Filed pursuant to Rule 433. Registration Statement Nos. 333-162219, 333-162219-01, 333-162193 and 333-162193-01.
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Contact Us | RBS ETNs Page 1 of 1 Home Product List Learn about RBS ETNs Contact US About Us Search: Contact Form for Registered Investment Advisers Contact form CUSIP, Text and Broker-Dealers to Receive Further Information Telephone about the RBS Trendpilot ETNs: Products Learn About RBS ETNs If you are a Registered Investment Adviser or Broker-Dealer and are interested in receiving further information about the RBS Trendpilot ETNs from a Pacer Financial, About Us Inc., our marketing intermediary, please provide us your contact information below. Name:* Firm Name:* E-Mail address:* Mailing Address:* Phone Number:* Check here to confirm that you are a registered adviser or broker- dealer* Submit The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc, The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively, the RBS Entities) have each filed a registration statement (including a prospectus) with the Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication may relate. Before you invest in any RBS ETNs, you should read the relevant prospectus in such registration statement and other documents that have been filed with the SEC for more complete information about the relevant RBS Entities and offerings. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov . Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer participating in the relevant offering will arrange to send you the relevant prospectus and pricing supplements if you request by calling 1-855 -RBS-ETPS (toll-free). Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/contact 4/19/2012 |
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN?
What are some of the key risks to investing in RBS ETNs?
What else should I consider?
RBS ETNs are not suitable for all investors. Before buying an RBS ETN, you should carefully read the applicable
pricing
supplement and prospectus, which contains a description of the material terms of the RBS ETNs, including risks
that
you should consider. You should not buy any RBS ETNs if you are not willing to risk losing some or all of your
investment, if you want an income stream, or if you are unwilling to be exposed to fluctuations in the market
price of your
ETNs and the performance of the underlying market measure which your ETN tracks.
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN?
What are some of the key risks to investing in RBS ETNs?
The applicable pricing supplement and prospectus for your RBS ETNs will describe material risks related to an
investment in RBS ETNs. These risks include the following:
[] Credit risk of the issuer. All payments on RBS ETNs will depend on the
ability of the relevant Issuer to pay its obligations when due. RBS ETNs
issued by RBS N. V. and RBS plc are also fully and unconditionally guaranteed
by RBS Holdings and RBS Group, respectively. As such, if the relevant Issuer
fails to make any required payments on the ETNs, your receipt of such payments
will depend on the ability of the applicable guarantor to pay its obligations.
RBS ETNs do not guarantee any return to you of the principal invested. RBS
ETNs are not FDIC insured.
[] Market Risk. The return on an RBS ETN will depend on the performance of the
underlying market measure(s) which it tracks. The underlying market measure(s)
may perform poorly, resulting in a negative impact on the RBS ETN and may
result in a loss to the investor.
[] Investor Fee. The amount payable at maturity or upon early repurchase or
redemption of your ETNs is reduced by the aggregate investor fee applicable to
your ETNs. As a result, the level of the underlying market measure(s) to which
your ETNs are linked must increase by an amount sufficient to offset such in
order for you to receive at least the face amount of your investment at
maturity or upon early repurchase or redemption. If the level of the
underlying market measure(s) decreases or does not increase sufficiently, you
will receive less, and possibly significantly less, than the face amount of
your investment at maturity or upon early repurchase or redemption.
[] Liquidity risk. Even though RBS ETNs are expected to be listed on a U. S.
securities exchange, there is no guarantee that the listing will be maintained
or that a secondary market will develop. The relevant Issuer is not required
to maintain any listing of RBS ETNs on any securities exchange.
[] Restrictions. on your ability to offer RBS ETNs for repurchase by the
issuer. Through your broker, you may offer RBS ETNs for repurchase by the
relevant Issuer only if minimum amounts are offered and certain procedures
described in the applicable pricing supplement are followed.
[] Call risk. The relevant Issuer also has the right to redeem your ETNs at
its option. If the relevant Issuer elects to repurchase your ETNs at its
option, you may not be able to reinvest the proceeds that you receive in
another investment comparable to the RBS ETNs.
[] Uncertain tax treatment Significant aspects of the U. S. federal income tax
treatment of the ETNs are uncertain, and the Internal Revenue Service or a
court might not agree with the tax consequences described in the applicable
pricing supplement.
What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN?
You should review carefully the section in the applicable pricing supplement entitled "U.S. Federal Income Tax
Consequences."
What are some of the key risks to investing in RBS ETNs?
What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/aboutrbsetns
4/19/2012
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
Yes. Yes. The market price for an RBS ETN may, at any time, be higher or lower than its redemption value for
various
reasons. For example, market or other factors could potentially prevent the relevant Issuer from issuing
additional
securities of existing RBS ETNs, which may result in increased demand for those ETNs, causing those ETNs to
trade at
a premium in the secondary market. Conversely, events such as an issuer credit rating downgrade may adversely
impact the market price of RBS ETNs, causing it to trade at a discount to their redemption value. The daily
repurchase
feature described above is intended to induce arbitrageurs to counteract any trading of the RBS ETNs at a
discount to
their indicative value. However, we cannot assure you that arbitrageurs will use the repurchase feature in this
manner.
What is the tax treatment of an investment in an RBS ETN?
What are some of the key risks to investing in RBS ETNs?
What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/aboutrbsetns
4/19/2012
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its redemption value?
The market price of an RBS ETN is the bid or ask price for that ETN as quoted on the relevant U.S. securities
exchange
on which the ETN is listed. As with stocks, the market price of an ETN will depend on the supply and demand for
that
ETN, as well various other factors, including market conditions and the issuer's actual or perceived
creditworthiness.
The redemption value of an RBS ETN, however, is calculated by RBS Securities Inc., as calculation agent, based
on the
performance of the underlying market measure(s), reduced by the applicable investor fee, in accordance with a
pre-
determined formula. The redemption value will not fluctuate based on the supply or demand for the RBS ETNs as
traded
on the U.S. securities exchange, nor will it fluctuate in response to any changes in the issuer's credit
ratings. However,
because the redemption value depends on the performance of the underlying market measure(s), which can
fluctuate
based on market conditions, changes in market conditions may have an impact on the redemption values of the RBS
ETNs.
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN?
What are some of the key risks to investing in RBS ETNs?
What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/aboutrbsetns
4/19/2012
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Search: Exchange Traded Notes Frequently Asked Questions
CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
What is the redemption value of an RBS ETN?
