	94.75%
COSI EFHCA	11062335	Zurich Financial, Swiss Re, Swiss Life		100.00%	09.03.2015	CHF	0.00%	0.00%
COSI EFHDP	11108023	France Telecom, ArcelorMittal, Credit Agricole, Compagnie de Saint-Gobain	70.00%	100.00%	21.06.2013	EUR	0.00%	0.00%
n/a	11108024	Citigroup		100.00%	10.03.2011	USD	96.20%	97.20%
COSI EFHCJ	11108028	Siemens, Allianz, E.ON		100.00%	12.03.2015	USD	0.00%	0.00%
n/a	11108054	Royal Dutch Shell, Land Securities Group, Astrazeneca		100.00%	12.03.2012	GBP	98.60%	99.60%
n/a	11108076	Intel, Google, Apple, Infosys Technologies		100.00%	29.04.2011	USD	91.30%	92.30%
COSI EFHDQ	11108080	ABB, Credit Suisse, UBS		100.00%	15.09.2011	CHF	0.00%	0.00%
n/a	11108084	DJ Euro Stoxx 50 PR		100.00%	18.03.2011	EUR	100.40%	101.40%
COSI EFHHH	11108108	Barrick Gold Corp, Kinross Gold Corp, Anglogold Ashanti-Spon	66.00%	95.00%	12.05.2011	USD	0.00%	0.00%
n/a	11108110	Exxon Mobil, Archer-Daniels-Midland, Bristol-Myers Squibb		100.00%	20.09.2011	USD	97.10%	98.10%
n/a	11108111	Conocophillips, Merck Co., Kellogg		100.00%	20.09.2011	USD	94.75%	95.75%
n/a	11108112	Barrick Gold Corp, Newmont Mining Corp, AK STEEL HOLDING CORP		100.00%	19.08.2011	USD	77.25%	78.25%
n/a	11152743	Credit Agricole		100.00%	23.03.2011	EUR	86.15%	87.15%
EFHES	11152748	China Mobile, China National Offshore Oil Corporation, Industrial Commercial Bank of China	50.00%	100.00%	16.04.2013	CHF	0.00%	0.00%
EFHET	11152749	China Mobile, China National Offshore Oil Corporation, Industrial Commercial Bank of China	50.00%	100.00%	16.04.2013	EUR	0.00%	0.00%
EFHEU	11152750	China Mobile, China National Offshore Oil Corporation, Industrial Commercial Bank of China	50.00%	100.00%	16.04.2013	USD	0.00%	0.00%
n/a	11152753	Total, France Telecom, Vinci, GDF Suez	60.00%	95.00%	03.10.2011	EUR	92.30%	93.30%
COSI EFHEZ	11152756	Petrobras (ADR), Banco Bradesco (ADR), Vale do Rio Doce (ADR)	70.00%	90.00%	21.05.2014	USD	0.00%	0.00%
COSI EFHFA	11152765	Deutsche Telekom, France Telecom, Muenchener Rueck	70.00%	100.00%	26.03.2012	EUR	0.00%	0.00%
EFHFB	11152766	Synthes		105.00%	26.09.2011	CHF	0.00%	0.00%
COSI EFHFC	11152770	Deutsche Bank, BNP, Bouygues, Vivendi	60.00%	100.00%	22.07.2011	EUR	0.00%	0.00%
n/a	11152789	Citigroup, Microsoft, Philip Morris International	70.00%	100.00%	30.09.2011	USD	93.80%	94.80%
COSI EFHFR	11152795	Citigroup, RBS	70.00%	100.00%	10.04.2012	USD	0.00%	0.00%
n/a	11152798	Opap	60.00%	100.00%	08.04.2015	USD	73.40%	74.40%
n/a	11152799	Hellenic Telecommunications Org.	65.00%	100.00%	08.04.2015	USD	73.10%	74.10%
n/a	11152802	DJ Euro Stoxx 50 PR	90.00%	100.00%	06.04.2011	USD	98.10%	99.10%
COSI EFHFQ	11152816	Gazprom, Surgutneftegaz (ADR)	70.00%	100.00%	10.04.2012	USD	0.00%	0.00%
COSI EFHFT	11209372	Wal Mart Stores, TESCO PLC, MARKS SPENCER GROUP PLC	70.00%	80.00%	01.10.2014	USD	0.00%	0.00%
COSI EFHFV	11209376	Wal Mart Stores, TESCO PLC, MARKS SPENCER GROUP PLC	70.00%	80.00%	01.10.2014	EUR	0.00%	0.00%
n/a	11209388	DJ Euro Stoxx 50 PR	90.00%	100.00%	13.07.2012	EUR	94.15%	95.15%
COSI EFHGE	11209391	Gazprom, Novatek (GDR)	70.00%	100.00%	13.04.2012	USD	0.00%	0.00%
n/a	11209402	Swiss Market Index, DJ Euro Stoxx 50 PR, S&P 500 PR		100.00%	13.04.2012	USD	90.90%	91.90%
n/a	11209416	Telefonica	70.00%	110.00%	17.05.2013	EUR	109.60%	110.60%
n/a	11209418	AK STEEL HOLDING, CONSOL ENERGY		90.00%	26.06.2012	AUD	90.75%	91.75%
n/a	11209449	DJ Euro Stoxx 50 PR	70.00%	100.00%	20.04.2011	EUR	97.40%	98.40%
n/a	11249964	Siderurgica Nacional (NYSE), Gerdau SA (ADR), Banco Itau (ADR)	59.00%	100.00%	21.10.2011	USD	95.19%	96.19%
COSI EFHHX	11249978	DJ Euro Stoxx 50 PR	68.00%	100.00%	29.04.2015	EUR	0.00%	0.00%
n/a	11249980	Autocallable Reverse Convertible on Credit Suisse			27.04.2011	CHF	98.55%	99.55%
n/a	11249985	Cliffs Natural Resources, AIG	65.00%	100.00%	30.04.2012	USD	96.45%	97.45%
n/a	11249986	Citigroup, United States Steel Corp.	65.00%	100.00%	30.04.2012	USD	96.10%	97.10%
n/a	11249987	ArcelorMittal, Credit Agricole	65.00%	100.00%	30.04.2012	EUR	95.95%	96.95%
EFHHZ	11249989	Societe Generale, Vallourec, Bouygues, Vivendi			30.11.2011	EUR	0.00%	0.00%
COSI EFHIA	11249990	BNP, ING, ArcelorMittal, Compagnie de Saint-Gobain	55.00%	100.00%	28.10.2011	EUR	0.00%	0.00%
n/a	11249994	DJ Euro Stoxx 50 PR	90.00%	100.00%	28.04.2011	EUR	104.10%	105.10%
n/a	11250005	DJ Euro Stoxx 50 PR	90.00%	100.00%	29.04.2011	EUR	100.00%	101.00%
COSI EFHIE	11250007	Credit Agricole, Citigroup	70.00%	100.00%	30.04.2012	USD	0.00%	0.00%
COSI EFHIF	11250008	ABB, Petroplus, Muenchener Rueck	80.00%	100.00%	30.04.2015	CHF	0.00%	0.00%
n/a	11250024	DJ Euro Stoxx 50 PR	50.00%	100.00%	04.05.2015	EUR	98.70%	99.70%
n/a	11250025	Credit Agricole, Compagnie de Saint-Gobain	50.00%	100.00%	05.05.2014	EUR	94.10%	95.10%
n/a	11250045	HDFC Bank, STATE BANK OF INDIA	70.00%	100.00%	07.11.2011	USD	100.00%	101.00%
COSI EFHIQ	11250050	Novartis, Syngenta, Nestle	70.00%	100.00%	03.05.2012	EUR	0.00%	0.00%
COSI EFHIS	11250053	Roche, Roche, Royal Dutch Shell, Bayer	60.00%	100.00%	21.05.2012	EUR	0.00%	0.00%
n/a	11288157	DJ Euro Stoxx 50 PR		100.00%	10.05.2012	EUR	100.90%	101.90%
COSI EFHIZ	11288165	BG Group, HSBC Holdings PLC, MAN GROUP PLC	75.00%	100.00%	11.11.2010	GBP	0.00%	0.00%
COSI EFHJE	11288180	RWE, Total, E.ON	65.00%	100.00%	14.05.2012	EUR	0.00%	0.00%
n/a	11288224	Dow Chemical	80.00%	100.00%	18.11.2011	USD	96.35%	97.35%
n/a	11288225	Credit Agricole	80.00%	100.00%	18.11.2011	USD	106.50%	107.50%
n/a	11288226	DJ Euro Stoxx 50 PR	90.00%	100.00%	14.11.2011	EUR	95.15%	96.15%
n/a	11351959	ArcelorMittal		100.00%	27.05.2013	EUR	102.70%	103.70%
COSI EFHKI	11351962	Swiss Market Index	61.00%	100.00%	27.05.2013	CHF	0.00%	0.00%
n/a	11352047	Enel, Total, Deutsche Telekom, France Telecom, GDF Suez	50.00%	110.00%	24.03.2015	EUR	78.50%	79.50%
COSI EFHMV	11426475	BNP, Pernod-Ricard, Lafarge, L'Oreal	70.00%	100.00%	21.06.2013	EUR	0.00%	0.00%
n/a	11426490	ArcelorMittal, Credit Agricole, Compagnie de Saint-Gobain	55.00%	100.00%	29.07.2013	EUR	101.60%	102.60%
n/a	11426497	S&P 500 PR	75.00%	100.00%	18.06.2012	USD	99.10%	100.10%
n/a	11426555	BNP, Pernod-Ricard, Lafarge, L'Oreal	50.00%	100.00%	25.06.2013	EUR	97.90%	98.90%
n/a	11426556	BNP, Societe Generale, Credit Agricole	60.00%	100.00%	25.06.2013	EUR	102.60%	103.60%
n/a	11426558	BP PLC (ADR)	60.00%	100.00%	25.06.2013	EUR	107.30%	108.30%
n/a	11488265	Vinci, Credit Agricole, Carrefour	50.00%	100.00%	28.06.2013	EUR	105.60%	106.60%
n/a	11488266	Societe Generale, ArcelorMittal, Compagnie de Saint-Gobain	50.00%	100.00%	28.06.2013	EUR	103.40%	104.40%
n/a	11488276	S&P 500 PR	60.00%	100.00%	01.07.2013	USD	101.10%	102.10%
COSI EFHOV	11488305	iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, WisdomTree India Earnings Fund - ETF	39.00%	100.00%	06.01.2012	USD	0.00%	0.00%
n/a	11488344	AXA, Vinci, GDF Suez, LVMH Moet Hennessy Louis Vuitton	65.00%	100.00%	19.07.2013	EUR	105.50%	106.50%
n/a	11488345	Societe Generale, Vallourec, Bouygues, Vivendi	65.00%	100.00%	19.07.2013	EUR	106.30%	107.30%
n/a	11538566	Wells Fargo, United States Steel Corp.	70.00%	88.00%	20.09.2012	AUD	107.20%	108.20%
n/a	11538568	Bank of America, SANDISK CORP	70.00%	88.00%	24.09.2012	AUD	101.10%	102.10%
n/a	11538580	Total, France Telecom, Vinci, Sanofi-Aventis, GDF Suez	60.00%	100.00%	19.07.2011	EUR	100.70%	101.70%
COSI EFHQU	11538611	AXA, Credit Agricole, Lafarge	55.00%	100.00%	23.07.2013	EUR	0.00%	0.00%
n/a	11538655	Gold spot	83.00%	100.00%	18.04.2011	USD	103.60%	104.60%
n/a	11589009	DJ Euro Stoxx 50 PR, S&P 500 PR	75.00%	100.00%	30.07.2015	EUR	98.75%	99.75%
n/a	11589021	Euro Stoxx 50 PR	60.00%	100.00%	04.08.2015	EUR	97.10%	98.10%
n/a	11589024	UBS, Nestle, Credit Suisse	70.00%	100.00%	05.08.2013	EUR	97.85%	98.85%
n/a	11589027	Euro Stoxx 50 PR		100.00%	06.08.2015	EUR	99.00%	100.00%
n/a	11589044	Credit Suisse	70.00%	100.00%	06.02.2012	CHF	97.40%	98.40%
COSI EFHSG	11589046	Euro Stoxx 50 PR	50.00%	100.00%	13.08.2015	EUR	0.00%	0.00%
COSI EFHSM	11589051	Vinci, DOLBY LABORATORIES INC-CL A	57.00%	100.00%	12.08.2013	EUR	0.00%	0.00%
COSI EFHSN	11589052	Vallourec, Apple	55.00%	100.00%	12.08.2013	EUR	0.00%	0.00%
n/a	11589060	Petrobras (ADR), Siderurgica Nacional (NYSE), Banco Bradesco (ADR)	60.00%	80.00%	21.05.2014	USD	74.50%	75.00%
COSI EFHSW	11589068	Petrobras (ADR), Siderurgica Nacional (NYSE), Banco Bradesco (ADR)	60.00%	80.00%	21.05.2014	USD	0.00%	0.00%
COSI EFHTK	11589086	Swiss Market Index, Euro Stoxx 50 PR, S&P 500 PR	50.00%	100.00%	19.08.2013	CHF	0.00%	0.00%
COSI EFHTL	11589087	Swiss Market Index, Euro Stoxx 50 PR, S&P 500 PR	50.00%	100.00%	19.08.2013	CHF	0.00%	0.00%
n/a	11589090	EFG International	60.00%	100.00%	17.08.2015	EUR	98.08%	99.08%
COSI EFHTN	11589096	S&P 500 PR	60.00%	100.00%	18.08.2015	USD	0.00%	0.00%
