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Bonus Income Notes
(2)
Securities
No.
Underlying instrument
Reference
bond issuer
Floor
Maturity
Cur.
Bid
Ask
32760351
Collateralized Secured Instrument
Reference Entities
ABB/Accelleron Basket
Nestlé
Novartis Alcon Basket
Roche
UBS Group
HP Inc.
1,000.00
20/07/2023
CHF
-
32760411
Collateralized Secured Instrument
Reference Entities
AXA
Bayer
Carrefour
E.ON Basket
Mercedes-Benz Group
HP Inc.
1,000.00
20/07/2023
EUR
Credit Linked Notes
(98)
Securities
No.
Reference
bond issuer
Coupon p.a.
Floor
Maturity
Cur.
Bid
Ask
47509273
Quanto
Reference Entities
Holcim Ltd.
1.00%
100.00%
13/05/2024
q EUR
47509864
Quanto
Reference Entities
Glencore Finance Europe SA
1.65%
100.00%
22/06/2026
q CHF
47509867
Quanto
Reference Entities
Holcim Ltd.
1.00%
100.00%
22/06/2026
q CHF
48038647
Quanto
Reference Entities
Assicurazioni Generali
1.50%
100.00%
23/06/2025
q CHF
48039535
Quanto
Reference Entities
Holcim Ltd.
1.00%
100.00%
29/05/2026
q CHF
48043417
Quanto
Reference Entities
Stellantis N.V.
1.50%
100.00%
10/08/2026
q EUR
48043430
Quanto
Reference Entities
Stellantis N.V.
1.05%
100.00%
10/08/2026
q CHF
48982588
Quanto
Reference Entities
Thyssenkrupp AG
2.60%
100.00%
27/08/2026
q CHF
48983106
Collateralized Secured Instrument
Quanto
Reference Entities
Thyssenkrupp AG
1.40%
100.00%
30/08/2024
q CHF
49829083
Quanto
Reference Entities
Thyssenkrupp AG
2.55%
100.00%
06/10/2025
q EUR
49833466
Quanto
Reference Entities
Ford Motor Co.
1.75%
100.00%
20/11/2025
q CHF
50609818
Quanto
Reference Entities
Petroleos Mexicanos SA
1.90%
100.00%
29/11/2024
q CHF
50609875
Quanto
Reference Entities
Ford Motor Co.
2.10%
100.00%
20/11/2026
q CHF
50611191
Quanto
Reference Entities
Microsoft Corp.
2.05%
100.00%
13/11/2023
q USD
51554283
Quanto
Reference Entities
Glencore Finance Europe SA
1.25%
100.00%
01/02/2027
q CHF
51559332
Quanto
Reference Entities
Glencore Finance Europe SA
0.50%
100.00%
14/02/2025
q CHF
52761972
Quanto
Reference Entities
Holcim Ltd.
2.20%
100.00%
26/03/2027
q CHF
52763850
Quanto
Reference Entities
Volkswagen AG
1.80%
100.00%
30/04/2025
q CHF
53668560
Quanto
Reference Entities
Shell PLC
0.60%
100.00%
24/04/2023
q CHF
55903634
Quanto
Reference Entities
Aegon N.V.
1.25%
100.00%
09/09/2027
q CHF
55904973
Quanto
Reference Entities
Zurich Insurance Co Ltd.
0.05%
100.00%
20/06/2025
q CHF
56741727
Quanto
Reference Entities
Aegon N.V.
1.30%
100.00%
06/09/2027
q CHF
56742746
Quanto
Reference Entities
General Electric
1.60%
100.00%
07/10/2027
q CHF
56745952
Quanto
Reference Entities
Volkswagen AG
1.70%
100.00%
09/10/2025
q USD
57390297
Quanto
Reference Entities
Petroleos Mexicanos SA
3.90%
100.00%
27/10/2023
q CHF
57390308
Quanto
Reference Entities
Petroleos Mexicanos SA
4.00%
100.00%
27/10/2023
q EUR
58150736
Quanto
Reference Entities
Ineos Group Holdings Ltd
2.50%
100.00%
16/12/2025
q CHF
58150746
Quanto
Reference Entities
Ineos Group Holdings Ltd
2.65%
100.00%
16/12/2025
q EUR
58155021
Quanto
Reference Entities
Ford Motor Co.
2.40%
100.00%
08/01/2024
q USD
59300080
Quanto
Reference Entities
Renault SA
2.30%
100.00%
28/01/2026
q USD
115645873
Quanto
Reference Entities
HSBC Holdings PLC
3.50%
100.00%
10/02/2025
q CNH
115645926
Quanto
Reference Entities
BNP Paribas
3.45%
100.00%
10/02/2025
q CNH
115646375
Quanto
Reference Entities
Stellantis N.V.
1.50%
100.00%
25/02/2027
q CHF
115646381
Quanto
Reference Entities
ArcelorMittal
1.80%
100.00%
25/02/2027
q CHF
116621923
Quanto
Reference Entities
Holcim Ltd.
2.10%
100.00%
13/05/2027
q CHF
116621940
Quanto
Reference Entities
Assicurazioni Generali
1.85%
100.00%
13/05/2027
q CHF
116621944
Quanto
Reference Entities
VW Intl Finance
2.15%
100.00%
13/05/2027
q CHF
116621946
Quanto
Reference Entities
Assicurazioni Generali
2.00%
100.00%
13/05/2027
q EUR
116621948
Quanto
Reference Entities
VW Intl Finance
2.30%
100.00%
13/05/2027
q EUR
116621950
Quanto
Reference Entities
Holcim Ltd.
