New Issue: Scotia sells $3.29 million capped enhanced participation notes on basket of 79 stocks

Chicago, Oct. 12 – Bank of Nova Scotia priced $3.29 million of 0% capped enhanced participation notes due Oct. 26, 2021 linked to an unequally weighted basket of stocks, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of Aecom with a weight of 0.62%, Ameren Corp. with a weight of 1.76%, Advanced Energy Industries, Inc. with a weight of 0.47%, AES Corp. with a weight of 2.61%, Avangrid, Inc. with a weight of 2.13%, Albemarle Corp. with a weight of 1.10%, Anthem, Inc. with a weight of 1.41%, Air Products and Chemicals, Inc. with a weight of 1.12%, Aptiv plc with a weight of 2.47%, Bloom Energy Corp. with a weight of 0.49%, Bright Horizons Family Solutions Inc. with a weight of 2.79%, Ball Corp. with a weight of 0.79%, Boston Scientific Corp. with a weight of 0.89%, Caterpillar Inc. with a weight of 2.18%, Crown Holdings, Inc. with a weight of 0.57%, Chegg, Inc. with a weight of 2.26%, Cummins Inc. with a weight of 2.15%, Centene Corp. with a weight of 0.53%, Cree, Inc. with a weight of 0.82%, CrowdStrike Holdings, Inc. with a weight of 0.95%, Darling Ingredients Inc. with a weight of 0.90%, Deere & Co. with a weight of 1.86%, D.R. Horton, Inc. with a weight of 2.51%, Duke Energy Corp. with a weight of 2.17%, Dycom Industries, Inc. with a weight of 0.83%, Emcor Group, Inc. with a weight of 1.02%, Enphase Energy, Inc. with a weight of 0.62%, EnerSys with a weight of 0.62%, Eversource Energy. with a weight of 1.44%, Edwards Lifesciences Corp. with a weight of 0.83%, Eagle Materials Inc. with a weight of 0.62%, Freeport-McMoRan Inc. with a weight of 0.66%, First Solar, Inc. with a weight of 1.22%, Fortinet, Inc. with a weight of 0.50%, Graphic Packaging Holding Co. with a weight of 1.55%, HCA Healthcare, Inc. with a weight of 1.83%, HD Supply Holdings, Inc. with a weight of 1.06%, Humana Inc. with a weight of 0.65%, Hexcel Corp. with a weight of 1.21%, Itron, Inc. with a weight of 0.48%, Jacobs Engineering Group Inc. with a weight of 1.01%, Jabil Inc. with a weight of 1.11%, KBR Inc. with a weight of 1.89%, Lennar Corp. with a weight of 2.41%, Livent Corp. with a weight of 0.61%, Medtronic plc with a weight of 2.19%, Macquarie Infrastructure Corp. with a weight of 1.58%, Martin Marietta Materials, Inc. with a weight of 0.66%, Molina Healthcare, Inc. with a weight of 0.57%, Meritage Homes Corp. with a weight of 2.24%, MasTec, Inc. with a weight of 0.95%, Maxim Integrated Products, Inc. with a weight of 2.14%, NextEra Energy, Inc. with a weight of 1.21%, Universal Display Corp. with a weight of 1.10%, Ormat Technologies, Inc. with a weight of 1.03%, Oshkosh Corp. with a weight of 1.44%, Palo Alto Networks, Inc. with a weight of 0.91%, Quanta Services, Inc. with a weight of 0.78%, Renewable Energy Group, Inc. with a weight of 1.06%, Sturm, Ruger & Co., Inc. with a weight of 1.76%, Rockwell Automation, Inc., with a weight of 1.34%, Rapid7, Inc. with a weight of 1.10%, Sunrun Inc. with a weight of 0.59%, SolarEdge Technologies, Inc. with a weight of 0.48%, SunPower Corp. with a weight of 1.66%, Steel Dynamics, Inc. with a weight of 2.23%, Summit Materials, Inc. with a weight of 0.36%, Smith & Wesson Brands, Inc. with a weight of 1.64%, Stryker Corp. with a weight of 1.57%, Tenet Healthcare Corp. with a weight of 0.92%, TPI Composites, Inc. with a weight of 0.49%, Tesla, Inc. with a weight of 2.23%, Universal Health Services, Inc. with a weight of 1.41%, Unitedhealth Group Inc. with a weight of 1.24%, United Rentals, Inc. with a weight of 0.68%, Vulcan Materials Co. with a weight of 0.69%, Valmont Industries, Inc. with a weight of 0.91%, Xylem Inc. with a weight of 1.62%, and Zimmer Biomet Holdings, Inc. with a weight of 1.48%.

