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Published on 10/4/2017 in the Prospect News Structured Products Daily.

New Issue: UBS prices $12.22 million leveraged buffered notes linked to indexes

By Angela McDaniels

Tacoma, Wash., Oct. 4 – UBS AG, London Branch priced $12.22 million of 0% capped leveraged buffered notes due Oct. 7, 2019 linked to a basket of indexes, 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.

If the basket return is positive, the payout at maturity will be par plus 150% of the basket return, subject to a maximum return of 42.75%. Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

UBS Securities LLC is the agent.

Issuer:UBS AG, London Branch
Issue:Capped leveraged notes
Underlying indexes:Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:$12,215,000
Maturity:Oct. 7, 2019
Coupon:0%
Price:Par
Payout at maturity:If basket return is positive, par plus 150% of basket return, subject to 42.75% maximum return; par if basket declines by 10% or less; 1.1111% loss for every 1% that basket declines beyond 10%
Initial index levels:3,602.69 for Euro Stoxx 50; 7,438.84 for FTSE 100; 1,673.62 for Topix; 9,242.15 for Swiss Market; 5,729.330 for S&P/ASX 200
Pricing date:Oct. 2
Settlement date:Oct. 10
Agent:UBS Securities LLC
Fees:2%
Cusip:90270KMW6

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