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Published on 7/17/2017 in the Prospect News Structured Products Daily.

New Issue: UBS prices $1.99 million capped leveraged buffered notes on indexes

By Susanna Moon

Chicago, July 17 – UBS AG, London Branch priced $1.99 million of 0% capped leveraged buffered basket-linked notes due March 27, 2019, according to a 424B2 filing with the Securities and Exchange Commission.

The underlying 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 160% of any basket gain, up to a maximum settlement amount of $1,276 for each $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%.

UBS Securities LLC is the agent.

Issuer:UBS AG, London Branch
Issue:Capped leveraged buffered notes
Underlying basket:Euro Stoxx 50 index (37%), FTSE 100 index (23% weight), Topix index (23% weight), Swiss Market index (9% weight) and S&P/ASX 200 index (8% weight)
Amount:$1,986,000
Maturity:March 27, 2019
Coupon:0%
Price:Par
Payout at maturity:Par plus 160% of any basket gain, capped at 27.6%; par for decline of up to 12.5%; 1.1429% loss per 1% decline beyond 12.5%
Initial index levels:3,441.88 for Stoxx, 7,312.72 for FTSE, 1,611.90 for Topix, 8,906.89 for Swiss Market, 5,721.494 for S&P/ASX
Pricing date:June 30
Settlement date:July 10
Underwriter:UBS Securities LLC
Fees:None
Cusip:90270KKW8

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