The redemption value of an RBS ETN means the amount that would be payable by
the relevant Issuer to the investor if the ETN were to be repurchased or
redeemed by such Issuer either prior to or on the maturity date. The redemption
value for an RBS ETN on any given day will depend on the performance of the
underlying market measure(s) which the ETN tracks, less the applicable investor
fee and repurchase fee. The applicable pricing supplement and prospectus
describe how this amount is determined for the relevant RBS ETNs. The daily
redemption value for each outstanding RBS ETN will be published on
www.rbs.com/etnUS. Information contained on that website is not incorporated by
reference in, and should not be considered a part of, this document.
What is the difference between the market price of an RBS ETN and its
redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN? What are some of the
key risks to investing in RBS ETNs? What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/aboutrbsetns
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their maturity date?
If you own a minimum amount of a specific RBS ETN, you can offer to have your ETNs repurchased by the relevant
Issuer at the redemption value through your broker, provided that your broker offers at least a minimum amount
for
repurchase. This minimum amount, and the procedures that your broker will have to follow in order to have ETNs
repurchased by the relevant Issuer, will be stated in the pricing supplement and prospectus related to your
ETNs.
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its
redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN? What are some of the
key risks to investing in RBS ETNs? What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/aboutrbsetns
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us What happens if I buy and hold an RBS ETN to its maturity?
If you own an RBS ETN on its maturity date, the relevant Issuer will pay you an amount in cash equal to the
redemption
value of your ETN. The redemption value of an ETN will depend on the performance of the underlying market
measure
(s) to which the ETN is linked, less the applicable investor fees. Any payment at maturity of the ETNs is
subject to the
ability of the relevant Issuer and, in the case of the guarantee, the applicable guarantor, to satisfy their
obligations when
due.
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their
maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its
redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN? What are some of the
key risks to investing in RBS ETNs? What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
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CUSIP, Text
What are some of the market measures to which an RBS ETN can be linked?
Products How do I buy or sell an RBS ETN?
Learn About RBS ETNs
About Us
RBS ETNs are listed and traded on a U.S. securities exchange, and can be bought and sold during trading hours.
You
can buy RBS ETNs through your broker, your financial advisor or an online trading platform. If an active
secondary
market develops, we expect that most purchases and sales of RBS ETNs will occur in the secondary market during
trading hours, in the same way as you would buy or sell stocks.
What happens if I buy and hold an RBS ETN to its maturity?
Can I offer my RBS ETNs for repurchase by the relevant Issuer before their
maturity date?
What is the redemption value of an RBS ETN?
What is the difference between the market price of an RBS ETN and its
redemption value?
Can an RBS ETN trade at a premium or discount to its redemption value?
What is the tax treatment of an investment in an RBS ETN? What are some of the
key risks to investing in RBS ETNs? What else should I consider?
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/aboutrbsetns
4/19/2012
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About RBS ETNs | RBS ETNs Page 1 of 1 Home Product List Search: CUSIP, Text Products Learn About RBS ETNs About Us Learn about RBS ETNs Contact US About Us Exchange Traded Notes Frequently Asked Questions What are some of the market measures to which an RBS ETN can be linked? The return on RBS ETNs may track underlying market measures across vario commodity indices, bond futures indices, and currencies. The underlying mark will be described in the pricing supplement and prospectus applicable to your How do I buy or sell an RBS ETN? What happens if I buy and hold an RBS ETN to its maturity? Can I offer my RBS ETNs for repurchase by the relevant Issuer before their mat What is the redemption value of an RBS ETN? What is the difference between the market price of an RBS ETN and its redemp Can an RBS ETN trade at a premium or discount to its redemption value? What is the tax treatment of an investment in an RBS ETN? What are some of the key risks to investing in RBS ETNs? What else should I consider? The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc, The Royal Bank of Sco RBS Entities) have each filed a registration statement (including a prospectus) with the Securities and Exc which this communication may relate. Before you invest in any RBS ETNs, you should read the relevant p documents that have been filed with the SEC for more complete information about the relevant RBS Entiti visiting EDGAR on the SEC website at www.sec.gov . Alternatively, RBS N.V., RBS plc, RBS Securities In arrange to send you the relevant prospectus and pricing supplements if you request by calling 1-855-RBS http://usmarkets.rbs.com/etnUS/aboutrbsetns 4/19/2012 |
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About RBS ETNs | RBS ETNs Page 1 of 2 Home Product List Learn about RBS ETNs Contact US About Us Search: Exchange Traded Notes Frequently Asked Questions CUSIP, Text What are RBS Exchange Traded Notes? Products RBS Exchange Traded notes (ETNs) are unsecured and senior obligations of the relevant issuing RBS entity (the Issuer), which is Learn About RBS ETNs either The Royal Bank of Scotland N.V. (RBS N.V.) or The Royal Bank of Scotland plc (RBS plc). RBS ETNs issued by RBS N.V. and RBS plc are fully and unconditionally guaranteed by RBS Holdings N.V. (RBS Holdings) and The Royal Bank of Scotland Group plc About Us (RBS Group), respectively. Any payments on the RBS ETNs when they become due at maturity or upon early repurchase or redemption are dependent on the ability of the relevant Issuer to pay. The returns on the RBS ETNs track the performance of an underlying market measure(s). RBS ETNs are registered with the Securities and Exchange Commission (SEC) under the Securities Act of 1933, and are listed on a U.S. securities exchange. To download a PDF copy of the FAQs, click here http://usmarkets.rbs.com/etnUS/aboutrbsetns 4/19/2012 |
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About RBS ETNs | RBS ETNs Page 2 of 2 The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc, The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively, the RBS Entities) have each filed a registration statement (including a prospectus) with the Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication may relate. Before you invest in any RBS ETNs, you should read the relevant prospectus in such registration statement and other documents that have been filed with the SEC for more complete information about the relevant RBS Entities and offerings. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov . Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer participating in the relevant offering will arrange to send you the relevant prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS (toll-free). Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/aboutrbsetns 4/19/2012 |
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RBS US ETN - Product Detail
Page 1 of 2
http://usmarkets.rbs.com/etnUS/TRNM
4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS US Mid Cap Trendpilot[] ETN
CUSIP, Text TRNM
Product Detail
Products
Learn About RBS ETNs
The RBS US Mid Cap Trendpilot(TM) ETNs are designed for investors who seek exposure to the RBS US Mid Cap
Trendpilot(TM) Index (USD)
About Us (the "Index"). The Index utilizes a systematic trend-following strategy to provide exposure to either the S and P
MidCap 400[R] Total Return
Index (the "Benchmark Index") or the yield on a hypothetical notional investment in 3-month U.S. Treasury
bills (the "Cash Rate"),
depending on the relative performance of the Benchmark Index on a simple historical moving average basis. If
the level of the Benchmark
Index is at or above its historical 200-Index business day simple moving average for five consecutive Index
business days (i.e., a "positive
trend" is established), the Index will track the return on the Benchmark Index, and will have no exposure to
the Cash Rate until a negative
trend occurs. Conversely, if the level of the Benchmark Index is below such average for five consecutive index
business days (i.e., a
"negative trend" is established), then the Index will track the Cash Rate instead of the return on the
Benchmark Index and will have no
exposure to the Benchmark Index until the next positive trend.
