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As Of Filer Filing For·On·As Docs:Size Issuer Filing Agent 2/28/20 Swedish Export Credit Corp/Swed FWP 1:92K Swedish Export Credit Corp/Swed Rahman Ahmad/FA |
Document/Exhibit Description Pages Size 1: FWP Free-Writing Prospectus HTML 20K
Accelerated Return Notes® | Enhanced Return |
Accelerated Return Notes® Linked to the EURO STOXX 50® Index | |
Issuer | Swedish Export Credit Corporation (SEK) |
Principal Amount | $10.00 per unit |
Term | Approximately
14 months |
Market Measure | The EURO STOXX 50® Index (Bloomberg symbol: SX5E), a price return index |
Payout Profile at Maturity | ● 3-to-1 upside exposure to increases in the Market Measure, subject to the Capped Value ● 1-to-1 downside exposure
to decreases in the Market Measure, with 100% of your investment at risk |
Capped Value | [$12.00 to $12.40] per unit, a [20% to 24%] return over the principal amount to be determined on the pricing date. |
Interest Payments | None |
Investment Considerations | This investment is designed for investors who
anticipate that the Market Measure will increase moderately over the term of the notes, and are willing to accept a capped return, take full downside risk and forgo interim interest payments. |
Preliminary Offering Documents | |
Exchange Listing | No |
You
should read the relevant Preliminary Offering Documents before you invest. Click on the Preliminary Offering Documents hyperlink above or call your Financial Advisor for a hard copy. Risk factors Please see the Preliminary Offering Documents for a description of certain risks related to this investment, including, but not limited to, the following: ● Depending on the performance of the Market Measure as measured shortly before the maturity date, your investment may result in a loss; there is no guaranteed return of principal. ● Payments on the notes, including repayment of principal, are subject
to the credit risk of SEK. If SEK becomes insolvent or is unable to pay its obligations, you may lose your entire investment. ● Your investment return, if any, is limited to the return represented by the Capped Value and may be less than a comparable investment directly in the stocks included in the Market Measure. ● The initial estimated value of the notes on the pricing date will be less than their public offering price. ● If you attempt to sell the notes prior to maturity, their market value may be lower than both the public offering price and the initial estimated value of the notes on the pricing date. ● You
will have no rights of a holder of the securities represented by the Market Measure, and you will not be entitled to receive securities or dividends or other distributions by the issuers of those securities. ● Your return on the notes and the value of the notes may be affected by exchange rate movements and factors affecting the international securities markets, specifically changes within the Eurozone Final terms will be set on the pricing date within the given range for the specified Market-Linked Investment. Please see the Preliminary Offering Documents for complete product disclosure, including related risks and tax disclosure. SEK has filed a registration
statement (including a prospectus supplement and a prospectus) with the U.S. Securities and Exchange Commission (SEC) for the offering of notes that is described in this Guidebook. Before you invest, you should carefully read the prospectus supplement and prospectus in that registration statement and other documents that SEK has filed with the SEC for more complete information about SEK and the offering described in this Guidebook. You may obtain these documents without cost by visiting EDGAR on the SEC website at www.sec.gov. SEK’s Central Index Key, or CIK, on the SEC website is 352960. Alternatively, SEK or Merrill Lynch will arrange to send you the prospectus and other documents relating to the offering described in this document if you so request by calling toll-free 1-866-294-1322.
SEK faces risks that are specific to its business, and we encourage you to carefully consider these risks before making an investment in its securities. | |
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The graph above and the table below reflects the hypothetical return on the notes, based on the terms contained in the table to the left (using the mid-point for any range(s)). The graph and table have been prepared for purposes of illustration only and do not take into account any tax consequences from investing in the notes. |
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Hypothetical Percentage Change from the Starting Value to the Ending Value | Hypothetical Redemption Amount per Unit | Hypothetical Total Rate of Return on the Notes |
-100.00% | $0.00 | -100.00% |
-50.00% | $5.00 | -50.00% |
-20.00% | $8.00 | -20.00% |
-10.00% | $9.00 | -10.00% |
-6.00% | $9.40 | -6.00% |
-3.00% | $9.70 | -3.00% |
0.00% | $10.00 | 0.00% |
2.00% | $10.60 | 6.00% |
5.00% | $11.50 | 15.00% |
7.33333% | $12.20 | 22.00% |
10.00% | $12.20 | 22.00% |
20.00% | $12.20 | 22.00% |
30.00% | $12.20 | 22.00% |
40.00% | $12.20 | 22.00% |
50.00% | $12.20 | 22.00% |
60.00% | $12.20 | 22.00% |