National Bank Structured Solutions Group: Current offering ... · National Bank Structured...

The Reference Team

in Structured Products

NOTE TERM UNDERLYING STRUCTUREPRINCIPAL

PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.

Canadian Telecommunications

Companies Auto Callable

Class F

** OPENING THURSDAY **

5 years

if not

called

BCE, RCI.B, T▪ Auto call rates:

10.75% | 21.50% | 32.25% | 43% | 53.75%

Maturity

Barrier:

-30%

Starting Feb 4

Until Feb 11

Issuing Feb 18

NBC23805 n/a

Client

Summary

(available

Thursday)

0.00%

Canadian Telecommunications

Companies Auto Callable

5 years

if not

called

BCE, RCI.B, T▪ Auto call rates:

8% | 16% | 24% | 32% | 40%

Maturity

Barrier:

-30%

Until Feb 9

Issuing Feb 16NBC23797

180

days

Client

Summary2.75%

Canadian Banks Auto Callable

Class F

5 years

if not

called

BMO, BNS,

CIBC, RY, TD

▪ Auto call rates:

15% | 21% | 27% | 33% | 39%

Maturity

Barrier:

-30%

Until Feb 8

Issuing Feb 12NBC23795 n/a

Client

Summary0.00%


** CLOSING MONDAY **

5 years

if not

called

BMO, BNS,

CIBC, RY, TD


7.25% | 14.50% | 21.75% | 29% | 36.25%

▪ Call threshold:

0% | -5% | -10% | -15% | -20%

Maturity

Barrier:

-30%

Until Feb 1


180

days

Client

Summary2.50%


** CLOSING FRIDAY **

5 years

if not

called

BMO, BNS,

CIBC, RY, TD


9.75% | 19.50% | 29.25% | 39% | 48.75%

Maturity

Barrier:

-30%

Until Feb 5


180

days

Client

Summary2.50%

Canadian Insurance Companies Auto

Callable

Class F

** CLOSING THURSDAY **

5 years

if not

called

GWO, MFC,

POW, SLF


10.75% | 21.50% | 32.25% | 43% | 53.75%

▪ Call threshold:

-10% | 0% | 0% | 0% | 0%

Maturity

Barrier:

-40%

Until Feb 4


Client

Summary0.00%

CONFIDENTIAL INFORMATION MEMORANDUM

This memorandum is confidential and for the use of registered representatives only. The contents are not to be reproduced or distributed to the public or the press. Canadian securities legislation prohibits such distribution of information. The

information contained herein is, unless otherwise noted, derived from the Bank's short form base shelf prospectus dated July 9, 2020, as amended, and the prospectus supplements relating to the securities described below which have been filed or

will be filed with Canadian securities regulators in accordance with applicable securities laws. This memorandum is for information purposes only and does not constitute an offer to sell or a solicitation to buy the securities referred to herein.

National Bank Structured Solutions Group: Current offering - Week of February 1, 2021

AUTO CALLABLE NOTES | Strategy for short- to mid-term flat markets

Under no circumstances should this document be circulated to investors,

it is reserved for registered advisors.

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https://www.nbcstructuredsolutions.ca/_affichedocument.aspx?doc=06491_EN_CLIENT_SUMMARY.pdf&secur=0&utm_medium=pdf&utm_source=weekly-blast





























The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.



Callable

Class F


5 years

if not

called

GWO, MFC,

POW, SLF


12.25% | 24.50% | 36.75% | 49% | 61.25%

Maturity

Barrier:

-40%

Until Feb 1


Client

Summary0.00%

Canadian market Auto Callable

** CLOSING WEDNESDAY **

6 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


8% | 16% | 24% | 32% | 40% | 48%

Maturity

Barrier:

-25%

Until Feb 3


180

days

Client

Summary2.00%



5 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


5.25% | 10.50% | 15.75% | 21% | 26.25%

▪ Call threshold:

0% | -5% | -10% | -15% | -20%

Maturity

Barrier:

