Tracker Certificate on Global Dividend Basket Composite EUR Bullish

Transcription

1 Termsheet as of 28/03/2014 Public Offering: CH Participation Products SSPA Product Type: 1300 Collateralised Derivatives Final Fixing Date 13/03/2023; issued in EUR; listed on SIX Swiss AG ISIN CH Swiss Security Number SIX Symbol EFGFPP This Product is collateralised in accordance with the terms and conditions of the SIX Swiss Ltd Framework Agreement for Collateral Secured Instruments. More detailed information regarding the collateralisation can be found in the section: "Information about Collateralisation" Investors should read the section Significant Risks below as well as the section Risk Factors of the relevant Programme. This Product is a derivative instrument. It does not qualify as unit of a collective investment scheme pursuant to art. 7 et seqq. of the Swiss Federal Act on Collective Investment Schemes (CISA) and is therefore neither registered nor supervised by the Swiss Financial Market Supervisory Authority FINMA. Investors do not benefit from the specific investor protection provided under the CISA. I. PRODUCT DESCRIPTION Market expectation of the Investor Price increase in the Underlying. Product description This Product replicates the price movements in the Underlying (adjusted by the Conversion Ratio and, as the case may be, the Management Fee and the FX Rate) and is therefore in terms of risk comparable to a direct investment in the Underlying. At the Redemption Date, the Investor will receive a Cash Settlement equal to the Final Value of the Basket, as described under Redemption. Dividends will either be reinvested or paid out, as defined under "Dividends". The Terms and Conditions of this Product have been adjusted due to Corporate Actions. UNDERLYING Underlying (Basket), consisting of the following Underlying Components: i Underlying Component(s) Bloomberg Ticker Related Initial Fixing Level (100%)* 1 ABB LTD-REG ABBN VX SIX Swiss CHF AG 2 ATLANTIA SPA ATL IM Milan Stock EUR AXA SA CS FP Euronext Paris EUR BAE SYSTEMS PLC BA/ LN London Stock GBp BANCO BILBAO VIZCAYA BBVA SQ Madrid Stock EUR 7.61 ARGENTA 6 BANCO SANTANDER SA SAN SQ Madrid Stock EUR BASF SE BAS GY Xetra EUR BAYERISCHE MOTOREN BMW GY Xetra EUR WERKE AG 9 BELGACOM SA BELG BB Euronext EUR Brussel 10 BOUYGUES SA EN FP Euronext Paris EUR CENTRICA PLC CNA LN London Stock GBp DB X-TRACKERS STOXX XGSD GY Xetra EUR GLOBAL S 13 DEUTSCHE TELEKOM DTE GY Xetra EUR 8.36 AG-REG 14 FORTUM OYJ FUM1V FH OMX Helsinki EUR Initial Weight 10.00% Number of Underlying Components (W i ) * levels are expressed in percentage of the Initial Fixing Level Subscription End Date 15/03/2013 OVER First Trading Date 22/03/2013 TRADING Final Fixing Date 13/03/2023 Redemption Date 22/03/2023 CK88: 79582caa-dbe a ea254e

2 i Underlying Component(s) Bloomberg Ticker Related Initial Fixing Level (100%)* 15 IMPERIAL TOBACCO GROUP IMT LN London Stock GBp PLC 16 INFICON HOLDING AG-REG IFCN SW SIX Swiss CHF AG 17 ISHARES ASIA PACIFIC IAPD SW SIX USD USD DIVIDEND 18 MUENCHENER RUECKVER MUV2 GY Xetra EUR AG-REG 19 NOVARTIS AG-REG NOVN VX SIX Swiss CHF AG 20 ROCHE HOLDING ROG VX SIX Swiss CHF AG-GENUSSSCHEIN AG 21 RSA INSURANCE GROUP PLC RSA LN London Stock GBp RWE AG RWE GY Xetra EUR SCOR SE SCR FP Euronext Paris EUR SYNGENTA AG-REG SYNN VX SIX Swiss CHF AG 25 TELENOR ASA TEL NO Oslo Bors NOK ZURICH INSURANCE GROUP ZURN VX SIX Swiss CHF AG-REG AG Initial Weight 10.00% Number of Underlying Components (W i ) PRODUCT DETAILS Swiss Security Number ISIN SIX Symbol Issue Price Issue Size Initial Basket Value Settlement Currency Management Fee("MFee") Conversion Ratio Distribution Fee Dividend Expectation CH EFGFPP EUR 1' '000 Certificate(s) (can be increased at any time) EUR EUR composite ("composite" means that the currency risk against EUR is not hedged) 0.60% p.a. (deducted pro rata temporis) The Management Fee reduces the redemption amount subject to the holding period and has a negative effect on the secondary market prices. 