New Issue: RBC sells $1.24 million leveraged buffered notes on index basket

Chicago, June 13 – Royal Bank of Canada priced $1.24 million of 0% leveraged buffered notes due Nov. 6, 2020 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 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight.

The payout at maturity will be par plus 1.8 times any basket gain, up to a maximum settlement amount of $1,210.42 per $1,000 principal amount.

Investors will receive par if the basket falls by up to 15% and will lose 1.1765% for each 1% decline beyond 15%.

RBC Capital Markets, LLC is the agent.

Issuer:	Royal Bank of Canada
Issue:	Leveraged buffered notes
Underlying basket:	Euro Stoxx 50 index (36% weight), Topix index (27% weight), FTSE 100 index (19% weight), Swiss Market index (10% weight) and S&P/ASX 200 index (8% weight)
Amount:	$1,241,000
Maturity:	Nov. 6, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	If the basket return is positive, par plus 1.8 times the basket gain, capped at $1,210.42 per $1,000 principal amount; if basket falls by up to 15%, par; if basket falls by more than 15%, 1.1765% loss for every 1% decline beyond the buffer
Initial levels:	3,333.49 for Stoxx, 1,499.09 for Topix, 7,214.29 for FTSE, 9,597.71 for Swiss and 6,332.363 for S&P/ASX
Pricing date:	June 4
Settlement date:	June 11
Agent:	RBC Capital Markets, LLC
Fees:	None
Cusip:	78013XS25

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