-30%

Until Feb 1


180

days

Client

Summary2.50%

Solactive Canada Bank 30 AR Index

Auto Callable

** OPENING TUESDAY **

5 years

if not

called

Solactive

Canada Bank 30

AR Index


11.35% | 22.70% | 34.05% | 45.40% |

56.75%

Maturity

Barrier:

-20%

Starting Feb 2

Until Feb 9

Issuing Feb 16

NBC23801180

days

Client

Summary

(available

Tuesday)

2.50%

Solactive Canada Insurance AR Index

Auto Callable

** OPENING WEDNESDAY **

5 years

if not

called

Solactive

Canada

Insurance AR

Index


9% | 18% | 27% | 36% | 45%

▪ Call threshold:

-10% | 0% | 0% | 0% | 0%

Maturity

Barrier:

-30%

Starting Feb 3

Until Feb 17

Issuing Feb 23

NBC23804180

days

Client

Summary

(available

Wednesday)

2.50%


Auto Callable


5 years

if not

called

Solactive

Canada

Insurance AR

Index


10.50% | 21% | 31.50% | 42% | 52.50%

Maturity

Barrier:

-40%

Starting Feb 3

Until Feb 16

Issuing Feb 22

NBC23803180

days

Client

Summary

(available

Wednesday)

3.00%


Auto Callable


5 years

if not

called

Solactive

Canada

Insurance AR

Index


9.50% | 15% | 20% | 25% | 30%

▪ Call threshold:

-10% | 0% | 0% | 0% | 0%

Maturity

Barrier:

-25%

Starting Feb 2

Until Feb 12

Issuing Feb 19

NBC23800180

days

Client

Summary

(available

Tuesday)

3.00%



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https://www.blackrock.com/ca/individual/en/products/239832/ishares-sptsx-60-index-etf&utm_medium=pdf&utm_source=weekly-blast















































The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.


Solactive Canada Pipelines AR Index

Auto Callable

** SHORT OFFER PERIOD **

5 years

if not

called

Solactive

Canada

Pipelines AR

Index

▪ Auto call rates (semi-annual):

9.40% | 18.80% | 28.20% | 37.60% | 47% |

56.40% | 65.80% | 75.20% | 84.60% | 94%

▪ Call threshold:

0% | 0% | -5% | -5% | -10%| -10%| -15%| -

15%| -20%| -20%

Maturity

Barrier:

-40%

Starting Feb 2

Until Feb 2

Issuing Feb 8

NBC23802120

days

Client

Summary

(available

Tuesday)

1.25%

Purpose Structured Equity Yield

Portfolio, Series II

Class An/a

Global & North

American

equity indices

▪ Net Target Distribution Yield: 5% p.a.

▪ Tax-efficient

▪ Contingent downside protection built

into the fund

▪ Protection level on each individual

position: minimum of -20%

n/a Open-ended PFC6200 n/aClient

Summary1% Trailer

Purpose Structured Equity Yield

Portfolio, Series II

Class F

n/a

Global & North

American

equity indices

▪ Net Target Distribution Yield: 6% p.a.

▪ Tax-efficient


into the fund




Summary0.00%

Purpose Structured Equity Growth

Fund

Class An/a

Global & North

American

equity indices

▪ Net Growth Potential: +7% p.a. at

inception

▪ Tax-efficient


into the fund




Summary1% Trailer

Purpose Structured Equity Growth

Fund

Class F

n/a

Global & North

American

equity indices

▪ Net Growth Potential: +8% p.a. at

inception

▪ Tax-efficient


into the fund




Summary0.00%

PURPOSE INVESTMENTS | Innovative solution for replicating the outcomes of structured notes



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https://www.purposeinvest.com/funds/purpose-structured-equity-yield-portfolio?utm_medium=pdf&utm_source=weekly-blast&utm_referrer=NBC%20Blast




https://documents.purposeinvest.com/Funds/English/Brochures/Purpose Structured Equity Yield Portfolio II.pdf







https://www.purposeinvest.com/funds/purpose-structured-equity-growth-fund




https://documents.purposeinvest.com/Docs/PSG/brochure/en/Purpose Structured Equity Growth Fund Brochure 2020-10-28.pdf







The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.