1 Product refers to 1 Basket 0.20% of the Issue Price is paid to the Marketing Partner as a Distribution Fee 5.11% p.a. (indicative), determined on the Initial Fixing Date. The Dividend Expectation is based on assumptions and market expectations at the time of the Initial Fixing Date. There is no guarantee that such expectation will materialise over the lifetime of the Product. The Investor must be prepared that the effective Dividends paid for the Underlying are below the Dividend Expectation. DATES Subscription End Date Initial Fixing Date Issue Date First Trading Date Last Trading Day/Time Final Fixing Date Redemption Date 15/03/ CET 13/03/ /03/ /03/ /03/2023 / market close 13/03/2023 (subject to Market Disruption Event provisions) 22/03/2023 (subject to Settlement Disruption Event provisions) REDEMPTION The Investor is entitled to receive from the Issuer on the Redemption Date per each Product a Cash Settlement in the Settlement Currency equal to the Final Value of the Basket as reasonably determined by the Calculation Agent. Final Value of the Basket An amount as calculated and determined by the Calculation Agent according to the following formula: Where: n = number of Underlying Components in the Basket W i = Number of Underlying Components of Underlying Component i on the Final Fixing Date Ff i = Final Fixing Level of Underlying Component i FX i (Final) = Prevailing foreign exchange rate on the Final Fixing Date used for exchanging the respective Underlying

3 Initial Fixing Level Final Fixing Level Dividends Component s currency into the Settlement Currency, as reasonably determined by the Calculation Agent. For Underlying Components already quoted in the Settlement Currency this value will be equal to 1. An observed price of the respective Underlying Component i on the Initial Fixing Date on the Related, as determined by the Calculation Agent. Official close of the respective Underlying Component i on the Related on the Final Fixing Date, as determined by the Calculation Agent. Should no Final Fixing Level be available on the Final Fixing Date for a specific Underlying Component due to a Market Disruption Event, the Final Fixing Level on the next available Business Day will apply for such Underlying Component, subject to further Market Disruption Events. Any net dividend payments in relation to any of the Underlying Components, that are paid will be reinvested in the relevant Underlying Component i 5 Business Days after such payment has been received ( Ex-Date ) by the Issuer by adjusting the respective Number of Underlying Components i, provided such dividend payout is received by the Issuer between the Initial Fixing Date (excluding) and the Final Fixing Date (including). GENERAL INFORMATION Issuer Collateral Provider (COSI) Lead Manager Marketing Partner Calculation Agent Paying Agent Distribution Fees Listing/ Secondary Market Quotation Type Settlement Type Minimum Investment Minimum Trading Lot Selling Restrictions Clearing Depository Public Offering Form Governing Law/Jurisdiction Leonteq Securities AG, Zurich, Switzerland Leonteq Securities AG, Zurich, Switzerland Leonteq Securities AG, Zurich, Switzerland Constanza Private Wealth Management, Zurich, Switzerland Leonteq Securities AG, Zurich, Switzerland Leonteq Securities AG, Zurich, Switzerland Relevant Fees (as defined in article 27 of the General Terms and Conditions which are a part of the Programme) SIX Swiss AG; traded on SIX Structured Products AG Listing will be applied for. Daily price indications will be available from 09:15-17:15 CET on Thomson Reuters [SIX Symbol]=LEOZ or [ISIN]=LEOZ and Bloomberg [ISIN] Corp or on LEOZ. Secondary market prices are quoted in the Settlement Currency, per Product. Cash Settlement 1 Certificate(s) 1 Certificate(s) No action has been or will be taken to permit a public offering of the Products or possession or distribution of any offering material in relation to the Products in any jurisdiction where such action for that purpose is required. Consequently, any offer, sale or delivery of the Products, or distribution or publication of any offering material relating to the Products, may only be made in or from any jurisdiction in compliance with applicable laws and regulations not imposing any obligations on the Issuing Parties or the Lead Manager. Possible limitations resulting from legal restrictions with regard to cross-border communication and cross-border business concerning the products and related information remain reserved. Most important jurisdictions where the Products may not be publicly distributed are EEA, UK, Hong Kong and Singapore. The Products may not be offered or sold within the United States or to, or for the account or benefit of US persons (as defined in Regulation