Single Barrier Reverse Convertible on XSTRATA PLC

Coupon 15.78% p.a. - American Barrier at 70% - 6 Months - Quanto CHF

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 12.05.2010 Client pays CHF 1000 (Denomination)
Rating: Fitch A
Underlying XSTRATA PLC On 12.11.2010 Client receiv es 7.89% in fine (15.78% p.a.) Coupon
Bbg Ticker XTA LN Equity
Payment Date 12.05.10 PLUS
Valuation Date 05.11.10
Maturity 12.11.10 Scenario 1: if the Underlying has never traded at or below the Barrier level
Strike Level GBp 1011 (100%)
The Investor will receive a Cash Settlement equal to the Denomination
Barrier Level GBp 707.7 (70%)
EU Saving Tax Option Premium Component
Scenario 2: if the Underlying traded at least once at or below the Barrier level
Interest Component
Details Physical Settlement American Barrier a. If the Final Fixing Level is at or below the Strike Level, the Investor will
Conversion Ratio 58.4 receive a predefined round number (i.e. Conversion Ratio) of the
ISIN CH0112178519 Underlying per Denomination.
Valoren 11217851
b. If the Final Fixing Level is above the Strike Level, the Investor will receive a
SIX Symbol not listed
Cash Settlement in the Settlement Currency equal to: Denomination

Characteristics
Underlying_______________________________________________________________________________________________________________________________________________________

Xstrata plc, a diversified mining group, explores for and mines copper, coking coal, thermal coal, ferrochrome, vanadium, zinc, gold, lead, and silver. The
Group conducts operations in Australia, South Africa, Germany, Argentina, and the United Kingdom.

Opportunities______________________________________________________________ Risks__________________________________________________________________________
1. A guaranteed Coupon of 7.89% in fine (15.78% p.a.) 1. Maximum yield is limited to 7.89% in fine (15.78% p.a.)
2. Protection against 30% drop in Underlying's price 2. Exposure to v olatility changes
3. Low er v olatility than direct equity exposure
4. Secondary market as liquid as a share
5. Optimization of EU Tax components

Best case scenario_________________________________________________________ Worst case scenario___________________________________________________________

The Underlying has nev er traded below the Barrier Lev el The Underlying traded below the Barrier Lev el and on the Final Fixing Date
closes under the Barrier Lev el

Redemption: Denomination + Coupon of 7.89% in fine (15.78% p.a.) Redemption: Underlying + Coupon of 7.89% in fine (15.78% p.a.)

Historical Chart
2600 importer depuis la deuxieme feuille

2100

Redemption: 100% and a Coupon of

1600 7.89% in fine (15.78% p.a.)

1100 Strike: GBp 1011 (100% of Spot Reference)

Barrier: GBp 707.7 (70% of Strike Level) 30% Protection

600
Redemption: 58.4 shares and a
Coupon of 7.89% in fine (15.78% p.a.)

100
Jan-08 Apr-08 Jul-08 Oct-08 Jan-09 Apr-09 Jul-09 Oct-09 Jan-10 Apr-10

Contacts
Filippo Colombo Christ ophe Spanier Nat hanael Gabay
Bruno Frat eschi +41 58 800 10 45 Sofiane Zaiem
St anislas Perromat +41 22 918 70 05
Alejandro Pou Cut uri Live prices at www.efgfp.com
+377 93 15 11 66

This publicatio n serves only fo r informatio n purposes and is no t research; it co nstitutes neither a reco mmendation fo r the purchase o f financial instruments no r an o ffer or an invitatio n fo r an o ffer. No respo nsibility is taken for 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 of 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 Supervisory A utho rity FINM A . Investo rs bear the credit risk o f the issuer/guaranto r. B efo re investing in derivative instruments, Investo rs are highly reco mmended to ask their financial adviso r fo r advice specifically fo cused o n the Investor´s financial
situation; the info rmatio n co ntained in this do cument does no t substitute such advice. This publication do es not co nstitute a simplified pro spectus pursuant to art. 5 CISA , or a listing pro spectus pursuant to art. 652a or 1156 o f the Swiss Co de o f Obligatio ns. The relevant pro duct
do cumentation 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, o r via e-mail: termsheet@efgfp.co m. Selling restrictio ns apply for Euro pe, Ho ng Ko ng, Singapo re, the USA , US perso ns, and the United Kingdo m (the issuance is subjec
law). The Underlyings´ perfo rmance in the past do es no t constitute 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 to tal lo ss o f the invested capital. The purchase o f the financial pro ducts triggers
co sts and fees. EFG Financial P ro ducts A G and/o r ano ther related co mpany may o perate as market maker fo r the financial pro ducts, may trade as principal, and may co nclude hedging transactions. Such activity may influence the market price, the price mo vement, o r the liquidity
o f the financial pro ducts. © EFG Financial P roducts A G A ll rights reserved.