New Issue: UBS prices $6.67 million leveraged buffered notes tied to index basket

By Susanna Moon

Chicago, Feb. 16 – UBS AG, London Branch priced $6.67 million of 0% leveraged buffered notes due May 12, 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 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 1.7 times any basket gain, up to a maximum settlement amount of $1,850 per $1,000 principal amount.

Investors will receive par if the basket falls by up to 20% and will lose 1.25% for each 1% decline beyond 20%.

UBS Securities LLC is the agent.

Issuer:	UBS AG, London Branch
Issue:	Leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 index (37% weight), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:	$6,667,000
Maturity:	May 12, 2020
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 170% of any basket gain, capped at 85%; par if the basket falls by up to 20%; 1.25% loss per 1% decline beyond 20%
Initial levels:	3,577.35 for Stoxx, 7,490.39 for FTSE, 1,870.44 for Topix, 9,290.92 for Swiss Market, 6,090.067 for S&P/ASX
Pricing date:	Feb. 1
Settlement date:	Feb. 8
Agent:	UBS Securities LLC
Fees:	None
Cusip:	90270KPY9

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