NBC Marathon™ (Accelerator) with Lookback Bonus Note Securities (Maturity-Monitored Barrier) linked to the American market, Class F, due on May 2, 2023

Current price: $169.22
As of 02-May-2023

General Information

Issuer:
NBC
FundSERV Code:
NBC2748
ISM Code:
V80240
Ticker Symbol:
XSP

Highlights

  • 6-year term.
  • Linked to the units of the iShares® Core S&P 500 Index ETF (CAD-Hedged).
  • Acceleration Factor: 1.15.
  • Lookback Factor: 1.15.
  • Barrier: -20.00%.
  • 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

Issue Date:
02-May-2017
Maturity date:
02-May-2023
Note term:
6.0 years
Valuation Date:
27-Apr-2023

Price and Historical Values

Last Updated Date:
02-May-2023
Current Price:
$169.22
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 ValueFinal PriceReturn
iShares Core S&P 500 Index ETF CAD-Hedged27.3843.8660.19%
Reference Portfolio Return60.19%
Basket Level43.860
Monthly Fixing Table
02-May-1727.3800
02-Jun-1727.9700
05-Jul-1727.7201
02-Aug-1728.2100
05-Sep-1728.0400
02-Oct-1728.8500
02-Nov-1729.4800
04-Dec-1730.2500
02-Jan-1830.6000
02-Feb-1831.3000
Minimum Fixing Level27.38