NBC Auto Callable Contingent ROC Note Securities (Maturity-Monitored Barrier) linked to the EURO STOXX 50® Index, due on July 29, 2021

Current price: $108.77
As of 31-Jul-2017

General Information

Issuer:
NBC
FundSERV Code:
NBC1939
ISM Code:
V73910
Ticker Symbol:
SX5E
Index Page:
Link

Highlights

  • 5-year term.
  • Linked to the EURO STOXX 50® Index.
  • Potential ROC Payments: provided that the Reference Portfolio Return is equal to or higher than the ROC Payment Threshold on the applicable ROC Payment Valuation Date, Holders will be entitled to receive a ROC Payment on each ROC Payment date.
  • ROC Payment Threshold: Year 1: 0%, Year 2: 0%, Year 3: 0%, Year 4: 0%, Year 5: 0%
  • Call Threshold: Year 1: 0%, Year 2: 0%, Year 3: 0%, Year 4: 0%, Year 5: 0%
  • Participation Factor: 5%
  • Maturity Barrier: -20%.
  • 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 higher than the Call Threshold 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 equal to or lower than the Call Threshold but 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 lower than the Call Threshold and is 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.
  • Daily secondary market available under normal market conditions.

Dates

Issue Date:
29-Jul-2016
Maturity date:
29-Jul-2021
Note term:
5.0 years
Call Val. Date 1:
24-Jul-2017
Call Val. Date 2:
23-Jul-2018
Call Val. Date 3:
22-Jul-2019
Call Val. Date 4:
22-Jul-2020
Final Valuation Date:
22-Jul-2021

Price and Historical Values

Last Updated Date:
31-Jul-2017
Current Price:
$108.77
Current ETC:
$0.00
Price Net of ETC:
$108.77
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 EUR2990.763453.1715.46%100%
Reference Portfolio Return15.46%
Indicative Variable Interest0.77%
Barrier2392.608
Call Threshold0.00%
Called on July 31, 2017Call Threshold Value2990.76