n/a	11589098	Credit Agricole	60.00%	100.00%	19.08.2014	USD	102.30%	103.30%
COSI EFHUI	11663450	Euro Stoxx 50 PR	50.00%	100.00%	31.08.2015	CHF	0.00%	0.00%
COSI EFHVQ	11663452	iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, Wisdom Tree India Earnings Fund - ETF	50.00%	100.00%	24.09.2013	EUR	0.00%	0.00%
COSI EFHVR	11663453	iShares MSCI Brazil, iShares FTSE/Xinhua China 25, Market Vectors Russia, Wisdom Tree India Earnings Fund - ETF	50.00%	100.00%	24.09.2013	USD	0.00%	0.00%
n/a	11663466	Bank of America, Citigroup, Google		100.00%	24.08.2011	USD	100.80%	101.80%
n/a	11663467	American Express, Research in Motion, Amazon		100.00%	24.08.2011	USD	98.55%	99.55%
n/a	11663468	Societe Generale, Hewlett-Packard, Ebay		100.00%	24.08.2011	USD	101.20%	102.20%
n/a	11663475	Bank of America, Citigroup, Google		100.00%	25.08.2011	USD	99.99%	100.99%
n/a	11663494	Ishares DJ Euro Stoxx 50 (Xetra) - ETF	70.00%	100.00%	26.08.2015	EUR	0.00%	0.00%
n/a	11708059	UniCredit	70.00%	100.00%	01.09.2011	EUR	0.00%	0.00%
COSI EFHWH	11708066	Ishares DJ Euro Stoxx 50 (Xetra) - ETF, SPDR Trust S&P 500, NOMURA - NKY225ETF - ETF		100.00%	03.09.2013	EUR	0.00%	0.00%
COSI EFHWI	11708067	Ishares DJ Euro Stoxx 50 (Xetra) - ETF, SPDR Trust S&P 500, NOMURA - NKY225ETF - ETF		100.00%	03.09.2013	USD	0.00%	0.00%
n/a	11708068	Euro Stoxx 50 PR	75.00%	100.00%	02.09.2013	EUR	0.00%	0.00%
EFHWJ	11708076	Bank of America, Citigroup, Google		100.00%	02.09.2011	USD	0.00%	0.00%
EFHWK	11708077	American Express, Research in Motion, Amazon		100.00%	02.09.2011	USD	0.00%	0.00%
EFHWL	11708078	Societe Generale, Hewlett-Packard, Ebay		100.00%	02.09.2011	USD	0.00%	0.00%
n/a	11708079	American Express, Petrobras (ADR), Amazon		100.00%	02.09.2011	USD	0.00%	0.00%
n/a	11708080	Hewlett-Packard, SanDisk, Ebay		100.00%	02.09.2011	USD	0.00%	0.00%
n/a	11708081	ArcelorMittal, Citigroup, Google		100.00%	02.09.2011	USD	0.00%	0.00%
n/a	11708082	Apple	75.00%	100.00%	02.09.2011	USD	0.00%	0.00%
n/a	11708083	Renault, Societe Generale, Bouygues	55.00%	100.00%	08.09.2014	EUR	0.00%	0.00%
EFAXP	3877265	SMI®	70.00%	100.00%	18.04.2011	CHF	0.00%	0.00%
n/a	3997675	DJ Euro Stoxx 50 PR	80.27%	120.00%	03.06.2011	EUR	50.05%	51.05%
n/a	4634000	Piraeus Bank	80.00%	100.00%	09.10.2013	EUR	12.45%	13.45%

Multi Chance Barrier Reverse Convertible

SWX	Valor	Underlyings	Barrier Level	Barrier Event	Coupon	CCY	Last Trading Day	Bid	Ask	TS	RP
n/a	10540237	Unilever NV - CVA, Heineken NV, Zurich Financial Services - REG, Total SA – REG, Pepsico Inc	80.00%			EUR	09.09.2010	114.60%	115.60%
EFHDT	11108086	National Bank of Greece, EFG Eurobank Ergasias, Alpha Bank	69.00%	yes	13.000%	CHF	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%
EFHDV	11108088	Gazprom, Lukoil, Rosneft Oil	69.00%	no	12.500%	USD	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%
EFHDX	11108090	BHP Billiton, Rio Tinto, Vale do Rio Doce (ADR)	75.00%	no	11.000%	CHF	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%
EFHDZ	11108092	ABB, Holcim, Credit Suisse	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%
EFHEB	11108094	Swatch, LVMH Moet Hennessy Louis Vuitton, CF Richemont	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%
EFHED	11108096	ArcelorMittal, ThyssenKrupp, Salzgitter	75.00%	yes	10.500%	EUR	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%
EFHEF	11108098	Renault, Daimler, Volkswagen	75.00%	no	11.500%	EUR	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%
EFHEH	11108100	Toyota, Sony, Toshiba	75.00%	yes	10.500%	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%
EFHEJ	11108102	AXA, Allianz, Muenchener Rueck	75.00%	no	8.250%	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%
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%
EFHEM	11108105	BHP Billiton, Rio Tinto, Xstrata	75.00%	yes	14.000%	GBP	30.03.2011	0.00%	0.00%
n/a	11152764	Intel, Cisco Systems, Dell, AMAZON.COM INC	75.00%	no	9.700%	USD	25.03.2011	78.70%	79.70%
COSI EFHHR	11249968	Credit Suisse, Zurich Financial, Swiss Re	75.00%	no	10.250%	CHF	13.05.2011	0.00%	0.00%
COSI EFHHS	11249969	Gazprom, Lukoil, Petrobras (ADR)	69.00%	no	10.000%	CHF	13.05.2011	0.00%	0.00%
COSI EFHHT	11249970	BHP Billiton, Rio Tinto, Xstrata	69.00%	no	9.750%	CHF	13.05.2011	0.00%	0.00%
COSI EFHHU	11249971	ABB, Holcim, Siemens	75.00%	no	8.500%	CHF	13.05.2011	0.00%	0.00%
COSI EFHHV	11249972	Barrick Gold Corp, Goldcorp Inc, Newmont Mining Corp	69.00%	no	8.500%	CHF	13.05.2011	0.00%	0.00%
EFHMH	11352036	ABB, Siemens, E.ON	69.00%	no	10.000%	CHF	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%
EFHMJ	11352038	BMW, Daimler, Volkswagen	69.00%	no	10.000%	EUR	24.06.2011	0.00%	0.00%
n/a	11426500	Chevron, AT&T, Verizon	70.00%	no	4.280%	USD	20.06.2011	98.95%	99.95%
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	96.95%	97.95%
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	96.70%	97.70%
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	96.60%	97.60%
COSI EFHOB	11488272	Swatch, Nestle, Credit Suisse	65.00%	no	7.800%	CHF	20.07.2011	0.00%	0.00%
COSI n/a	11488327	Swatch, Nestle, Credit Suisse	65.00%	no	7.800%	CHF	22.08.2011	0.00%	0.00%
EFCAX	4904059	Siemens, Boeing, General Electric, Microsoft, Vodafone	70.00%	no	11.600%	EUR	16.01.2012	0.00%	0.00%

Yield Enhancement - Others

SWX	Valor	Underlyings	Coupon	Last Trading Day	CCY	Bid	Ask	TS	RP
COSI EFGKX	10560438	DJ Euro Stoxx 50 PR		03.10.2011	EUR	0.00%	0.00%
COSI EFGKY	10560439	S&P 500 PR		03.10.2011	USD	0.00%	0.00%
COSI EFGPJ	10766693	DJ Euro Stoxx 50 PR		08.12.2011	EUR	0.00%	0.00%
EFGQE	10766746	CREDIT SUISSE GROUP, UBS AG, SWISS LIFE		21.12.2010	CHF	0.00	0.00
n/a	10847558	S&P 500 PR		15.07.2011	USD	97.70%	98.70%
COSI EFGQV	10917866	DJ Euro Stoxx 50 PR		14.01.2011	EUR	0.00	0.00
EFHHB	11209440	Credit Suisse, Deutsche Bank, Barclays		13.05.2011	CHF	0.00%	0.00%
EFHHC	11209441	ArcelorMittal, ThyssenKrupp, Vale do Rio Doce (ADR)		13.05.2011	EUR	0.00%	0.00%
EFHHD	11209447	Renault, BMW, Daimler		13.05.2011	EUR	0.00%	0.00%
n/a	11249979	Holcim	4.200%	27.04.2011	CHF	87.15%	88.15%
COSI EFHPM	11488340	DJ Euro Stoxx 50 PR		12.07.2011	EUR	0.00	0.00
n/a	11538596	EUR/USD Exchange Rate	5.700%	26.08.2010	USD	0.00	0.00
COSI EFHQE	11538601	DJ Euro Stoxx 50 PR		20.07.2011	EUR	0.00	0.00
n/a	11589026	EUR/USD Exchange Rate	4.310%	08.09.2010	USD	0.00	0.00
COSI EFHSY	11589071	Swiss Market Index		25.07.2011	CHF	0.00	0.00
n/a	11708074	EUR/USD Exchange Rate	5.890%	05.10.2010	USD	0.00	0.00

Reverse Convertible

SWX	Valor	Underlyings	Coupon	Coupon Accrued	Last Trading Day	CCY	Bid	Ask	TS	RP
n/a	10443296	S&P 500 PR, DJ Euro Stoxx 50 PR	6.550%	6.53%	02.09.2010	EUR	98.50%	99.50%
n/a	10501354	Swiss Life	7.000%	6.94%	27.08.2010	CHF	99.50%	100.50%
n/a	10521810	Total, France Telecom, Vivendi	9.940%	9.61%	06.09.2010	EUR	109.50%	110.50%
n/a	10521821	RWE, Eni, E.ON	11.030%	10.76%	07.09.2010	EUR	89.85%	90.85%
n/a	11108082	Gazprom, Vimpelcom (ADR)	10.000%	4.33%	24.09.2010	USD	99.90%	100.90%
n/a	11152759	Lukoil, Petrobras (ADR)	10.000%	4.11%	04.10.2010	USD	99.50%	100.50%
n/a	11152779	DJ Euro Stoxx 50 PR	6.000%	2.50%	15.12.2010	EUR	96.80%	97.80%
EFHFY	11209379	Gold	6.500%		12.04.2011	USD	0.00%	0.00%
GOLDE	11209387	Gold spot $/oz	6.000%		13.04.2011	EUR	0.00%	0.00%
n/a	11249981	Swatch	5.400%		27.04.2011	CHF	102.80%	103.80%
n/a	11288181	Credit Suisse	5.660%	1.68%	11.05.2011	CHF	96.45%	97.45%
COSI EFHJN	11288216	CREDIT SUISSE ADR, TEVA PHARMACEUTICAL-SP ADR	11.090%	2.74%	24.11.2010	USD	0.00%	0.00%
n/a	11351960	Commerzbank	10.380%	2.54%	17.09.2010	EUR	99.90%	100.90%
COSI EFHKW	11351979	DJ Euro Stoxx 50 PR	3.850%	0.93%	31.05.2011	EUR	0.00%	0.00%
n/a	11351982	Infineon	14.850%	3.34%	17.09.2010	EUR	99.40%	100.40%
n/a	11351983	Exxon Mobil, Verizon, Bristol-Myers Squibb	8.000%	1.96%	01.06.2011	USD	97.60%	98.60%
n/a	11351984	Intel, Pfizer, Kraft Foods	8.000%	1.96%	01.06.2011	USD	92.90%	93.90%
n/a	11352040	Gazprom	6.180%	1.37%	10.06.2011	USD	100.30%	101.30%
COSI EFHRC	11538654	Teva Pharmaceutical Ind.	9.000%	0.63%	30.12.2010	USD	0.00%	0.00%
n/a	11663445	Nestle	7.000%		02.12.2010	CHF	0.00%	0.00%
COSI EFHUX	11663469	Euro Stoxx 50 PR			30.08.2013	EUR	0.00%	0.00%
EFHVB	11663482	Euro Stoxx 50 PR	5.500%		04.09.2013	EUR	0.00%	0.00%
COSI EFHVD	11663485	Euro Stoxx 50 PR	3.000%		26.08.2013	CHF	100.26%	101.06%
EFHVN	11663506	Euro Stoxx 50 PR, S&P 500 PR	5.700%		06.09.2011	USD	0.00%	0.00%
COSI EFHVS	11663516	Euro Stoxx 50 PR	3.900%		30.08.2013	EUR	100.76%	101.56%
COSI EFHVT	11708051	IBEX 35 INDEX (Short)	5.000%		02.09.2013	EUR	98.78%	99.58%
COSI EFHWC	11708061	Euro Stoxx 50 PR	4.150%		03.09.2012	EUR	0.00%	0.00%

Single Barrier Reverse Convertible

SWX	Valor	Underlyings	Barrier Level	Barrier Event	Coupon	Max. Return	Last Trading Day	CCY	Bid	Ask	TS	RP