Product Facts Codes
Exchange ISIN US78009L2097
Product type Traded Note Download Prospectus (661
(ETN) CUSIP 78009L209 KB)
Current RBS Benchmark Ticker TRNM
Trendpilot Indicator Index Download Factsheet (318 KB)
Underlying RBS US Mid Cap
Exchange name NYSE Arca Trendpilot Index
Daily Redemption $ 23.6484 Intraday
Value Indicative Value TRNM.IV
Ticker
Shares Outstanding 1,370,000
Issue Size (USD $ 32,398
000's)
Annual Investor Fee
when Tracking Cash 0.50 %
Rate
Annual Investor Fee
when Tracking 1.00 %
Benchmark Index
Inception Date 01/25/11
Maturity 01/25/41
4/18/2012
Last Update 2:00:00 AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland N.V. shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
"Current RBS Trendpilot Indicator" refers to the trend of the Index. The Index
will track the Benchmark Index when it is in a positive trend, and will track
the Cash Rate when it is in a negative trend.
Returns (as of market close 3/30/2012)
The returns indicated below reflects the percentage change through the end of
the previous calendar month in the closing level of the index, the daily
redemption value or the ETN market price, as applicable, from the beginning of
the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be).
The Index performance information below does not include the annual investor
fee or any transaction costs or expenses. None of the information below should
be taken as any indication of the future performance of the Index or the ETNs.
1 mo. 3 mo. 6 mo. YTD 1 Yr. Since Inception
----------------- ------ ------ ------ ------ ------- ---------------
Index +1.88% +7.96% +7.96% +7.96% -9.60% -2.89%
----------------- ------ ------ ------ ------ ------- ---------------
Redemption Value +1.80% +7.72% +7.59% +7.72% -10.30% -3.81%
----------------- ------ ------ ------ ------ ------- ---------------
ETN Market Return +1.77% +7.97% +7.78% +7.97% -10.22% -3.60%
----------------- ------ ------ ------ ------ ------- ---------------
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RBS US ETN - Product Detail Page 2 of 2 All Return information presented above is updated once a month and is presented as of the end of previous calendar month. "Index" refers to the percentage change in the closing level of the Index from the month end of the relevant period (e.g., closing level of the Index from month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "Redemption Value" refers to the percentage change in the Daily Redemption Value of the RBS ETN from the month end of the relevant period (e.g., the Daily Redemption Value at month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "ETN Market Return" refers to the percentage change in the closing price of the RBS ETNs as reported on NYSE Arca from the month end of the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an investment in conventional debt securities, including a possible loss of some or all of your investment. The level of the Index must increase by an amount sufficient to offset the aggregate investor fee applicable to the RBS ETNs in order for you to receive at least the principal amount of your investment back at maturity or upon early repurchase or redemption. The Index may underperform the Benchmark Index, and is expected to perform poorly in volatile markets. Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs do not pay interest. Any payment on the RBS ETNs is subject to ability of The Royal Bank of Scotland N.V. (RBS NV), as the issuer, and RBS Holdings N.V., as the guarantor, to pay their respective obligations when they become due. You should carefully consider whether the RBS ETNs are suited to your particular circumstances before you decide to purchase them. We urge you to consult with your investment, legal, accounting, tax and other advisors with respect to any investment in the RBS ETNs. The RBS ETNs are not suitable for all investors. You should carefully read the relevant pricing supplement and prospectus, including the more detailed explanation of the risks involved in any investment in the RBS ETNs as described in the "Risk Factors" section of the pricing supplement, before investing. IMPORTANT INFORMATION: The Royal Bank of Scotland N.V. (RBS NV) and RBS Holdings N.V. (RBS Holdings) have filed a registration statement (including a prospectus) with the U.S. Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication relates. Before you invest in any RBS ETNs, you should read the prospectus in that registration statement and other documents that have been filed with the SEC for more complete information about RBS NV and RBS Holdings, and the offering. You may get these documents for free by visiting EDGAR on the SEC's web site at www.sec.gov. Alternatively, RBS NV, RBS Holdings, RBS Securities Inc. (RBSSI) or any dealer participating in the relevant offering will arrange to send you the prospectus and the pricing supplement at no charge if you request it by calling 1-855-RBS-ETPS (toll-free). RBS US Mid Cap Trendpilot(TM) Index (USD) (Index) is the property of The Royal Bank of Scotland plc, which has contracted with Standard and Poor's Financial Services LLC (S and P) to maintain and calculate the Index. The S and P MidCap 400[R] Index is the exclusive property of S and P and has been licensed for use by RBSSI and its affiliates in connection with the Index. S and P shall have no liability for any errors or omissions in calculating the Index. "Standard and Poor's[R]," "S and P[R]" and "S and P MidCap 400[R]" are registered trademarks of S and P. "Calculated by S and P Custom Indices" and its related stylized mark are service marks of S and P and have been licensed for use by RBSSI and its affiliates. The RBS ETNs are not sponsored, endorsed, sold or promoted by S and P or its affiliates, and neither S and P nor its affiliates make any representation regarding the advisability of investing in the RBS ETNs. Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/TRNM 4/19/2012 |
 |
RBS US ETN - Product Detail
Page 1 of 2
http://usmarkets.rbs.com/etnUS/TRND
4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS US Large Cap Trendpilot[] ETN
CUSIP, Text TRND
Product Detail
Products
Learn About RBS ETNs
The RBS US Large Cap Trendpilot(TM) ETNs are designed for investors who seek exposure to the RBS US Large Cap
Trendpilot(TM) Index
About Us (USD) (the "Index"). The Index utilizes a systematic trend-following strategy to provide exposure to either
the S and P 500[R] Total Return
Index (the "Benchmark Index") or the yield on a hypothetical notional investment in 3-month U.S. Treasury
bills (the "Cash Rate"),
depending on the relative performance of the Benchmark Index on a simple historical moving average basis. If
the level of the Benchmark
Index is at or above its historical 200-Index business day simple moving average for five consecutive Index
business days (i.e., a "positive
trend" is established), the Index will track the return on the Benchmark Index, and will have no exposure to
the Cash Rate until a negative
trend occurs. Conversely, if the level of the Benchmark Index is below such average for five consecutive Index
business days (i.e., a
"negative trend" is established), then the Index will track the Cash Rate instead of the return on the
Benchmark Index and will have no
exposure to the Benchmark Index until the next positive trend.
