NBC Variable ROC Auto Callable Note Securities (Maturity-
Monitored Barrier) linked to the EURO STOXX 50® Index, due on
March 24, 2022
2077
General Information
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Issuer:
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NBC
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FundSERV Code:
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NBC1050
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ISM Code:
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V79571
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Ticker Symbol:
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SX5E
Highlights
- 6-year term.
- Linked to the EURO STOXX Index.
- Potential ROC Payments: Provided that the Reference Asset Return is higher than the ROC Payment Threshold on the applicable ROC Payment Valuation Date, Holders will be entitled to receive a ROC Payment on the applicable ROC Payment Date.
- ROC Payment Threshold: -30%.
- Call Threshold: 15%.
- Potential ROC Payments : $2.75 semi-annually.
- Participation Factor of 5%.
- Maturity-Monitored Barrier: -30%.
- If the Reference Portfolio Return is higher than the Call Threshold on a Call Valuation Date, the Note
Securities will be automatically called on the applicable Call Date and the
Maturity Redemption Payment will be equal to $100 x [1 + Variable Return; or
- If the Note Securities are not automatically called and the Reference Portfolio Return is positive on the Final Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1 + Variable Return].
- If the Note Securities are not automatically called and the Reference Portfolio Return is nil or negative but higher than the Barrier on the Final Valuation Date, the Maturity Redemption Payment will be equal to $100.
- If the Note Securities are not automatically called and the Reference Portfolio Return is negative and equal to or lower than the Barrier on the Final Valuation Date, the Maturity Redemption Payment will be equal to $100 x [1 + Reference Portfolio Return].
- Eligible for RRSPs, RRIFs, RESPs, RDSPs, DPSPs and TFSAs.
- A daily secondary market is subject to availability and to early trading charges.
Dates
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Issue Date:
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05-Apr-2016
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Maturity date:
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24-Mar-2022
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Note term:
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5.9 years
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Call Val. Date 1:
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18-Sep-2017
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Call Val. Date 2:
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19-Mar-2018
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Call Val. Date 3:
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17-Sep-2018
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Call Val. Date 4:
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18-Mar-2019
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Call Val. Date 5:
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17-Sep-2019
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Call Val. Date 6:
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17-Mar-2020
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Call Val. Date 7:
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17-Sep-2020
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Call Val. Date 8:
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17-Mar-2021
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Call Val. Date 9:
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17-Sep-2021
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Final Valuation Date:
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17-Mar-2022
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Price and Historical Values
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Last Updated Date:
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25-Sep-2017
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Current Price:
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$103.85
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Current ETC:
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$0.00
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Price Net of ETC:
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$103.85
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Currency:
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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
Company | Initial Price | Final Price | Return | Weighting |
EURO STOXX 50 Price EUR | 2890.35 | 3526.74 | 22.02% | 100% |
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| | Reference Portfolio Return | 22.02% | |
| | Indicative Variable Interest | 1.10% | |
| | Barrier | 2023.245 | |
| | Call Threshold | 15.00% | |
Called on September 25, 2017 | | Call Threshold Value | 3323.9025 | |
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