COSI EFGIM	10057927	XMTCH (CHF) ON SLI - ETF	80.00%	no	6.091%		04.10.2010	CHF	0.00%	0.00%
n/a	10136634	Heineken	65.00%	no	8.000%	5.15%	12.05.2011	EUR	100.70%	101.70%
n/a	10443271	Porsche	53.50%	no	10.750%		25.08.2010	EUR	99.10%	100.10%
n/a	10443285	Schlumberger	70.00%	no	7.360%		23.08.2010	CHF	106.40%	107.40%
n/a	10501362	Zurich Financial	65.00%	no	6.440%		27.08.2010	CHF	99.10%	100.10%
n/a	10501363	Holcim	65.00%	no	7.170%		27.08.2010	CHF	99.50%	100.50%
n/a	10540246	Nestle	75.00%	no	4.350%	-0.45%	10.09.2010	CHF	99.80%	100.80%
n/a	10540247	Novartis	75.00%	no	4.640%	-0.45%	10.09.2010	CHF	99.60%	100.60%
n/a	10540248	Roche	75.00%	no	6.800%	0.03%	10.09.2010	CHF	99.50%	100.50%
n/a	10560443	ABB	75.00%	no	10.030%	-0.39%	17.09.2010	CHF	99.90%	100.90%
n/a	10560481	Banco Popular Espanol	70.00%	yes	7.740%	39.46%	23.09.2010	EUR	70.95%	71.95%
n/a	10560522	BANK OF AMERICA CORP	60.00%	no	14.550%	0.36%	30.09.2010	USD	99.90%	100.90%
n/a	10630858	Deutsche Bank, BNP, HSBC HOLDINGS PLC	53.00%	no	9.000%	0.35%	07.10.2010	EUR	99.60%	100.60%
n/a	10630910	S&P GSCI ER - Spot®	72.00%	no	5.750%	-1.26%	17.10.2011	EUR	103.71%	104.71%
n/a	10630920	BNP	75.00%	no	11.100%	2.15%	22.10.2010	EUR	98.40%	99.40%
n/a	10630936	BANK OF AMERICA CORP	60.00%	no	12.060%	2.96%	14.10.2010	USD	97.80%	98.80%
n/a	10664424	UBS	60.00%	no	9.890%	-7.85%	14.10.2010	EUR	109.00%	110.00%
n/a	10702898	Allianz	56.63%	no	7.800%	-0.01%	15.11.2010	EUR	100.60%	101.60%
n/a	10702930	S&P GSCI Crude Oil ER - Close®	80.00%	yes	6.980%	11.86%	23.11.2010	USD	89.62%	90.62%
n/a	10702943	Telefonica	75.00%	no	7.000%	1.20%	18.11.2010	EUR	99.30%	100.30%
COSI EFGPI	10766685	Credit Agricole	60.00%	no	9.650%		06.12.2010	EUR	0.00%	0.00%
n/a	10766691	Credit Agricole	60.00%	no	9.000%	1.73%	07.12.2010	EUR	99.90%	100.90%
n/a	10847560	Apple	68.00%	no	6.000%	0.64%	06.01.2011	USD	100.60%	101.50%
n/a	10847565	SOLARWORLD AG	60.00%	no	9.750%	26.15%	14.01.2011	EUR	78.60%	81.60%
n/a	10847603	Gold spot $/oz	90.00%		5.700%	5.10%	27.01.2011	USD	99.60%	100.60%
COSI EFGU2	10847609	ABB, Roche, Credit Suisse	60.00%	no	14.560%		05.07.2011	CHF	0.00%	0.00%
COSI EFGU5	10847612	Swiss Life	60.00%	no	6.600%	6.29%	31.08.2011	CHF	99.51%	100.31%
n/a	10847636	Bayer	75.00%	no	8.440%	-0.20%	14.09.2010	EUR	99.70%	100.70%
n/a	10888361	E.ON	75.00%	no	7.150%	-0.37%	14.09.2010	EUR	99.80%	100.80%
n/a	10917861	BASF	75.00%	no	9.940%	-0.21%	14.09.2010	EUR	99.80%	100.80%
n/a	10917862	Deutsche Bank	75.00%	no	13.180%	-0.12%	14.09.2010	EUR	99.90%	100.90%
n/a	10917863	Societe Generale	80.00%	no	8.400%	11.83%	14.01.2011	EUR	91.15%	92.15%
n/a	10917879	Total, Royal Dutch Shell, BP PLC	75.00%	yes	9.000%	48.78%	18.01.2011	EUR	67.82%	68.82%
n/a	10917907	Compagnie de Saint-Gobain	80.00%	no	8.400%	4.48%	24.01.2011	EUR	97.90%	98.90%
COSI EFGSE	10917955	E.ON	70.00%	no	5.320%		03.02.2011	EUR	0.00%	0.00%
COSI EFGSF	10917956	Daimler	70.00%	no	8.650%		03.02.2011	EUR	0.00%	0.00%
n/a	10991419	Deutsche Bank	60.00%	no	6.800%	2.23%	04.02.2011	EUR	99.70%	100.70%
COSI EFGTB	10991454	Adecco	70.00%	no	8.540%		09.12.2010	CHF	0.00%	0.00%
n/a	10991493	Holcim	65.00%	no	5.210%	4.86%	22.02.2011	CHF	96.70%	97.70%
n/a	11062247	Sanofi-Aventis	80.00%	no	7.990%	13.57%	10.03.2011	EUR	90.40%	91.40%
n/a	11062331	Siemens	73.00%	no	8.950%	3.27%	07.03.2011	EUR	100.40%	101.40%
n/a	11108019	Barclays	70.00%	no	11.330%	8.46%	10.12.2010	GBP	94.95%	95.95%
n/a	11108027	Citigroup	80.00%	no	9.000%	8.43%	11.03.2011	USD	95.50%	96.50%
n/a	11108078	Alcatel-Lucent	70.00%	no	12.800%	1.71%	24.09.2010	EUR	99.00%	100.00%
n/a	11108083	Compagnie de Saint-Gobain	82.50%	no	10.000%		24.09.2010	EUR	0.00%	0.00%
n/a	11152755	Deutsche Bank	70.00%	no	8.830%	11.85%	07.04.2011	EUR	92.80%	93.80%
n/a	11152761	PKO BANK POLSKY SA	80.00%	no	13.400%	1.79%	05.10.2010	PLN	99.60%	100.60%
COSI EFHFN	11152794	Infineon	75.00%	no	13.350%		08.10.2010	EUR	0.00%	0.00%
n/a	11152797	Vivendi	79.76%	no	6.700%	5.39%	12.04.2011	EUR	97.70%	98.70%
n/a	11152804	Julius Baer	70.00%	no	6.000%	5.33%	08.04.2011	CHF	97.35%	98.35%
n/a	11152805	ArcelorMittal	65.00%	yes	8.500%	36.06%	08.04.2011	EUR	75.40%	76.40%
n/a	11209451	Lafarge	80.00%	yes	10.000%	44.09%	26.10.2010	EUR	69.85%	70.85%
n/a	11209452	Vallourec	80.00%	no	11.000%	5.75%	26.10.2010	EUR	96.55%	97.55%
COSI EFHHO	11209467	Compagnie de Saint-Gobain	80.00%	no	11.600%		02.11.2010	EUR	0.00%	0.00%
n/a	11209468	ArcelorMittal	83.00%	no	9.000%	14.36%	29.10.2010	EUR	88.80%	89.80%
n/a	11217850	Societe Generale	70.00%	no	17.420%	4.72%	05.11.2010	CHF	100.70%	101.70%
n/a	11217851	Xstrata	70.00%	no	15.780%	3.92%	05.11.2010	CHF	100.90%	101.90%
n/a	11217854	ArcelorMittal	70.00%	no	20.160%		18.08.2010	EUR	0.00%	0.00%
n/a	11217855	Siemens	70.00%	no	8.200%		20.08.2010	EUR	99.10%	100.10%
n/a	11217856	Deutsche Bank	70.00%	no	29.700%		20.08.2010	EUR	99.80%	100.70%
n/a	11217858	Credit Agricole	70.00%	no	15.970%	13.18%	28.01.2011	CHF	98.95%	99.95%
n/a	11217859	Bouygues	70.00%	no	13.290%	12.86%	21.02.2011	EUR	98.70%	99.70%
n/a	11249967	BRITISH LAND CO PLC	95.00%	yes	10.800%		07.09.2010	GBP	98.15%	99.15%
n/a	11249984	Nokia	80.00%	yes	17.640%	28.50%	29.09.2010	EUR	79.00%	80.00%
EFHID	11250004	Syngenta	69.00%	no	5.250%		29.04.2011	CHF	0.00%	0.00%
COSI EFHII	11250035	E.ON	70.00%	no	5.080%		06.05.2011	EUR	0.00%	0.00%
EFHIM	11250044	SOLARWORLD AG					05.05.2011	EUR	0.00%	0.00%
COSI EFHIR	11250051	DJ Euro Stoxx 50 PR	68.00%	no	9.680%		19.11.2010	EUR	0.00%	0.00%
n/a	11288153	UBS	70.00%	no	14.500%	10.84%	11.05.2011	CHF	102.50%	103.50%
COSI VBDAX	11288201	DAX	135.00%	no	6.400%		31.05.2012	EUR	0.00%	0.00%
COSI EFHJH	11288205	Ishares DJ Euro Stoxx 50 (Xetra) - ETF	72.50%	no	10.300%		16.11.2010	EUR	0.00%	0.00%
COSI EFHJI	11288207	Citigroup	75.00%	no	12.390%		25.08.2010	USD	0.00%	0.00%
n/a	11288221	Petrobras (ADR)	80.00%	no	15.000%		18.08.2010	USD	99.20%	100.20%
n/a	11288222	Citigroup	80.00%	no	9.680%		27.08.2010	USD	99.10%	100.10%
COSI EFHJR	11288234	Bouygues	80.00%	no	11.000%		29.11.2010	EUR	0.00%	0.00%
COSI EFHJS	11288235	Total	80.00%	no	7.000%		29.11.2010	EUR	0.00%	0.00%
COSI EFHJT	11288236	Air Liquide	80.00%	no	6.000%		29.11.2010	EUR	0.00%	0.00%
COSI EFHJU	11288237	Vallourec	80.00%	no	8.100%		29.11.2010	EUR	0.00%	0.00%
COSI EFHJV	11288238	Syngenta	80.00%	no	6.900%		25.05.2011	CHF	0.00%	0.00%
n/a	11288246	Holcim	75.00%	no	5.350%	9.75%	20.05.2011	CHF	93.50%	94.50%
n/a	11288251	E.ON	60.00%	no	8.250%	4.09%	24.05.2011	EUR	101.00%	102.00%
n/a	11351961	Banco Itau (ADR)	80.00%	no	22.400%		25.08.2010	USD	99.30%	100.30%
COSI EFHKU	11351974	Porsche	80.00%	no	15.770%		30.05.2011	EUR	0.00%	0.00%
n/a	11351976	Gazprom	54.88%	no	6.750%	4.32%	10.06.2011	EUR	99.90%	100.90%
COSI EFHKX	11351981	Gazprom	57.44%	no	9.000%		09.06.2011	USD	0.00%	0.00%
n/a	11351989	Citigroup	80.00%	no	9.200%		02.09.2010	USD	99.60%	100.60%
n/a	11351990	Petrobras (ADR)	80.00%	no	14.320%		02.09.2010	USD	99.50%	100.50%
COSI EFHKZ	11351991	Nokia	60.00%	no	7.750%		06.06.2011	EUR	0.00%	0.00%
COSI EFHLA	11351992	Alstom	60.00%	no	6.800%		06.06.2011	EUR	0.00%	0.00%
n/a	11351993	Banco Itau (ADR)	80.00%	no	8.000%		02.09.2010	USD	99.60%	100.60%
COSI EFHLO	11352005	ING	50.00%	no	15.200%		07.06.2011	EUR	0.00%	0.00%
COSI EFHLR	11352011	BNP	80.00%	no	34.120%		08.09.2010	EUR	0.00%	0.00%
n/a	11352014	Vale do Rio Doce (ADR)	80.00%	no	20.600%	1.66%	08.09.2010	USD	99.40%	100.40%
n/a	11352023	NYMEX Light, Sweet Crude Oil Future	80.00%	no	9.100%	11.19%	09.12.2010	NOK	96.95%	97.95%
n/a	11352024	AIG	75.00%	no	16.000%	1.76%	17.09.2010	USD	100.10%	101.10%
COSI EFHMO	11352042	DJ Euro Stoxx 50 PR	59.00%	no	6.100%		27.06.2011	EUR	0.00%	0.00%
COSI EFHMP	11352043	DJ Euro Stoxx 50 PR	59.00%	no	5.600%		27.06.2011	CHF	0.00%	0.00%
COSI EFHMT	11352048	UBS	60.00%	no	13.850%		13.12.2010	CHF	0.00%	0.00%
n/a	11426473	Siemens	70.00%	no	7.700%	4.49%	14.12.2010	EUR	99.00%	100.00%
COSI EFHMX	11426478	Porsche	70.00%	no	16.000%		27.12.2010	EUR	0.00%	0.00%
n/a	11426505	Research in Motion	75.00%	yes	18.400%	39.59%	20.09.2010	USD	72.60%	73.60%
n/a	11426528	Gazprom	65.00%	no	7.920%	6.95%	22.06.2011	USD	98.50%	99.50%
n/a	11426529	CEMEX SAB-SPONS ADR PART CER	80.00%	yes	8.000%	34.85%	01.10.2010	USD	74.65%	75.65%
n/a	11426530	MGM RESORTS INTERNATIONAL	80.00%	yes	12.000%	29.23%	01.10.2010	USD	78.85%	79.85%
n/a	11426547	Vale do Rio Doce (ADR)	80.00%	no	16.790%	3.06%	22.09.2010	USD	100.30%	101.30%
EFHNO	11426550	Credit Suisse	63.00%	no	8.000%		08.07.2011	CHF	0.00%	0.00%
EFHNP	11426551	UBS	69.00%	no	8.000%		08.07.2011	CHF	0.00%	0.00%
EFHNQ	11426552	Deutsche Bank	64.00%	no	8.000%		08.07.2011	EUR	0.00%	0.00%
EFHNR	11426553	Xstrata	58.00%	no	8.000%		08.07.2011	GBP	0.00%	0.00%
n/a	11426554	DAX	60.00%	no	4.010%	4.79%	27.12.2011	EUR	97.75%	98.75%
