Worst of Barrier Reverse Convertible on CREDIT

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  • 8/9/2019 Worst of Barrier Reverse Convertible on CREDIT

    1/1

    oupon 10% in fine - 1 Year - American Barrier at 70% - CHF

    etails Redemption

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

    Rating: Fitch Anderlying CREDIT SUISSE GROUP

    AG-REG On 01.04.2011 Client receiv es a Coupon of 10% in fine plus:g Ti cker CSGN VX Equity NESN VX Equity

    ike Level (100%) CHF 53.1 CHF 53.8rri er Level (70%) CHF 37.17 CHF 37.66nversion Ratio 18.8324 18.5874tial Fixing Date 12.03.10yment Date 26.03.10luation Date 25.03.11aturity Date 01.04.11 a.

    U Saving Tax Option Premium ComponentInterest Component 0.64% p.a.

    tails Physical Settlement American Barrier b.N CH0111080567loren 11108056X Symbol Not Listed

    aracteristics

    guaranteed Coupon of 10% in fine 1. Maximum return of 10% in finerotection against 30% drop in Underlying's price 2. Exposure to volatility changesower volatility than direct equity exposureecondary market as liquid as a shareptimization of EU Tax components

    storical Chart

    importer depuis la deuxieme feuille

    ntacts

    ppo Colombo Nathanael Gabayno Frateschi Sofiane Zaiemnislas Perromat +41 22 918 70 05jandro Pou Cuturi Live prices at www.efgfp.com7 93 15 11 66

    Scenario 1: if the Underlyings have never traded at or below the Barrier level

    The Investor will receive a Cash Settlement in the Settlement Currency equal to:Denomination

    Worst of Barrier Reverse Convertible on CREDIT SUISSE and NESTLE

    he Underlyingsperformancein thepast does not constitute a guaranteefor theirfuture performance.The financial products' value is subject to market fluctuation,what can lead to a partialo r tot allo ss o f the investedcapital. The purchase of the financialproducts triggers costs andf ees.nancialP roducts AG and/oranother related companymayo perate as market makerfo r thef inancialproducts, mayt rade as principal, andmay concludehedging transactions.Such activitymay influencethe market price, theprice mo vement,or t he liquidity of the financialproducts. EFGial Products AG A ll rights reserved.

    One or all the Unde rlyings tr aded below the Bar rier Level and on the FinalFixing Date close under the Strike

    Worst case scenario_______________________________________________________________

    Risks______________________________________________________________________________ ortunities_________________________________________________________________

    edit Suisse Group AG is an international financial services group. T he Group provides investment banking, pr ivate banking, and asset management services to customers locatednd the world.

    stle SA is a multinational packaged food company that manufactures and markets a wide range of food products. The Company's product li nes include milk, chocolate,ectionery, bottled water, coffee, creamer, food seasoning and pet foods.

    ublication serves only for information purposes and is not research; it constitutes neither a recommendation for the purchase of financial instruments nor an off er or an invitation fo r an off er. No responsibility is taken for the correctness of this information. The financial instrumentsoned inthis document arederivativeinstruments.Theydo not qualifyas units of a collective investment scheme pursuant to art. 7 et seqq. of the Swiss Federal Act on Co llectiveInvestment Schemes (CISA) and are thereforeneither registerednor s upervisedby the Swiss FinancialM arketisory Authority FINMA . Investors bear the credit risk o f t he issuer/guarantor. B efore investing in derivative instruments, Investors arehighly recommendedto ask their financial advisor for advice specificallyfocused o n the Investors financial situation;the information contained inthisent does not substitute such advice. This publication does not co nstitutea simplifiedprospectus pursuant to art. 5 CISA, or a listing prospectus pursuant to art. 652aor 1156o f the Swiss Code of Obligations.The relevant product documentationc an beobtained directlyat EFG Financial

    cts A G: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: termsheet@efgf p.com. Selling restri ctio ns apply for Europe, Hong Ko ng, Singapore, the USA, US persons, and the United Kingdo m (the iss uance is subject to Swiss

    Redemption: Worst performing Underlying + Coupon of 10.50% in fine

    erlying___________________________________________________________________________________________________________________________________________________________________

    9.36% p.a.

    emption: Denomination + 10% in fine

    e of the Underlyings has ever traded below the Barrier Level

    case scenario____________________________________________________________

    NESTLE SA-REG

    Scenario 2: if one or more Underlyings traded at least once at or below the Barrier

    If the Final Fixing Level of the Underlying with the Worst Performance is abovethe respective Strike Level, the Investor will receive a Cash Settlement in theSettlement Currency equal to: DenominationIf the Final Fixing Level of the Underlying with the Worst Performance is at orbelow the Strike Level, the Investor will receive a predefined round number(i.e. Conversion Ratio) of the Underlying with the Worst Performance perDenomination.

    30%

    40%

    50%

    60%

    70%

    80%

    90%

    100%

    110%

    120%

    130%

    Jan-08 Apr-08 Jul-08 Oct-08 Jan-09 Apr-09 Jul-09 Oct-09 Jan-10

    Credit Suisse

    Nestle

    Christophe Spanier +41 58 800 10 45

    Redemption: Denomination+ Coupon of 10% in fine

    30% Protection

    Redemption: Worst PerformingUnderlying +Coupon of 10% in fine

    Strike Level at 100%

    Barrier Level at 70%