Product Facts Codes
Exchange ISIN US78009L3087
Product type Traded Note Download Prospectus (867
(ETN) CUSIP 78009L308 KB)
Current RBS Benchmark Ticker TRND
Trendpilot Indicator Index Download Factsheet (318 KB)
Underlying RBS US Large Cap
Exchange name NYSE Arca Trendpilot Index
Daily Redemption $ 26.5841 Intraday
Value Indicative Value TRND.IV
Ticker
Shares Outstanding 2,589,000
Issue Size (USD $ 68,826
000's)
Annual Investor Fee
when Tracking Cash 0.50 %
Rate
Annual Investor Fee
when Tracking 1.00 %
Benchmark Index
Inception Date 12/06/10
Maturity 12/07/40
4/18/2012
Last Update 2:00:00 AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland N.V. shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
"Current RBS Trendpilot Indicator" refers to the trend of the Index. The Index
will track the Benchmark Index when it is in a positive trend, and will track
the Cash Rate when it is in a negative trend.
Returns (as of market close 3/30/2012).
The returns indicated below reflects the percentage change through the end of
the previous calendar month in the closing level of the index, the daily
redemption value or the ETN market price, as applicable, from the beginning of
the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be).
The Index performance information below does not include the annual investor
fee or any transaction costs or expenses. None of the information below should
be taken as any indication of the future performance of the Index or the ETNs.
1 mo. 3 mo. 6 mo. YTD 1 Yr. Since Inception
----------------- ------ ------- ------- ------- ------ ---------------
Index +3.31% +12.59% +12.60% +12.59% +0.25% +9.31%
----------------- ------ ------- ------- ------- ------ ---------------
Redemption Value +3.21% +12.31% +12.17% +12.31% -0.56% +8.09%
----------------- ------ ------- ------- ------- ------ ---------------
ETN Market Return +3.33% +12.34% +12.16% +12.34% -0.70% +8.12%
----------------- ------ ------- ------- ------- ------ ---------------
Source: Bloomberg
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RBS US ETN - Product Detail Page 2 of 2 All Return information presented above is updated once a month and is presented as of the end of previous calendar month. "Index" refers to the percentage change in the closing level of the Index from the month end of the relevant period (e.g., closing level of the Index from month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "Redemption Value" refers to the percentage change in the Daily Redemption Value of the RBS ETN from the month end of the relevant period (e.g., the Daily Redemption Value at month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "ETN Market Return" refers to the percentage change in the closing price of the RBS ETNs as reported on NYSE Arca from the month end of the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an investment in conventional debt securities, including a possible loss of some or all of your investment. The level of the Index must increase by an amount sufficient to offset the aggregate investor fee applicable to the RBS ETNs in order for you to receive at least the principal amount of your investment back at maturity or upon early repurchase or redemption. The Index may underperform the Benchmark Index, and is expected to perform poorly in volatile markets. Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs do not pay interest. Any payment on the RBS ETNs is subject to ability of The Royal Bank of Scotland N.V. (RBS NV), as the issuer, and RBS Holdings N.V., as the guarantor, to pay their respective obligations when they become due. You should carefully consider whether the RBS ETNs are suited to your particular circumstances before you decide to purchase them. We urge you to consult with your investment, legal, accounting, tax and other advisors with respect to any investment in the RBS ETNs. The RBS ETNs are not suitable for all investors. You should carefully read the relevant pricing supplement and prospectus, including the more detailed explanation of the risks involved in any investment in the RBS ETNs as described in the "Risk Factors" section of the pricing supplement, before investing. IMPORTANT INFORMATION: The Royal Bank of Scotland N.V. (RBS NV) and RBS Holdings N.V. (RBS Holdings) have filed a registration statement (including a prospectus) with the U.S. Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication relates. Before you invest in any RBS ETNs, you should read the prospectus in that registration statement and other documents that have been filed with the SEC for more complete information about RBS NV and RBS Holdings, and the offering. You may get these documents for free by visiting EDGAR on the SEC's web site at www.sec.gov. Alternatively, RBS NV, RBS Holdings, RBS Securities Inc. (RBSSI) or any dealer participating in the relevant offering will arrange to send you the prospectus and the pricing supplement at no charge if you request it by calling 1-855-RBS-ETPS (toll-free). RBS US Large Cap Trendpilot(TM) Index (USD) (Index) is the property of The Royal Bank of Scotland plc, which has contracted with Standard and Poor's Financial Services LLC (S and P) to maintain and calculate the Index. The S and P 500[R] Index is the exclusive property of S and P and has been licensed for use by RBSSI and its affiliates in connection with the Index. S and P shall have no liability for any errors or omissions in calculating the Index. "Standard and Poor's[R]," "S and P[R]" and "S and P 500[R]" are registered trademarks of S and P. "Calculated by S and P Custom Indices" and its related stylized mark are service marks of S and P and have been licensed for use by RBSSI and its affiliates. The RBS ETNs are not sponsored, endorsed, sold or promoted by S and P or its affiliates, and neither S and P nor its affiliates make any representation regarding the advisability of investing in the RBS ETNs. Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/TRND 4/19/2012 |
 |
RBS US ETN - Product Detail
Page 1 of 2
http://usmarkets.rbs.com/etnUS/TWTI
4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS Oil Trendpilot[] ETN
CUSIP, Text TWTI
Product Detail
Products
Learn About RBS ETNs
The RBS Oil Trendpilot(TM) ETNs are designed for investors who seek exposure to the RBS Oil Trendpilot[] Index
(USD) (the "Index"). The
About Us Index utilizes a systematic trend-following strategy to provide exposure to either the RBS 12-Month Oil Total
Return Index (USD) (the
"Benchmark Index", as described below) or the yield on a hypothetical notional investment in 3-month U.S.
