Alpha RESULTS (a 2010 - 01) Blend Strategy Information
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RESULTS Blend Strategy:
This strategy provides the Investor with:
Income Return: cash payment monthly in arrears on the Income Payment Dates;
Growth Return: cash payment on the Settlement Date if a Barrier Event does not occur;
Growth Return Bonus: 50% of the positive performance of the Lowest Priced Reference Asset  exceeding 100% plus the Growth Return, due as a cash payment on the Settlement Date if a Barrier Event does not occur;
Conditional Capital Protection: the Investor will receive the Issue Price per Unit for each Unit held on Maturity if a Barrier Event and Early Maturity do not occur; and
Income Allocation = 50%, Growth Allocation = 50%.
Income Return2:
In respect of each Reference Asset Portfolio under the RESULTS Blend Strategy, the Income Return is a simple (non-compounding) rate of return payable monthly in arrears for the relevant Term. The Income Return will be set by the Issuer on the relevant Issue Date and specified in the Confirmation but it will not be less than the Minimum Income Return specified in the tables below.
As at the date of the PDS, the indicative Income Return in respect of Series (2009 - A01) is specified in the table below:
Reference Asset Portfolio
Minimum Income Return
Indicative Income Return at the date of the PDS
Portfolio A: Diversified A
13.50%
15.00%
Portfolio B: Diversified B
23.00%
26.00%
Portfolio C: Asian Growth
12.60%
15.60%
As at 2 November 2009, the indicative Income Return in respect of Series (2009 - A02) is specified in the table below:
Reference Asset Portfolio
Minimum Income Return
Indicative Income Return at 2 November 2009
Portfolio D: Diversified D
10.00%
11.50%
Portfolio E: Diversified E
17.00%
20.00%
Portfolio F: Resources
10.00%
11.80%
As at 8 February 2010, the indicative Income Return in respect of Series (a 2010 - 01) is specified in the table below:
Reference Asset Portfolio
Minimum Income Return
Indicative Income Return at 8 February 2010
Portfolio G: Diversified G
14.25%
16.25%
Portfolio H: Diversified H
12.00%
14.00%
Portfolio I: Diversified I
12.25%
14.25%
Income Amount per Unit:
(1/number of months in the Term) x Income Return x Issue Price per Unit x Income Allocation
Income Record Dates:
Each monthly anniversary of the relevant Issue Date throughout the relevant Term (or, if any such date is not a Business Day, the following Business Day).
Income Payment Dates:
5 Business Days after each Income Record Date.
Growth Return2:
If a Barrier Event does not occur on or prior to the relevant Maturity Date, in respect of each Reference Asset Portfolio under the RESULTS Blend Strategy, the Growth Return is a simple (non-compounding) rate of return payable in cash on the Settlement Date. The Growth Return will be set by the Issuer on the relevant Issue Date and specified in the Confirmation but will not be less than the Minimum Growth Return specified in the tables below.
As at the date of the PDS, the indicative Growth Return in respect of Series (2009 - A01) is set out in the table below:
Reference Asset Portfolio
Minimum Growth Return
Indicative Growth Return at the date of the PDS
Portfolio A: Diversified A
19.00%
21.50%
Portfolio B: Diversified B
48.00%
52.00%
Portfolio C: Asian Growth
20.00%
26.00%
As at 2 November 2009, the indicative Growth Return in respect of Series (2009 - A02) is set out in the table below:
Reference Asset Portfolio
Minimum Growth Return
Indicative Growth Return at 2 November 2009
Portfolio D: Diversified D
12.00%
14.50%
Portfolio E: Diversified E
31.00%
35.00%
Portfolio F: Resources
12.00%
14.80%
As at 8 February 2010, the indicative Growth Return in respect of Series (a 2010 - 01) is set out in the table below:
Reference Asset Portfolio
Minimum Growth Return
Indicative Growth Return at 8 February 2010
Portfolio G: Diversified G
22.50%
26.50%
Portfolio H: Diversified H
18.00%
22.00%
Portfolio I: Diversified I
19.00%
23.00%
Growth Amount per Unit:
Growth Return x Issue Price per Unit x Growth Allocation
Growth Return Bonus2:
If (i) a Barrier Event does not occur on or prior to the relevant Maturity Date; and
(ii) the Percentage Performance of the Lowest Priced Reference Asset on the relevant
Maturity Date > (100% + Growth Return),
then in respect of the selected Reference Asset Portfolio, the Growth Return Bonus is the following simple (non-compounding) rate of return payable in cash by the Issuer on the Settlement Date:
Percentage Performance of the Lowest Priced Reference Asset at Maturity – (100% + Growth Return)
Growth Bonus Amount per Unit:
Growth Return Bonus x Issue Price per Unit x Growth Allocation
Final Value per Unit:
If a Barrier Event does not occur on or prior to the relevant Maturity Date, then the Final Value per Unit payable on the Settlement Date will be equal to:
Issue Price per Unit
If a Barrier Event does occur on or prior to the relevant Maturity Date, then the Final Value per Unit payable on the Settlement Date will be equal to:
If the Percentage Performance of the Lowest Priced Reference Asset on the relevant Maturity Date ≥  100%
Issue Price per Unit x [100% + Growth Allocation x (Percentage Performance of the Lowest Priced Reference Asset at Maturity – 100%)]
If the Percentage Performance of the Lowest Priced Reference Asset on the relevant Maturity Date <Â
100%
Issue Price per Unit x Percentage Performance of the Lowest Priced Reference Asset at Maturity
2 Potential returns in Alpha RESULTS are linked to the Lowest Priced Reference Asset. Hence, Investors should be aware that their exposure is not based on the average performance of the relevant Reference Asset Portfolio and therefore the negative performance of one Reference Asset may not be offset by the positive performance of other Reference Assets within that portfolio.
