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95% Capital Protection - 100% Participation - 3 Years and 3 Months - Quanto CHF

EURO STOXX 50 (Price) index is a free-float market capitalization-weighted index of 50 European blue-chip stocks from those countries participating in the EMU. The index was developed with a base value of 1000 as of December 31, 1991.

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0% found this document useful (0 votes)
3 views1 page

95% Capital Protection - 100% Participation - 3 Years and 3 Months - Quanto CHF

EURO STOXX 50 (Price) index is a free-float market capitalization-weighted index of 50 European blue-chip stocks from those countries participating in the EMU. The index was developed with a base value of 1000 as of December 31, 1991.

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© Attribution Non-Commercial (BY-NC)
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Uncapped Capital Protection on the EURO STOXX 50 (Price) Index

95% Capital Protection - 100% Participation - 3 Years and 3 Months - Quanto CHF

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International Collateral-Secured Investment On 29.04.2010 Client pays CHF 1000 (Denomination)
Rating: Fitch A No Issuer Risk
Underlying SX5E - ESTX 50€ Pr On 26.07.2010 Client receiv es:
Bbg Ticker SX5E Index
Payment Date 29.04.2010 Scenario 1: If the Final Fixing Level of the Underlying is below the Strike Level
Valuation Date 15.07.2013 The Investor will receive a Cash Settlement in the Settlement Currency equal to:
Maturity 26.07.2013 Denomination x 95%
Strike Level EUR 3007 (100% of the Spot Reference)
Details Cash Settlement Scenario 2: If the Final Fixing Level of the Underlying is at or above the Strike Level
ISIN CH0112094336
The Investor will receive a Cash Settlement in the Settlement Currency equal to:
Valoren 11209433
Denomination x (95% + 100% x (Final Fixing Level - Strike Level ) / Strike Level )
SIX Symbol EFHGX
Final Fixing Level equals to the av erage of all official closing lev els of the SX5E on
the Quarterly Observ ation Dates.

Characteristics
Underlying________________________________________________________________________________________________________________________________________________________
The EURO STOXX 50 (Price) Index is a free-float market capitalization-weighted index of 50 European blue-chip stocks from those countries participating in the
EMU. Each component's weight is capped at 10% of the index's total free float market [Link] index was developed with a base value of 1000 as of
December 31, 1991.

Opportunities______________________________________________________________ Risks__________________________________________________________________________
1. Your capital is guaranteed at 95% 1. Your are exposed to interest rates v ariations during the life of the product
2. Plain v anilla participation of 100% in the increase of the Underlying 2. Your are exposed to v olatility v ariations during the life of the product
3. Only 5% of your capital is at risk 3. The pay-off is only v alid at maturity
4. Secondary market as liquid as equity markets
5. COSI Product: the inv estor does not bear issuer's Credit risk
Best case scenario_________________________________________________________ Worst case scenario___________________________________________________________

The Underlying closes on the Valuation Date far abov e the Strike Lev el The Underlying closes on the Valuation Date below the Strike Lev el

Redemption: 95% of the inv ested capital + 100% participation on the


Redemption: 95% of the inv ested capital
upside

Historical Chart
5000 importer depuis la deuxieme feuille Redemption: 95% of the invested capital
+ 100% of the Underlying's Performance
4500

100% of the increase


4000

3500

Strike level: EUR 3007 (100% of the Spot Reference)


3000

2500
Redemption: 95% of the invested capital

2000

1500
Jan-06 May-06 Sep-06 Jan-07 May-07 Sep-07 Jan-08 May-08 Sep-08 Jan-09 May-09 Sep-09 Jan-10

Contacts
Filippo Colombo Christophe Spanier Nathanael Gabay
Bruno Frateschi +41 58 800 10 45 Sofiane Zaiem
Stanislas Perromat +41 22 918 70 05
Alejandro Pou Cuturi Live prices at [Link]
+377 93 15 11 66

This publicatio n serves o nly fo r info rmatio n purposes and is no t research; it constitutes neither a reco mmendatio n fo r the purchase o f financial instruments no r an o ffer o r an invitatio n fo r an offer. No respo nsibility is taken fo r the co rrectness o f this info rmatio n. The financial
instruments mentio ned in this do cument are derivative instruments. They do no t qualify as units o f a co llective investment scheme pursuant to art. 7 et seqq. o f the Swiss Federal A ct o n Co llective Investment Schemes (CISA ) and are therefo re neither registered no r supervised by the
Swiss Financial M arket Superviso ry A utho rity FINM A . Investo rs bear the credit risk of the issuer/guaranto r. B efo re investing in derivative instruments, Investo rs are highly reco mmended to ask their financial advisor for advice specifically fo cused o n the Investo r´s financial situatio n;
the info rmation contained in this do cument do es not substitute such advice. This publicatio n do es no t co nstitute a simplified pro spectus pursuant to art. 5 CISA , o r a listing pro spectus pursuant to art. 652a o r 1156 o f the Swiss Co de o f Obligatio ns. The relevant pro duct
do cumentatio n can be o btained directly at EFG Financial P ro ducts A G: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: termsheet@[Link] m. Selling restrictio ns apply fo r Europe, Ho ng Ko ng, Singapo re, the USA , US perso ns, and the United Kingdo m (the issuance is subject to Sw
law). The Underlyings´ perfo rmance in the past do es no t co nstitute a guarantee fo r their future perfo rmance. The financial pro ducts' value is subject to market fluctuatio n, what can lead to a partial o r total loss o f the invested capital. The purchase o f the financial products triggers
co sts and fees. EFG Financial P ro ducts A G and/o r ano ther related co mpany may operate as market maker fo r the financial pro ducts, may trade as principal, and may co nclude hedging transactio ns. Such activity may influence the market price, the price movement, or the liquidity o f the
financial pro ducts. © EFG Financial P ro ducts A G A ll rights reserved.

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