S). Detailed information on Selling Restrictions is published in the Programme which is available on SIX SIS Ltd, Euroclear, Clearstream SIX SIS Ltd Switzerland Uncertificated Security / Book-entry Swiss / Zurich The definition Issuing Party/Parties as used herein, means the Issuer, as indicated in section General Information. TAXATION SWITZERLAND Swiss Federal Stamp Duty Secondary market transactions are not subject to Swiss stamp duty. Swiss Federal Income Tax For private investors with tax domicile in Switzerland holding the Product as part of their private property, the Dividend (for private investors with Reinvestment is subject to the Federal Direct Tax annually on the anniversary of the Issue Date. tax domicile in Switzerland) to the Federal Direct Tax for such investors. However, any gains realised on sale or redemption are considered as capital gains and therefore in general not subject The tax treatment regarding the cantonal and communal income taxes can differ from the tax treatment regarding the Federal Direct Tax. But in general the income tax treatments are corresponding. Swiss Withholding Tax EU Savings Tax The Product is not subject to the Swiss withholding tax. For Swiss paying agents, the Product is not subject to the EU Savings tax. For Investors resident in a state with whom Switzerland has concluded a bilateral agreement on a final withholding tax (currently in place with Austria and the United Kingdom) and provided the product is held in a custody account with a qualifying Swiss paying agent (deposit bank), any investment income or realised capital gains might be subject to the final withholding tax as laid out in the respective bilateral agreement. The applicable tax rate depends on the home country of the investor and the category of capital income or capital gain. The tax information is a non-binding summary and only provides a general overview of the potential tax consequences linked to this Product at the time of issue. Tax laws and tax doctrine may change at any time, possibly with retroactive effect. Investors and prospective Investors are advised to consult with their tax advisers with respect to the Swiss tax consequences of the purchase,

4 ownership, disposition, lapse or exercise or redemption of a Product in light of their particular circumstances. The Issuing Parties and the Lead Manager hereby expressly exclude any liability in respect of any possible tax implications. Updated bondfloor information, if a bondfloor is applicable to the Product (according to Product Details and Taxation Switzerland herein), can be found on the following web page of the Swiss Federal Tax Administration (FTA): The Investor must be aware that for tax purposes the value of the bond floor is converted into Swiss Francs (CHF) at inception/purchase as well as at sale/redemption of the Product, in case the Product is denominated in another currency than CHF. Thus, the Investor is exposed to the foreign exchange risk with regard to the taxable income calculation. PRODUCT DOCUMENTATION The Indicative Termsheet includes the information required for a preliminary simplified prospectus pursuant to Article 5 of the Swiss Federal Act on Collective Investment Schemes ("CISA"). The Termsheet, which will be available no later than on the Issue Date, as well as the Final Termsheet include the information required for a definitive simplified prospectus pursuant to Article 5 CISA. The Termsheet contains a summary of information of the Product and is for information purposes only. Only the Final Termsheet in English language together with the Derivative Programme of the relevant Issuer valid as per the Initial Fixing Date containing all further relevant terms and conditions, as such is amended from time to time (the Programme ), shall form the entire and legally binding documentation for this Product ( Product Documentation ), and accordingly the Final Termsheet should always be read together with the Programme. Definitions used in the Final Termsheet, but not defined therein, shall have the meaning given to them in the Programme. Notices to Investors in connection with this Product shall be validly given in accordance with the terms and conditions of the Programme. In addition, any changes with regard to the terms and conditions of this Product will be published on the relevant Termsheet on under the section Products or, for