| ANZ | CBA | BHP | QBE | |
| Initial Level | 23.14 | 53.92 | 41.10 | 21.40 |
| Upper accrual barrier level (90%) | 20.83 | 48.53 | 36.99 | 19.26 |
| Lower accrual barrier level (85%) | 19.67 | 45.83 | 34.94 | 18.19 |
| Call Event (>0% initial price, all shares) | 23.14 | 53.92 | 41.10 | 21.40 |
| Knock in event (60% of initial price, any share) | 18.51 | 43.14 | 32.88 | 17.12 |
| Date | ANZ | CBA | BHP | QBE | Events | Coupon Amount |
| 26 Feb 2010 | 23.14 | 53.92 | 41.10 | 21.40 | ||
| 31 Mar 2010 | 25.36 | 56.29 | 43.59 | 20.83 | ||
| 30 Apr 2010 | 24.20 | 58.51 | 40.75 | 21.10 | ||
| 31 May 2010 | 22.31 | 51.37 | 38.24 | 19.66 | ||
| 30 Jun 2010 | 21.61 | 48.64 | 37.65 | 18.20 | ||
| 30 Jul 2010 | 23.05 | 52.56 | 40.12 | 16.70 | Yes, 26 July 2010 | |
| 31 Aug 2010 | 22.59 | 50.30 | 37.05 | 16.49 | ||
| 30 Sep 2010 | 23.68 | 51.17 | 38.91 | 17.26 | ||
| 29 Oct 2010 | 24.81 | 48.90 | 41.92 | 17.18 | ||
| 30 Nov 2010 | 22.66 | 48.28 | 42.74 | 16.83 |