American Banks Auto Callable

Contingent Income

Class F


7 years

if not

called

BAC, C, JPM,

MS, WFC

▪ 7.80% contingent coupon interest p.a.

paid monthly

▪ Coupon threshold: -40%

▪ Callable monthly if ≥ 5% (starting after

6 months)

Maturity

Barrier:

-40%

Until Feb 3


Client

Summary0.00%


Contingent Income

Class F


7 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid semi-annually


▪ Callable semi-annually if ≥ 5% (starting

after 12 months)

Maturity

Barrier:

-50%

Until Feb 3


Client

Summary0.00%


Contingent Income

Class F


4 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 3


Client

Summary0.00%


Contingent Income

Class F


3 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 3


Client

Summary0.00%


Contingent Income

Class F


7 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid semi-annually



after 12 months)

Maturity

Barrier:

-30%

Until Feb 4


Client

Summary0.00%


Contingent Income


2.5 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 1


120

days

Client

Summary1.00%

CALLABLE CONTINGENT COUPON NOTES | Note pays contingent interest cash flows



of 13










































The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.



Contingent Income (USD)


7 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid semi-annually


▪ Callable semi-annually if ≥ 10%

(starting after 12 months)

Maturity

Barrier:

-30%

Until Feb 4


180

days

Client

Summary1.00%


Contingent Income

7 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid monthly


▪ Callable monthly if ≥ 10% (starting

after 6 months)

Maturity

Barrier:

-50%

Until Feb 9


120

days

Client

Summary2.50%


Contingent Income


7 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 4


120

days

Client

Summary2.50%


Contingent Income


7 years

if not

called

BMO, BNS,

CIBC, RY, TD


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 5


120

days

Client

Summary2.50%


Callable Contingent Income

Class F

** CLOSING TUESDAY **

7 years

if not

called

GWO, MFC,

POW, SLF


paid monthly



6 months)

Maturity

Barrier:

-50%

Until Feb 2


Client

Summary0.00%



Class F


7 years

if not

called

GWO, MFC,

POW, SLF


paid monthly



12 months)

Maturity

Barrier:

-30%

Until Feb 5


Client

Summary0.00%



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The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.



Callable Contingent Income (USD)


7 years

if not

called

GWO, MFC,

POW, SLF


paid monthly



12 months)

Maturity

Barrier:

-25%

Until Feb 4


180

days

Client

Summary2.00%




7 years

if not

called

GWO, MFC,

POW, SLF


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 5


120

days

Client

Summary2.50%

American market Auto Callable

Contingent Income

Class F

7 years

if not

called

iShares® S&P

500 Index ETF

CAD Hedged

(XSP)


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 12


Client

Summary0.00%


Contingent Income

Class F

7 years

if not

called

iShares® S&P

500 Index ETF

CAD Hedged

(XSP)


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 10


Client

Summary0.00%


Contingent Income

** OPENING FRIDAY **

7 years

if not

called

iShares® S&P

500 Index ETF

CAD Hedged

(XSP)


paid monthly



after 6 months)

Maturity

Barrier:

-40%

Starting Feb 5

Until Feb 19

Issuing Feb 25

NBC21710120

days

Client

Summary

(available

Friday)

2.00%


Contingent Income


7 years

if not

called

iShares® S&P

500 Index ETF

CAD Hedged

(XSP)


paid monthly



after 6 months)

Maturity

Barrier:

-40%

Until Feb 4


120

days

Client

Summary2.50%



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https://www.blackrock.com/ca/individual/en/products/239727/ishares-sp-500-index-etf-cadhedged-fund&utm_medium=pdf&utm_source=weekly-blast





































The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.



