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Published on 12/15/2017 in the Prospect News Structured Products Daily.

New Issue: UBS prices $2.76 million capped leveraged buffer notes tied to indexes

By Susanna Moon

Chicago, Dec. 12 – UBS AG, London Branch priced $2.76 million of 0% leveraged buffered notes due Dec. 9, 2019 linked to a basket of indexes, according to a 424B2 filed 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 1.5 times any basket gain, up to a maximum settlement amount of $1,525 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 agent.

Issuer:UBS AG, London Branch
Issue:Capped leveraged buffered basket-linked notes
Underlying basket:Euro Stoxx 50 (37% weight), FTSE 100 (23% weight), Topix (23% weight), Swiss Market (9% weight) and S&P/ASX 200 (8% weight)
Amount:$2,759,000
Maturity:Dec. 9, 2019
Coupon:0%
Price:Par
Payout at maturity:Par plus 150% of any basket gain, capped at 52.5%; par if basket falls by up to 10%; 1.1111% loss for every 1% decline beyond 10%
Initial levels:3,576.22 for Stoxx, 7,338.97 for FTSE, 1,786.87 for Topix, 9,328.63 for Swiss Market and 5,985.587 for S&P/ASX
Threshold levels:90% of initial levels
Pricing date:Dec. 4
Settlement date:Dec. 11
Agent:UBS Securities LLC
Fees:2%
Cusip:90270KPC7

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