Coupons
Coupons per Note, if any, will be payable in Canadian dollars on the Coupon Payment Date, in an amount, rounded to the nearest cent, equal to the result obtained using the following formula:
Coupon Amount = Principal Amount × Coupon Rate
The Coupon rate is the average expressed as a percentage rounded to two decimal places of the Share Returns for the 10 Shares in the Share Basket as determined on the relevant Valuation Date.
The Share Return for each Share in the Share Basket, on the relevant Coupon Payment Date, is:
| 1. |
where the applicable Share Performance is equal to or greater than zero, 12.00%; or |
| 2. |
where the applicable Share Performance is negative, the actual Share performance, subject to a Share Return of no less than -25%. |
The Share Performance for each Share in the Share Basket, rounded to two decimal places and expressed as a percentage, is calculated as follows:
Share Performance = (Valuation Price – Initial Price) ÷ Initial Price
Basket Performance
| Basket Assets |
Weight |
Initial Price
10/05/2007 |
Current Price
09/07/2010 |
Price Performance |
| Amazon.com, Inc. |
10.00% |
$93.43 |
$138.79
|
48.55% |
| Anglo American PLC |
10.00% |
$34.02 |
$19.40
|
-42.97% |
| Apple Computer, Inc. |
10.00% |
$161.45 |
$258.77
|
60.28% |
| Arcelor Mittal |
10.00% |
$55.20 |
$24.69
|
-55.27% |
| British Energy Group PLC |
10.00% |
$18.54 |
$10.90
|
-41.21% |
| Mitsui & Co., Ltd. |
10.00% |
$2,800.00 |
$1,142.00
|
-59.21% |
| Schlumberger Limited |
10.00% |
$104.93 |
$57.37
|
-45.33% |
| SoftBank Corp. |
10.00% |
$2,360.00 |
$2,440.00
|
3.39% |
| Vallourec |
10.00% |
$206.93 |
$70.79
|
-65.79% |
| eBay Inc. |
10.00% |
$38.75 |
$24.13
|
-37.73% |
| Overall Return |
|
|
|
-23.53% |
| Indicative Variable Return * |
|
|
|
$0.00 |
Note: An investment in principal protected notes may not be suitable for all investors. Important information about these investments is contained in the Information Statement of each note. Investors should obtain and carefully read a copy prior to investing, paying particular attention to the associated risks. Past performance is not indicative of future returns. Commissions, trailing commissions, management fees and expenses all may be associated with these investments. Principal is guaranteed at maturity only for products purchased at their issue price and held to maturity. The investment return on the notes, if any, is uncertain in that an investor may not receive more than return of the principal amount at maturity. A person should reach a decision to invest in the notes only after carefully considering with his or her advisor, the suitability of this investment in light of his or her investment objectives and the information set out in the respective Information Statement.
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