Global Blue Chip III Deposit Notes S3

Current price: $131.08
As of 30-Dec-2016

General Information

Issuer:
NBC
FundSERV Code:
NBC1457
ISM Code:
V84071

Product Description

The Deposit Notes provide a return over the 8-year maturity that is linked to the price performance, converted into Canadian dollars, of a notional reference portfolio composed of the common shares of 20 international companies. The Deposit Notes are callable for redemption 4 years after the Issuance Date at $131.08 per Deposit Note for an annual compounded rate of return of approximately 7.00%. If the Bank does not exercise its right to call the Deposit Notes, the Variable Return at maturity is unlimited.

Highlights

  • Exposure to 20 International companies.
  • Unlimited potential return at maturity if the Bank does not exercise its early redemption right 4 years after the Issuance Date.
  • Callable for redemption by the Bank 4 years after the Issuance Date at $131.08 per Deposit Note, for a potential compounded annual return of approximately 7.00%.
  • If not called, the return at maturity, if any, is calculated starting from the average of 13 monthly Reference Portfolio Levels observed during the first 12 months of the Deposit Notes.
  • Daily secondary market available from Issuance Date, under normal market conditions and subject to early trading charges.
  • Eligible for all types of accounts (RRSP, RRIF, DPSP, RESP, RDSP and TFSA).
  • Principal fully protected at maturity by National Bank of Canada.
  • 8-year term.

Dates

Issue Date:
28-Dec-2012
Maturity date:
21-Dec-2020
Note term:
8.0 years
Potential Call Date:
21-Dec-2016
Valuation Date:
14-Dec-2020
Call Val. Date 1:
21-Dec-2016

Price and Historical Values

Last Updated Date:
30-Dec-2016
Current Price:
$131.08
Current ETC:
$0.00
Price Net of ETC:
$131.08
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.

Note

On October 10, 2016, Anheuser-Busch InBev SA/NV (“ABI”) announced the completion of the combination with SABMiller plc (“SAB”) triggering a Substitution Event in connection with the Reference Portfolio of the Deposit Notes as per the terms of the Information Statement. As a result of such event, we hereby advise the Holders of the Deposit Notes that, as of October 5, 2016, the common shares of SAB have been replaced with the common shares of ABI as a Reference Share in the Reference Portfolio of the Deposit Notes in accordance with the terms and conditions of the Information Statement. All calculations in respect of the Reference Portfolio Return that were based on the price of the common shares of SAB will be, from October 5, 2016 at the close of trading until maturity, based on the price of the common shares of ABI.

Legal Notice

Portfolio

CompanyInitial ValueInitial FX RateFinal PriceCurrent FX RateReturn
Anheuser-Busch InBev SA/NV78.322361.315799.241.4034.55%
Bank of Nova Scotia/The57.431.000075.821.0032.02%
Toronto-Dominion Bank/The41.671.000066.951.0060.67%
TransCanada Corp46.551.000061.751.0032.65%
General Mills Inc40.060.995262.391.34109.72%
Johnson & Johnson69.480.9952115.311.34123.48%
McDonald's Corp87.580.9952123.181.3489.39%
3M Co91.780.9952178.431.34161.79%
Altria Group Inc31.090.995267.271.34191.36%
Pfizer Inc24.890.995232.401.3475.29%
Southern Co/The42.330.995249.241.3456.64%
Royal Dutch Shell PLC26.051.315726.021.406.06%
Engie*15.4151.315712.261.40-15.55%
TOTAL SA38.911.315747.601.4029.89%
Orange SA8.2771.315714.191.4082.05%
BHP Billiton Ltd34.95041.033425.170.97-32.36%
Novartis AG57.451.090273.701.3153.67%
HSBC Holdings PLC651.31.6079655.501.653.57%
Sony Corp9580.01163336.000.01242.80%
Nintendo Co Ltd90700.011624530.000.01166.24%
Called on December 30, 2016Reference Portfolio Return53.79%
Basket Level1 751.957
Indicative Variable Interest53.79%
Monthly Fixing TableIndex Level
21-Dec-121000.00
22-Jan-131040.26
21-Feb-131062.76
21-Mar-131111.36
22-Apr-131115.29
21-May-131170.59
21-Jun-131116.63
22-Jul-131184.61
21-Aug-131151.16
23-Sep-131182.21
21-Oct-131202.35
21-Nov-131237.23
23-Dec-131234.78
Average Fixing Level1139.17
*Formerly known as GDF Suez S.A. (GSZ:FP)
*The Initial Value of the common shares of BHP Billiton Limited was adjusted on May 18, 2015, following the spin-off of certain assets in the mining and metals sector into a new company called South32 Limited.