UBS to price capped leveraged buffered notes linked to index basket

By Angela McDaniels

Tacoma, Wash., Oct. 4 – UBS AG, London Branch plans to price 19- to 22-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 170% of the basket return, subject to a maximum return that is expected to be 37.128% to 43.656% and will be set at pricing. Investors will receive par if the basket declines by 10% or less and will lose 1.1111% for every 1% that it declines beyond 10%.

UBS Securities LLC is the agent.

The Cusip number is 90270KNF2.

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