NBC Auto Callable Contingent Income Note Securities (Maturity-Monitored Barrier) linked to the EURO STOXX 50® Index, Class F, due on February 8, 2022

Current price: $109.00
As of 08-Feb-2018

General Information

Issuer:
NBC
FundSERV Code:
NBC2569
ISM Code:
V46499
Ticker Symbol:
SX5E
Educational Summary:
Link

Highlights

  • Approximatively 5-year term.
  • Linked to the EURO STOXX 50® Index.
  • Provided that the Reference Portfolio Return is higher than the Coupon Payment Threshold on the applicable Coupon Payment Valuation Date, Holders will be entitled to receive Coupon Payments set forth under the column entitled “Coupon Payments” in the table below on each Coupon Payment Date.
  • Coupon Payment Threshold: -15.00% for first $4.50 Coupon Payment and 0.00% for the other Coupon Payments.
  • Call Threshold: 0.00%.
  • Potential Coupon Payments : Year 1: $4.50 if greater than Coupon Payment Threshold of -15.00%, Additional $4.50 if greater than Coupon Payment Threshold of 0.00%;  Year 2: $18.00;  Year 3: $27.00;  Year 4: $36.00;  Year 5: $45.00.
  • Call Frequency: annually
  • Participation Factor: 0.00%.
  • Maturity-Monitored Barrier: -30.00%.
  • 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]; or
  • If the Note Securities are not automatically called and the Reference Portfolio Return is nil or negative but equal to or higher than the Barrier on the Final Valuation Date, the Maturity Redemption Payment will be equal to $100; or
  • If the Note Securities are not automatically called and the Reference Portfolio Return is negative and 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.
  • Daily secondary market available under normal market conditions.

Dates

Issue Date:
08-Feb-2017
Maturity date:
08-Feb-2022
Note term:
5.0 years
Call Val. Date 1:
01-Feb-2018
Call Val. Date 2:
01-Feb-2019
Call Val. Date 3:
03-Feb-2020
Call Val. Date 4:
01-Feb-2021
Final Valuation Date:
01-Feb-2022

Price and Historical Values

Last Updated Date:
08-Feb-2018
Current Price:
$109.00
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 PriceFinal PriceReturnWeighting
EURO STOXX 50 Price EUR3238.043577.3510.48%
Reference Portfolio Return
Barrier2266.628
Call Threshold0.00%
Called on February 08, 2018