UBS to price capped leveraged buffered notes linked to five indexes

By Marisa Wong

Morgantown, W.Va., Aug. 13 – UBS AG, London Branch plans to price 17- to 20-month 0% capped leveraged buffered notes 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 the basket return multiplied by the upside participation rate, subject to a maximum settlement amount. Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that the basket declines beyond 10%.

The upside participation rate is expected to be 130%, and the maximum settlement amount is expected to be $1,154.70 to $1,182 per $1,000 principal amount of notes. Both will be set at pricing.

UBS Securities LLC is the agent.

The notes are expected to price Aug. 14.

The Cusip number is 90270KFP9.

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