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Worst Of Autocall Certificate on France Telecom, GDF-Suez and Total and Vinci 6%p.a. Quarterly Conditional

Worst Of Autocall Certificate on France Telecom, GDF-Suez and Total and Vinci 6%p.a. Quarterly Conditional Coupon - European Barrier at 60% - 1.5 Year - EUR

Coupon - European Barrier at 60% - 1.5 Year - EUR Details Redemption Issuer EFG Financial

Details

Redemption

Issuer

EFG Financial Products

 

Guarantor

EFG International

On 09.04.2010

Client pays EUR 1000 (Denomination)

Underlying

Rating: Fitch A FRANCE TELECOM SA

GDF SUEZ

TOTAL SA

VINCI SA

Each quarter,

Bbg Ticker

FTE FP Equity

GSZ FP Equity

FP FP Equity

DG FP Equity

If all the Underlyings close above their Coupon Trigger Level:

Strike Level (100%) EUR 17.69

EUR 28.27

EUR 42.76

EUR 43.48

The Investor will receive a 1.5% Coupon

Autocall Level (95%)

EUR 16.81

EUR 26.86

EUR 40.62

EUR 41.31

Barrier Level (60%) EUR 10.61

EUR 16.96

EUR 25.66

EUR 26.09

Coupon Trigger (60%)

EUR 10.61

EUR 16.96

EUR 25.66

EUR 26.09

On top of the Coupon, if all the Underlyings close above their Autocall Trigger Level:

 

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

Initial Fixing Date

26.03.2010

Denomination. The product expires.

Payment Date

09.04.2010

Valuation Date

03.10.2011

Maturity

09.10.2011

On 09.10.2011

Client receives (if the product has not been early redeemed):

Details

Cash Settlement

Quarterly Autocall and Coupon Observation

 

European Barrier

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

ISIN

CH0111527534

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

Valoren

11152753

Denomination + (1.5%) Coupon

SIX Symbol

Not Listed

 

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

Denomination x (Final Fixing Level of the Worst Performing Underlying) / (Initial Fixing Level of the Worst Performing Underlying)

Characteristics

Underlying

leased lines and data transmission, mobile

telecommunications, cable television, Internet and wireless applications, and broadcasting services, and telecommunications equipment sales and rentals.

-GDF Suez offers a full range of natural gas and associated energy services throughout the world. GDF produces, trades, transports, stores and distributes natural gas, and offers energy management and climatic and thermal engineering services.

- France Telecom SA provides telecommunications services to residential, professional, and large business customers.

The Company offers public fixed-line telephone,

- Total SA explores for, produces, refines, transports, and markets oil and natural gas. The Company also operates a chemical division which produces polypropylene, polyethylene, polystyrene, rubber, paint, ink, adhesives, and resins. Total operates gasoline filling stations in Europe, the United States, and Africa.

- Vinci SA builds roads, offers electrical, mechanical, and civil engineering and construction services, and operates toll roads.

electricity and communications networks, installs fire protection and power and ventilation systems, and operates toll highways, bridges, parking garages, and a stadium.

The Company builds and maintains roads and produces road construction materials, builds

Opportunities

1. Quarterly opportunity to receive a 1.5% Coupon (6% p.a.) and to be early redeemed.

2. Your capital is protected against a decrease of 40% at maturity

3. Secondary market as liquid as equity markets

Risks

1. If on the Valuation Date, at least one Underlying closes at or below its Barrier Level, the Investor will suffer a loss reflecting the performance of the Underlying

Best case scenario

The Worst Performing Underlying closes between the Coupon Trigger and the Autocall Level on each observation date, and closes at or above the Coupon Trigger Level on the Valuation Date

Redemption: Denomination + 6 Coupons of 1.5% (Total return: 109%)

Worst case scenario

The Worst Performing Underlying has never closed above the Coupon Trigger Level and it closes below the Barrier Level on the Valuation Date.

Redemption: Shares of the worst performing Underlying

Historical Chart

180%

importer depuis la deuxieme feuille

160%

140%

120%

100%

80%

Autocall Level at 95%

Coupon Trigger and Barrier Level at 60%

60%

40%

Jan-08

Apr-08

Contacts

Filippo Colombo Bruno Frateschi Stanislas Perromat Alejandro Pou Cuturi +377 93 15 11 66

Jul-08

Oct-08

Jan-09

Apr-09

France Telecom

GDF Suez

L'Oreal

Vinci

Jul-09

Oct-09

Jan-10

Observation date scenario

N Quarters since last Coupon

Early Redemption: Denomination

1.5% Coupon is paid

Redemption at Maturity: Shares of the Worst Performing Underlying

Christophe Spanier

Nathanael Gabay

+41 58 800 10 45

Sofiane Zaiem

+41 22 918 70 05

Live prices at www.efgfp.com

This publication serves only for information purposes and is not research; it constitutes neither a recommendation for the purchase of financial instruments nor an offer or an invitation for an offer. No responsibility is taken for the correctness of this information. The financial instruments mentioned in this document are derivative instruments. They do not qualify as units of a collective investment scheme pursuant to art. 7 et seqq. of the Swiss Federal Act on Collective Investment Schemes (CISA) and are therefore neither registered nor supervised by the Swiss Financial M arket Supervisory Authority FINM A. Investors bear the credit risk of the issuer/guarantor. Before investing in derivative instruments, Investors are highly recommended to ask their financial advisor for advice specifically focused on the Investor´s financial situation; the information contained in this document does not substitute such advice. This publication does not constitute a simplified prospectus pursuant to art. 5 CISA, or a listing prospectus pursuant to art. 652a or 1156 of the Swiss Code of Obligations. The relevant product documentation can be obtained directly at EFG Financial Products AG: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, or via e-mail: termsheet@efgfp.com. Selling restrictions apply for Europe, Hong Kong, Singapore, the USA, US persons, and the United Kingdom (the issuance is subject to Swiss law). The Underlyings´ performance in the past does not constitute a guarantee for their future performance. The financial products' value is subject to market fluctuation, what can lead to a partial or total loss of the invested capital.The purchase of the financial products triggers costs and fees. EFG Financial Products AG and/or another related company may operate as market maker for the financial products, may trade as principal, and may conclude hedging transactions. Such activity may influence the market price, the price movement, or the liquidity of the financial products. © EFG Financial Products AG All rights reserved.