RBC plans leveraged buffered notes due 2019 linked to index basket

By Wendy Van Sickle

Columbus, Ohio, Jan. 11 – Royal Bank of Canada plans to price 0% leveraged buffered notes due in 14 to 16 months 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% initial weight, the FTSE 100 index with a 23% initial weight, the Topix index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight.

The payout at maturity will be par plus 180% of any basket gain, up to a maximum settlement amount of $1,154.80 to $1,181.98 per $1,000 principal amount of notes.

Investors will receive par if the basket falls by up to 12.5% and will lose 1.1429% for each 1% decline beyond 12.5%.

RBC Capital Markets, LLC is the agent.

The Cusip number is 78013XDT2.

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