RBC Phoenix Autocallable Securities (USD), Series 124P, F-Class

Autocall Feature
• The notes will redeem automatically (Autocall Redemption Event) if the performance of the underlying portfolio is > or = to 100% of the Initial Level on the relevant Valuation Date
• First callable observation date: January 24, 2020 quarterly observation dates will follow thereafter
Quarterly Interest
• Potential 2.1875% (8.75% per annum) payable based on underlying portfolio
• Coupon Barrier Level is 70% of Initial value of the portfolio
• First interest observation date is April 24, 2019, quarterly observation dates will follow thereafter
Payoff at Maturity
• If the underlying portfolio is = or > 70.0%, client receives principal
• If the underlying portfolio  performance is < 70.0%, client receives the underlying performance
• In addition to above, an Interest Payment will be paid if the underlying portfolio is > or = the Coupon Barrier Level on the Final Valuation Date

Initial Price $100.00
Current Price as of 26-Feb-20 Called $101.56
Current ETC 0.00 %
Current Price Less ETC $101.56
Issue Date 07-Feb-19
Maturity Date 29-Jul-24
Term 5.5 years
Denomination USD
FundSERV Code OTC
ADP Code R033515
CUSIP 78013R143
Product Type Non-Principal Protected
Structure Callable Yield
Secondary Market OTC
Asset Class Equity – US
Principal ProtectionConditional Protection
Protection Barrier70 %
Autocallable Level100 %
Coupon Barrier70 %
Coupon8.75 %
Observation TypeEuropean
Lesser PerformingYes
DOW JONES INDUSTRIAL AVERAGE (DJI)
NASDAQ 100 STOCK INDX (NDX)
# of Days since Settlement: 384
Current ETC 0.00 %

Benchmarks




Day Over Day Price Change $0.00
52 Week High $ ()
52 Week Low $ ()

Portfolio Ticker
Initial Level
as of 24-Jan-19
Current Level
as of 24-Jan-20
Protection Barrier
Protection Barrier Level
Coupon Barrier
Coupon Barrier Level
Autocall Redemption Level
Percentage Change
Barrier Breach
Call Status
DOW JONES INDUSTRIAL AVERAGE DJI
24553.24
28989.73
70.00%
17187.27
70.00%
17187.27
24553.24
18.07%
No
Called
NASDAQ 100 STOCK INDX NDX
6702.540
9141.467
70.00%
4691.778
70.00%
4691.778
6702.540
36.39%
No
Called
 
Observation Date Payment Date Coupon Barrier Level Payment Amount (%) Autocall Redemption Level
24-Apr-19 29-Apr-19 70% 2.1875
24-Jul-19 29-Jul-19 70% 4.375
24-Oct-19 29-Oct-19 70% 2.1875
24-Jan-20 29-Jan-20 70% -         Autocalled 100%
Distribution Type Interest
Total Distributions to Date $8.75
Total Note Return $110.31
Compound Annual Growth Rate 9.78 %

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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