Worst of Barrier Reverse Convertible on GDF SUEZ, COMPAGNIE DE

SAINT-GOBAIN and L'OREAL

Coupon 8% p.a. - 7 Months - American Barrier at 70% - EUR

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International Collateral-Secured Product On 18.03.2010 Client pays EUR 1000 (Denomination)
Rating: Fitch A No issuer risk
Underlying GDF SUEZ COMPAGNIE DE SAINT- L'OREAL
GOBAIN On 11.10.2010 Client receiv es a Coupon of 4.4% in fine (8% p.a.) plus:
Bbg Ticker GSZ FP Equity SGO FP Equity OF FP Equity
Strike Level (100%) EUR 26.47 EUR 32.63 EUR 73.74 Scenario 1: if the Underlyings have never traded at or below the Barrier level
Barrier Level (70%) EUR 18.52 EUR 22.84 EUR 51.62
Conversion Ratio 37.7786 30.6466 13.5612 The Investor will receive a Cash Settlement in the Settlement Currency equal to:
Initial Fixing Date 05.02.2010 Denomination
Payment Date 18.03.2010
Scenario 2: if one or more Underlyings traded at least once at or below the Barrier
Valuation Date 30.09.2010
Maturity Date 11.10.2010 a. If the Final Fixing Level of the Underlying with the Worst Performance is above
EU Saving Tax Option Premium Component 3.55% (7.09% p.a.) the respective Strike Level, the Investor will receive a Cash Settlement in the
Interest Component 0.85% (0.91% p.a.) Settlement Currency equal to: Denomination
Details Physical Settlement American Barrier b. If the Final Fixing Level of the Underlying with the Worst Performance is at or
ISIN CH0110623367 below the Strike Level, the Investor will receive a predefined round number
Valoren 11062336 (i.e. Conversion Ratio) of the Underlying with the Worst Performance per
SIX Symbol EFHCB Denomination.

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.

- Compagnie de Saint-Gobain manufactures glass products, high-performance materials, and construction materials. The Company produces flat glass, insulation, and glass containers,
high-performance ceramics, plastics, and abrasives, and building materials such as roofing, wall facings, mortars, and ductile cast iron pipe. Saint-Gobain also retails building
materials.

- L'Oreal SA manufactures, markets, and distributes health and beauty aids. The Company produces colorants, styling, and hair care products for professional hairdressers, hair care,
cosmetics, and skin care products and perfumes for consumers, luxury cosmetics and perfumes sold through department stores, perfumeries and travel stores, and dermatological and
pharmaceutical products.

Opportunities_________________________________________________________________ Risks______________________________________________________________________________
1. A guaranteed Coupon of 4.4% in fine (8% p.a.) 1. Maximum return of 4.4% in fine (8% 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
6. COSI Product: the inv estor does not bear issuer's Credit risk
Best case scenario____________________________________________________________ Worst case scenario_______________________________________________________________
One or all the Underlyings traded below the Barrier Lev el and on the Final
None of the Underlyings has ev er traded below the Barrier Lev el
Fixing Date close under the Strike

Redemption: Denomination + 4.4% in fine (8% p.a.) Redemption: Worst performing Underlying + Coupon of 4.4% in fine (8% p.a.)

Historical Chart
130% GDF SUEZ Redemption: Denomination
importer depuis la deuxieme feuille SAINT GOBAIN + Coupon of 4.4% in fine (8% p.a.)
L'OREAL
120%

110% Strike Level at 100%

100%

90%
30% Protection
80%
Barrier Level at 70%
70%
Redemption: Worst Performing Underlying
60% + Coupon of 4.4% in fine (8% p.a.)

50%
Mar-09 May-09 Jul-09 Sep-09 Nov-09 Jan-10 Mar-10

Contacts
Filippo Colombo Christ ophe Spanier Nat hanael Gabay
Bruno Frat eschi +41 58 800 10 45 Sofiane Zaiem
Stanislas 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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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
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