Single Barrier Reverse Convertible on E.

ON AG
Coupon 8.25% p.a. - American Barrier at 60% - 1 Year - EUR

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 31.05.2010 Client pays EUR 1000 (Denomination)
Rating: Fitch A
Underlying E.ON AG On 31.05.2011 Client receiv es 8.25% in fine Coupon
Bbg Ticker EOA GY Equity
Payment Date 31.05.2010 PLUS
Valuation Date 24.05.2011
Maturity 31.05.2011 Scenario 1: if the Underlying has never traded at or below the Barrier level
Strike Level EUR 24.09 (100%)
The Investor will receive a Cash Settlement equal to the Denomination
Barrier Level EUR 14.45 (60%)
EU Saving Tax Option Premium Component 7% p.a.
Scenario 2: if the Underlying traded at least once at or below the Barrier level
Interest Component 1.25% p.a.
Details Physical Settlement American Barrier a. If the Final Fixing Level is at or below the Strike Level, the Investor will
Conversion Ratio 41.51 receive a predefined round number (i.e. Conversion Ratio) of the
ISIN CH0112882516 Underlying per Denomination.
Valoren 11288251
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_______________________________________________________________________________________________________________________________________________________
E.ON AG operates in power generation and gas production businesses. The Company's operations include electric generation at conventional, nuclear,
and renewable-source facilities; electric transmission via high-voltage wires network; regional distribution of electricity, gas, and heat; power trading and
electricity, gas, and heat sales.

Opportunities______________________________________________________________ Risks__________________________________________________________________________
1. A guaranteed Coupon of 8.25% in fine 1. Maximum yield is limited to 8.25% in fine
2. Protection against 40% 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 8.25% in fine Redemption: Underlying + Coupon of 8.25% in fine

Historical Chart
50 importer depuis la deuxieme feuille

45

40 Redemption: 100% and a Coupon

of 8.25% in fine
35

30

Strike: EUR 24.09 (100% of Spot Reference)

25

20 40% Protection
Barrier: EUR 14.454 (60% of Strike Level)
15

Redemption: 41.51 shares and a

10
Coupon of 8.25% in fine

5
Jan-07 Apr-07 Jul-07 Oct-07 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

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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 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 Investo r´s financial
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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, o r via e-mail: termsheet@efgfp.co m. Selling restrictio ns apply fo r Euro pe, Ho ng Ko ng, Singapo re, the USA , US perso ns, and the United Kingdo m (the issuance is subject to S
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