NBC Marathon™ (Accelerator) with Lookback Bonus Note Securities (Maturity-Monitored Barrier) linked to the Canadian market, due on November 21, 2022
2838
General Information
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Issuer:
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NBC
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FundSERV Code:
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NBC2766
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ISM Code:
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V74034
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Ticker Symbol:
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XIU
Highlights
- 5.5-year term.
- Linked to the Units of the iShares® S&P/TSX 60 Index ETF.
- Acceleration Factor: 1.25.
- Lookback Factor: 1.25.
- Barrier: -25.00%, measured from the initial level.
- 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
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Issue Date:
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19-May-2017
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Maturity date:
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21-Nov-2022
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Note term:
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5.5 years
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Valuation Date:
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16-Nov-2022
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Price and Historical Values
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Last Updated Date:
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21-Nov-2022
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Current Price:
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$146.44
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Current ETC:
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$0.00
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Price Net of ETC:
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$146.44
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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 Value | Final Price | Return |
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| iShares® S&P/TSX 60 Index ETF | 22.96 | 30.75 | 33.93% |
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| | Reference Portfolio Return | 33.93% |
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| | Basket Level | 30.750 |
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| Monthly Fixing Table | | | |
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| 19-May-17 | 22.9600 | | |
| 19-Jun-17 | 22.6000 | | |
| 19-Jul-17 | 22.6050 | | |
| 21-Aug-17 | 22.2200 | | |
| 19-Sep-17 | 22.5700 | | |
| 19-Oct-17 | 23.5100 | | |
| 20-Nov-17 | 23.9300 | | |
| Minimum Fixing Level | 22.22 | | |
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