COSI EFHNT	11426563	Alcatel-Lucent	80.00%	no	14.600%		07.01.2011	EUR	0.00%	0.00%
COSI EFHNU	11426564	AXA	80.00%	no	15.000%		07.01.2011	EUR	0.00%	0.00%
n/a	11488261	Citigroup	75.00%	no	12.260%	2.99%	29.09.2010	USD	100.20%	101.20%
n/a	11488271	Citigroup	80.00%	no	8.000%	3.09%	11.10.2010	USD	99.20%	100.20%
COSI EFHOD	11488274	BBVA	70.00%	no	17.400%		09.11.2010	EUR	0.00%	0.00%
COSI EFHOE	11488275	Banco Santander	70.00%	no	16.050%		19.11.2010	EUR	0.00%	0.00%
COSI EFHOG	11488278	Credit Suisse	65.00%	no	11.500%		04.07.2011	CHF	0.00%	0.00%
COSI EFHOJ	11488281	DAX	60.00%	no	6.100%		05.07.2011	EUR	0.00%	0.00%
COSI EFHOK	11488282	Credit Suisse	50.00%	no	9.500%		05.07.2011	CHF	0.00%	0.00%
COSI EFHOL	11488283	Siemens	50.00%	no	6.000%		05.07.2011	EUR	0.00%	0.00%
COSI EFHOM	11488284	E.ON	60.00%	no	5.000%		05.07.2011	EUR	0.00%	0.00%
COSI EFHON	11488285	Deutsche Bank	50.00%	no	9.500%		05.07.2011	EUR	0.00%	0.00%
COSI EFHOT	11488294	DJ Euro Stoxx 50 PR	60.00%	no	6.100%		20.07.2011	EUR	0.00%	0.00%
n/a	11488308	Danone	80.00%	no	8.250%	9.44%	06.07.2011	EUR	96.65%	97.65%
n/a	11488314	Commerzbank	80.00%	no	17.450%	6.53%	19.10.2010	EUR	100.50%	101.50%
n/a	11488315	Deutsche Bank	80.00%	no	16.160%	5.85%	19.10.2010	EUR	100.60%	101.60%
COSI EFHPC	11488316	ABB, Holcim	70.00%	no	11.000%		07.07.2011	CHF	0.00%	0.00%
n/a	11488318	Citigroup	80.00%	no	8.000%	4.41%	18.10.2010	USD	98.50%	99.50%
COSI EFHPJ	11488325	BNP	75.00%	no	13.000%		14.01.2011	EUR	0.00%	0.00%
n/a	11488326	Citigroup	80.00%	no	8.000%	4.65%	19.10.2010	USD	98.35%	99.35%
COSI EFHUL	11488331	DAX	59.00%	no	5.000%		22.08.2011	EUR	0.00%	0.00%
COSI EFHUM	11488332	DAX	59.00%	no	4.400%		22.08.2011	CHF	0.00%	0.00%
n/a	11488334	ING	80.00%	no	9.000%	4.10%	19.10.2010	EUR	99.40%	100.40%
n/a	11488335	Societe Generale	80.00%	no	10.000%	4.60%	19.10.2010	EUR	99.40%	100.40%
n/a	11488336	BNP Paribas	80.00%	no	8.000%	4.05%	19.10.2010	EUR	98.95%	99.95%
n/a	11488339	Vale do Rio Doce (ADR)	80.00%	no	17.200%	6.07%	12.10.2010	USD	101.20%	102.20%
COSI EFHPN	11488341	Deutsche Bank	60.00%	no	9.500%		15.07.2011	EUR	0.00%	0.00%
COSI EFHPT	11488352	Vale do Rio Doce (ADR)	70.00%	no	12.000%		22.10.2010	EUR	0.00%	0.00%
COSI EFHPU	11488353	Vale do Rio Doce (ADR)	70.00%	no	12.000%		22.10.2010	USD	0.00%	0.00%
COSI EFHPV	11488354	BP PLC (ADR)	70.00%	no	24.000%		22.10.2010	EUR	0.00%	0.00%
COSI EFHPW	11538559	Lafarge	80.00%	no	11.000%		24.01.2011	EUR	0.00%	0.00%
n/a	11538560	Vale do Rio Doce (ADR)	80.00%	no	18.600%	6.88%	15.10.2010	USD	101.70%	102.70%
COSI EFHPX	11538561	BP PLC (ADR)	70.00%	no	24.000%		22.10.2010	USD	0.00%	0.00%
COSI EFHPY	11538562	ING	70.00%	no	14.800%		22.10.2010	EUR	0.00%	0.00%
COSI EFHPZ	11538563	ING	70.00%	no	14.800%		22.10.2010	USD	0.00%	0.00%
n/a	11538581	Citigroup	80.00%	no	8.000%	4.76%	25.10.2010	USD	98.95%	99.95%
n/a	11538586	Vale do Rio Doce (ADR)	80.00%	no	10.000%	3.80%	29.10.2010	USD	101.60%	102.60%
n/a	11538597	Citigroup	80.00%	no	8.000%	6.44%	29.10.2010	USD	97.65%	98.65%
n/a	11538613	Roche	90.00%	no	8.000%	4.61%	05.11.2010	CHF	100.00%	101.00%
n/a	11538617	Societe Generale	60.00%	no	12.250%	9.25%	08.08.2011	EUR	101.20%	102.20%
COSI EFHQV	11538622	ArcelorMittal	80.00%	no	12.000%		07.02.2011	EUR	0.00%	0.00%
n/a	11538624	Vale do Rio Doce (ADR)	80.00%	no	16.770%	8.88%	27.10.2010	USD	100.70%	101.70%
n/a	11538632	Societe Generale	80.00%	no	14.600%	11.90%	28.01.2011	EUR	99.10%	100.10%
COSI EFHQW	11538634	Bank of America	80.00%	no	10.200%		07.02.2011	USD	0.00%	0.00%
COSI EFHQX	11538635	Citigroup	80.00%	no	10.800%		07.02.2011	USD	0.00%	0.00%
n/a	11538647	BNP Paribas	80.00%	no	7.830%	5.71%	05.11.2010	EUR	98.91%	99.91%
n/a	11538648	ING	80.00%	no	9.000%	7.01%	05.11.2010	EUR	98.45%	99.45%
n/a	11538649	Societe Generale	80.00%	no	9.000%	7.98%	05.11.2010	EUR	97.50%	98.50%
COSI EFHRH	11538656	Gazprom	49.00%	no	6.850%		29.07.2011	USD	0.00%	0.00%
COSI EFHRI	11538657	Gazprom	49.00%	no	7.000%		29.07.2011	USD	0.00%	0.00%
EFHRJ	11538658	Gazprom	60.00%	no	8.750%		29.07.2011	USD	0.00%	0.00%
COSI EFHRK	11589010	Gazprom	49.00%	no	7.000%		29.07.2011	USD	0.00%	0.00%
n/a	11589016	Banco Itau (ADR)	80.00%	no	11.800%	9.63%	02.11.2010	USD	97.65%	98.65%
n/a	11589017	Banco Bradesco (ADR)	80.00%	no	9.400%	7.90%	02.11.2010	USD	97.70%	98.70%
COSI EFHRU	11589029	NYMEX Light, Sweet Crude Oil Future	125.00%	no	12.600%		04.08.2011	USD	0.00%	0.00%
COSI EFHRV	11589030	Credit Suisse	49.00%	no	CHF Libor 3m + 6.500%		20.08.2013	CHF	0.00%	0.00%
COSI EFHRW	11589031	Roche	69.00%	no	CHF Libor 3m + 5.350%		20.08.2013	CHF	0.00%	0.00%
COSI EFHRX	11589032	Daimler	49.00%	no	Euribor 3m + 4.350%		20.08.2013	EUR	0.00%	0.00%
COSI EFHRY	11589033	Xstrata	49.00%	no	GBP Libor 3m + 5.850%		20.08.2013	GBP	0.00%	0.00%
COSI EFHRZ	11589034	Swiss Market Index	49.00%	no	CHF Libor 3m + 2.700%		20.08.2013	CHF	0.00%	0.00%
COSI EFHSB	11589036	Euro Stoxx 50 PR	39.00%	no	Euribor 3m + 3.600%		20.08.2013	EUR	0.00%	0.00%
n/a	11589039	ING	80.00%	no	10.000%	8.33%	12.11.2010	EUR	98.45%	99.45%
n/a	11589040	Societe Generale	80.00%	no	8.000%	8.06%	12.11.2010	EUR	97.20%	98.20%
n/a	11589041	BBVA	80.00%	no	8.000%	10.77%	12.11.2010	EUR	94.65%	95.65%
n/a	11589042	MGM RESORTS INTERNATIONAL	80.00%	no	12.000%	16.46%	12.11.2010	USD	92.35%	93.35%
COSI EFHSF	11589045	Gazprom	49.00%	no	6.350%		10.08.2011	USD	0.00%	0.00%
COSI EFHSJ	11589050	Gazprom	49.00%	no	6.420%		12.08.2011	USD	0.00%	0.00%
n/a	11589054	Credit Suisse	80.00%	no	8.000%	8.06%	15.11.2010	CHF	97.45%	98.45%
n/a	11589055	Societe Generale	75.00%	no	10.000%	8.77%	15.11.2010	CHF	98.35%	99.35%
COSI EFHSL	11589056	Credit Suisse	60.00%	no	9.890%		10.08.2011	CHF	0.00%	0.00%
n/a	11589059	Allianz	70.00%	no	8.110%	8.83%	25.08.2011	EUR	98.05%	99.05%
COSI EFHST	11589065	Xstrata	70.00%	no	12.250%		11.11.2010	USD	0.00%	0.00%
COSI EFHSU	11589066	Xstrata	70.00%	no	12.650%		11.11.2010	EUR	0.00%	0.00%
COSI EFHSV	11589067	Xstrata	70.00%	no	12.050%		11.11.2010	CHF	0.00%	0.00%
n/a	11589069	BBVA	80.00%	no	8.000%	8.17%	16.11.2010	EUR	97.35%	98.35%
COSI EFHTC	11589075	Roche, Novartis, Credit Suisse	55.00%	no	8.760%		16.08.2011	CHF	0.00%	0.00%
COSI EFHTD	11589076	Roche	75.00%	no	4.400%		12.08.2011	CHF	0.00%	0.00%
n/a	11589080	Citigroup	80.00%	no	8.000%	5.56%	19.11.2010	USD	100.30%	101.30%
n/a	11589081	Citigroup	80.00%	no	8.000%	5.66%	19.11.2010	USD	100.20%	101.20%
n/a	11589099	Gazprom	74.00%	no	8.400%	7.07%	25.02.2011	USD	100.10%	101.10%
n/a	11589103	BNP Paribas	60.00%	no	7.120%		20.02.2012	EUR	0.00%	0.00%
COSI EFHTP	11589104	Intel	60.00%	no	6.000%		19.08.2011	USD	0.00%	0.00%
COSI EFHUG	11663447	Commerzbank, SAP, Nestle	60.00%	no	9.780%		21.02.2011	EUR	0.00%	0.00%
n/a	11663448	Gazprom	74.00%	no	8.540%	6.82%	21.02.2011	USD	100.30%	101.30%
COSI EFHUK	11663454	Euro Stoxx 50 PR	39.00%	no	CHF Libor 3m + 3.600%		24.09.2014	CHF	0.00%	0.00%
n/a	11663458	DIAGEO PLC	65.00%	no	3.920%	4.27%	06.09.2011	GBP	98.65%	99.65%
n/a	11663459	Unilever	65.00%	no	3.920%	3.52%	06.09.2011	GBP	99.40%	100.40%
COSI EFHUW	11663465	Credit Suisse	70.00%	no	10.000%		01.03.2011	CHF	0.00%	0.00%
n/a	11663470	Exxon Mobil	85.00%	no	8.800%	8.85%	24.08.2011	USD	98.80%	99.80%
n/a	11663471	Wells Fargo	85.00%	no	14.350%	12.83%	24.08.2011	USD	100.30%	101.30%
n/a	11663472	OFFICE DEPOT INC	60.00%	no	9.660%	12.22%	24.02.2012	USD	96.40%	97.40%
n/a	11663473	Micron Technology Inc	60.00%	no	9.170%	12.16%	24.02.2012	USD	96.00%	97.00%
COSI EFHUY	11663476	Deutsche Telekom, France Telecom, Swisscom	70.00%	no	9.750%		25.08.2011	EUR	0.00%	0.00%
n/a	11663483	ABB	60.00%	no	6.600%	4.70%	26.08.2011	CHF	100.90%	101.90%
COSI EFHVK	11663492	Teva Pharmaceutical Ind.	75.00%	no	5.500%		26.08.2011	USD	0.00%	0.00%
n/a	11663499	Credit Agricole	80.00%	no	8.400%	5.30%	29.11.2010	EUR	102.10%	103.10%
n/a	11663500	Societe Generale	80.00%	no	10.000%	6.04%	29.11.2010	EUR	103.00%	104.00%
n/a	11663504	Societe Generale	90.00%	no	41.230%	36.59%	01.11.2010	EUR	102.40%	103.40%
n/a	11663510	Allianz	70.00%	no	8.250%		31.08.2011	EUR	0.00%	0.00%
n/a	11663511	BASF	70.00%	no	8.800%		31.08.2011	EUR	0.00%	0.00%
n/a	11663512	Carrefour	70.00%	no	8.650%		31.08.2011	EUR	0.00%	0.00%
n/a	11663513	Deutsche Telekom	75.00%	no	7.200%		31.08.2011	EUR	0.00%	0.00%
n/a	11663514	Swatch	70.00%	no	6.400%		31.08.2011	CHF	0.00%	0.00%
n/a	11663515	AXA	70.00%	no	14.200%		31.08.2011	EUR	0.00%	0.00%
n/a	11708060	ArcelorMittal	80.00%	no	16.800%		01.12.2010	EUR	0.00%	0.00%
n/a	11708062	Deutsche Bank	80.00%	no	14.400%	14.37%	01.12.2010	EUR	99.03%	100.03%
n/a	11708063	ArcelorMittal	80.00%	no	18.000%	16.33%	01.12.2010	EUR	100.70%	101.70%
n/a	11708064	Siemens	80.00%	no	7.000%	6.50%	01.12.2010	EUR	99.50%	100.50%
n/a	11708072	Banco Santander	70.00%	no	10.600%		02.09.2011	EUR	0.00%	0.00%
n/a	11708075	AXA	50.00%	no	9.500%		02.09.2011	EUR	0.00%	0.00%