listed products, in any other form as permitted by the rules and regulations of the SIX Swiss Ltd. Notices to Investors relating to the Issuing Parties will be published under the section About us on and/or on the web page of the respective Issuing Party. During the whole term of this Product, the Product Documentation can be ordered free of charge from the Lead Manager at Brandschenkestrasse 90, P.O. Box 1686, CH-8027 Zurich (Switzerland), via telephone (+41-(0) *), fax (+41-(0) ) or via (termsheet@leonteq.com). Please note that all calls made to numbers marked with an asterisk (*) are recorded. By calling such number, your consent to the recording is deemed given. II. PROSPECTS FOR PROFIT AND LOSS This product falls within the category Participation Products. The profit the Investor could realize with this Product at redemption is unlimited (except for bearish products and products with the special feature capped participation ). The redemption amount is directly linked to the performance of the Underlying(s), taking into account any participation rates or other features. On the downside, especially if the product has forfeited any contingent capital protection (like e.g. a barrier, strike), the Investor is exposed to the negative development of the Underlying(s). This might (even if a stop loss event has occurred) lead to a partial or even a total loss of his investment. Please refer to the sections Product Description and Redemption for more detailed information on the characteristics of this Product. III. SIGNIFICANT RISKS RISK FACTORS RELATING TO THE PRODUCT The downside risk of this Product is the same as for the Underlying, i.e. the Investor could lose all of his investment if the Underlying's value falls to zero. ADDITIONAL RISK FACTORS Prospective Investors should ensure that they fully understand the nature of this Product and the extent of their exposure to risks and they should consider the suitability of this Product as an investment in the light of their own circumstances and financial condition. Products involve a high degree of risk, including the potential risk of expiring worthless. Potential Investors should be prepared in certain circumstances to sustain a total loss of the capital invested to purchase this Product. Prospective Investors shall consider the following important risk factors and see the section "Risk Factors" of the Programme for details on all other risk factors to be considered. This is a structured product involving derivative components. Investors should make sure that their advisors have verified that this Product is suitable for the portfolio of the investor taking into account the investor's financial situation, investment experience and investment objectives. The terms and conditions of the Product may be subject to adjustments during the lifetime of the Product as set out in the Programme. Investors whose usual currency is not the currency in which the product is redeemed should be aware of their possible currency risk. The value of the Product may not correlate with the value of the Underlying(s). Market Risks The general market performance of securities is dependent, in particular, on the development of the capital markets which, for their part, are influenced by the general global economic situation as well as by the economic and political framework conditions in the respective countries (so-called market risk). Changes to market prices such as interest rates, commodity prices or corresponding volatilities may have a negative effect on the valuation of the Underlying(s) or the Product. There is also the risk of market disruptions (such as trading or stock market interruptions or discontinuation of trading) or other unforeseeable occurrences concerning the respective Underlyings and/or their stock exchanges or markets taking place during the term or upon maturity of the Products. Such occurrences can have an effect on the time of redemption and/or on the value of the Products. No dividend payment This Product does not confer any claim to receive rights and/or payments of the underlying, such as dividend payments, unless explicitly stated herein, and therefore, without prejudice to any coupon or dividend payments provided for in this Termsheet, does not yield any current income. This means that potential losses in value of the Product cannot be compensated by other income.