2.30%
100.00%
13/05/2027
q EUR
118298916
Quanto
Reference Entities
The Goldman Sachs Group, Inc.
2.10%
100.00%
01/07/2025
q CHF
118299805
Quanto
Reference Entities
General Electric
2.75%
100.00%
15/07/2025
q EUR
118299809
Quanto
Reference Entities
General Electric
2.25%
100.00%
15/07/2025
q CHF
123397348
Quanto
Reference Entities
The Goldman Sachs Group, Inc.
2.15%
100.00%
13/01/2025
q CHF
123397349
Quanto
Reference Entities
HeidelbergCement
3.85%
100.00%
13/01/2025
q EUR
123398245
Quanto
Reference Entities
Continental
2.75%
100.00%
14/12/2026
q CHF
124602533
Quanto
Reference Entities
Nestle Hldgs
3.20%
100.00%
06/02/2024
q EUR
34838211
Quanto
Reference Entities
Holcim Ltd.
1.55%
100.00%
30/01/2025
q EUR
34838213
Quanto
Reference Entities
Holcim Ltd.
1.00%
100.00%
30/01/2025
q CHF
35449133
Quanto
Reference Entities
Holcim Ltd.
1.60%
100.00%
24/02/2025
q EUR
35449135
Quanto
Reference Entities
Holcim Ltd.
1.00%
100.00%
24/02/2025
q CHF
43230729
Quanto
Reference Entities
Holcim Ltd.
1.00%
100.00%
28/09/2023
q CHF
43230730
Quanto
Reference Entities
Holcim Ltd.
1.30%
100.00%
28/09/2023
q EUR
44191969
Quanto
Reference Entities
Holcim Ltd.
1.40%
100.00%
20/12/2023
q CHF
44193632
Quanto
Reference Entities
Holcim Ltd.
1.80%
100.00%
20/12/2023
q EUR
46468700
Quanto
Reference Entities
Holcim Capital Corp.
1.30%
100.00%
27/03/2026
q CHF
46975321
Quanto
Reference Entities
Auchan Holding SA
1.50%
100.00%
08/04/2024
q CHF
44993594
Quanto
Reference Entities
Volkswagen AG
1.20%
100.00%
13/02/2024
q CHF
44993596
Quanto
Reference Entities
Volkswagen AG
1.60%
100.00%
13/02/2024
q EUR
46466568
Quanto
Reference Entities
Volkswagen AG
1.25%
100.00%
28/02/2025
q CHF
46466879
Quanto
Reference Entities
Volkswagen AG
1.25%
100.00%
19/02/2024
q CHF
36666507
Quanto
Reference Entities
Glencore Finance Europe SA
1.40%
100.00%
02/06/2023
q CHF
36666579
Quanto
Reference Entities
Glencore Finance Europe SA
2.00%
100.00%
02/06/2023
q EUR
37209046
Quanto
Reference Entities
Glencore Finance Europe SA
1.25%
100.00%
28/07/2023
q CHF
43698349
Quanto
Reference Entities
BANCO BILBAO VIZCAYA ARGENTARIA, SOCIED
4.90%
100.00%
28/08/2023
q USD
37738672
Quanto
Reference Entities
Glencore Finance Europe SA
1.35%
100.00%
30/09/2024
q CHF
38289687
Quanto
Reference Entities
Glencore Finance Europe SA
1.20%
100.00%
28/10/2024
q CHF
39477400
Quanto
Reference Entities
Glencore Finance Europe SA
1.20%
100.00%
31/01/2025
q CHF
39477405
Quanto
Reference Entities
Glencore Finance Europe SA
1.75%
100.00%
31/01/2025
q EUR
44192864
Quanto
Reference Entities
Glencore Finance Europe SA
2.20%
100.00%
20/12/2023
q EUR
44192867
Quanto
Reference Entities
Glencore Finance Europe SA
1.75%
100.00%
20/12/2023
q CHF
44991068
Quanto
Reference Entities
Glencore Finance Europe SA
2.00%
100.00%
20/12/2023
q CHF
45932509
Quanto
Reference Entities
Glencore Finance Europe SA
1.65%
100.00%
15/02/2024
q CHF
43700150
Quanto
Reference Entities
Assicurazioni Generali
1.20%
100.00%
19/10/2023
q CHF
43700151
Quanto
Reference Entities
Assicurazioni Generali
1.50%
100.00%
19/10/2023
q EUR
34838209
Quanto
Reference Entities
Assicurazioni Generali
1.25%
100.00%
30/01/2024
q CHF
34838210
Quanto
Reference Entities
Assicurazioni Generali
1.80%
100.00%
30/01/2024
q EUR
35448583
Quanto
Reference Entities
Assicurazioni Generali
1.15%
100.00%
09/02/2024
q CHF
35448585
Quanto
Reference Entities
Assicurazioni Generali
1.60%
100.00%
09/02/2024
q EUR
35448638
Quanto
Reference Entities
Assicurazioni Generali
1.20%
100.00%
31/01/2024
q CHF
45934474
Quanto
Reference Entities
Assicurazioni Generali
1.15%
100.00%
06/03/2024
q CHF
46975593
Quanto
Reference Entities
Assicurazioni Generali
1.50%
100.00%
28/04/2025
q CHF
46975594
Quanto
Reference Entities
Assicurazioni Generali
2.00%
100.00%
28/04/2025
q EUR
43700882
Quanto
Reference Entities
Markit iTraxx® Europe Senior Financial Index
1.70%
100.00%
20/12/2023
q EUR
43700878
Quanto
Reference Entities
Markit iTraxx® Europe Crossover Index
4.50%
100.00%
20/12/2023
q CHF