| Underlying Asset | S&P/ASX200 | |||
| Coupon Rate | AUD series 11.2%, USD series 8% | |||
| Term | 1 year | |||
| ANZ | CBA | NAB | WBC | |
| Initial Level | 22.15 | 52.80 | 28.62 | 24.14 |
| Call Event (>0% initial price, all shares) | 22.15 | 52.80 | 28.62 | 24.14 |
| Knock in event (-40%, initial price, any share) | 13.29 | 31.68 | 17.17 | 14.48 |
| Date | ANZ | CBA | NAB | WBC | Events |
| 30 Nov 2009 | 22.15 | 52.80 | 28.62 | 24.14 | |
| 31 Dec 2009 | 22.88 | 54.85 | 27.40 | 25.30 | |
| 29 Jan 2010 | 21.73 | 53.23 | 26.37 | 23.86 | |
| 26 Feb 2010 | 23.14 | 53.92 | 25.44 | 26.13 | |
| 31 Mar 2010 | 25.36 | 56.29 | 27.52 | 27.84 | |
| 30 Apr 2010 | 24.20 | 58.51 | 28.00 | 27.20 | |
| 31 May 2010 | 22.31 | 51.37 | 24.63 | 22.95 | |
| 30 Jun 2010 | 21.61 | 48.64 | 23.28 | 21.23 | |
| 30 Jul 2010 | 23.05 | 52.56 | 25.13 | 23.99 | |
| 31 Aug 2010 | 22.59 | 50.30 | 23.20 | 21.70 | |
| 30 Sep 2010 | 23.68 | 51.17 | 25.34 | 23.24 | |
| 29 Oct 2010 | 24.81 | 48.90 | 25.46 | 22.70 | |
| 30 Nov 2010 | 22.66 | 48.28 | 23.45 | 21.37 |