EFBTQ	4633995	National Bank of Greece	80.00%	no	9.500%		01.04.2011	EUR	0.00%	0.00%
n/a	4904034	Danone, Nokia			14.150%	3.55%	27.09.2010	EUR	96.20%	97.20%

Worst of Barrier Reverse Convertible

SWX	Valor	Underlyings	Barrier Level	Barrier Event	Coupon	Max. Return	CCY	Last Trading Day	Bid	Ask	TS	RP
COSI EFGHK	10047444	Credit Suisse, Zurich Financial, JULIUS BAER GROUP Ltd.	65.00%	no	19.400%		CHF	12.10.2010	0.00%	0.00%
COSI EFGHL	10057900	Holcim, ArcelorMittal, E.ON	59.00%	no	16.300%		CHF	12.10.2010	0.00%	0.00%
COSI EFGHT	10057908	Renault, Daimler, TOYOTA MOTOR CORP	59.00%	no	15.000%		CHF	12.10.2010	0.00%	0.00%
COSI EFGHU	10057909	Deutsche Bank, BNP, HSBC HOLDINGS PLC	59.00%	no	14.600%		CHF	12.10.2010	0.00%	0.00%
EFGIK	10057925	ABB, Synthes, Syngenta	65.00%	no	11.600%		CHF	24.08.2010	0.00%	0.00%
n/a	10443281	Total, Royal Dutch Shell, BP PLC	59.00%	yes	6.100%		CHF	19.08.2010	0.00%	0.00%
n/a	10443282	Swatch, LVMH Moet Hennessy Louis Vuitton, CF Richemont	60.00%	no	8.500%		CHF	19.08.2010	0.00%	0.00%
n/a	10443283	Danone, Barry Callebaut, Unilever, Nestle	65.00%	no	6.200%		CHF	19.08.2010	0.00%	0.00%
n/a	10443284	Pernod-Ricard, Heineken, DIAGEO PLC, CARLSBERG A/S	65.00%	no	6.100%		CHF	19.08.2010	0.00%	0.00%
n/a	10443286	Deutsche Telekom, Telefonica, Swisscom, CHINA MOBILE LTD	63.00%	no	9.500%		CHF	19.08.2010	0.00%	0.00%
n/a	10443287	Enel, Alstom, E.ON	55.00%	no	9.400%		CHF	19.08.2010	0.00%	0.00%
n/a	10443288	L'oreal, BEIERSDORF AG, Procter & Gamble, COLGATE-PALMOLIVE CO	68.00%	no	6.100%		CHF	19.08.2010	0.00%	0.00%
n/a	10443309	Swatch, Straumann, Schindler CERT	65.00%	no	8.200%		CHF	24.08.2010	99.60%	100.60%
n/a	10501364	Roche, Zurich Financial	64.00%	no	10.000%		CHF	30.08.2010	109.50%	110.50%
n/a	10521814	Roche, Novartis, Nestle	70.00%	no	6.200%	3.80%	EUR	04.09.2012	99.40%	100.40%
COSI EFGKT	10560433	ABB, Credit Suisse, Roche	59.00%	no	13.200%		CHF	01.10.2010	0.00%	0.00%
COSI EFGKU	10560434	UBS, Swiss Re, Swiss Life	59.00%	no	19.300%		CHF	01.10.2010	0.00%	0.00%
COSI EFGKV	10560435	Deutsche Bank, Total, Siemens	59.00%	no	13.000%		EUR	01.10.2010	0.00%	0.00%
COSI EFGKW	10560436	Exxon Mobil, General Electric, Apple	59.00%	no	13.600%		USD	01.10.2010	0.00%	0.00%
n/a	10560472	Roche, Swiss Re, Nestle	60.00%	no	13.190%	1.72%	CHF	04.10.2010	98.45%	99.45%
COSI EFGKO	10630840	ABB, Novartis, Syngenta	65.00%	no	12.000%		CHF	12.10.2010	0.00%	0.00%
COSI EFGKP	10630841	Danone, Unilever, Nestle	75.00%	no	10.800%		CHF	12.10.2010	0.00%	0.00%
COSI EFGMN	10630905	Credit Suisse, Roche, Novartis, UBS, Nestle	67.50%	no	17.100%		CHF	26.10.2010	0.00%	0.00%
COSI EFGMO	10630906	BASF, Siemens, Allianz, E.ON, Bayer	67.50%	no	18.100%		EUR	26.10.2010	0.00%	0.00%
COSI EFGMP	10630907	BNP, Total, France Telecom, Sanofi-Aventis, GDF Suez	67.50%	no	19.250%		EUR	26.10.2010	0.00%	0.00%
COSI EFGMQ	10630908	Swiss Market Index, DJ Euro Stoxx 50 PR, Nikkei 225	75.00%	no	10.000%		CHF	26.10.2010	0.00%	0.00%
COSI EFGLK	10630919	Zurich Financial, Novartis, UBS	72.00%	yes	13.850%		CHF	13.10.2010	0.00%	0.00%
COSI EFGLN	10664425	Zurich Financial, Syngenta, Adecco, JULIUS BAER GROUP Ltd.	60.00%	no	14.750%		CHF	20.10.2010	0.00%	0.00%
COSI EFGLR	10664458	Swiss Re, Swisscom, Nestle	65.00%	no	12.790%		CHF	28.10.2010	0.00%	0.00%
COSI EFGMT	10664464	Holcim, UBS, Swiss Re	75.00%	no	19.000%		CHF	08.11.2010	0.00%	0.00%
COSI EFGMU	10664465	ABB, Swiss Re, JULIUS BAER GROUP Ltd.	75.00%	no	18.500%		CHF	08.11.2010	0.00%	0.00%
COSI EFGMV	10664466	Zurich Financial, Swiss Re, Swiss Life	75.00%	no	18.250%		CHF	08.11.2010	0.00%	0.00%
COSI EFGMW	10664467	Deutsche Bank, BNP, ING	71.00%	no	21.500%		EUR	08.11.2010	0.00%	0.00%
COSI EFGMX	10664468	France Telecom, Societe Generale, AXA	75.00%	yes	19.500%		EUR	08.11.2010	0.00%	0.00%
n/a	10664482	Roche, Novartis, Fresenius Medical Care	60.00%	no	5.200%	1.97%	CHF	27.10.2011	101.40%	102.40%
n/a	10664494	RWE, Iberdrola, E.ON	75.00%	yes	12.030%	4.30%	EUR	28.10.2010	96.70%	97.70%
COSI EFGNG	10664495	Roche, Petroplus, Nestle	60.00%	no	6.750%		CHF	29.10.2010	0.00%	0.00%
COSI EFGNH	10664496	AT&T, McDonalds, NIKE INC -CL B	70.00%	no	6.400%		USD	29.10.2010	0.00%	0.00%
EFGNI	10664497	ABB, Logitech, Adecco	75.00%	no	15.990%		CHF	08.11.2010	0.00%	0.00%
EFGNJ	10664498	ABB, Chevron, Schlumberger	60.00%	no	12.680%		CHF	08.11.2010	0.00%	0.00%
COSI EFGNK	10664499	ABB, Holcim, Novartis	75.00%	no	16.030%		CHF	08.11.2010	0.00%	0.00%
COSI EFGNL	10664500	ABB, Swiss Re, Nestle	80.00%	no	19.410%		CHF	08.11.2010	0.00%	0.00%
EFGNM	10664501	ABB, Roche, UBS	65.00%	no	14.850%		CHF	08.11.2010	0.00%	0.00%
EFGNN	10664502	Allianz, Johnson&Johnson, Apple, Nestle	60.00%	no	10.210%		CHF	08.11.2010	0.00%	0.00%
n/a	10702891	Credit Suisse, EFG International, JULIUS BAER GROUP Ltd.	60.00%	no	17.750%	15.43%	CHF	17.11.2010	88.60%	89.50%
n/a	10702954	Danone, Vinci, Pernod-Ricard	60.00%	no	8.480%	2.38%	EUR	30.11.2010	98.65%	99.65%
COSI EFGOV	10702981	RWE, Siemens	60.00%	no	9.480%		EUR	23.11.2010	0.00%	0.00%
COSI EFGOW	10702984	Holcim, Roche, Helvetia	60.00%	no	9.020%		CHF	07.12.2010	0.00%	0.00%
COSI EFGOZ	10766658	RWE, Telefonica	75.00%	no	10.170%		EUR	25.11.2010	0.00%	0.00%
n/a	10766659	Geberit, Kuehne & Nagel, Givaudan	70.00%	no	6.740%	1.26%	CHF	10.12.2010	99.60%	100.60%
COSI EFGPB	10766662	Credit Suisse, EFG International, JULIUS BAER GROUP Ltd.	65.00%	yes	18.200%		CHF	07.12.2010	0.00%	0.00%
EFGQD	10766743	A P Moller -Maersk, Vestas Wind Systems, CARLSBERG A/S	70.00%	no	15.500%		DKK	20.12.2010	0.00%	0.00%
n/a	10847569	Danone, Unilever, Royal Dutch Shell	70.00%	no	10.400%	4.86%	EUR	19.01.2011	98.05%	99.05%
n/a	10847570	Sanofi-Aventis, Merck, Bayer	70.00%	no	12.500%	9.73%	EUR	19.01.2011	94.20%	95.20%
n/a	10847572	ABB, Holcim, Swatch, Swisscom	70.00%	no	12.900%	14.61%	CHF	19.01.2011	90.10%	91.10%
n/a	10847579	Novartis, Nestle, Julius Baer	65.00%	no	10.230%	1.01%	CHF	10.01.2011	101.80%	102.80%
COSI EFGU3	10847610	Ishares DJ Euro Stoxx 50 (Xetra) - ETF, SPDR Trust S&P 500, NOMURA - NKY225ETF - ETF, CS ETF on SMI	50.00%	no	6.880%		CHF	16.08.2011	0.00%	0.00%
COSI EFGU4	10847611	Novartis, UBS, Julius Baer	55.00%	no	9.500%		CHF	17.08.2011	0.00%	0.00%
COSI EFGU6	10847613	Roche, Novartis, Nestle	75.00%	no	7.700%	7.21%	EUR	05.09.2011	99.69%	100.49%
n/a	10888241	Enel, Total, France Telecom	75.00%	no	10.330%	12.40%	EUR	28.01.2011	91.40%	92.40%
COSI EFGRH	10917885	Logitech, Swiss Re, Julius Baer	65.00%	no	13.730%		CHF	19.01.2011	0.00%	0.00%
n/a	10991410	Finmeccanica, Saipem, Ansaldo STS	70.00%	no	9.100%	19.66%	EUR	04.02.2011	85.40%	86.40%
COSI EFGST	10991433	Swatch, Adecco, Vinci	60.00%	no	9.180%		EUR	01.09.2010	0.00%	0.00%
COSI EFGSU	10991434	Swatch, Adecco, Vinci	60.00%	no	8.640%		USD	01.09.2010	0.00%	0.00%
COSI EFGSW	10991436	ABB, Novartis	75.00%	no	10.090%		CHF	10.02.2011	0.00%	0.00%
COSI EFGSX	10991441	Roche, Swisscom, Nestle	65.00%	no	4.970%		CHF	21.02.2011	0.00%	0.00%
COSI EFGSY	10991442	Gazprom (ADR), Lukoil (ADR)	60.00%	no	15.500%		USD	10.02.2011	0.00%	0.00%
COSI EFGTD	10991456	ABB, Holcim, Swisscom	69.00%	no	9.500%		CHF	10.03.2011	0.00%	0.00%
COSI EFGTE	10991457	Zurich Financial, Swiss Re, Swiss Life	65.00%	no	10.000%		CHF	10.03.2011	0.00%	0.00%
COSI EFGTF	10991458	ABB, Credit Suisse, Nestle	65.00%	no	11.750%		CHF	10.03.2011	0.00%	0.00%
COSI EFGTG	10991459	Credit Suisse, Roche, Nestle	69.00%	no	12.000%		CHF	10.03.2011	0.00%	0.00%
COSI EFGTH	10991460	Petrobras (ADR), Banco Itau (ADR), Vale do Rio Doce (ADR)	69.00%	no	12.000%		CHF	10.03.2011	0.00%	0.00%
COSI EFGTI	10991461	ABB, Roche, Novartis	59.00%	no	6.000%		CHF	12.03.2012	0.00%	0.00%
COSI EFGTJ	10991462	Credit Suisse, UBS, Julius Baer	56.00%	no	10.000%		CHF	12.03.2012	0.00%	0.00%
COSI EFGTK	10991463	Swatch, LVMH Moet Hennessy Louis Vuitton, CF Richemont	69.00%	no	7.250%		CHF	11.03.2013	0.00%	0.00%
COSI EFGTL	10991464	Holcim, Roche, Nestle	69.00%	no	7.500%		CHF	11.03.2013	0.00%	0.00%
COSI EFGTM	10991465	Air Liquide, Vinci, Compagnie de Saint-Gobain	59.00%	no	10.000%		EUR	10.03.2011	0.00%	0.00%
COSI EFGTN	10991466	Adidas, E.ON, Bayer	69.00%	no	10.000%		EUR	10.03.2011	0.00%	0.00%
COSI EFGTO	10991467	Danone, Carrefour, L'oreal	69.00%	no	10.000%		EUR	10.03.2011	0.00%	0.00%
COSI EFGTP	10991468	Deutsche Bank, Daimler, Siemens	69.00%	no	14.500%		EUR	10.03.2011	0.00%	0.00%
COSI EFGTQ	10991469	Johnson Johnson, Pfizer, Merck Co.	65.00%	no	8.000%		USD	10.03.2011	0.00%	0.00%
COSI EFGTR	10991470	Coca-Cola, Procter & Gamble, PHILIP MORRIS INT.	69.00%	no	8.000%		USD	10.03.2011	0.00%	0.00%
COSI EFGTS	10991471	INTL BUSINESS MACHINES CORP, Microsoft, Cisco Systems	69.00%	no	9.000%		USD	10.03.2011	0.00%	0.00%
COSI EFGTT	10991472	Caterpillar, General Electric, 3M	65.00%	no	11.750%		USD	10.03.2011	0.00%	0.00%