Contingent Income


7 years

if not

called

iShares® S&P

500 Index ETF

CAD Hedged

(XSP)


paid monthly



after 6 months)

Maturity

Barrier:

-35%

Until Feb 5


120

days

Client

Summary2.50%


Contingent Income

Class F


7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



after 6 months)

Maturity

Barrier:

-50%

Until Feb 2


Client

Summary0.00%


Contingent Income

Class F


7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



6 months)

Maturity

Barrier:

-50%

Starting Feb 3

Until Feb 16

Issuing Feb 22

NBC21695 n/a

Client

Summary

(available

Wednesday)

0.00%


Contingent Income

Class F


7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



after 12 months)

Maturity

Barrier:

-45%

Starting Feb 2

Until Feb 12

Issuing Feb 19

NBC21698 n/a

Client

Summary

(available

Tuesday)

0.00%


Contingent Income

Class F

7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 8


Client

Summary0.00%


Contingent Income

Class F

4 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 11


Client

Summary0.00%



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The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.



Contingent Income


3 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



6 months)

Maturity

Barrier:

-40%

Until Feb 3


120

days

Client

Summary1.00%


Contingent Income

7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



after 6 months)

Maturity

Barrier:

-40%

Until Feb 8


120

days

Client

Summary2.50%


Contingent Income


7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 4


120

days

Client

Summary2.50%


Contingent Income


7 years

if not

called

iShares®

S&P/TSX 60®

ETF

(XIU)


paid monthly



6 months)

Maturity

Barrier:

-30%

Starting Feb 5

Until Feb 17

Issuing Feb 23

NBC21701120

days

Client

Summary

(available

Friday)

2.50%

Global gold sector Auto Callable

Contingent Income

Class F


7 years

if not

called

iShares®

S&P/TSX Global

Gold Index ETF

(XGD)


paid semi-annually



(starting after 12 months)

Maturity

Barrier:

-30%

Until Feb 2


Client

Summary0.00%


Auto Callable Contingent Income

Class F


7 years

if not

called

Solactive

Canada Bank 30

AR Index


paid semi-annually



after 12 months)

Maturity

Barrier:

-50%

Starting Feb 4

Until Feb 17

Issuing Feb 23

NBC21705 n/a

Client

Summary

(available

Thursday)

0.00%



of 13














































https://www.blackrock.com/ca/individual/en/products/239848/&utm_medium=pdf&utm_source=weekly-blast















The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.




Class F


4 years

if not

called

Solactive

Canada Bank 30

AR Index


paid monthly



6 months)

Maturity

Barrier:

-40%

Starting Feb 4

Until Feb 17

Issuing Feb 23

NBC21702 n/a

Client

Summary

(available

Thursday)

0.00%



Class F


7 years

if not

called

Solactive

Canada Bank 30

AR Index


paid semi-annually



after 12 months)

Maturity

Barrier:

-30%

Starting Feb 5

Until Feb 18

Issuing Feb 24

NBC21708 n/a

Client

Summary

(available

Friday)

0.00%




7 years

if not

called

Solactive

Canada Bank 30

AR Index


paid monthly



6 months)

Maturity

Barrier:

-40%

Starting Feb 5

Until Feb 18

Issuing Feb 24

NBC21706120

days

Client

Summary

(available

Friday)

2.50%



Class F


7 years

if not

called

Solactive

Canada

Insurance AR

Index


paid monthly



6 months)

Maturity

Barrier:

-50%

Starting Feb 3

Until Feb 16

Issuing Feb 22

NBC21699 n/a

Client

Summary

(available

Wednesday)

0.00%




7 years

if not

called

Solactive

Canada

Insurance AR

Index


paid monthly



6 months)

Maturity

Barrier:

-50%

Starting Feb 4

Until Feb 18

Issuing Feb 24

NBC21707120

days

Client

Summary

(available

Thursday)

2.50%




7 years

if not

called

Solactive

Canada

Insurance AR

Index


paid monthly



6 months)

Maturity

Barrier:

-40%

Starting Feb 4

Until Feb 16

Issuing Feb 22

NBC21700120

days

Client

Summary

(available

Thursday)

3.00%



of 13




















































The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.




Class F


7 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid monthly



6 months)

Maturity

Barrier:

-50%

Until Feb 4


Client

Summary0.00%



Class F


7.1 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 5


Client

Summary0.00%


Auto Callable Contingent Income (USD)


7.1 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid monthly



12 months)

Maturity

Barrier:

-25%

Until Feb 4


180

days

Client

Summary2.00%



7.1 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid monthly



6 months)

Maturity

Barrier:

-50%

Until Feb 11


120

days

Client

Summary2.50%



7.1 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 9


120

days

Client

Summary2.50%


Auto Callable Contingent Income (USD)

7.1 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid monthly



6 months)

Maturity

Barrier:

-30%

Until Feb 9


120

days

Client

Summary2.50%



of 13

























































The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.


