RBC Callable Yield Canadian Banks Securities (CAD), Series 121

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: June 17, 2020 semi-annually observation dates will follow thereafter
Semi-annual Interest
• Potential 3.6250% (7.25% per annum) payable based on the underlying portfolio
• Coupon Barrier Level is 80% of Initial value of the underlying portfolio
• First interest observation date is December 17, 2019, semi-annual observation dates will follow thereafter
Payoff at Maturity
• If the lesser performing index performance is = or > 80.0%, client receives principal
• If the lesser performing index performance is < 80.0%, 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 15-Jan-21 Called $103.04
Current ETC 0.00 %
Current Price Less ETC $103.04
ETC End Date 16-Jun-20
Issue Date 21-Jun-19
Maturity Date 22-Jun-26
Term 7 years
Denomination CAD
FundSERV Code RBC7021
ADP Code R035215
CUSIP
Product Type Non-Principal Protected
Structure Callable Yield
Secondary Market Fundserv
Asset Class Equity – Domestic
Principal ProtectionConditional Protection
Protection Barrier80 %
Autocallable Level100 %
Coupon Barrier80 %
Coupon7.25 %
Observation TypeEuropean
BANK OF MONTREAL (BMO)
BANK OF NOVA SCOTIA/THE (BNS)
CANADIAN IMPERIAL BANK OF COMMERCE (CM)
NATIONAL BANK OF CANADA (NA)
ROYAL BANK OF CANADA (RY)
TORONTO-DOMINION BANK/THE (TD)
# of Days since Settlement: 574
Current ETC 0.00 %
Period Date ETC
1 - 180 days 18-Dec-19 3.00 %
181 - 270 days 17-Mar-20 2.00 %
271 - 360 days 15-Jun-20 1.00 %
Thereafter 16-Jun-20 0%

Benchmarks




Day Over Day Price Change $0.00
52 Week High $103.04 (15-Jan-21)
52 Week Low $41.22 (23-Mar-20)

Portfolio Ticker
Initial Level
as of 17-Jun-19
Current Level
as of 17-Dec-20
Component Weight
Protection Barrier
Protection Barrier Level
Coupon Barrier
Coupon Barrier Level
Autocall Redemption Level
Percentage Change
Weighted Component
Change
BANK OF MONTREAL BMO
99.56
97.58
16.66%
80.00%
79.65
80.00%
79.65
99.56
-1.99%
-0.33%
BANK OF NOVA SCOTIA/THE BNS
70.61
68.11
16.66%
80.00%
56.49
80.00%
56.49
70.61
-3.54%
-0.59%
CANADIAN IMPERIAL BANK OF COMMERCE CM
103.58
111.49
16.66%
80.00%
82.86
80.00%
82.86
103.58
7.64%
1.27%
NATIONAL BANK OF CANADA NA
61.94
72.11
16.66%
80.00%
49.55
80.00%
49.55
61.94
16.42%
2.74%
ROYAL BANK OF CANADA RY
103.67
104.43
16.66%
80.00%
82.94
80.00%
82.94
103.67
0.73%
0.12%
TORONTO-DOMINION BANK/THE TD
75.97
71.97
16.66%
80.00%
60.78
80.00%
60.78
75.97
-5.27%
-0.88%
 
Observation Date Payment Date Coupon Barrier Level Payment Amount (%) Autocall Redemption Level
17-Dec-19 20-Dec-19 80% 3.625
17-Jun-20 22-Jun-20 80% 3.625 100%
17-Dec-20 22-Dec-20 80% -         Autocalled 100%
Distribution Type Interest
Total Distributions to Date $7.25
Total Note Return $110.29
Compound Annual Growth Rate 6.43 %

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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