COSI EFGTU	10991473	Gazprom (ADR), Lukoil (ADR), Rosneft Oil (GDR)	59.00%	no	14.500%		USD	10.03.2011	0.00%	0.00%
COSI EFGTV	10991474	BHP BILLITON PLC, Rio Tinto, XSTRATA PLC	65.00%	no	17.000%		GBP	10.03.2011	0.00%	0.00%
COSI EFGTY	10991483	GALP ENERGIA SGPS SA-B SHRS, BP PLC, Petrobras (ADR)	63.00%	yes	8.020%		EUR	25.02.2011	0.00%	0.00%
COSI EFGTZ	10991484	McDonalds, Pfizer, Wal Mart Stores	62.00%	no	8.020%		USD	25.02.2011	0.00%	0.00%
EFGUZ	10991485	ABB, Holcim, Zurich Financial	70.00%	no	11.340%		CHF	21.02.2011	0.00%	0.00%
EFHAA	10991486	ABB, Zurich Financial, Royal Dutch Shell	68.00%	no	8.750%		CHF	24.02.2011	0.00%	0.00%
COSI EFHAC	10991488	UBS, Nestle	70.00%	no	13.080%		CHF	21.02.2011	0.00%	0.00%
EFHAE	10991492	Credit Suisse, Roche, Swisscom, Nestle	50.00%	no	5.800%		CHF	22.02.2011	0.00%	0.00%
COSI EFHAF	11062242	EUNE VX, SPDR TRUST SERIES - ETF, NOMURA - NKY225ETF - ETF, XMTCH (CH) ON SMI - ETF	65.00%	no	6.910%		EUR	29.10.2010	0.00%	0.00%
n/a	11062246	Roche, Novartis, Nestle	75.00%	yes	7.020%	24.29%	CHF	23.02.2011	81.75%	82.75%
COSI EFHAQ	11062271	RWE, GDF Suez, E.ON	70.00%	no	10.440%		EUR	03.03.2011	0.00%	0.00%
COSI EFHBU	11062321	Swiss Re, Swatch	70.00%	no	11.630%		CHF	04.03.2011	0.00%	0.00%
COSI EFHCB	11062336	GDF Suez, Compagnie de Saint-Gobain, L'oreal	70.00%	no	7.800%		EUR	30.09.2010	0.00%	0.00%
COSI EFHCD	11062340	Veolia Environnement, Vivendi, LVMH Moet Hennessy Louis Vuitton	60.00%	no	7.060%		EUR	17.09.2010	0.00%	0.00%
COSI EFHCE	11062341	Veolia Environnement, Vivendi, LVMH Moet Hennessy Louis Vuitton	60.00%	no	6.560%		USD	17.09.2010	0.00%	0.00%
COSI EFHCF	11108015	Veolia Environnement, Vivendi, LVMH Moet Hennessy Louis Vuitton	60.00%	no	6.960%		CHF	17.09.2010	0.00%	0.00%
COSI EFHCG	11108018	Roche, Novartis, Nestle	80.00%	yes	10.200%		CHF	10.03.2011	0.00%	0.00%
n/a	11108052	Roche, Novartis, Nestle	80.00%	no	7.500%	16.96%	CHF	25.03.2011	87.70%	88.70%
n/a	11108056	Credit Suisse, Nestle	70.00%	no	9.860%	11.88%	CHF	25.03.2011	93.05%	94.05%
COSI EFHDG	11108063	Coca-Cola, Johnson Johnson, Microsoft	75.00%	no	7.200%		USD	17.09.2010	0.00%	0.00%
EFHDL	11108069	Credit Suisse, UBS, Julius Baer	65.00%	no	12.750%		CHF	23.03.2011	0.00%	0.00%
EFHDM	11108070	ABB, Credit Suisse, Swiss Re	69.00%	no	12.250%		CHF	23.03.2011	0.00%	0.00%
EFHDN	11108071	ABB, Holcim, Nestle	69.00%	no	8.500%		CHF	23.03.2011	0.00%	0.00%
COSI EFHEP	11152739	CIA BRASILEIRA-SP ADR PREF A, NET SERVICOS DE COM-PR ADR	70.00%	no	10.290%		USD	22.09.2010	0.00%	0.00%
n/a	11152747	ABB, Holcim, Logitech, Petroplus	75.00%	yes	16.000%	49.71%	CHF	23.03.2011	70.10%	71.10%
COSI EFHEY	11152754	Deutsche Bank, Siemens, E.ON	70.00%	no	12.700%		CHF	24.03.2011	0.00%	0.00%
COSI EFHFM	11152793	ARCH COAL INC, CONSOL ENERGY INC, PEABODY ENERGY CORP	62.00%	no	10.000%		USD	30.09.2010	0.00%	0.00%
n/a	11152803	Commerzbank, ING, Natixis	75.00%	no	11.940%	3.57%	EUR	21.10.2010	98.75%	99.75%
n/a	11209374	Sanofi-Aventis, Fresenius Medical Care, Bayer	65.00%	no	6.700%	9.46%	EUR	08.04.2011	93.90%	94.90%
EFHFZ	11209381	Synthes, Syngenta, Givaudan	69.00%	no	7.250%		CHF	12.04.2011	0.00%	0.00%
EFHGF	11209392	BHP Billiton, Rio Tinto	69.00%	no	12.050%		CHF	28.04.2011	0.00%	0.00%
EFHGG	11209393	Petrochina, China Construction Bank	75.00%	no	10.080%		CHF	28.04.2011	0.00%	0.00%
EFHGH	11209394	Credit Suisse, Swiss Re	69.00%	no	9.340%		CHF	28.04.2011	0.00%	0.00%
EFHGI	11209395	ABB, Holcim	75.00%	yes	9.100%		CHF	28.04.2011	0.00%	0.00%
EFHGJ	11209396	Holcim, Roche	69.00%	no	7.000%		CHF	30.04.2012	0.00%	0.00%
EFHGK	11209397	Siemens, Bayer	75.00%	no	10.080%		EUR	28.04.2011	0.00%	0.00%
EFHGL	11209398	Deutsche Bank, Daimler	69.00%	no	9.100%		EUR	28.04.2011	0.00%	0.00%
COSI EFHGN	11209403	ABB, Holcim, Swatch	70.00%	no	12.680%		CHF	14.04.2011	0.00%	0.00%
COSI EFHGR	11209408	Bank of America, General Electric, Pfizer	75.00%	yes	14.050%		USD	15.10.2010	0.00%	0.00%
COSI EFHGS	11209409	Credit Suisse, Zurich Financial, Lonza	75.00%	yes	14.820%		CHF	15.10.2010	0.00%	0.00%
COSI EFHGT	11209410	BNP, Total, France Telecom	75.00%	yes	16.020%		EUR	15.10.2010	0.00%	0.00%
EFHGZ	11209438	Air France - KLM, Deutsche Lufthansa, British Airways	65.00%	no	11.120%		CHF	25.10.2010	0.00%	0.00%
COSI EFHHE	11209448	Prudential, DSG International, Persimmon	75.00%	yes	20.930%		GBP	19.10.2010	0.00%	0.00%
n/a	11209456	Deutsche Bank, Siemens, E.ON	80.00%	no	13.250%	10.89%	EUR	21.04.2011	96.70%	97.70%
COSI EFHHJ	11209458	BHP Billiton, Rio Tinto, Xstrata	70.00%	no	12.000%		USD	21.10.2010	0.00%	0.00%
COSI EFHHK	11209459	BHP Billiton, Rio Tinto, Xstrata	69.00%	no	12.000%		EUR	21.10.2010	0.00%	0.00%
COSI EFHHW	11249977	Credit Suisse, Deutsche Bank, BNP	75.00%	no	22.570%		EUR	28.10.2010	0.00%	0.00%
n/a	11250002	Credit Agricole, Bank of America	70.00%	no	10.400%	22.01%	USD	29.04.2011	85.90%	86.90%
n/a	11250003	Citigroup, JPMorgan Chase	70.00%	no	10.300%	14.63%	USD	29.04.2011	91.80%	92.80%
COSI EFHIH	11250034	Danone, RWE, BASF	70.00%	no	10.540%		EUR	06.05.2011	0.00%	0.00%
EFHIK	11250040	PING AN INSURANCE GROUP CO-H, BYD CO LTD-H, CHINA TELECOM CORP LTD-H	69.00%	no	15.750%		CHF	04.05.2011	0.00%	0.00%
n/a	11250042	Citigroup, JPMorgan Chase	70.00%	no	10.800%	13.31%	USD	05.05.2011	93.40%	94.40%
n/a	11250046	Goldcorp, Potash Corporation of Saskatchewan, Canadian Natural Resources	80.00%	no	12.000%	6.31%	CAD	12.11.2010	97.45%	98.45%
COSI EFHIN	11250047	Swiss Market Index, DJ Euro Stoxx 50 PR, Nikkei 225, S&P 500 PR	65.00%	no	7.040%		EUR	12.11.2010	0.00%	0.00%
COSI EFHIO	11250048	GDF Suez, Compagnie de Saint-Gobain, L'oreal	65.00%	no	9.250%		EUR	12.11.2010	0.00%	0.00%
COSI EFHIU	11288158	ABB, Zurich Financial, Novartis	69.00%	no	11.280%		CHF	11.05.2011	0.00%	0.00%
COSI EFHIV	11288159	Goldman Sachs, TRANSOCEAN, SmartHeat Inc	75.00%	no	24.720%		USD	08.11.2010	0.00%	0.00%
COSI EFHIW	11288160	Citigroup, Dryships, WELLS FARGO & COMPANY	75.00%	no	32.530%		USD	08.11.2010	0.00%	0.00%
COSI EFHIX	11288161	QUALCOMM INC, GILEAD SCIENCES INC, APOLLO GROUP INC-CL A	75.00%	yes	26.890%		USD	08.11.2010	0.00%	0.00%
COSI EFHIY	11288164	ABB, Credit Suisse, Roche	60.00%	no	10.940%		CHF	17.05.2011	0.00%	0.00%
n/a	11288169	Roche, Novartis, France Telecom, GDF Suez, Nestle	71.00%	no	11.000%	0.71%	EUR	22.11.2010	103.30%	104.30%
n/a	11288174	UniCredit, Metro, ThyssenKrupp	80.00%	no	19.000%	9.35%	EUR	19.11.2010	98.00%	99.00%
n/a	11288175	Citigroup, 3M, Apple, Mastercard	58.50%	no	10.020%	8.87%	USD	14.02.2011	96.30%	97.30%
n/a	11288176	Intel, Citigroup, JPMorgan Chase	75.00%	no	14.000%	11.11%	USD	12.11.2010	93.85%	94.85%
n/a	11288177	ArcelorMittal, Credit Agricole, Wal-Mart Stores	58.50%	no	12.690%	9.34%	USD	14.02.2011	97.40%	98.40%
n/a	11288179	Daimler, BASF, Siemens	68.00%	no	6.750%	4.95%	USD	14.02.2011	98.15%	99.15%
COSI EFHJG	11288183	ABB, Logitech, Basilea Pharmaceutica	75.00%	yes	21.090%		CHF	10.11.2010	0.00%	0.00%
COSI EFHJQ	11288228	ABB, Credit Suisse, Swiss Re	53.75%	no	16.640%		CHF	20.05.2011	0.00%	0.00%
EFHJW	11288240	BHP Billiton, Rio Tinto, Xstrata	59.00%	no	17.500%		CHF	31.05.2011	0.00%	0.00%
EFHJX	11288241	Barrick Gold Corp, Kinross Gold Corp, Anglogold Ashanti-Spon	59.00%	no	14.500%		CHF	31.05.2011	0.00%	0.00%
EFHJY	11288242	ABB, Holcim, Roche	69.00%	no	14.000%		CHF	31.05.2011	0.00%	0.00%
EFHJZ	11288243	Roche, Novartis, Nestle	75.00%	no	10.000%		CHF	31.05.2011	0.00%	0.00%
EFHKA	11288244	Siemens, E.ON, Bayer	59.00%	no	14.500%		EUR	31.05.2011	0.00%	0.00%
EFHKB	11288245	BMW, Daimler, Volkswagen	59.00%	no	14.000%		EUR	31.05.2011	0.00%	0.00%
EFHKJ	11351963	ABB, Holcim, Credit Suisse	55.00%	no	18.000%		CHF	10.06.2011	0.00%	0.00%
EFHKK	11351964	L'oreal, LVMH Moet Hennessy Louis Vuitton, CF Richemont	69.00%	no	18.000%		CHF	10.06.2011	0.00%	0.00%
EFHKL	11351965	Zurich Financial, Swatch, Swisscom	69.00%	no	15.000%		CHF	10.06.2011	0.00%	0.00%
EFHKM	11351966	ABB, Roche, Nestle	69.00%	no	13.000%		CHF	10.06.2011	0.00%	0.00%
EFHKN	11351967	Roche, Novartis, Syngenta	69.00%	no	10.000%		CHF	10.06.2011	0.00%	0.00%
EFHKO	11351968	Siemens, MAN, Volkswagen	69.00%	no	19.500%		EUR	10.06.2011	0.00%	0.00%
EFHKP	11351969	Intel, Microsoft, Apple	59.00%	no	17.000%		USD	10.06.2011	0.00%	0.00%
EFHKQ	11351970	BHP Billiton, Rio Tinto, Xstrata	55.00%	no	20.500%		GBP	10.06.2011	0.00%	0.00%
COSI EFHKR	11351971	Holcim, Nestle	65.00%	no	8.320%		CHF	29.05.2012	0.00%	0.00%
n/a	11351972	7.35% p.a. Barrier Reverse Convertible on Eni and Peugeot		no	7.350%	5.78%	EUR	20.06.2012	100.60%	101.60%
COSI EFHKT	11351973	DAX, SPDR Trust S&P 500, CS ETF on SMI	65.00%	no	8.680%		EUR	30.05.2011	0.00%	0.00%
n/a	11351977	Statoil, Telenor, RENEWABLE ENERGY CORP AS	75.00%	no	25.000%	11.00%	NOK	06.12.2010	101.10%	102.10%
n/a	11351987	ABB, Roche, Swiss Re, CF Richemont	85.00%	no	18.000%	1.80%	CHF	10.09.2010	99.00%	100.00%