Solactive Canada Telecommunications

AR Index Auto Callable Contingent

Income


7 years

if not

called

Solactive

Canada

Telecommunica

tions AR Index


paid monthly



6 months)

Maturity

Barrier:

-30%

Starting Feb 5

Until Feb 12

Issuing Feb 19

NBC21711120

days

Client

Summary

(available

Friday)

2.50%



Class F


7 years

if not

called

SPDR® S&P

500® ETF Trust

(SPY)


paid monthly



after 6 months)

Maturity

Barrier:

-45%

Starting Feb 3

Until Feb 17

Issuing Feb 23

NBC21704 n/a

Client

Summary

(available

Wednesday)

0.00%



7 years

if not

called

SPDR® S&P

500® ETF Trust

(SPY)


paid semi-annually



Maturity

Barrier:

-30%

Until Feb 9


120

days

Client

Summary2.50%

Common shares of Tesla Inc. Auto


Class F


2 years

if not

called

Tesla Inc.

(TSLA)


paid monthly



6 months)

Maturity

Barrier:

-45%

Starting Feb 2

Until Feb 3

Issuing Feb 9

NBC21696 n/a

Client

Summary

(available

Tuesday)

0.00%

Common shares of Tesla Inc. Auto



2 years

if not

called

Tesla Inc.

(TSLA)


paid monthly



6 months)

Maturity

Barrier:

-45%

Starting Feb 3

Until Feb 4

Issuing Feb 10

NBC21709120

days

Client

Summary

(available

Wednesday)

2.00%


Auto Callable Contingent Memory

Income


7 years

if not

called

Solactive

Canada

Pipelines AR

Index


paid semi-annually



after 18 months)

▪ Memory feature

Maturity

Barrier:

-40%

Until Feb 5


120

days

Client

Summary1.00%

CALLABLE CONTINGENT COUPON NOTES WITH MEMORY | Note pays contingent interest cash flows, possibility to recoup missed coupons



of 13















https://www.spdrs.com/product/fund.seam?ticker=spy&utm_medium=pdf&utm_source=weekly-blast










































The Reference Team



PROTECTION

SELLING

PERIODFUNDSERV

ETC

LENGTH

CLIENT

SUMMARYCOMM.


Canadian Banks Fixed Coupon 6 yearsBMO, BNS,

CIBC, RY, TD

▪ 4.00% coupon interest p.a. paid semi-

annually

Maturity

Barrier:

-30%

Until Feb 8


360

days

Client

Summary2.50%

Canadian Banks Portfolio Flex GIC,

series 54

Class F

6 yearsBMO, BNS,

CIBC, RY, TD

▪ 57.50% participation

▪ Unlimited upside

100% principal

protection

Until Feb 9


Client

Summary0.00%

Canadian Banks Portfolio Flex GIC,

series 537 years

BMO, BNS,

CIBC, RY, TD

▪ 52.50% participation

▪ Unlimited upside

100% principal

protection

Until Feb 9


360

days

Client

Summary2.00%

GUARANTEED INVESTMENT CERTIFICATE (GIC) NOTES | 100% principal guaranteed

GUARANTEED COUPON NOTES | Note pays guaranteed interest cash flows



of 13













The Reference Team


This document is provided for informational purposes only and is for registered investment professionals only. The

information mentioned are not exhaustive and may differ from the product later issued. At any time, the Bank may

decide not proceed with the issuance of a product mentioned herein. This document is only intended to inform and

does not constitute in any way an offer to sell or a solicitation of an offer to purchase with respect to securities

mentioned herein. The products mentioned in this document should be offered by advisers holding particular

registration. The products described in this document are not suitable for all types of investors and are subject to a

number of risk factors, you should consult the offering document related to the products.


it is reserved for registered advisers.

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