5 Credit Risk of Issuing Parties The Investor's exposure to the credit risk of the Issuer of this Product is only mitigated due to collateralization. In order to collateralize this Product, securities have been deposited at SIX SIS Ltd in favour of SIX Swiss Ltd. Following the insolvency of the Issuer the deposited securities will be used for the Redemption of the Product. Potential Investors should note that the Issuer is not rated by the credit rating agencies, i.e. there is no credit rating for the Issuer. Secondary Market The Issuer and/or the Lead Manager or any third party appointed by the Issuer, as applicable, intends, under normal market conditions, to provide bid and offer prices for the Products on a regular basis in accordance with the COSI Market Making obligations. However, the Issuer and/or the Lead Manager, as applicable, reserve the right to cease the posting of bid and offer prices upon the occurrence and for the duration of any exceptional market circumstances. In special market situations, where the Issuer and/or the Lead Manager is/are unable to enter into hedging transactions, or where such transactions are very difficult to enter into, the spread between the bid and offer prices may be temporarily expanded, in order to limit the economic risks of the Issuer and/or the Lead Manager. ADDITIONAL INFORMATION / DISCLAIMER Prudential Supervision Leonteq Securities AG, Zurich has a securities dealers licence issued by the FINMA and is under the supervision by the FINMA. Conflict of Interests The Issuing Parties and/or the Lead Manager and/or any third party appointed by them, as the case may be, may from time to time, as principal or agent, have positions in, or may buy or sell, or make a market as well as be active on both sides of the market at the same time in any securities, currencies, financial instruments or other assets underlying the products to which this document relates. The Issuer s and Lead Manager's and/or the appointed third party's trading and/or hedging activities related to this transaction may have an impact on the price of the Underlying and may affect the likelihood that any relevant Barrier Level, if any, is reached. Remunerations to Third Parties Depending on the circumstances the Issuer and/or Lead Manager may sell this Product to financial institutions or intermediaries at a discount to the Issue Price or reimburse a certain amount to such financial institutions or intermediaries (reference is made to section General Information herein). In addition, for certain services rendered by distribution partners and to increase quality and services relating to the Products, the Issuer and/or Lead Manager may from time to time pay trailer fees to such third parties. Further information is available on request. No Offer The indicative Termsheet is primarily provided for information purposes and does not constitute a recommendation, an offer or a solicitation of an offer to buy financial products. No Representation The Issuer, the Lead Manager and any third party appointed by them make no representation or warranty relating to any information herein which is derived from independent sources. INFORMATION ABOUT COLLATERALISATION COSI Collateral Secured Instruments - Investor Protection engineered by SIX. COSI are structured products with a minimal issuer risk. This protection is provided by means of a collateral pledge. Investors thus profit from increased protection on the invested capital. This product (hereinafter «COSI Product») is collateralized in accordance