8/9/2019 Reverse Convertible on CITIGROUP Coupon 3.62% In

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everse Convertible on CITIGROUPoupon 3.62% in fine (14.17% p.a.) - 3 Months - USD

etails Redemption

uer EFG Financial Productsarantor EFG International On 26.03.2010 Client pays USD 1000 (Denomination)

Rating: Fitch A

derlying CITIGROUP IN C On 28.06.2010 Client receiv es 3.62% in fine (14.17% p.a.) Coupong Ticker C US Equity

yment Date 26.03.10 PLUSluation Date 21.06.10aturity 28.06.10 Scenario 1: if the Final Fixing Level is above the Strike Levelike USD 4.09

U Saving Tax Option Prem ium Component 3.62% (14.17% p.a.)Interest Component 0% (0% p.a.)

tails Physical Settlement Scenario 2: if the Final Fixing Level is at or below the Strike Levelnversion Rati o 244.4988N CH0111080591loren 11108059X Symbol not listed

aracteristics

guaranteed Coupon of 3.62% in fine (14.17% p.a.) 1. M aximum yield is limited to 3.62% in fine (14.17% p.a.)2. Exposure to v olatility changes

ower v olatility than direct equity exposureptimization of EU Tax componentsecondary market as liquid as a share

storical Chart

importer depuis la deuxieme feuille

ntactsppo Colombo Nathanael Gabay

no Frat eschi Sofiane Zaiemnislas Perromat +41 22 918 70 05jandro Pou Cuturi Live prices at www.efgfp.com7 93 15 11 66

Worst case scenario___________________________________________________________

Risks__________________________________________________________________________ ortunities______________________________________________________________

case scenario_________________________________________________________

he Underlyingsperformance in thepast does not constitute a guaranteefo r their futureperformance.The financial products' valueis subject to market fluctuation, what canlead to a partialor total loss of the invested capital.The purchase of the financial products triggersndf ees.EFG FinancialP roducts AG and/or another relatedco mpanymayo perate as market maker for thefinancialproducts, maytrade as principal,and mayconcludehedgingtransactions. Suchactivity mayinfluence them arket price, the price movement,or the liquidity

financial products. EFG Financial Products A G All rights reserved.

ublicationserves onlyfo r information purposes andis not research;it constitutes neithera recommendation for the purchase of financial instruments nor ano ffer or an invitationfo r ano ffer. No responsibility is taken for the correctness of this information. Thefinancialments mentionedin this document arederivativeinstruments.Theydo not qualifyas units of a collective investment scheme pursuant to art.7 et seqq.o f the Swiss Federal Act on Collective Investment Schemes (CISA) and aretherefore neither registered nor supervisedSwiss Financial M arket Supervisory Autho rity FINMA. Investors bear the credit risk of the issuer/guarantor. Before investing in derivative instruments, Investors are highly recommended to ask their financial advisor fo r advice specifically focused on the Investorsial situation; the information contained in this document does not s ubstitute such advice. This publication does not constitute a s implified prospectus pursuant to art. 5 CISA, or a listing prospectus pursuant to art. 652aor 1156o f the Swiss Co de of Obligations.T hent produc t do cumentatio n can be o btained directly at EFG F inancial Pro ducts A G: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: term sheet@efgfp.co m. Selling restrict ions apply fo r Europe, Ho ng Kong, Singapore, the USA, US persons , and the United Kingdom (t

emption: Denomination + Coupon of 3.62% in fine (14.17% p.a.)

Underlying closes above the Strike Level at the Final Fixing Date The Underlying closes at or below the Strike Level at the Final Fixing Date

Redemption: Underlying + Coupon of 3.62% in fine (14.17% p.a.)

The Investor will receive a Cash Settlement equal to the Denomination

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

ontingent capital protection if the Final Fixing Level is at or aboveStrike Level.

erlying_______________________________________________________________________________________________________________________________________________________

tigroup Inc. is a diversified financial services holding company that provides a broad range of financial services to consumer and corporate customersund the world. The Company's services include investment banking, retail brokerage, corporate banking, and cash management products andices.

70%

80%

90%

100%

110%

120%

130%

Aug-09 Sep-09 Oct-09 Nov-09 Dec-09

Christophe Spanier

+41 58 800 10 45

Redemption: 100% and a Coupon of 3.62% in fine (14.17% p.a.)

Redemption: Shares and a Coupon of 3.62% in fine (14.17% p.a.)

Strike: 100% of Spot Reference