NBC Marathon™ (Accelerator) with Lookback Bonus Note Securities (No Barrier) linked to the S&P/TSX Composite Low Volatility Index, due on December 7, 2022

Current price: $115.66
As of 07-Dec-2022

General Information

Issuer:
NBC
FundSERV Code:
NBC2773
ISM Code:
V80292
Ticker Symbol:
SPTXLVPR

Highlights

  • 5.5-year term.
  • Linked to the S&P/TSX Composite Low Volatility Index.
  • Acceleration Factor: 2.30.
  • Lookback Factor: 2.30.
  • No barrier.
  • Maturity Redemption Payment : If the Reference Portfolio Return is positive on the Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1 + (Acceleration Factor x Reference Portfolio Return) + (Lookback Factor x Lookback Bonus)]; or
  • If the Reference Portfolio Return is nil or negative but equal to or higher than the Barrier on the Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1+ (Lookback Factor x Lookback Bonus)]; or
  • If the Reference Portfolio Return is negative and lower than the Barrier on the Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1 + Reference Portfolio Return + (Lookback Factor x Lookback Bonus)].
  • Lookback Bonus : If the Reference Portfolio Return is positive on the Valuation Date, the Lookback Bonus will be equal to the absolute value of the Lookback Return; or
  • If the Reference Portfolio Return is nil or negative on the Valuation Date but greater than the Lookback Return, the Lookback Bonus will be equal to the Reference Portfolio Return minus the Lookback Return; or
  • If the Reference Portfolio Return is nil or negative on the Valuation Date and less than or equal to the Lookback Return, the Lookback Bonus will be equal to zero.
  • Eligible for RRSPs, RRIFs, RESPs, RDSPs, DPSPs and TFSAs.
  • A daily secondary market is available under normal market condition.

Dates

Issue Date:
07-Jun-2017
Maturity date:
07-Dec-2022
Note term:
5.5 years
Valuation Date:
02-Dec-2022

Price and Historical Values

Last Updated Date:
07-Dec-2022
Current Price:
$115.66
Current ETC:
$0.00
Price Net of ETC:
$115.66
Currency:
CAN

The bid price and any related information on the date of sale may differ from the current price and information posted above. Please refer to the offering document or your investment advisor.

Legal Notice

Portfolio

CompanyInitial ValueFinal PriceReturn
S&P/TSX Composite Low Volatility Index424.83440.443.67%
Reference Portfolio Return3.67%
Basket Level440.440
Monthly Fixing Table
07-Jun-17424.8300
07-Jul-17421.8095
08-Aug-17419.1713
07-Sep-17414.2008
10-Oct-17428.1309
07-Nov-17431.8601
07-Dec-17433.0080
08-Jan-18428.5982
07-Feb-18411.5116
07-Mar-18414.8800
Minimum Fixing Level411.51