with the terms of the SIX Swiss «Framework Agreement for Collateral Secured Instruments» («Framework Agreement»). Being, or together with the Issuer, Leonteq Securities AG («Collateral Provider») has concluded the Framework Agreement on September 10, 2010 and the Collateral Provider undertakes to secure the current value of the COSI Product in favour of SIX Swiss. The legal position of the Investors in relation to the collateralization of the COSI Product is determined by the provisions of the Framework Agreement. The core elements of the collateralization are summarized in a SIX Swiss information sheet, which is available at « The Issuer shall, upon request, provide the Framework Agreement to the Investors free of charge in the German version or in an English translation. A copy of the Framework Agreement may be obtained from the Lead Manager at Brandschenkestrasse 90, P.O. Box 1686, CH-8027 Zurich (Switzerland), or via telefon (+41-(0) *), fax (+41-(0) ) or (termsheet@leonteq.com). The costs for the service provided by SIX Swiss with respect to the collateralization of COSI Products of currently up to 15 Basis Points (0.15%) of the total value of the collateral as well as the borrowing costs of the collateral may be taken into account for the pricing of a COSI Product and may therefore be borne by the Investors, as the case may be. The payment to the Investors may be delayed for factual or legal reasons. To the extent the calculation of the current value of a COSI Product proves to be incorrect, the collateralization of the COSI Product may be insufficient. Apart from the primary listing of the COSI Product on SIX Swiss the issuer may apply for a secondary listing on further exchanges. All aspects and events related to a secondary listing of the COSI Product shall be disregarded under the Framework Agreement. In particular, events which are related to a secondary listing of the COSI Product, such as the suspension of the market making at a secondary exchange or the delisting of the COSI Product from a secondary exchange, shall not be deemed a liquidation event under the Framework Agreement. SIX Swiss is at its own discretion entitled to make public the occurrence of a liquidation event and the maturity of the COSI Product pursuant to the Framework Agreement in the countries where a secondary listing is maintained as well as to inform the secondary exchanges or any other bodies about such occurrences. The current value of this COSI Product is determined by method «A (Fair Value)». More detailed information about the calculation method is available at «

6 AMENDMENT 03/04/ Dividend Reinvestment Effective Date: 03/04/2013 Underlying: RSA INSURANCE Dividend payment of RSA INSURANCE of GBp 3.90 per share. GBp 3.90 of this amount will be reinvested (old: ) 08/04/ Dividend Reinvestment Effective Date: 08/04/2013 Underlying: BANCO BILBAO VIZCAYA ARGENTA Dividend payment of BANCO BILBAO VIZCAYA ARGENTA of EUR per share. EUR of this amount will be reinvested (old: ) 08/04/ Dividend Reinvestment Effective Date: 08/04/2013 Underlying: ZURICH INSURANCE GROUP AG-REG Dividend payment of ZURICH INSURANCE GROUP AG-REG of CHF per share. CHF of this amount will be reinvested (old: ) 10/04/ Dividend Reinvestment Effective Date: 10/04/2013 Underlying: FORTUM OYJ Dividend payment of FORTUM OYJ of EUR 1.00 per share. EUR 0.70 of this amount will be reinvested (old: ) 12/04/ Dividend Reinvestment Effective Date: 12/04/2013 Underlying: BANCO SANTANDER SA Dividend payment of BANCO SANTANDER SA of EUR 0.15 per share. EUR of this amount will be reinvested (old: )

