Barrier Reverse Convertible

Name
Prefix | Suffix
CCY Valor number
ISIN
Bid
Bid Size
Ask
Ask Size
Issuer
Symbol
Maturity Date
14 3/4 % Reverse Convertible Certificate | 2007-26.10.08 on a Basket of Index and Shs -In Default-
CHF
2712088
CH0027120887
-
-
-
-
Lehman Brothers Securities NV
14.75 Bskt/Leh 08
10/26/2008
7 % Barrier Reverse Convertible Certificate | 2008-15.2.10 on a Basket of Indices Reg-S -In Default-
CHF
3689108
CH0036891080
-
-
-
-
Lehman Brothers Treasury Bv
7 Basket/Lehman 10
02/15/2010
11 % Callable Barrier Reverse Convertible Certificates | 2008-4.7.11 on a Basket of Indices Reg-S -In Default-
CHF
4308862
CH0043088621
-
-
-
-
Lehman Brothers Treasury Bv
11 Basket/LEH 11
07/04/2011
5 % Reverse Convertible | 2016-01.03.18 (Exp.22.02.18) on Indices
EUR
34755698
CH0347556984
-
-
-
-
BNP Paribas Issuance B.V.
5 BSKT/BNP 18
03/01/2018
5.44 % Reverse Convertible | 2020-13.10.21 (Exp.06.10.21) on Indices
USD
57063955
CH0570639556
-
-
-
-
Credit Suisse AG, London Branch
5.44 BSKT/CSL 21
10/13/2021
2 % Reverse Convertible | 2020-13.10.21 (Exp.06.10.21) on Indices
CHF
46162774
CH0461627744
-
-
-
-
Goldman Sachs International
2 BSKT/GSIL 21
10/13/2021
4.063 % Reverse Convertible | 2020-13.10.21 (Exp.05.10.21) on Indices
CHF
53224228
CH0532242283
-
-
-
-
SG Issuer SA
4.063 BSKT/SGI 21
10/13/2021
5.26 % Reverse Convertible | 2020-13.10.21 (Exp.05.10.21) on Indices
USD
57115963
CH0571159638
-
-
-
-
UBS AG, London Branch
5.26 BSKT/UBSL 21
10/13/2021
4.95 % Reverse Convertible | 2020-13.10.21 (Exp.06.10.21) on Indices
CHF
57390266
CH0573902662
-
-
-
-
Vontobel Financial Products Ltd
4.95 BSKT/VOND 21
10/13/2021
4.85 % Reverse Convertible | 2020-14.10.21 (Exp.07.10.21) on Indices
EUR
57390423
CH0573904239
-
-
-
-
Vontobel Financial Products Ltd
4.85 BSKT/VOND 21
10/14/2021
5.377144 % Reverse Convertible | 2019-15.10.21 (Exp.07.10.21) on Indices
CHF
50136511
CH0501365115
-
-
-
-
SG Issuer SA
5.37714 BSKT/SGI 21
10/15/2021
5.36883 % Reverse Convertible | 2019-15.10.21 (Exp.07.10.21) on Indices
CHF
50136510
CH0501365107
-
-
-
-
SG Issuer SA
5.36883 BSKT/SGI 21
10/15/2021
3.9 % Reverse Convertible | 2018-18.10.21 (Exp.13.10.21) on Indices
CHF
43779118
CH0437791186
-
-
-
-
Credit Suisse AG, London Branch
3.9 BSKT/CSL 21
10/18/2021
2.21 % Reverse Convertible | 2019-18.10.21 (Exp.13.10.21) on Indices
CHF
50427748
CH0504277481
-
-
-
-
Credit Suisse AG, London Branch
2.21 BSKT/CSL 21
10/18/2021
4.95 % Reverse Convertible | 2021-18.10.21 (Exp.11.10.21) on Indices
EUR
58805042
CH0588050424
-
-
-
-
UBS AG, London Branch
4.95 BSKT/UBSL 21
10/18/2021
4.95 % Reverse Convertible | 2021-18.10.21 (Exp.11.10.21) on Indices
EUR
58805042
CH0588050424
-
-
-
-
UBS AG, London Branch
4.95 BSKT/UBSL 21
10/18/2021
6.65 % (3.32 % p.a.) Reverse Convertible | 2019-18.10.21 (Exp.11.10.21) on Indices
CHF
49833281
CH0498332813
-
-
-
-
Vontobel Financial Products Ltd
6.65 BSKT/VOND 21
10/18/2021
1 % Reverse Convertible | 2019-18.10.21 (Exp.12.10.21) on Indices
USD
49133888
CH0491338882
-
-
-
-
Credit Suisse AG, London Branch
1 BSKT/CSL 21
10/18/2021
6.1 % Reverse Convertible | 2019-18.10.21 (Exp.01.10.21) on Indices
USD
49586373
XS2027736649
-
-
-
-
SG Issuer SA
6.1 BSKT/SGI 21
10/18/2021
8.35 % (4.17 % p.a.) Reverse Convertible | 2019-18.10.21 (Exp.11.10.21) on Indices
GBP
49833197
CH0498331971
-
-
-
-
Vontobel Financial Products Ltd
8.35 BSKT/VOND 21
10/18/2021
3.12 % Reverse Convertible | 2020-19.10.21 (Exp.12.10.21) on Indices
CHF
50492302
CH0504923027
-
-
-
-
J.P.Morgan Structured Products B.V.
3.12 BSKT/JPMS 21
10/19/2021
3.3 % Reverse Convertible | 2020-19.10.21 (Exp.12.10.21) on Indices
EUR
57064211
CH0570642113
-
-
-
-
Credit Suisse AG, London Branch
3.3 BSKT/CSL 21
10/19/2021
3.6 % Reverse Convertible | 2018-19.10.21 (Exp.12.10.21) auf Indizes
CHF
43126730
CH0431267308
-
-
-
-
Raiffeisen Schweiz Genossenschaft
3.6 BSKT/RAIF 21
10/19/2021
2.3 % Reverse Convertible | 2019-21.10.21 (Exp.14.10.21) auf Basket
CHF
49783819
CH0497838190
-
-
-
-
Raiffeisen Schweiz Genossenschaft
2.3 BSKT/RAIF 21
10/21/2021
6 % Reverse Convertible | 2020-21.10.21 (Exp.14.10.21) on Indices
CHF
53850055
CH0538500551
-
-
-
-
UBS AG, London Branch
6 BSKT/UBSL 21
10/21/2021