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket return, subject to a maximum settlement amount of $1,157.50 per $1,000 of notes. Otherwise, investors will lose 1% for each 1% decline.

Scotia Capital (USA) Inc. is the agent. Goldman Sachs & Co. LLC is the dealer.

Issuer:	Bank of Nova Scotia
Issue:	Capped enhanced participation notes
Underlying stocks:	Aecom (0.62% weight), Ameren Corp. (1.76% weight), Advanced Energy Industries, Inc. (0.47% weight), AES Corp. (2.61% weight), Avangrid, Inc. (2.13% weight), Albemarle Corp. (1.10% weight), Anthem, Inc. (1.41% weight), Air Products and Chemicals, Inc. (1.12% weight), Aptiv plc (2.47% weight), Bloom Energy Corp. (0.49% weight), Bright Horizons Family Solutions Inc. (2.79% weight), Ball Corp. (0.79% weight), Boston Scientific Corp. (0.89% weight), Caterpillar Inc. (2.18% weight), Crown Holdings, Inc. (0.57% weight), Chegg, Inc. (2.26% weight), Cummins Inc. (2.15% weight), Centene Corp. (0.53% weight), Cree, Inc. (0.82% weight), CrowdStrike Holdings, Inc. (0.95% weight), Darling Ingredients Inc. (0.90% weight), Deere & Co. (1.86% weight), D.R. Horton, Inc. (2.51% weight), Duke Energy Corp. (2.17% weight), Dycom Industries, Inc. (0.83% weight), Emcor Group, Inc. (1.02% weight), Enphase Energy, Inc. (0.62% weight), EnerSys (0.62% weight), Eversource Energy. (1.44% weight), Edwards Lifesciences Corp. (0.83% weight), Eagle Materials Inc. (0.62% weight), Freeport-McMoRan Inc. (0.66% weight), First Solar, Inc. (1.22% weight), Fortinet, Inc. (0.50% weight), Graphic Packaging Holding Co. (1.55% weight), HCA Healthcare, Inc. (1.83% weight), HD Supply Holdings, Inc. (1.06% weight), Humana Inc. (0.65% weight), Hexcel Corp. (1.21% weight), Itron, Inc. (0.48% weight), Jacobs Engineering Group Inc. (1.01% weight), Jabil Inc. (1.11% weight), KBR Inc. (1.89% weight), Lennar Corp. (2.41% weight), Livent Corp. (0.61% weight), Medtronic plc (2.19% weight), Macquarie Infrastructure Corp. (1.58% weight), Martin Marietta Materials, Inc. (0.66% weight), Molina Healthcare, Inc. (0.57% weight), Meritage Homes Corp. (2.24% weight), MasTec, Inc. (0.95% weight), Maxim Integrated Products, Inc. (2.14% weight), NextEra Energy, Inc. (1.21% weight), Universal Display Corp. (1.10% weight), Ormat Technologies, Inc. (1.03% weight), Oshkosh Corp. (1.44% weight), Palo Alto Networks, Inc. (0.91% weight), Quanta Services, Inc. (0.78% weight), Renewable Energy Group, Inc. (1.06% weight), Sturm, Ruger & Co., Inc. (1.76% weight), Rockwell Automation, Inc., (1.34% weight), Rapid7, Inc. (1.10% weight), Sunrun Inc. (0.59% weight), SolarEdge Technologies, Inc. (0.48% weight), SunPower Corp. (1.66% weight), Steel Dynamics, Inc. (2.23% weight), Summit Materials, Inc. (0.36% weight), Smith & Wesson Brands, Inc. (1.64% weight), Stryker Corp. (1.57% weight), Tenet Healthcare Corp. (0.92% weight), TPI Composites, Inc. (0.49% weight), Tesla, Inc. (2.23% weight), Universal Health Services, Inc. (1.41% weight), Unitedhealth Group Inc. (1.24% weight), United Rentals, Inc. (0.68% weight), Vulcan Materials Co. (0.69% weight), Valmont Industries, Inc. (0.91% weight), Xylem Inc. (1.62% weight), and Zimmer Biomet Holdings, Inc. (1.48% weight)