7 17/04/ Dividend Reinvestment Effective Date: 17/04/2013 Underlying: BAE SYSTEMS PLC Dividend payment of BAE SYSTEMS PLC of GBp per share. GBp of this amount will be reinvested (old: ) 19/04/ Dividend Reinvestment Effective Date: 19/04/2013 Underlying: RWE AG Dividend payment of RWE AG of EUR 2.00 per share. EUR of this amount will be reinvested (old: ) 23/04/ Dividend Reinvestment Effective Date: 23/04/2013 Underlying: BELGACOM SA Dividend payment of BELGACOM SA of EUR 1.68 per share. EUR 1.26 of this amount will be reinvested (old: ) 24/04/ Dividend Reinvestment Effective Date: 24/04/2013 Underlying: CENTRICA PLC Dividend payment of CENTRICA PLC of GBp per share. GBp of this amount will be reinvested (old: ) 25/04/ Dividend Reinvestment Effective Date: 25/04/2013 Underlying: SYNGENTA AG-REG Dividend payment of SYNGENTA AG-REG of CHF 9.50 per share. CHF 9.50 of this amount will be reinvested (old: )

8 26/04/ Dividend Reinvestment Effective Date: 26/04/2013 Underlying: INFICON HOLDING AG-REG Dividend payment of INFICON HOLDING AG-REG of CHF per share. CHF of this amount will be reinvested (old: ) 26/04/ Dividend Reinvestment Effective Date: 26/04/2013 Underlying: MUENCHENER RUECKVER AG-REG Dividend payment of MUENCHENER RUECKVER AG-REG of EUR 7.00 per share. EUR of this amount will be reinvested (old: ) 29/04/ Dividend Reinvestment Effective Date: 29/04/2013 Underlying: ABB LTD-REG Dividend payment of ABB LTD-REG of CHF 0.68 per share. CHF 0.68 of this amount will be reinvested (old: ) 29/04/ Dividend Reinvestment Effective Date: 29/04/2013 Underlying: BASF SE Dividend payment of BASF SE of EUR 2.60 per share. EUR of this amount will be reinvested (old: ) 29/04/ Dividend Reinvestment Effective Date: 29/04/2013 Underlying: SCOR SE Dividend payment of SCOR SE of EUR 1.20 per share. EUR 0.84 of this amount will be reinvested (old: )

9 30/04/ Dividend Reinvestment Effective Date: 30/04/2013 Underlying: BOUYGUES SA Dividend payment of BOUYGUES SA of EUR 1.60 per share. EUR 1.12 of this amount will be reinvested (old: ) 09/05/ Dividend Reinvestment Effective Date: 09/05/2013 Underlying: AXA SA Dividend payment of AXA SA of EUR 0.72 per share. EUR of this amount will be reinvested (old: 2.328) 15/05/ Dividend Accumulation Effective Date: 15/05/2013 Underlying: ROYAL DUTCH SHELL PLC-A SHS Dividend payment of ROYAL DUTCH SHELL PLC-A SHS of GBp per share. GBp multiplied with the Current Number of Underlying Components (Wi) on the Effective Date will be accumulated, according to the following formula: Accumulated Amount: GBp x EUR /05/ Dividend Reinvestment Effective Date: 15/05/2013 Underlying: BAYERISCHE MOTOREN WERKE AG Dividend payment of BAYERISCHE MOTOREN WERKE AG of EUR 2.50 per share. EUR of this amount will be reinvested (old: ) 16/05/ Dividend Reinvestment Effective Date: 16/05/2013 Underlying: TELENOR ASA Dividend payment of TELENOR ASA of NOK 6.00 per share. NOK 4.50 of this amount will be reinvested (old: )

10 20/05/ Dividend Reinvestment Effective Date: 20/05/2013 Underlying: ATLANTIA SPA Dividend payment of ATLANTIA SPA of EUR per share. EUR of this amount will be reinvested (old: ) 20/05/ Dividend Reinvestment Effective Date: 20/05/2013 Underlying: DEUTSCHE TELEKOM AG-REG Dividend payment of DEUTSCHE TELEKOM AG-REG of EUR 0.70 per share. EUR of this amount will be reinvested (old: ) 29/05/ Dividend Reinvestment Effective Date: 29/05/2013 Underlying: ISHARESDJASIA/PAC SL DV 30 Dividend payment of ISHARESDJASIA/PAC SL DV 30 of USD