Treasury bills (the "Cash
Rate"), depending on the relative performance of the Benchmark Index on a simple historical moving average
basis. If the closing level of
the Benchmark Index is at or above its historical 100-Index business day simple moving average for five
consecutive Index business days
(i.e., a "positive trend" is established), the Index will track the return on the Benchmark Index, and will
have no exposure to the Cash Rate
until two Index business days after a negative trend occurs. Conversely, if the closing level of the Benchmark
Index is below such average
for five consecutive Index business days (i.e., a "negative trend" is established) then the Index will track
the Cash Rate and will have no
exposure to the Benchmark Index until two Index business days after the next positive trend occurs.
The Benchmark Index utilizes a rules-based methodology to provide exposure to a hypothetical notional
investment in a series of twelve
(12) light sweet crude oil (WTI) futures contracts that are traded on the New York Mercantile Exchange
("NYMEX"). The twelve (12)
futures contracts comprising the Benchmark Index on any given day will be the futures contract scheduled to
expire in the immediately
following calendar month and futures contracts scheduled to expire in each of the eleven months thereafter.
The Benchmark Index is
rebalanced on a monthly basis so that each of the twelve (12) futures contracts is equally weighted upon each
rebalancing.
Product Facts Codes
Exchange ISIN US78009P1277
Product type Traded Note Download Prospectus (979
(ETN) CUSIP 78009P127 KB)
Current RBS Benchmark Ticker TWTI
Trendpilot Indicator Index Download Factsheet (219 KB)
Underlying RBS Oil Trendpilot
Exchange name NYSE Arca Index
Daily Redemption $ 27.2396 Intraday Indicative TWTI.IV
Value Value Ticker
Shares Outstanding 320,000
Issue Size (USD $ 8,717
000's)
Annual Investor Fee
when Tracking Cash 0.50 %
Rate
Annual Investor Fee
when Tracking 1.10 %
Benchmark Index
Inception Date 09/13/11
Maturity 09/13/41
Last Update 4/18/2012
2:00:00 AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland plc shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
"Current RBS Trendpilot Indicator" refers to the trend of the Index. The Index
will track the Benchmark Index when it is in a positive trend, and will track
the Cash Rate when it is in a negative trend.
Returns (as of market close 3/30/2012)
The returns indicated below reflect the percentage change through the end of
the previous calendar month in the closing level of the index, the daily
redemption value or the ETN market price, as applicable, from the beginning of
the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be).The
Index performance information below does not include the annual investor fee or
any transaction costs or expenses. None of the information below should be
taken as any indication of the future performance of the Index or the ETNs.
1 mo. 3 mo. 6 mo. YTD 1 Yr. Since Inception
---------------- ------ ------ ------- ------ ----- ---------------
Index -3.04% +5.57% +10.04% +5.57% N/A +10.04%
---------------- ------ ------ ------- ------ ----- ---------------
Redemption Value -3.12% +5.31% +9.55% +5.31% N/A +9.53%
----------------
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RBS US ETN - Product Detail Page 2 of 2 1 mo. ETN Market Return -2.85% Source: Bloomberg 3 mo. +5.12% 6 mo. 9.76% YTD 1 Yr. Since Inception +5.12% N/A +9.76% All Return information presented above is updated once a month and is presented as of the end of previous calendar month. "Index" refers to the percentage change in the closing level of the Index from the month end of the relevant period (e.g., closing level of the Index from month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "Redemption Value" refers to the percentage change in the Daily Redemption Value of the RBS ETN from the month end of the relevant period (e.g., the Daily Redemption Value at month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "ETN Market Return" refers to the percentage change in the closing price of the RBS ETNs as reported on NYSE Arca from the month end of the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an investment in conventional debt securities, including a possible loss of some or all of your investment. The level of the Index must increase by an amount sufficient to offset the aggregate investor fee applicable to the RBS ETNs in order for you to receive at least the principal amount of your investment back at maturity or upon early repurchase or redemption. The RBS ETNs and the Index do not provide exposure to spot prices of crude oil and, consequently, may not be representative of an investment that provides exposure to crude oil. The Index may underperform the Benchmark Index, and is expected to perform poorly in volatile markets. Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs are not principal protected and do not pay interest. Any payment on the RBS ETNs is subject to the ability of The Royal Bank of Scotland plc (RBS plc), as the issuer, and The Royal Bank of Scotland Group plc (RBS Group), as the guarantor, to pay their respective obligations when they become due. You should carefully consider whether the RBS ETNs are suited to your particular circumstances before you decide to purchase them. We urge you to consult with your investment, legal, accounting, tax and other advisors with respect to any investment in the RBS ETNs. The RBS ETNs are not suitable for all investors. You should carefully read the relevant pricing supplement and prospectus, including the more detailed explanation of the risks involved in any investment in the RBS ETNs as described in the "Risk Factors" section of the pricing supplement, before investing. IMPORTANT INFORMATION: RBS plc and RBS Group have each filed a registration statement (including a prospectus) with the U.S. Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication relates. Before you invest in any RBS ETNs, you should read the relevant prospectus in that registration statement and other documents that have been filed with the SEC for more complete information about RBS plc and RBS Group, and the offering. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, RBS plc, RBS Securities Inc. or any dealer participating in the offering will arrange to send you the prospectus and pricing supplement at no charge if you request it by calling 1-855-RBS-ETPS (toll free). The Index and the Benchmark Index are the property of RBS plc. The Index and the Benchmark Index are calculated by NYSE Arca, a wholly-owned subsidiary of NYSE Euronext. The RBS ETNs, which track the Index and may track the Benchmark Index, are not issued, sponsored, endorsed, sold or promoted by NYSE Arca, and NYSE Arca makes no representation regarding the advisability of investing in the securities. NYSE ARCA MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE WITH RESPECT TO THE INDEX OR BENCHMARK INDEX OR ANY DATA INCLUDED THEREIN. IN NO EVENT SHALL NYSE ARCA HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES. Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/TWTI 4/19/2012 |
 |
RBS US ETN - Product Detail
Page 1 of 2
http://usmarkets.rbs.com/etnUS/TNDQ
4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS NASDAQ-100[R] Trendpilot[] ETN
CUSIP, Text TNDQ
Product Detail
Products
Learn About RBS ETNs
The RBS NASDAQ-100[R] Trendpilot[] ETNs are designed for investors who seek exposure to the RBS NASDAQ-100[R]
Trendpilot[]
About Us Index (USD) (the "Index"). The Index utilizes a systematic trend-following strategy to provide exposure to
either the NASDAQ-100[R] Total
Return IndexSM (the "Benchmark Index") or the yield on a hypothetical notional investment in 3-month U.S.
