Single Barrier Reverse Convertible on CITIGROUP INC

Coupon 6.4% p.a. - European Barrier at 80% - 3 Months - USD

Details Redemption
Issuer EFG Financial Products
Guarantor EFG International On 01.04.2010 Client pays USD 1000 (Denomination)
Rating: Fitch A
Underlying CITIGROUP INC On 01.07.2010 Client receiv es 1.6% in fine (6.4% p.a.) Coupon
Bbg Ticker C US Equity
Payment Date 01.04.10 PLUS
Valuation Date 28.06.10
Maturity 01.07.10 Scenario 1: if the Final Fixing Lev el is above the Barrier Level
Strike Level USD 4.1 (100%)
The Investor will receive a Cash Settlement equal to the Denomination
Barrier Level USD 3.28 (80%)
EU Saving Tax Option Premium Component 1.53% (6.12% p.a.)
Scenario 2: if the Final Fixing Lev el is at or below the Barrier Level
Interest Component 0.07% (0.28% p.a.)
Details Physical Settlement European Barrier The Investor will receive a predefined round number (i.e. Conversion
Conversion Ratio 243.9 Ratio) of the Underlying per Denomination.
ISIN CH0111527450
Valoren 11152745
SIX Symbol Not Listed

Characteristics
Underlying_______________________________________________________________________________________________________________________________________________________
Citigroup Inc. is a diversified financial services holding company that provides a broad range of financial services to consumer and corporate customers
around the world. The Company's services include investment banking, retail brokerage, corporate banking, and cash management products and
services.

Opportunities______________________________________________________________ Risks__________________________________________________________________________
1. A guaranteed Coupon of 1.6% in fine (6.4% p.a.) 1. Maximum yield is limited to 1.6% in fine (6.4% p.a.)
2. Protection against 20% drop in Underlying's price 2. Exposure to v olatility changes
3. Barrier is only observ ed on the Final Fixing Date
4. Low er v olatility than direct equity exposure
5. Secondary market as liquid as a share

Best case scenario_________________________________________________________ Worst case scenario___________________________________________________________

The Underlying is abov e the Barrier on the Final Fixing Date The Underlying closes at or below the Barrier Lev el on the Final Fixing Date

Redemption: Denomination + Coupon of 1.6% in fine (6.4% p.a.) Redemption: Underlying + Coupon of 1.6% in fine (6.4% p.a.)

Historical Chart
6 importer depuis la deuxieme feuille
Redemption: 100% and a Coupon of
1.6% in fine (6.4% p.a.)
5

Strike: USD 4.1 (100% of Spot Reference)

4
20% Protection
Barrier: USD 3.28 (80% of Strike Level)

2 Redemption: 243.9 shares and a

Coupon of 1.6% in fine (6.4% p.a.)

0
Jan-09 Mar-09 May-09 Jul-09 Sep-09 Nov-09 Jan-10 Mar-10

Contacts
Filippo Colombo Christophe Spanier Nat hanael Gabay
Bruno Frateschi +41 58 800 10 45 Sofiane Zaiem
St anislas Perromat +41 22 918 70 05
Alejandro Pou Cuturi 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
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