UBS to price leveraged buffered notes with 10% buffer on index basket

By Devika Patel

Knoxville, Tenn., July 3 – UBS AG, London Branch plans to price 24- to 27-month 0% leveraged buffered notes linked to a basket of equity indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket is made up of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index, also with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

The exact maturity date will be set at pricing.

If the basket return is positive, the payout at maturity will be par plus 193% to 203% of the gain, with the exact participation rate to be set at pricing.

Investors will receive par if the basket falls by up to 10% and lose 1.1111% for every 1% that the basket declines beyond 10%.

UBS Securities LLC is the agent.

The Cusip is 90270KSR1.

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