New Issue: UBS sells $12 million leveraged buffered notes linked to five indexes

By Susanna Moon

Chicago, Aug. 19 – UBS AG, London Branch priced $12 million of 0% leveraged buffered notes due Feb. 17, 2017 tied to the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 1.3 times any basket gain, up to a maximum settlement amount of $1,169 for each $1,000 principal amount.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

UBS Securities LLC is the underwriter.

Issuer:	UBS AG, London Branch
Issue:	Leveraged buffered notes
Underlying basket:	Euro Stoxx 50 index (37% weight), the FTSE 100 index (23% weight), the Topix index (23% weight), the Swiss Market index (9% weight) and the S&P/ASX 200 index (8% weight)
Amount:	$12 million
Maturity:	Feb. 17, 2017
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 130% of any basket gain, return capped at 16.9%; par if basket falls by up to 10%; 1.1111% loss per 1% decline beyond 10%
Initial level:	3,491.03 for Euro Stoxx, 6,550.74 for FTSE, 1,664.46 for Topix, 9,346.56 for Swiss Market and 5,356.537 for S&P/ASX
Pricing date:	Aug. 14
Settlement date:	Aug. 21
Underwriter:	UBS Securities LLC
Fees:	None
Cusip:	90270KFP9

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