Doubled-Up Worst of Barrier Reverse Convertible On

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  • 8/9/2019 Doubled-Up Worst of Barrier Reverse Convertible On

    1/1

    Coupon 8% Guaranteed + 8% Conditional - American Barrier at 69% - 1 Year - CHFDetails Redemption

    suer EFG Financial Products

    uarantor EFG International On 22.03.2010 Client pays CHF 1000 (Denomination)

    Rating: Fitch A

    nderlying NESTLE SA-REG On 22.03.2011

    bg Ticker NESN VX Equi ty HOLN VX Equit y CSGN VX Equi ty Scenario 1: if the Underlyings have never traded at or below the Barrier level

    rike Level (100%) CHF 53.85 CHF 75.45 CHF 53.1 a.

    arri er Level (69%) CHF 37.46 CHF 52.06 CHF 36.64

    onversion Ra tio 18.5701

    itial Fixing Date 15.03.2010 b.

    ayment Date 22.03.2010

    aluation Date 15.03.2011

    aturity Date 22.03.2011

    U Saving Tax Option Premium Component 7.52% p.a. Scenario 2: if one or more Underlyings traded at least once at or below the Barrier

    Interest Component 0.48% p.a. a.

    etails Physical Settlement American Barrier

    IN CH0111080658

    aloren 11108065 b.

    X Symbol Not Listed

    haracteristics

    A guaranteed Coupon of 8% in fine 1. Maximum return limited to 16% in fine

    Opportunity to double the Coupon if all the Underlyings close above their Strike level 2. Exposure to volatility changes

    Protection against 31% drop in Underlyings' price

    Lower volatility than direct equity exposure

    Secondary market as liquid as a share

    Optimization of EU Tax components

    Historical Chart

    importer depuis la deuxieme feuille

    ontacts

    ppo Colombo Nathanael Gabayuno Frateschi Sofiane Zaiem

    anislas Perromat +41 22 918 70 05

    ejandro Pou Cuturi Live prices at www.efgfp.com77 93 15 11 66

    oubled-Up Worst of Barrier Reverse Convertible on NESTLE, HOLCIM and CREDIT

    UISSE

    HOLCIM LTD-REG CREDIT SUISSE GROUP AG-

    REG

    If all the Underlyings are above their Strike Level on the Valuation Date,

    the Investor will receive a Cash Settlement in CHF equal to:

    Denomination + 2 Coupons of 8% (Total return: 116%)13.2538 18.8324

    The Underlyingsperformance inthe past does not constitutea guarantee for t heirfuture performance.The financial products' valueis subject to market fluctuation, what can leadt o apartial or total lo ss of t he invested capital.The purchaseof the financial products triggers costs and fees. EFG

    ncial Products AG and/or another related company mayoperate as market makerfo r the financial products,may tradeas principal,and mayconclude hedgingtransactions. Such activity mayinfluence the market price,the price movement, or the liquidityof the financial products. EFG Financial

    ucts A G All rights reserved.

    One or more Underlyings traded at least once at or below the Barrier Level,

    and at least one Underlying closes below its Strike Level on the Valuation Date

    Worst case scenario_______________________________________________________________

    Risks_____________________________________________________________________________portunities_________________________________________________________________

    olcim Ltd. produces building materials. The Company produces and markets ready-mixed concrete, cement, clinker, and admixtures. The Company also provides consulting and

    gineering services in all areas of the cement manufacturing process. Holcim, through subsidiari es, operates cement manufacturing facili ties around the world.

    publication serves onlyfor information purposes andis not research;it constitutes neithera recommendation for the purchaseof financial instruments nor an offer or an invitation for an o ffer.No responsibilityis taken for the correctness of this information.The financial instruments mentioned in

    document arederivative instruments.Theydo not qualifyas units o f a collectiveinvestment scheme pursuant to art.7 et s eqq.of the Swiss Federal Act on Collective Investment Schemes (CISA) and aretherefore neither registered nor supervised by the Swiss FinancialM arket SupervisoryAuthority

    MA. Investors bear the credit risk of the issuer/guarantor. Before investing inderivative instruments, Investors are highly recommended to ask their financial advisor fo r advice specificallyfocused o n the Investors financial situation;the information contained in this document does not substitute

    advice.This publication does not constitute a simplified prospectus pursuant to art. 5C ISA,or a listing prospectus pursuant to art. 652a or 1156 of the Swiss Code of Obligations.The relevant product do cumentation can be obtained directlyat EFG Financial P roducts AG: Tel. +41(0)58800 1111,F ax

    0)58 800 1010, or via e-mail: termsheet@efg fp.com. Selling restrict ions apply fo r Europe, Hong Ko ng, Singapore, the USA, US persons , and the United Kingdom (the iss uance is subject t o Swiss

    If at least one Underlying is at or below its Strike Level on the Valuation Date,

    the Investor will receive a Cash Settlement in CHF equal to:

    Denomination + 1 Coupon of 8% (Total return: 108%)

    If at least one Underlying is at or below its Strike Level on the Valuation Date,

    the Investor will receive a predefined round number (i.e. Conversion Ratio) of

    the Underlying with the Worst Performance per Denomination + 1 Coupon of

    8%

    If all the Underlyings are above their Strike Level on the Valuation Date,

    the Investor will receive a Cash Settlement in CHF equal to:

    Denomination + 2 Coupons of 8% (Total return: 116%)

    Redemption: Shares of the Worst performing Underlying + Coupon of 8% in fine

    derlying____________________________________________________________________________________________________________________________________________________________________

    estleSA is a multinational packaged food company that manufactures and markets a wide range of food products. The Company's product lines include milk, chocolate, confectionery,

    ttled water, coffee, creamer, food seasoning and pet foods.

    demption: Denomination + 16% in fine ( Two coupons of 8%)

    the Underlyings close above their respective Strike level

    st case scenario____________________________________________________________

    redit Suisse Group AG i s an international fi nancial services group. The Group provides investment banking, private banki ng, and asset management services to customers l ocated around

    world.

    20%

    40%

    60%

    80%

    100%

    120%

    140%

    Feb-08 Jun-08 Oct-08 Feb-09 Jun-09 Oct-09 Feb-10

    Nestle

    Holcim

    Credit Suisse

    Christophe Spanier+41 58 800 10 45

    Redemption:

    Denomination + Coupon of 8% in fine

    Redemption: Shares of the Worst Performing

    Underlying + Coupon of 8% in fine

    Redemption:

    Denomination + Coupon of 16% in fine

    31% Protection

    Strike: 100% of Spot Reference

    Barrier: 69% of Strike Level