You are on page 1of 1

Worst Of Autocall Certificate with Memory Effect on GDF SUEZ, VEOLIA

ENVIRONNEMENT and TOTAL


6% Semestrial Conditional Coupon (12% p.a.) - European Barrier at 60% - 3 Years - EUR

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 15.03.2010 Client pays EUR 1000 (Denomination x I ssue Price)
Rating: Fitch A
Underlying GDF SUEZ VEOLIA TOTAL SA Each semester, with N being the number of semesters since the last Coupon (or since inception if no
ENVIRONNEMENT Coupon has been paid so far)
Bbg Ticker GSZ FP Equity VIE FP Equity FP FP Equity
Spot Ref. (100%) EUR 27.115 EUR 24.02 EUR 41.31 If all the Underlyings close above their Coupon Trigger Level:
Barrier Level (60%) EUR 16.27 EUR 14.41 EUR 24.79 The Investor will receive a (N x 6%) Coupon
Autocall Level (100%) EUR 27.115 EUR 24.02 EUR 41.31
Coupon Trigger (60%) EUR 16.27 EUR 14.41 EUR 24.79 On top of the Coupon, if all the Underlyings close above their Autocall Trigger Level:
Conversion Ratio 36.8800 41.6320 24.2072 The product is early redeemed and the Investor receives a Cash Settlement in EUR equal to:
Initial Fixing Date 01.03.2010 The Denomination . The product expires
Payment Date 15.03.2010
Valuation Date 01.03.2013 On 15.03.2013 Client receiv es (if the product has not been early redeemed):
Maturity 15.03.2013
Details Physical Settlement Semestrial Coupon Observation a. If the Worst Performing Underlying closes above the Barrier Level on the Valuation date:
Semestrial Autocall Observation The Investor will receive a Cash Settlement in EUR equal to: Denomination + (N x 6%) Coupon
ISIN CH0110622658
Valoren 11062265 b. If the Worst Performing Underlying closes at or below the Barrier Level on the Valuation date: The
SIX Symbol Not listed Investor will receive a predefined round number (i.e. Conversion Ratio) of the Underlying per Product.

Characteristics
Underlying____________________________________________________________________________________________________________________________________________________________________________________________________
-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.
- Veolia Environnement operates utility and public transportation businesses. The Company supplies drinking water, provides waste management services, manages and maintains heating and air conditioning systems,
and operates rail and road passenger transportation systems.

- 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.

Opportunities___________________________________________________________________________ Risks________________________________________________________________________________________________________
1. Semestrial opportunity to receiv e a 6% Coupon 1. I f on the Valuation Date, at least one Underlying closes at or below its Barrier Lev el, the I nv estor will
2. Your capital is protected against a decrease of 40% on the Valuation Date suffer a loss reflecting the performance of the Underlying
3. Secondary market as liquid as equity markets
4. Memory effect Coupon: if the Coupon is not paid on one of the Observ ation
dates, it is not lost and the inv estor can receiv e it at one of the next Observ ation
Best case scenario___________________________________________________________________ Worst case scenario_________________________________________________________________________________________
The Worst Performing Underlying closes between the Coupon Trigger Lev el and the The Worst Performing Underlying has nev er closed abov e the Coupon Trigger Lev el on any
Autocall Trigger Lev el on each Observ ation Date. Observ ation Date, and it closes below the Barrier Lev el on the Valuation Date.

Redemption: Denomination + 6 Coupons of 6% (total return: 136%) Redemption: Shares of the Worst performing Underlying

Historical Chart
200%
importer depuis la deuxieme feuille
Observation date scenario
180% GDF Suez N semesters since last Coupon
160% Veolia
140%
Total Early Redemption:
Denomination
120%
Autocall Level at 100%
100%

80% (N x 6% ) Coupon is paid


Coupon Trigger and Barrier Level at 60%
60%
On the Maturity Date:
40% Shares of the Worst performing
Underlying
20%
May-08 Aug-08 Nov-08 Feb-09 May-09 Aug-09 Nov-09 Feb-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 www.efgfp.com
+377 93 15 11 66

This publication serves only fo r informatio n purpo ses and is no t research; it constitutes neither a reco mmendation for the purchase o f financial instruments nor an o ffer or an invitation fo r an o ffer. No respo nsibility is taken for the correctness of this information. The financial instruments mentio ned in this document are derivative instruments. They do
no t qualify as units o f a collective investment scheme pursuant to art. 7 et seqq. o f the Swiss Federal A ct on Co llective Investment Schemes (CISA) and are therefore neither registered no r supervised by the Swiss Financial M arket Supervisory A uthority FINM A . Investors bear the credit risk of the issuer/guaranto r. B efo re investing in derivative
instruments, Investors are highly recommended to ask their financial adviso r fo r advice specifically focused on the Investo r´s financial situation; the information contained in this document do es not substitute such advice. This publication do es not constitute a simplified pro spectus pursuant to art. 5 CISA , or a listing pro spectus pursuant to art. 652a
or 1156 o f the Swiss Code of Obligatio ns. The relevant pro duct do cumentatio n can be obtained directly at EFG Financial P roducts A G: Tel. +41(0)58 800 1111, Fax +41(0)58 800 1010, o r via e-mail: termsheet@efgfp.co m. Selling restrictions apply fo r Euro pe, Ho ng Ko ng, Singapore, the USA , US persons, and the United Kingdo m (the issuance is subject to Swis
law). The Underlyings´ performance in the past do es no t co nstitute a guarantee fo r their future perfo rmance. The financial products' value is subject to market fluctuation, what can lead to a partial or total lo ss of the invested capital. The purchase o f the financial products triggers co sts and fees. EFG Financial P roducts A G and/o r another related
co mpany may operate as market maker fo r the financial products, may trade as principal, and may conclude hedging transactions. Such activity may influence the market price, the price movement, o r the liquidity o f the financial products. © EFG Financial P ro ducts A G A ll rights reserved.

You might also like