Treasury bills (the "Cash
Rate"), depending on the relative performance of the Benchmark Index on a simple historical moving average
basis. If the level of the
Benchmark Index is at or above its historical 100-Index business day simple moving average for five
consecutive Index business days
(i.e., a "positive trend" is established), the Index will track the return on the Benchmark Index, and will
have no exposure to the Cash Rate
until a negative trend occurs. Conversely, if the level of the Benchmark Index is below such average for five
consecutive Index business
days (i.e., a "negative trend" is established), then the Index will track the Cash Rate instead of the return
on the Benchmark Index and will
have no exposure to the Benchmark Index until the next positive trend.
Product Facts Codes
Exchange ISIN US78009P1434
Product type Traded Note Download Prospectus (923
(ETN) CUSIP 78009P143 KB)
Current RBS Benchmark Ticker TNDQ
Trendpilot Indicator Index Download Factsheet (334 KB)
Underlying RBS NASDAQ 100
Exchange name NYSE Arca Trendpilot Index
Daily Redemption
Value $ 29.7302
Shares Outstanding 280,000
Issue Size (USD
000's) $ 8,324
Annual Investor Fee
when Tracking Cash 0.50 %
Rate
Annual Investor Fee
when Tracking 1.00 %
Benchmark Index
Inception Date 12/08/11
Maturity 12/13/41
Last Update 4/18/2012
2:00:00 AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland plc shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
"Current RBS Trendpilot Indicator" refers to the trend of the Index. The Index
will track the Benchmark Index when it is in a positive trend, and will track
the Cash Rate when it is in a negative trend.
Returns (as of market close 3/30/2012)
The returns indicated below reflect the percentage change through the end of
the previous calendar month in the closing level of the index, the daily
redemption value or the ETN market price, as applicable, from the beginning of
the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be).The
Index performance information below does not include the annual investor fee or
any transaction costs or expenses. None of the information below should be
taken as any indication of the future performance of the Index or the ETNs.
1 mo. 3 mo. 6 mo. YTD 1 Yr. Since Inception
----------------- ------ ------- ----- ------- ----- ---------------
Index +5.07% +21.24% N/A +21.24% N/A +21.03%
----------------- ------ ------- ----- ------- ----- ---------------
Redemption Value +4.98% +20.94% N/A +20.94% N/A +20.65%
----------------- ------ ------- ----- ------- ----- ---------------
ETN Market Return +4.63% +22.35% N/A +22.35% N/A +20.83%
----------------- ------ ------- ----- ------- ----- ---------------
Source: Bloomberg
|
 |
RBS US ETN - Product Detail
Page 2 of 2
All Return information presented above is updated once a month and is presented
as of the end of previous calendar month.
"Index" refers to the percentage change in the closing level of the Index from
the month end of the relevant period (e.g., closing level of the Index from
month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market
close at the end of the previous calendar month.
"Redemption Value" refers to the percentage change in the Daily Redemption
Value of the RBS ETN from the month end of the relevant period (e.g., the Daily
Redemption Value at month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be)
through the market close at the end of the previous calendar month.
"ETN Market Return" refers to the percentage change in the closing price of the
RBS ETNs as reported on NYSE Arca from the month end of the relevant period
(e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market
close at the end of the previous calendar month.
CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an
investment in conventional debt securities, including a possible loss of some
or all of your investment. The level of the Index must increase by an amount
sufficient to offset the aggregate investor fee applicable to the RBS ETNs in
order for you to receive at least the principal amount of your investment back
at maturity or upon early repurchase or redemption. The Index may underperform
the Benchmark Index, and is expected to perform poorly in volatile markets.
Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs are not
principal protected and do not pay interest. Any payment on the RBS ETNs is
subject to the ability of The Royal Bank of Scotland plc, as the issuer, and
The Royal Bank of Scotland Group plc, as the guarantor, to pay their respective
obligations when they become due. You should carefully consider whether the RBS
ETNs are suited to your particular circumstances before you decide to purchase
them. We urge you to consult with your investment, legal, accounting, tax and
other advisors with respect to any investment in the RBS ETNs.
The RBS ETNs are not suitable for all investors. You should carefully read the
relevant pricing supplement and prospectus, including the more detailed
explanation of the risks involved in any investment in the RBS ETNs as
described in the "Risk Factors" section of the pricing supplement, before
investing.
IMPORTANT INFORMATION: The Royal Bank of Scotland plc (RBS plc) and The Royal
Bank of Scotland Group plc (RBS Group) have filed a registration statement
(including a prospectus) with the U.S. Securities and Exchange Commission (SEC)
for the offering of RBS ETNs to which this communication relates. Before you
invest in any RBS ETNs, you should read the prospectus in that registration
statement and other documents that have been filed by RBS plc and RBS Group
with the SEC for more complete information about RBS plc and RBS Group, and the
offering. You may get these documents for free by visiting EDGAR on the SEC's
web site at www.sec.gov. Alternatively, RBS plc, RBS Securities Inc. (RBSSI) or
any dealer participating in the offering will arrange to send you the
prospectus and the pricing supplement at no charge if you request it by calling
1-855-RBS-ETPS (toll free).
NASDAQ[R], OMX[R], NASDAQ OMX[R], NASDAQ-100[R], NASDAQ-100 Index[R] and
NASDAQ-100[R] Total Return IndexSM are registered trademarks and service marks
of The NASDAQ OMX Group, Inc. and are licensed for use by RBS plc.