per share. USD of this amount will be reinvested (old: ) 17/06/ Name Change Effective Date: 17/06/2013 EFG Financial Products changed its company name. Company name new: Company name new: Leonteq Securities AG Leonteq Securities AG, Guernsey Branch (old: EFG Financial Products AG) (old: EFG Financial Products AG, Guernsey Branch) 01/07/ Name Change Effective Date: 01/07/2013 Underlying: ISHARES DJ ASIA/PAC SL DV 30 ISHARES DJ ASIA/PAC SL DV 30 changed its company name. Underlying new: ISHARES ASIA PACIFIC DIVIDEND (old: ISHARES DJ ASIA/PAC SL DV 30)

11 10/07/ Dividend Reinvestment Effective Date: 10/07/2013 Underlying: BANCO BILBAO VIZCAYA ARGENTA Dividend payment of BANCO BILBAO VIZCAYA ARGENTA of EUR 0.10 per share. EUR of this amount will be reinvested. Initial Fixing Level new: (old: ) 17/07/ Dividend Reinvestment Effective Date: 17/07/2013 Underlying: IMPERIAL TOBACCO GROUP PLC Dividend payment of IMPERIAL TOBACCO GROUP PLC of GBp per share. GBp of this amount will be reinvested. Initial Fixing Level new: (old: ) 25/07/ Dividend Reinvestment Effective Date: 25/07/2013 Underlying: DB X-TRACKERS STOXX GLOBAL S Dividend payment of DB X-TRACKERS STOXX GLOBAL S of EUR 1.02 per share. EUR of this amount will be reinvested (old: ) 28/08/ Dividend Reinvestment Effective Date: 28/08/2013 Underlying: ISHARES ASIA PACIFIC DIVIDEND Dividend payment of ISHARES ASIA PACIFIC DIVIDEND of USD per share. USD of this amount will be reinvested (old: ) 25/09/ Dividend Reinvestment Effective Date: 25/09/2013 Underlying: CENTRICA PLC Dividend payment of CENTRICA PLC of GBp per share. GBp 4.92 of this amount will be reinvested (old: )

12 25/09/ Dividend Reinvestment Effective Date: 25/09/2013 Underlying: RSA INSURANCE GROUP PLC Dividend payment of RSA INSURANCE GROUP PLC of USD per share. USD 2.28 of this amount will be reinvested (old: ) 23/10/ Dividend Reinvestment Effective Date: 23/10/2013 Underlying: BAE SYSTEMS PLC Dividend payment of BAE SYSTEMS PLC of GBp 8.89 per share. GBp 8.89 of this amount will be reinvested (old: 7.876) 03/12/ Dividend Reinvestment Effective Date: 03/12/2013 Underlying: BELGACOM SA Dividend payment of BELGACOM SA of EUR 0.50 per share. EUR of this amount will be reinvested (old: ) 23/12/ Dividend Reinvestment Effective Date: 23/12/2013 Underlying: ATLANTIA SPA Dividend payment of ATLANTIA SPA of EUR per share. EUR of this amount will be reinvested (old: ) 23/12/ Dividend Reinvestment Effective Date: 23/12/2013 Underlying: ISHARES ASIA PACIFIC DIVIDEND Dividend payment of ISHARES ASIA PACIFIC DIVIDEND of EUR per share. EUR of this amount will be reinvested (old: )

13 15/01/ Dividend Reinvestment Effective Date: 15/01/2014 Underlying: IMPERIAL TOBACCO GROUP PLC Dividend payment of IMPERIAL TOBACCO GROUP PLC of GBp per share. GBp of this amount will be reinvested (old: 1.223) 26/03/ Rights Issue Effective Date: 26/03/2014 Underlying: RSA INSURANCE GROUP PLC Capital increase of RSA INSURANCE GROUP PLC due to the rights issue at a ratio of 3:8 Initial Fixing Level new: GBp (old: GBp ) (old: ) FOR DISTRIBUTION IN SWITZERLAND Leonteq Securities AG Brandschenkestrasse 90, P.O. Box 1686, 8027 Zurich, Switzerland Phone: , termsheet@leonteq.com FOR DISTRIBUTION WITHIN THE EUROPEAN ECONOMIC AREA (EEA) Leonteq Securities (Europe) GmbH Goetheplatz 2, Frankfurt, Germany Phone: BRANCHES Leonteq Securities (Europe) GmbH Paris Branch 33 rue François 1er Paris, France Phone: +33 (0) Leonteq Securities (Europe) GmbH London Branch 100 Wigmore Street, London W1U 3RN, United Kingdom Phone: +44 (0)