RBC Solactive Canada Blue Chip AR Index Geared Buffered Callable Contingent Yield 8.76% Securities (CAD), Series 95

Autocall Feature

  • The notes will redeem automatically (Autocall Redemption Event) if the performance of the underlying is > or = to 105% of the Initial Level on the relevant Valuation Date
  • First callable observation date: June 21, 2024, monthly observation dates will follow thereafter
Monthly Interest
  • Potential 0.7300% (8.76% per annum) payable based on the underlying performance
  • Coupon Barrier Level is 75% of Initial value of the underlying performance
  • First interest observation date is January 22, 2024, monthly observation dates will follow thereafter

Payoff at Maturity

  • If the underlying performance is > or = 75%, client receives principal
  • If the underlying performance is < 75%, client receives the final redemption amount which will be reduced by the amount of any decline beyond the buffer multiplied by the gearing multiplier
  • In addition to above, an Interest Payment will be paid if the underlying performance is > or = the Coupon Barrier Level on the Final Valuation Date

Initial Price $100.00
Current Price as of 20-Sep-24 Called $100.73
Current ETC 0.00 %
Current Price Less ETC $100.73
ETC End Date 28-Apr-24
Issue Date 29-Dec-23
Maturity Date 30-Dec-30
Term 7 years
Denomination CAD
FundSERV Code RBC10569
ADP Code R049646
CUSIP
Product Type Non-Principal Protected
Structure Callable Yield
Secondary Market Fundserv
Asset Class Equity – Domestic
Principal ProtectionGeared Buffer
Buffer25 %
Autocallable Level105 %
Coupon Barrier75 %
Coupon8.76 %
Downside Participation133.33 %
Observation TypeEuropean
Solactive Canada Blue Chip AR Index (SOLCABCA)
# of Days since Settlement: 266
Current ETC 0.00 %
Period Date ETC
1 - 30 days 28-Jan-24 3.00 %
31 - 60 days 27-Feb-24 2.25 %
61 - 90 days 28-Mar-24 1.50 %
91 - 120 days 27-Apr-24 0.75 %
Thereafter 28-Apr-24 0%

Benchmarks




Day Over Day Price Change $0.00
52 Week High $102.56 (08-Jan-24)
52 Week Low $90.82 (17-Jun-24)

Portfolio Ticker
Initial Level
as of 21-Dec-23
Current Level
as of 21-Aug-24
Component Weight
Buffer Amount
Buffer Level
Autocall Redemption Level
Percentage Change
Weighted Component
Change
Solactive Canada Blue Chip AR Index SOLCABCA
1229.3800
1306.5500
100.00%
25.00%
922.04
1290.85
6.28%
6.28%
 
Observation Date Payment Date Coupon Barrier Level Payment Amount (%) Autocall Redemption Level
22-Jan-24 25-Jan-24 75% 0.73
21-Feb-24 26-Feb-24 75% 0.73
21-Mar-24 26-Mar-24 75% 0.73
22-Apr-24 25-Apr-24 75% 0.73
21-May-24 24-May-24 75% 0.73
21-Jun-24 26-Jun-24 75% 0.73 105%
22-Jul-24 25-Jul-24 75% 0.73 105%
21-Aug-24 26-Aug-24 75% -         Autocalled 105%
Distribution Type Interest
Total Distributions to Date $5.11
Total Note Return $105.84
Compound Annual Growth Rate 8.1 %

Disclaimer

The material on this website is for information purposes only and does not constitute an offer to sell or a solicitation of an offer to buy Notes. An investment in principal at risk notes may not be suitable for all investors. Principal at risk notes are not principal protected and repayment of the principal amount invested is not guaranteed. Any return on principal at risk notes depends on the performance of the underlying assets. Investors should read the applicable Pricing Supplement for an issue of Notes carefully before investing and should discuss the suitability of an investment in the Notes with their investment advisor before making an investment decision. The offering and sale of Notes may be prohibited or restricted by laws in certain jurisdictions. Notes may only be purchased where they may be lawfully offered for sale and only through individuals qualified to sell them in such jurisdictions. Certain information contained herein was obtained from public sources and/or calculated data publicly available. Such information and any statistical data contained herein have been obtained from sources which RBC Dominion Securities Inc. (“RBC”) believes to be reliable, but neither RBC nor the Bank has independently verified the accuracy or completeness of any such information nor assumes any responsibility or liability of any nature whatsoever for the completeness, adequacy, or accuracy of such information. RBC, the Bank and its affiliates expressly disclaim any liability or responsibility to you or to any other person for any general, direct, indirect, incidental, special or consequential losses or damages (including, but not limited to, loss of profits or revenue or failure to realize expected profits or savings or the avoidance of any losses) arising out of or related to the material on this website or its use. Please refer as well to the additional Policies and Disclaimers available at: https://www.rbccm.com/en/policies-disclaimers.page.

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