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Published on 7/6/2010 in the Prospect News Structured Products Daily.

New Issue: Goldman prices $1.58 million equity index-linked notes on MSCI EAFE for Svensk

By Jennifer Chiou

New York, July 6 - AB Svensk Exportkredit priced $1.58 million of 0% equity index-linked notes due July 10, 2012 linked to the MSCI EAFE index via Goldman, Sachs & Co., according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 1.5 times any gain in the index, up to a maximum settlement amount of $1,370.50 per $1,000 principal amount.

Investors will receive par for losses up to 10% and will be exposed to losses at a rate of 1.1111% per 1% decline beyond 10%.

Issuer:AB Svensk Exportkredit
Issue:Equity index-linked notes
Underlying index:MSCI EAFE
Amount:$1,579,000
Maturity:July 10, 2012
Coupon:0%
Price:Par
Payout at maturity:Par plus 1.5 times any index gain, up to a maximum settlement amount of $1,370.50 per $1,000 principal amount; par for losses up to 10% and exposure to losses at a rate of 1.1111% per 1% decline beyond 10%
Initial index level:1,346.4
Pricing date:July 1
Settlement date:July 9
Underwriter:Goldman, Sachs & Co.
Fees:0.25%
Cusip:01019M553

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