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Oct 10, 2012

Eurex

Julius Bär basket: Capital increase of Julius Bär Group AG

Due to the capital increase of Julius Bär Group AG, the number of Julius Bär Group AG shares in the Julius Bär basket (BAEB) has changed as follows:

1.035263 (old 1.011377 divided by the R-factor 0.97692757)

As of 10 October 2012, the Julius Bär basket therefore contains 1.035263 Julius Bär Group AG shares as well as 1.000000 GAM Holding AG shares.              

Upon exercise of the basket option, for one contract (50 shares), a basket consisting of now 51.7632 Julius Bär Group AG shares and unchanged 50 GAM Holding AG shares has to be delivered against payment of contract size (50) x strike price. On exercise day, 0.7632 shares will be settled in cash at the closing price of the Julius Bär Group AG share at SIX Swiss Exchange, i.e. will automatically be reduced from the actual amount.

Delivery of one contract = 51 Julius Bär Group AG shares + 50 GAM Holding AG shares + 0.7632 Julius Bär Group AG shares (will automatically be reduced from the actual amount).

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