COSI EFHLF	11351996	Adidas, E.ON, Bayer	70.00%	no	12.310%		EUR	07.01.2011	0.00%	0.00%
COSI EFHLK	11352001	Roche, Novartis, Nestle	70.00%	no	7.020%		CHF	08.06.2011	0.00%	0.00%
COSI EFHLM	11352003	Cisco Systems, Morgan Stanley, Halliburton	60.00%	no	21.900%		USD	07.12.2010	0.00%	0.00%
COSI EFHLN	11352004	General Electric, Apple, AK Steel Holding	60.00%	no	20.840%		USD	07.12.2010	0.00%	0.00%
n/a	11352006	Deutsche Bank, RWE, BASF	70.00%	no	14.720%	6.16%	EUR	07.12.2010	100.60%	101.60%
COSI EFHLX	11352018	DJ Euro Stoxx 50 PR, S&P 500 PR	70.00%	no	13.000%		EUR	17.12.2010	0.00%	0.00%
COSI EFHLY	11352019	Renault, Nokia, Philips	55.00%	no	16.550%		CHF	09.06.2011	0.00%	0.00%
COSI EFHLZ	11352020	Intel, The Walt Disney Company, General Electric	55.00%	no	13.290%		CHF	09.06.2011	0.00%	0.00%
n/a	11352021	Intel, Microsoft, Apple	59.00%	no	10.000%	10.00%	USD	09.06.2011	99.00%	100.00%
COSI EFHML	11352028	ABB, Holcim, CF Richemont	60.00%	no	7.000%		CHF	09.06.2011	0.00%	0.00%
COSI EFHMM	11352029	Novartis, Swatch, Julius Baer	60.00%	no	7.750%		CHF	09.06.2011	0.00%	0.00%
EFHMB	11352030	ABB, Novartis, Credit Suisse	55.00%	no	15.750%		CHF	24.06.2011	0.00%	0.00%
EFHMC	11352031	BHP Billiton, Rio Tinto, Xstrata	49.00%	no	14.000%		CHF	24.06.2011	0.00%	0.00%
EFHMD	11352032	ABB, Holcim, Swisscom	61.00%	no	10.000%		CHF	24.06.2011	0.00%	0.00%
EFHME	11352033	Roche, Novartis, Nestle	69.00%	no	8.750%		CHF	25.06.2012	0.00%	0.00%
EFHMF	11352034	Daimler, Siemens, E.ON	55.00%	no	13.500%		EUR	24.06.2011	0.00%	0.00%
EFHMG	11352035	Royal Dutch Shell, Vodafone, HSBC Holdings PLC	65.00%	no	13.500%		GBP	24.06.2011	0.00%	0.00%
COSI EFHMR	11352045	Swiss Market Index, S&P 500 PR	55.00%	no	5.050%		CHF	10.06.2011	0.00%	0.00%
n/a	11426476	BASF, Siemens, Sanofi-Aventis	55.00%	no	9.700%	8.28%	EUR	14.06.2011	98.40%	99.40%
COSI EFHMY	11426479	Roche, Novartis, Syngenta	80.00%	no	7.880%		CHF	18.10.2010	0.00%	0.00%
n/a	11426491	Intel, Microsoft, Apple	64.00%	no	10.000%	12.83%	USD	16.06.2011	96.25%	97.25%
COSI EFHNB	11426498	ABB, Zurich Financial, Novartis, Syngenta	61.00%	no	7.620%		CHF	22.06.2011	0.00%	0.00%
n/a	11426499	Roche, Novartis, Nestle	75.00%	no	5.420%	7.82%	CHF	20.06.2011	95.65%	96.65%
COSI EFHNC	11426506	Rio Tinto, Xstrata, Vale do Rio Doce (ADR)	50.00%	no	11.000%		CHF	20.06.2011	0.00%	0.00%
n/a	11426531	Statoil, Norsk Hydro ASA, Petroleum Geo-Services, Orkla ASA	80.00%	no	15.300%	16.72%	NOK	30.12.2010	92.80%	93.80%
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%
EFHNI	11426541	Roche, Novartis, Syngenta	75.00%	no	10.000%		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%
COSI EFHNL	11426544	BMW, Daimler, Volkswagen	60.00%	no	10.030%		CHF	23.06.2011	0.00%	0.00%
n/a	11426548	Novartis, Swatch, Nestle	75.00%	no	6.000%	7.18%	CHF	23.06.2011	96.85%	97.85%
n/a	11426549	PPR, LVMH Moet Hennessy Louis Vuitton, CF Richemont	65.00%	no	12.650%	11.95%	CHF	23.06.2011	99.70%	100.70%
n/a	11426557	UBS, Swiss Re, Credit Suisse	70.00%	no	22.000%	11.63%	CHF	28.12.2010	102.00%	103.00%
n/a	11426570	Eni, Nokia	80.00%	no	16.000%	9.92%	EUR	07.01.2011	100.30%	101.30%
n/a	11488262	Intel, Microsoft, Apple	65.00%	no	10.030%	10.13%	USD	29.06.2011	98.90%	99.90%
COSI EFHOH	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%
COSI EFHOP	11488288	Intel, Microsoft, Apple	55.00%	no	13.920%		CHF	05.07.2011	0.00%	0.00%
n/a	11488289	BNP, AXA	75.00%	no	21.000%	15.93%	EUR	04.07.2011	100.80%	101.80%
COSI EFHOQ	11488291	BHP Billiton, Rio Tinto, Xstrata	59.00%	no	13.700%		EUR	08.07.2011	0.00%	0.00%
COSI EFHOR	11488292	BHP Billiton, Rio Tinto, Xstrata	59.00%	no	14.600%		USD	08.07.2011	0.00%	0.00%
n/a	11488296	BNP Paribas, AXA	60.00%	no	14.040%	8.79%	EUR	15.07.2011	102.70%	103.70%
n/a	11488306	BHP Billiton, Rio Tinto, Xstrata	59.00%	no	15.600%	11.85%	CHF	05.07.2011	102.90%	103.90%
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%
n/a	11488319	Intel, Microsoft, Apple	64.00%	no	10.000%	9.26%	USD	07.07.2011	98.30%	99.30%
EFHPE	11488320	BHP Billiton, Rio Tinto, Xstrata	55.00%	no	15.500%		CHF	23.01.2012	0.00%	0.00%
EFHPF	11488321	ABB, UBS, Credit Suisse	55.00%	no	14.000%		CHF	23.01.2012	0.00%	0.00%
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%
EFHPI	11488324	Enel, GDF Suez, E.ON	59.00%	no	11.000%		EUR	23.01.2012	0.00%	0.00%
n/a	11488346	Syngenta, Siemens, Nestle	75.00%	no	8.700%	8.01%	EUR	14.07.2011	98.60%	99.60%
EFHQC	11538584	Gold, Silver, Palladium	69.00%		11.000%		CHF	06.02.2012	0.00%	0.00%
COSI EFHQF	11538602	Petrobras (ADR), Banco Bradesco (ADR), Vale do Rio Doce (ADR)	50.00%	no	12.400%		USD	21.07.2011	0.00%	0.00%
EFHQG	11538604	BHP Billiton, Rio Tinto, Xstrata	49.00%	no	12.500%		CHF	06.02.2012	0.00%	0.00%
EFHQH	11538605	Holcim, Novartis, Credit Suisse	49.00%	no	10.500%		CHF	06.02.2012	0.00%	0.00%
EFHQI	11538606	Swatch, LVMH Moet Hennessy Louis Vuitton, CF Richemont	59.00%	no	10.500%		CHF	06.02.2012	0.00%	0.00%
EFHQJ	11538607	ABB, Roche, Nestle	69.00%	no	10.500%		CHF	06.02.2012	0.00%	0.00%
EFHQK	11538608	Danone, Unilever, L'Oreal	65.00%	no	10.000%		EUR	06.02.2012	0.00%	0.00%
EFHQL	11538609	Deutsche Bank, Siemens, Bayer	49.00%	no	11.500%		EUR	06.02.2012	0.00%	0.00%
n/a	11538620	GlaxoSmithKline, BAE SYSTEMS PLC	75.00%	no	9.810%	8.69%	GBP	09.08.2011	99.40%	100.40%
COSI LUX01	11538626	Swatch, CF Richemont	75.00%	no	9.270%		EUR	05.11.2010	0.00%	0.00%
COSI LUX02	11538627	Swatch, CF Richemont	75.00%	no	8.770%		CHF	05.11.2010	0.00%	0.00%
COSI LUX03	11538628	Swatch, CF Richemont	75.00%	no	9.200%		USD	05.11.2010	0.00%	0.00%
COSI EFHQZ	11538629	GDF Suez, Compagnie de Saint-Gobain, L'Oreal	55.00%	no	8.510%		USD	15.02.2011	0.00%	0.00%
n/a	11538633	RWE, Vinci, GDF Suez, E.ON	85.00%	no	16.000%	15.25%	EUR	07.02.2011	97.55%	98.55%
COSI BANK1	11538644	Deutsche Bank, Royal Bank of Canada, Credit Suisse	75.00%	no	12.600%		CHF	29.10.2010	0.00%	0.00%
COSI BANK2	11538645	Deutsche Bank, Royal Bank of Canada, Credit Suisse	75.00%	no	12.600%		EUR	29.10.2010	0.00%	0.00%
COSI BANK3	11538646	Deutsche Bank, Royal Bank of Canada, Credit Suisse	75.00%	no	12.600%		USD	29.10.2010	0.00%	0.00%
COSI EFHRD	11538650	Total, Royal Dutch Shell, Chevron	77.00%	no	8.500%		USD	28.01.2011	0.00%	0.00%
COSI EFHRE	11538651	Exxon Mobil, Chevron, Schlumberger	67.00%	no	10.000%		USD	28.01.2011	0.00%	0.00%
COSI EFHRR	11589022	Swiss Re, RWE, Porsche	60.00%	no	10.270%		EUR	21.02.2011	0.00%	0.00%
COSI EFHRS	11589023	Deutsche Bank, Bayer	60.00%	no	10.270%		EUR	21.02.2011	0.00%	0.00%
COSI EFHSP	11589061	BHP Billiton, Rio Tinto, Xstrata	49.00%	no	10.000%		CHF	02.09.2011	0.00%	0.00%
COSI EFHSQ	11589062	ABB, Roche, Credit Suisse	59.00%	no	10.000%		CHF	02.09.2011	0.00%	0.00%
COSI EFHSR	11589063	Holcim, Swiss Re, Swatch	59.00%	no	8.250%		CHF	02.09.2011	0.00%	0.00%
COSI EFHSS	11589064	Deutsche Bank, RWE, Bayer	59.00%	no	10.750%		EUR	02.09.2011	0.00%	0.00%
COSI EFHSZ	11589072	iShares MSCI South Korea Index Fund, Wisdom Tree India Earnings Fund - ETF	70.00%	no	8.400%		USD	15.12.2010	0.00%	0.00%
COSI EFHTA	11589073	iShares MSCI South Korea Index Fund, Wisdom Tree India Earnings Fund - ETF	70.00%	no	8.250%		EUR	15.12.2010	0.00%	0.00%
COSI EFHTB	11589074	iShares MSCI South Korea Index Fund, Wisdom Tree India Earnings Fund - ETF	70.00%	no	8.150%		CHF	15.12.2010	0.00%	0.00%
COSI EFHTG	11589082	Anheuser Busch Inbev, Sabmiller	75.00%	no	8.450%		EUR	15.12.2010	0.00%	0.00%
COSI EFHTH	11589083	Anheuser Busch Inbev, Sabmiller	75.00%	no	8.000%		CHF	15.12.2010	0.00%	0.00%
COSI EFHTI	11589084	Anheuser Busch Inbev, Sabmiller	75.00%	no	8.000%		USD	15.12.2010	0.00%	0.00%
COSI EFHTW	11663421	ABB, Zurich Financial, Credit Suisse	49.00%	no	9.000%		CHF	26.03.2012	0.00%	0.00%
EFHTY	11663438	Renault, Porsche	49.00%	no	8.250%		CHF	31.08.2012	0.00%	0.00%
EFHTZ	11663439	BHP Billiton, Xstrata	49.00%	no	8.250%		CHF	31.08.2012	0.00%	0.00%
EFHUA	11663440	ABB, Credit Suisse	49.00%	no	7.000%		CHF	31.08.2012	0.00%	0.00%
EFHUB	11663441	Roche, Novartis	69.00%	no	6.250%		CHF	31.08.2012	0.00%	0.00%
EFHUC	11663442	Deutsche Bank, Daimler	49.00%	no	7.250%		EUR	31.08.2012	0.00%	0.00%
EFHUD	11663443	Vinci, Alstom	49.00%	no	7.000%		EUR	31.08.2012	0.00%	0.00%
EFHUE	11663444	Nokia, Apple	49.00%	no	8.500%		USD	31.08.2012	0.00%	0.00%
COSI EFHUQ	11663457	ABB, Zurich Financial, Adecco	65.00%	no	11.500%		CHF	25.08.2011	0.00%	0.00%
n/a	11663478	BNP Paribas, Credit Agricole	60.00%	no	8.240%	5.66%	USD	27.02.2012	101.60%	102.60%
n/a	11663479	Anheuser Busch Inbev, Heineken, Carlsberg	75.00%	no	10.000%	7.94%	USD	26.08.2011	101.10%	102.10%
n/a	11663480	Anheuser Busch Inbev, Heineken, Carlsberg	75.00%	no	11.200%	9.05%	EUR	26.08.2011	101.20%	102.20%
COSI EFHVC	11663484	ABB, Zurich Financial, Credit Suisse	49.00%	no	9.100%		EUR	26.09.2011	0.00%	0.00%