The Index is the property of RBS plc. RBS plc has contracted with The NASDAQ
OMX Group, Inc. (which with its affiliates and subsidiaries is referred to as
the "Corporations") to calculate and maintain the Index, either directly or
through a third party. Currently, the Index is calculated and maintained by
Standard and Poor's ("S and P") on behalf of The NASDAQ OMX Group, Inc. S and P and the
Corporations shall have no liability for any errors or omissions in calculating
the Index. The RBS ETNs, which are based on the Index, have not been passed on
by the Corporations or S and P as to their legality or suitability and are not
sponsored, endorsed, sold or promoted by the Corporations or S and P. THE
CORPORATIONS AND S and P MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO
THE RBS ETNs.
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/etnUS/TNDQ
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RBS US ETN - Product Detail
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http://usmarkets.rbs.com/etnUS/TBAR
4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS Gold Trendpilot[] ETN
CUSIP, Text TBAR
Product Detail
Products
Learn About RBS ETNs
The RBS Gold Trendpilot(TM) ETNs are designed for investors who seek exposure to the RBS Gold Trendpilot(TM)
Index (USD) (the "Index").
About Us The Index utilizes a systematic trend-following strategy to provide exposure to either the Price of Gold
Bullion (as defined below) or the
yield on a hypothetical notional investment in 3-month U.S. Treasury bills (the "Cash Rate"), depending on the
relative performance of the
Price of Gold Bullion on a simple historical moving average basis. If the Price of Gold Bullion is at or above
its historical 200-Index
business day simple moving average for five consecutive Index business days (i.e., a "positive trend" is
established), the Index will track
the return on the Price of Gold Bullion, and will have no exposure to the Cash Rate until a negative trend
occurs. Conversely, if the Price
of Gold Bullion is below such average for five consecutive index business days (i.e., a "negative trend" is
established), then the Index will
track the Cash Rate instead of the return on the Price of Gold Bullion and will have no exposure to the Price
of Gold Bullion until the next
positive trend.
The "Price of Gold Bullion" on any given day means the spot price of physical gold, as measured by the
afternoon gold fixing price (also
known as the London Gold P.M. Fixing Price) per troy ounce of gold for delivery in London through a member of
the London Bullion
Market Association ("LBMA") authorized to effect such delivery, stated in U.S. dollars, as calculated by the
London Gold Market Fixing Ltd.
and published by the LBMA, on such day. The Price of Gold Bullion is also published on Bloomberg page
"GOLDLNPM Index."
For the purposes of the Product Facts below, the Price of Gold Bullion is also referred to as the "Benchmark
Index".
Product Facts Codes
Exchange ISIN US78009L4077
Product type Traded Note Download Prospectus (743
(ETN) CUSIP 78009L407 KB)
Current RBS Trendpilot Cash Rate Ticker TBAR
Indicator Download Factsheet (315 KB)
Underlying RBS Gold
Exchange name NYSE Arca Trendpilot Index
Daily Redemption $ 28.9611 Intraday Indicative TBAR.IV
Value Value Ticker
Shares Outstanding 885,000
Issue Size (USD 000's) $ 25,631
Annual Investor Fee
when Tracking Cash 0.50 %
Rate
Annual Investor Fee
when Tracking 1.00 %
Benchmark Index
Inception Date 02/17/11
Maturity 02/15/41
Last Update 4/18/2012
2:00:00 AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland N.V. shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
"Current RBS Trendpilot Indicator" refers to the trend of the Index. The Index
will track the Price of Gold Bullion when it is in a positive trend, and will
track the Cash Rate when it is in a negative trend.
Returns (as of market close 3/30/2012)
The returns indicated below reflects the percentage change through the end of
the previous calendar month in the closing level of the index, the daily
redemption value or the ETN market price, as applicable, from the beginning of
the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be).The
Index performance information below does not include the annual investor fee or
any transaction costs or expenses. None of the information below should be
taken as any indication of the future performance of the Index or the ETNs.
1 mo. 3 mo. 6 mo. YTD 1 Yr. Since Inception
---------------- ------ ------ ------ ------ ------- ---------------
Index -6.82% +5.50% -0.29% +5.50% +12.25% +17.13%
---------------- ------ ------ ------ ------ ------- ---------------
Redemption Value -6.88% +5.27% -0.76% +5.27% +11.17% +15.87%
----------------
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RBS US ETN - Product Detail Page 2 of 2 1 mo. ETN Market Return -3.01% Source: Bloomberg 3 mo. +2.84% 6 mo. -1.03% YTD 1 Yr. Since Inception +2.84% +11.51% +15.88% All Return information presented above is updated once a month and is presented as of the end of previous calendar month. "Index" refers to the percentage change in the closing level of the Index from the month end of the relevant period (e.g., closing level of the Index from month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "Redemption Value" refers to the percentage change in the Daily Redemption Value of the RBS ETN from the month end of the relevant period (e.g., the Daily Redemption Value at month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. "ETN Market Return" refers to the percentage change in the closing price of the RBS ETNs as reported on NYSE Arca from the month end of the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market close at the end of the previous calendar month. CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an investment in conventional debt securities, including a possible loss of some or all of your investment. The level of the Index must increase by an amount sufficient to offset the aggregate investor fee applicable to the RBS ETNs in order for you to receive at least the principal amount of your investment back at maturity or upon early repurchase or redemption. The Index may underperform the Price of Gold Bullion, and is expected to perform poorly in volatile markets. Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs do not pay interest. Any payment on the RBS ETNs is subject to ability of The Royal Bank of Scotland N.V. (RBS NV), as the issuer, and RBS Holdings N.V., as the guarantor, to pay their respective obligations when they become due. You should carefully consider whether the RBS ETNs are suited to your particular circumstances before you decide to purchase them. We urge you to consult with your investment, legal, accounting, tax and other advisors with respect to any investment in the RBS ETNs. The RBS ETNs are not suitable for all investors. You should carefully read the relevant pricing supplement and prospectus, including the more detailed explanation of the risks involved in any investment in the RBS ETNs as described in the "Risk Factors" section of the pricing supplement, before investing. IMPORTANT INFORMATION: The Royal Bank of Scotland N.V. (RBS NV) and RBS Holdings N.V. (RBS Holdings) have filed a registration statement (including a prospectus) with the U.S. Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication relates. Before you invest in any RBS ETNs, you should read the prospectus in that registration statement and other documents that have been filed with the SEC for more complete information about RBS NV and RBS Holdings, and the offering. You may get these documents for free by visiting EDGAR on the SEC's web site at www.sec.gov. Alternatively, RBS NV, RBS Holdings, RBS Securities Inc. (RBSSI) or any dealer participating in the relevant offering will arrange to send you the prospectus and the pricing supplement at no charge if you request it by calling 1-855-RBS-ETPS (toll-free). RBS Gold Trendpilot(TM) Index (USD) (Index) is the property of The Royal Bank of Scotland plc, which has contracted with Standard and Poor's Financial Services LLC (S and P) to maintain and calculate the Index. S and P shall have no liability for any errors or omissions in calculating the Index. "Standard and Poor's[R]," "S and P[R]" are registered trademarks of S and P. "Calculated by S and P Custom Indices" and its related stylized mark are service marks of S and P and have been licensed for use by RBSSI and its affiliates. The RBS ETNs are not sponsored, endorsed, sold or promoted by S and P or its affiliates, and neither S and P nor its affiliates make any representation regarding the advisability of investing in the RBS ETNs. Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/TBAR 4/19/2012 |
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RBS US ETN - Product Detail
Page 1 of 2
http://usmarkets.rbs.com/etnUS/DRGS
4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS Global Big Pharma ETN
CUSIP, Text DRGS
Product Detail
Products
Learn About RBS ETNs
The RBS Global Big Pharma ETNs are designed for investors who seek exposure to the NYSE Arca Equal Weighted
Pharmaceutical
About Us Total Return Index (the "Index"). The Index is designed to track the performance of the equity securities of a
cross section of companies
involved in various phases of development, production and marketing of pharmaceuticals, with the component
securities represented in
approximately equal dollar amounts. The Index is rebalanced quarterly at the close of trading on the third
Friday of March, June,
September and December.