Amount:	$3,290,000
Maturity:	Oct. 26, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.5 times basket return, capped at $1,157.50 per $1,000 of notes; otherwise full exposure to decline of basket
Initial levels:	$38.57 for Aecom, $77.06 for Ameren Corp., $59.42 for Advanced Energy Industries, Inc., $18.24 for AES Corp., $49.47 for Avangrid Inc., $95.24 for Albemarle Corp., $247.44 for Anthem, Inc., $293.45 for Air Products and Chemicals, Inc., $84.51 for Aptiv plc, $16.89 for Bloom Energy Corp., $142.50 for Bright Horizons Family Solutions Inc., $81.58 for Ball Corp., $38.60 for Boston Scientific Corp., $147.15 for Caterpillar Inc., $74.25 for Crown Holdings, Inc., $68.49 for Chegg, Inc., $204.28 for Cummins Inc.,$54.34 for Centene Corp., $61.22 for Cree, Inc., $142.68 for CrowdStrike Holdings, Inc., $34.11 for Darling Ingredients Inc., $217.58 for Deere & Co., $75.51 for D.R. Horton, Inc., $82.69 for Duke Energy Corp., $55.00 for Dycom Industries, Inc., $66.25 for Emcor Group, Inc., $72.23 for Enphase Energy, Inc., $64.91 for EnerSys, $78.98 for Eversource Energy., $78.68 for Edwards Lifesciences Corp., $86.76 for Eagle Materials Inc., $15.68 for Freeport-McMoRan Inc., $61.55 for First Solar, Inc., $118.68 for Fortinet, Inc., $13.42 for Graphic Packaging Holding Co., $120.65 for HCA Healthcare, Inc., $39.17 for HD Supply Holdings, Inc., $386.76 for Humana Inc., $34.47 for Hexcel Corp., $56.67 for Itron, Inc., $91.33 for Jacobs Engineering Group Inc., $33.26 for Jabil Inc., $23.43 for KBR Inc., $79.85 for Lennar Corp., $8.32 for Livent Corp., $104.35 for Medtronic plc, $27.03 for Macquarie Infrastructure Corp., $221.47 for Martin Marietta Materials, Inc., $156.21 for Molina Healthcare, Inc., $107.30 for Meritage Homes Corp., $41.70 for MasTec, Inc., $65.83 for Maxim Integrated Products, Inc., $278.06 for NextEra Energy, Inc., $172.36 for Universal Display Corp., $56.42 for Ormat Technologies, Inc., $72.61 for Oshkosh Corp., $246.50 for Palo Alto Networks, Inc., $50.08 for Quanta Services, Inc., $47.46 for Renewable Energy Group, Inc., $64.66 for Sturm, Ruger & Co., Inc., $214.09 for Rockwell Automation, Inc., $61.58 for Rapid7, Inc., $62.80 for Sunrun Inc., $185.20 for SolarEdge Technologies, Inc., $10.17 for SunPower Corp., $29.39 for Steel Dynamics, Inc., $15.66 for Summit Materials, Inc., $16.19 for Smith & Wesson Brands, Inc., $203.37 for Stryker Corp., $23.90 for Tenet Healthcare Corp., $25.93 for TPI Composites, Inc., $424.23 for Tesla, Inc., $106.43 for Universal Health Services, Inc., $294.26 for Unitedhealth Group Inc., $167.97 for United Rentals, Inc., $128.43 for Vulcan Materials Co., $120.08 for Valmont Industries, Inc., $83.93 for Xylem Inc., and $135.55 for Zimmer Biomet Holdings, Inc.
Pricing date:	Sept. 22
Settlement date:	Sept. 29
Agent:	Scotia Capital (USA) Inc.
Dealer:	Goldman Sachs & Co. LLC
Fees:	1.07%
Cusip:	064159WT9

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