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Worst Of Autocall Certificate with Memory Effect on ISHARES MSCI BRAZIL, SPDR S&P 500 ETF

Trust and SX5E - ESTX 50€ Pr


6% p.a. Semi-Annual Conditional Coupon - European Barrier at 68% - 2 Years - Quanto USD

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 01.04.2010 Client pays USD 1000 (Denomination)
Rating: Fitch A
Underlying ISHARES MSCI BRAZIL SPDR S&P 500 ETF Trust SX5E - ESTX 50€ Pr Each Semester w ith N being the number of semesters since the last Coupon (since inception if
no Coupon has been paid so far)
Bbg Ticker EWZ UN Equity SPY UN Equity SX5E Index
Spot Ref. (100%) USD 72.3 USD 117.65 EUR 2942 If all the Underlyings close at or above their Autocall Level:
Barrier Level (68%) USD 49.16 USD 80 EUR 2000.56 The Product is early redeemed and the Investor will receive a Cash Settlement in USD equal to:
Autocall Level (100%) USD 72.3 USD 117.65 EUR 2942 Denomination x (N x 3%) Coupon. The product expires.
Coupon Trigger (100%) USD 72.3 USD 117.65 EUR 2942

Initial Fixing Date 25.03.10 On 02.04.2012 Client receives (if the product has not been early redeemed):
Payment Date 01.04.10
Valuation Date 26.03.12 a. If the Worst Performing Underlying closes above the Autocall Level on the Valuation date:
Maturity 02.04.12 The Investor will receive a Cash Settlement in USD equal to: Denomination + (3% x N) Coupon

Details Cash Settlement Semi-Annual Autocall Observation b. If the Worst Performing Underlying closes between the Barrier Level and the autocall level on the
European Barrier Valuation date:
ISIN CH0111527583 The Investor will receive a Cash Settlement in USD equal to: Denomination
Valoren 11152758
SIX Symbol Not Listed c. If the Worst Performing Underlying closes at or below the Barrier Level on the Valuation date:
The Investor will receive a Cash Settlement in the Settlement Currency equal to:
Denomination x Strike Level of the Worst Performing Underlying / Initial Fixing Level of the Worst
Performing Underlying

Characteristics
Underlying_____________________________________________________________________________________________________________________________________________________________________________________________
- iShares MSCI Brazil Index Fund is an exchange-traded fund in the USA. The Fund's objective is to provide investment results that correspond to the performance of publicly traded securities in the Brazilian market, as
measured by the MSCI Brazil (Free) Index. The Fund invests in a representative sample of index stocks using a "portfolio sampling" technique.

- SPDR S&P 500 ETF Trust is a unit investment trust incorporated in the United States. The Trust consists of a portfolio representing all 500 stocks in the S&P 500 Index.

- 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 capitalization. The index was developed with a base value of 1000 as of December 31, 1991.

Opportunities______________________________________________________________________ Risks______________________________________________________________________________________________
1. Semi-Annual opportunity to receive a 3% Coupon, with Memory effect feature 1. I f on the Valuation Date, at least one Underlying closes at or below its Barrier Level, the
2. Your capital is protected against a decrease of 32% at maturity Inv estor will suffer a loss reflecting the performance of the Underlying
3. Secondary market as liquid as equity markets

Best case scenario_________________________________________________________________ Worst case scenario_______________________________________________________________________________


The Worst Performing Underlying closes below the Autocall Lev el on all the observation The Worst Performing Underlying has nev er closed abov e the Autocall Lev el and it closes below
dates, and closes at or abov e the Autocall Level on the Valuation Date the Barrier Lev el on the Valuation Date.
Redemption: Denomination x Strike Level of the Worst Performing Underlying / Initial Fixing Lev el
Redemption: Denomination + 12% Coupon (4 x 3%)
of the Worst Performing Underlying

Historical Chart
180%
importer depuis la deuxieme feuille Observation date scenario
160% N Semesters since inception

140% Redemption: (N x 3% ) Coupon +


Denomination
120%

Autocall and Couppon Trigger Level at 100%


100%

Redemption at maturity: Denomination


80%
Barrier Level at 68%

60%
SPDR S&P 500 ETF Trust On the Maturity Date:
Strike Level of the Worst Performing
40%
iShares MSCI Brazil Index Underlying / Initial Fixing Level of the
Worst Performing Underlying
20%
DJ Euro Stoxx 50

0%
Jan-05 Jul-05 Jan-06 Jul-06 Jan-07 Jul-07 Jan-08 Jul-08 Jan-09 Jul-09 Jan-10

Contacts
Filippo Colombo Christ ophe Spanier Nathanael Gabay
Bruno Frat eschi +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 publicatio n serves o nly for info rmatio n purposes and is not research; it constitutes neither a recommendatio n for the purchase of financial instruments nor an o ffer or an invitatio n fo r an o ffer. No responsibility is taken for the co rrectness of this info rmatio n. The financial instruments mentio ned in this do cument are derivative instruments.
They do not qualify as units o f a collective investment scheme pursuant to art. 7 et seqq. of the Swiss Federal A ct on Co llective Investment Schemes (CISA ) and are therefo re neither registered no r supervised by the Swiss Financial M arket Superviso ry A uthority FINM A . Investors bear the credit risk o f the issuer/guaranto r. B efore investing in
derivative instruments, Investo rs are highly reco mmended to ask their financial adviso r for advice specifically focused on the Investo r´s financial situatio n; the info rmatio n co ntained in this do cument does no t substitute such advice. This publication does no t co nstitute a simplified pro spectus pursuant to art. 5 CISA , or a listing pro spectus
pursuant to art. 652a o r 1156 o f the Swiss Co de o f Obligations. The relevant product 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, Singapo re, the USA , US perso ns, and the United Kingdom (the issu
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 fluctuation, what can lead to a partial o r total lo ss o f the invested capital. The purchase o f the financial pro ducts triggers co sts and fees. EFG Financial P roducts A G and/or another related
co mpany may o perate as market maker fo r the financial pro ducts, may trade as principal, and may conclude 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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