EFHVE	11663486	BHP Billiton, Rio Tinto, Xstrata	55.00%	no	11.250%		CHF	13.09.2011	0.00%	0.00%
EFHVF	11663487	BHP Billiton, Rio Tinto, Xstrata	49.00%	no	10.750%		GBP	13.09.2011	0.00%	0.00%
EFHVG	11663488	BNP Paribas, Daimler, Unilever	49.00%	no	11.000%		EUR	13.09.2011	0.00%	0.00%
EFHVH	11663489	Zurich Financial, AXA, Allianz	55.00%	no	11.750%		EUR	13.09.2011	0.00%	0.00%
EFHVI	11663490	Holcim, Swisscom, Credit Suisse	59.00%	no	10.000%		CHF	13.09.2011	0.00%	0.00%
EFHVJ	11663491	ABB, Novartis, Credit Suisse	59.00%	no	10.250%		CHF	13.09.2011	0.00%	0.00%
COSI EFHVM	11663503	Roche, Zurich Financial	70.00%	no	8.400%		CHF	01.09.2011	0.00%	0.00%
n/a	11663505	Transocean, SunPower, Weyerhaeuser	55.00%	no	17.860%		USD	11.01.2011	0.00%	0.00%
EFHVU	11708052	ABB, Holcim, UBS	55.00%	no	11.000%		CHF	13.03.2012	0.00%	0.00%
EFHVV	11708053	Roche, Nestle, Credit Suisse	55.00%	no	10.000%		CHF	13.03.2012	0.00%	0.00%
EFHVW	11708054	Roche, Novartis, Syngenta	69.00%	no	9.000%		CHF	13.03.2012	0.00%	0.00%
EFHVX	11708055	BNP Paribas, GDF Suez, L'Oreal	55.00%	no	15.500%		EUR	13.03.2012	0.00%	0.00%
EFHVY	11708056	BMW, Daimler, Volkswagen	55.00%	no	10.000%		EUR	13.03.2012	0.00%	0.00%
EFHVZ	11708057	General Electric, Pfizer, 3M	55.00%	no	12.500%		USD	13.03.2012	0.00%	0.00%
EFHWA	11708058	BHP Billiton, Rio Tinto, Xstrata	55.00%	no	14.500%		GBP	13.03.2012	0.00%	0.00%
COSI EFHWG	11708065	Bank of America, Citigroup	70.00%	no	12.000%		USD	02.03.2011	0.00%	0.00%
EFCBC	4904064	Roche, Nestle	60.00%	no	8.100%		CHF	20.01.2012	0.00%	0.00%

Double Coupon Barrier Reverse Convertible

Symbol	Valor	Underlyings	Barrier Level	Barrier Event	Coupon	Last Trading Day	CCY	Bid	Ask	TS	RP
n/a	10702897	HOLCIM, CREDIT SUISSE GROUP, ROCHE HOLDING AGGENUSSCHEIN	73.00%	no	10.000%	04.11.2010	CHF	105.50%	106.50%
COSI EFGNW	10702923	CREDIT SUISSE GROUP, SWISS RE, JULIUS BAER GROUP Ltd.	58.00%	no	10.000%	22.11.2010	CHF	0.00%	0.00%
COSI EFGNX	10702924	HOLCIM, NOVARTIS AG, UBS AG	62.00%	no	10.000%	22.11.2010	CHF	0.00%	0.00%
COSI EFGNY	10702925	RIO TINTO PLC, BHP BILLITON LTD-SPON ADR, XSTRATA PLC	65.00%	no	10.000%	22.11.2010	CHF	0.00%	0.00%
COSI EFGNZ	10702926	ABB, HOLCIM, ROCHE	66.00%	no	10.000%	22.11.2010	CHF	0.00%	0.00%
COSI EFGOA	10702927	ROCHE, SYNGENTA AG, NESTLE	76.00%	no	10.000%	22.11.2010	CHF	0.00%	0.00%
COSI EFGOB	10702928	BNP PARIBAS, RWE AG, SIEMENS AG	58.00%	no	10.000%	22.11.2010	EUR	0.00%	0.00%
COSI EFGOC	10702929	BASF SE, SAP AG, UNILEVER NV-CVA	66.00%	no	10.000%	22.11.2010	EUR	0.00%	0.00%
n/a	10702950	SOUTHWESTERN ENERGY CO, ANADARKO PETROLEUM CORP, CABOT OIL GAS CORP	60.00%	yes	10.000%	19.11.2010	USD	82.30%	83.30%
n/a	10702958	Credit Suisse, Swiss Re, JULIUS BAER GROUP Ltd.	75.00%	no	7.800%	16.11.2010	CHF	98.80%	99.80%
n/a	10702959	BNP, RWE, Siemens	75.00%	no	8.700%	16.11.2010	EUR	103.40%	104.50%
COSI EFGOO	10702974	Novartis, UBS, Swiss Re	63.00%	no	10.000%	06.12.2010	CHF	0.00%	0.00%
COSI EFGOP	10702975	ABB, Credit Suisse, Roche	64.50%	no	10.000%	06.12.2010	CHF	0.00%	0.00%
COSI EFGOQ	10702976	Credit Suisse, Zurich Financial, Swiss Life	64.00%	no	10.000%	06.12.2010	CHF	0.00%	0.00%
COSI EFGOR	10702977	Hewlett Packard, Apple, Dell Inc	61.00%	no	10.000%	06.12.2010	USD	0.00%	0.00%
COSI EFGOS	10702978	BASF, Siemens, Allianz	66.00%	no	10.000%	06.12.2010	EUR	0.00%	0.00%
COSI EFGOT	10702979	Syngenta, K+S AG, Potash Corp SAS	67.00%	no	10.000%	06.12.2010	EUR	0.00%	0.00%
n/a	10766651	Credit Suisse, UBS, Swiss Re	75.00%	no	7.800%	23.11.2010	USD	101.70%	102.70%
n/a	10766653	BNP, RWE, Siemens	75.00%	no	8.700%	24.11.2010	EUR	103.10%	104.10%
n/a	10766657	Credit Suisse, Roche, Swatch	60.00%	no	9.000%	25.11.2010	CHF	106.30%	107.30%
n/a	10766663	WELLS FARGO & COMPANY	80.00%	no	8.000%	01.12.2010	USD	103.40%	104.40%
COSI EFGPC	10766679	Holcim, Credit Suisse, Novartis	65.00%	no	10.000%	23.12.2010	CHF	0.00%	0.00%
COSI EFGPD	10766680	ABB, Credit Suisse, Nestle	65.00%	no	10.000%	23.12.2010	CHF	0.00%	0.00%
COSI EFGPE	10766681	Roche, Novartis, Swiss Life	74.00%	no	10.000%	23.12.2010	CHF	0.00%	0.00%
COSI EFGPF	10766682	Barrick Gold, Kinross Gold, ANGLOGOLD ASHANTI-SPON ADR	56.00%	no	10.000%	23.12.2010	CHF	0.00%	0.00%
COSI EFGPG	10766683	Veolia Environnement, GDF Suez, E.ON	69.00%	no	10.000%	23.12.2010	EUR	0.00%	0.00%
COSI EFGPH	10766684	Renault, Daimler, Volkswagen	49.00%	no	10.000%	23.12.2010	EUR	0.00%	0.00%
COSI EFGQH	10847548	ABB, Credit Suisse, Novartis	69.00%	no	10.000%	21.01.2011	CHF	0.00%	0.00%
COSI EFGQI	10847549	ABB, Actelion, Adecco	71.00%	yes	10.000%	21.01.2011	CHF	0.00%	0.00%
COSI EFGQJ	10847550	Credit Suisse, Deutsche Bank, BNP	60.00%	no	10.000%	21.01.2011	EUR	0.00%	0.00%
COSI EFGQK	10847551	Daimler, Siemens, Bayer	68.00%	no	10.000%	21.01.2011	EUR	0.00%	0.00%
COSI EFGQL	10847552	Caterpillar, Goldcorp, NEWMONT MINING CORP	57.00%	no	10.000%	21.01.2011	USD	0.00%	0.00%
COSI EFGQM	10847553	Alcoa, General Electric, 3M	60.00%	no	10.000%	21.01.2011	USD	0.00%	0.00%
COSI EFGQN	10847554	Microsoft, Apple, Potash Corp SAS	62.00%	no	10.000%	21.01.2011	USD	0.00%	0.00%
COSI EFGQZ	10917873	Gazprom (ADR), Lukoil (ADR), Vimpelcom (ADR)	62.00%	no	10.000%	03.02.2011	CHF	0.00%	0.00%
COSI EFGRA	10917874	UBS, Swiss Re, Julius Baer	72.00%	no	10.000%	03.02.2011	CHF	0.00%	0.00%
COSI EFGRB	10917875	Credit Suisse, Swiss Life, CF Richemont	72.00%	no	10.000%	03.02.2011	CHF	0.00%	0.00%
COSI EFGRC	10917876	BMW, Daimler, Volkswagen	62.00%	no	10.000%	03.02.2011	EUR	0.00%	0.00%
COSI EFGRD	10917877	BHP BILLITON PLC, Rio Tinto, XSTRATA PLC	66.00%	no	10.000%	03.02.2011	EUR	0.00%	0.00%
COSI EFGRE	10917878	Apple, Research in Motion, PALM INC	49.00%	yes	13.000%	03.02.2011	USD	0.00%	0.00%
COSI EFGRG	10917881	Credit Suisse, Zurich Financial, Novartis	69.00%	no	8.000%	19.01.2011	CHF	0.00%	0.00%
n/a	10917912	Gazprom, Lukoil, Vimpelcom (ADR)				25.01.2011	USD	95.20%	96.20%
n/a	10917957	Roche, Novartis, Swatch	78.00%	yes	9.000%	03.02.2011	CHF	88.00%	89.00%
n/a	10991420	BMW, Daimler, Volkswagen	62.00%	no	10.000%	04.02.2011	EUR	114.70%	115.70%
EFHAU	11062277	BHP Billiton, Rio Tinto, Xstrata	69.00%	no	11.000%	14.03.2011	CHF	0.00%	0.00%
EFHAV	11062278	Credit Suisse, UBS, Julius Baer	69.00%	no	10.000%	14.03.2011	CHF	0.00%	0.00%
EFHAW	11062279	Gazprom (ADR), Lukoil (ADR), Vimpelcom (ADR)	69.00%	no	10.000%	14.03.2011	CHF	0.00%	0.00%
EFHAX	11062280	Renault, Daimler, Volkswagen	69.00%	no	10.000%	14.03.2011	CHF	0.00%	0.00%
EFHAY	11062281	UBS, Nestle, CF Richemont	69.00%	no	9.000%	14.03.2011	CHF	0.00%	0.00%
EFHAZ	11062282	ABB, Credit Suisse, Roche	69.00%	no	8.000%	14.03.2011	CHF	0.00%	0.00%
EFHBA	11062283	Credit Suisse, Novartis, Swatch	69.00%	no	8.000%	14.03.2011	CHF	0.00%	0.00%
EFHBB	11062284	Statoil, Petroleum Geo-Services, Yara International	69.00%	yes	8.000%	14.03.2011	CHF	0.00%	0.00%
EFHBC	11062285	ABB, Holcim, Nestle	69.00%	no	7.500%	14.03.2011	CHF	0.00%	0.00%
EFHBD	11062286	BNP, Total, Sanofi-Aventis	69.00%	no	10.000%	14.03.2011	EUR	0.00%	0.00%
EFHBE	11062287	Deutsche Bank, Siemens, E.ON	69.00%	no	9.000%	14.03.2011	EUR	0.00%	0.00%
EFHBF	11062288	Deutsche Telekom, Deutsche Post, Deutsche Lufthansa	69.00%	no	8.000%	14.03.2011	EUR	0.00%	0.00%
EFHBG	11062289	BASF, Sanofi-Aventis, Fresenius Medical Care	69.00%	no	7.500%	14.03.2011	EUR	0.00%	0.00%
EFHBH	11062290	Syngenta, K+S AG, Bayer	69.00%	no	7.500%	14.03.2011	EUR	0.00%	0.00%
EFHBI	11062291	Freeport-McMoran Copper, Kinross Gold Corp, Anglogold Ashanti-Spon	69.00%	no	12.000%	14.03.2011	USD	0.00%	0.00%
EFHBJ	11062292	Norilsk Nickel (ADR), Novatek (GDR), Surgutneftegaz (ADR)	69.00%	no	9.000%	14.03.2011	USD	0.00%	0.00%
EFHBK	11062293	Microsoft, Google, Apple	69.00%	no	8.000%	14.03.2011	USD	0.00%	0.00%
EFHBL	11062294	Barrick Gold Corp, Goldcorp Inc, Newmont Mining Corp	69.00%	no	8.000%	14.03.2011	USD	0.00%	0.00%
EFHBM	11062295	Royal Dutch Shell, BP PLC, Xstrata	69.00%	yes	10.000%	14.03.2011	GBP	0.00%	0.00%
EFHBN	11062296	Bank Pekao, KGHM Polska Miedz, Polski Koncern Naftowy	69.00%	no	11.000%	14.03.2011	PLN	0.00%	0.00%
n/a	11108061	ABB, Holcim, Swiss Re	72.00%	no	9.000%	15.03.2011	CHF	94.70%	95.70%
n/a	11152806	ABB, Credit Suisse, Roche	69.00%	no	7.500%	08.04.2011	CHF	92.10%	93.10%
n/a	11152807	Microsoft, Google, Apple	69.00%	no	7.500%	08.04.2011	USD	90.05%	91.05%
n/a	11152808	BHP Billiton, Rio Tinto, Xstrata	69.00%	yes	10.660%	08.04.2011	AUD	87.35%	88.35%
n/a	11152809	UBS, Nestle, CF Richemont	69.00%	no	7.000%	08.04.2011	CHF	100.70%	101.70%
EFHHA	11209439	Air France - KLM, Deutsche Lufthansa, British Airways	65.00%	no	8.090%	25.10.2010	CHF	0.00%	0.00%
n/a	11288166	Toyota, Sony, Toshiba	80.00%	no	7.730%	11.05.2011	EUR	83.30%	84.30%

Tuesday, 7th September 2010

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