Worst of Autocall Certificate With Memory Effect

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  • 8/9/2019 Worst of Autocall Certificate With Memory Effect

    1/1

    6.5% p.a. Semestrial Conditional Coupon with Memory Effect - European Barrier at 70% - 3 Years - EURDetails Redemption

    suer EFG Financial Products

    Guarantor EFG International On 02.07.2010 Client pays EUR 1000 (Denomination)

    Rating: Fitch A

    nderlying ARCELORMITTAL COMPAGNIE DE SAINT-

    GOBAIN

    CREDIT AGRICOLE SA FRANCE TELECOM SA

    bg Ticker MT NA Equity SGO FP Equity ACA FP Equity FTE FP Equity

    trike Level (100%) EUR 31.285 EUR 35.79 EUR 12.34 EUR 17.78 If all the Underlyings close above their Coupon Trigger Level:

    utocall Level (100%) EUR 31.285 EUR 35.79 EUR 12.34 EUR 17.78 The Investor will receive a ( N x 8.25%) Coupon

    arrier Level (70%) EUR 21.90 EUR 25.05 EUR 8.64 EUR 12.45

    Coupon Trigger (70%) EUR 21.90 EUR 25.05 EUR 8.64 EUR 12.45 On top of the Coupon, if all the Underlyings close above their Autocall Trigger Level:

    Conversion Ratio 31.9642 27.9408 81.0373 56.2430

    nitial Fixing Date 21.06.10

    ayment Date 02.07.10

    aluation Date 21.06.13

    Maturity 02.07.13 On 02.07.2013 Client receives (if the product has not been early redeemed):

    etails Physical Settlement Semestrial Autocall and Coupon Observation

    European Barrier a.

    SIN CH0111080237

    aloren 11108023

    X Symbol EFHDP

    b.

    Characteristics

    Semestrial opportunity to rec eive a 8.25% Coupon (16.5% p.a.) and to be early redeemed.

    Memory effect feature: if the Coupon is not paid on one observation date, it is not lost

    Your capital is pro tected against a decrease o f 30% at maturity

    Secondary market as liquid as equity markets

    Historical Chart

    importer depuis la deuxieme feuille

    Contacts

    ppo Colombo Nathanael Gabayuno Frateschi Sofiane Zaiem

    anislas Perromat +41 22 918 70 05

    ejandro Pou Cuturi Live prices at www.efgfp.com377 93 15 11 66

    If the Worst Performing Underlying closes at or below the Barrier Level on the Valuation date:

    The Investor wil l receive a predefined round number ( i.e Convertion Ratio) o f the worst

    performing Underlying per Product

    Redemption: Shares of the worst performing Underlying

    rance Telecom SA provides telecommunications services to residential, professional, and large business customers. The Company offers public fixed-linetelephone, leased lines and data transmission, mobile telecommunications, cable

    evision, Internet and wireless appli cations, and broadcasting services, and telecommunications equipment sales and rentals.

    with N being the number of semesters since the last Coupon (or since inception

    if no Coupon has been paid so f ar)

    Compagniede Saint-Gobain manufacturesglass products, high-performance materials, and construction materials. The Company producesflat glass, insulation, and glass containers, high-performance ceramics, plastics, and abrasives,

    d building materials such as roofing, wall facings, mortars, and ductile cast iron pipe. Saint-Gobain also retails building materials.

    derlying_____________________________________________________________________________________________________________________________________________________________________________________________

    rcelorMittal produces steel. The Company manufactures cold rolled, electrogalvanized and coated steels, slabs, special quality bar s, and wire rods. Ar celor Mittal has steel making operations in Europe, the Americas, Asia, and Afri ca.

    Credit Agricole S.A. is the lead bank of the Credit Agricole Group. TheCompany acts as the central bank of the Group, coordinates its sales and marketing strategy andensures the liquidity & solvency ofeach ofthe Caisses Regionales.

    edit Agricole S.A., through its subsidiar ies, designs and manages specialized financial products that are distri buted primarily by the Caisses Regionales.

    If the Worst Performing Underlying closes above the Coupon Trigger Level on the Valuation date:

    The Investor will receive a Cash Settlement in EUR equal to:

    Denomination + (N x 8.25%) Coupon

    The product is early redeemed and the Investor receives a Cash Settlement in EUR equal to:

    Denomination. The product expires.

    The Underlyingsperformance inthepast does not constitute a guarantee for their futureperformance. Thefinancial products' value is subject to market fluctuation,what can lead to a partialor to talloss of the invested capital. Thepurchase of the financial products triggers costs and fees. EFG Financial Products AG and/oranot her relatedcompany mayoperate as market

    er for th e financial products, may trade as principal, and may conclude hedging transactio ns. Such activity may influence the market price, the price movem ent, or the liquidity of the financial products. EFG Financial Product s AG All rights reserved.

    Worst case scenario_______________________________________________________________________________

    Risks______________________________________________________________________________________________pportunities______________________________________________________________________

    publication serves only for information purposes and is not research; it constitutes neither a recommendation fo r the purchase of financial instruments nor an off er or an invitation for an offer. No responsibility is taken for the correctness of this information. Thefinancial instruments mentioned inthis doc ument are derivativeinstruments. Theydo not qualify as units o f a

    ectiveinvestment schemepursuant to art.7 et seqq.of the Swiss FederalAct on Collective Investment Schemes (CISA) and are therefore neitherregistered norsupervised bythe Swiss Financial M arket Supervisory AuthorityFINMA . Investors bear thecredit risk o f the issuer/guarantor. B efore investing in derivative instruments,Investors are highly recommendedto ask their

    ncial advisorfor advice specificallyfocused on the Investors financialsituation;theinformation containedin this document does not substitutesuch advice.This publication does not constitute a simplifiedprospectus pursuant to art.5 CISA,or a listing prospectus pursuant to art.652ao r1156o f the Swiss Codeof Obligations.Therelevant product documentationcan be obtained

    ctly at EFG Financial P roducts AG: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-m ail: [email protected] m. Selling restrictio ns apply for Euro pe, Hong Ko ng, Singapore, the USA, US persons, and t he United Kingdom (t he issuance is subjec t to Swiss

    demption: Denomination + 6 Coupons of 8.25% (Total return: 149.5%)

    e Worst Performing Underlying closes between the Coupon Tr igger and the Autocall Level on each

    bservation date, and closes at or above the Coupon Trigger Level on the Valuation Date

    st case scenario_________________________________________________________________

    The Worst Performing Underlying has never closed above the CouponTrigger Levelandit closes

    below the Barrier Level on the Valuation Date.

    1. I f on the Valuat ion Date, at least one Underlying closes at or below its Bar rier Level, the

    Investor will suffer a loss reflecting the performance of the Underlying

    Worst Of Autocall Certificate with Memory Effect on ARCELORMITTAL, COMPAGNIE DE SAINT-GOBAIN,

    CREDIT AGRICOLE and FRANCE TELECOM

    Each Semester,

    40%

    60%

    80%

    100%

    120%

    140%

    160%

    180%

    200%

    220%

    240%

    Jun-07 Oct-07 Feb-08 Jun-08 Oct-08 Feb-09 Jun-09 Oct-09 Feb-10

    ArcelorMittal

    Compagnie de SaintGobain

    Credit Agricole

    France Telecom

    Christophe Spanier+41 58 800 10 45

    Coupon Trigger and Barrier Level at 70%

    Redemption at Maturity: Shares of the

    Worst Performing Underlying

    Early Redemption: D enomination

    Observation date scenarioN Semesters since last Coupon

    Autocall Level at 100%

    (N x 8.25%) Coupon is paid