Product Facts Codes
Exchange Traded ISIN US78009P1350
Product type Note (ETN) Download Prospectus (622
CUSIP 78009P135 KB)
Exchange name NYSE Arca
Ticker DRGS
Daily Redemption Download Factsheet (306 KB)
$ 27.9226
Value NYSE Arca Equal
Underlying Weighted
Shares Pharmaceutical Total
160,000
Outstanding Return Index
Issue Size (USD Intraday
$ 4,468
000's) Indicative DRGS.IV
Value Ticker
Annual Investor 0.60%
Fees
Inception Date 10/21/11
Maturity 10/25/41
Last Update 4/18/2012 2:00:00
AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland plc shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
Returns (as of market close 3/30/2012)
The returns indicated below reflect the percentage change through the end of
the previous calendar month in the closing level of the index, the daily
redemption value or the ETN market price, as applicable, from the beginning of
the relevant period (e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be).The
Index performance information below does not include the annual investor fee or
any transaction costs or expenses. None of the information below should be
taken as any indication of the future performance of the Index or the ETNs.
1 mo. 3 mo. 6 mo. YTD 1 Yr. Since Inception
----------------- ------ ------ ----- ------ ----- ---------------
Index +2.40% +5.17% N/A +5.17% N/A +11.61%
----------------- ------ ------ ----- ------ ----- ---------------
Redemption Value +2.35% +5.01% N/A +5.01% N/A +11.31%
----------------- ------ ------ ----- ------ ----- ---------------
ETN Market Return +2.62% +5.42% N/A +5.42% N/A +11.96%
----------------- ------ ------ ----- ------ ----- ---------------
Source: Bloomberg
All Return information presented above is updated once a month and is presented
as of the end of previous calendar month.
"Index" refers to the percentage change in the closing level of the Index from
the month end of the relevant period (e.g., closing level of the Index from
month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market
close at the end of the previous calendar month.
"Redemption Value" refers to the percentage change in the Daily Redemption
Value of the RBS ETN from the month end of the relevant period (e.g., the Daily
Redemption Value at month-end, 1 mo., 3 mos., 6 mos. prior, as the case may be)
through the market close at the end of the previous calendar month.
"ETN Market Return" refers to the percentage change in the closing price of the
RBS ETNs as reported on NYSE Arca from the month end of the relevant period
(e.g., 1 mo., 3 mos., 6 mos. prior, as the case may be) through the market
close at the end of the previous calendar month.
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RBS US ETN - Product Detail Page 2 of 2 CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an investment in conventional debt securities, including a possible loss of some or all of your investment. The level of the Index must increase by an amount sufficient to offset the aggregate investor fee applicable to the RBS ETNs in order for you to receive at least the principal amount of your investment back at maturity or upon early repurchase or redemption. Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs are not principal protected and do not pay interest. Any payment on the RBS ETNs is subject to the ability of The Royal Bank of Scotland plc (RBS plc), as the issuer, and The Royal Bank of Scotland Group plc (RBS Group), as the guarantor, to pay their respective obligations when they become due. You should carefully consider whether the RBS ETNs are suited to your particular circumstances before you decide to purchase them. We urge you to consult with your investment, legal, accounting, tax and other advisors with respect to any investment in the RBS ETNs. The RBS ETNs are not suitable for all investors. You should carefully read the relevant pricing supplement and prospectus, including the more detailed explanation of the risks involved in any investment in the RBS ETNs as described in the "Risk Factors" section of the pricing supplement, before investing. IMPORTANT INFORMATION: RBS plc and RBS Group have each filed a registration statement (including a prospectus) with the U.S. Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication relates. Before you invest in any RBS ETNs, you should read the relevant prospectus in that registration statement and other documents that have been filed with the SEC for more complete information about RBS plc and RBS Group, and the offering. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov. Alternatively, RBS plc, RBS Securities Inc. or any dealer participating in the offering will arrange to send you the prospectus and pricing supplement at no charge if you request it by calling 1-855-RBS-ETPS (toll free). The NYSE Arca Equal Weighted Pharmaceutical Total Return Index(SM) is a service mark of NYSE Euronext or its affiliates (NYSE Euronext) and has been licensed for use by The Royal Bank of Scotland plc and RBS Securities, Inc. (Licensees) in connection with the RBS ETNs. Neither the Licensees nor the RBS ETNs is sponsored, endorsed, sold or promoted by NYSE Euronext. NYSE Euronext makes no representations or warranties regarding the RBS ETNs or the ability of the NYSE Arca Equal Weighted Pharmaceutical Total Return IndexSM to track general stock market performance. NYSE EURONEXT MAKES NO EXPRESS OR IMPLIED WARRANTIES, AND HEREBY EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE WITH RESPECT TO THE NYSE ARCA EQUAL WEIGHTED PHARMACEUTICAL TOTAL RETURN INDEX(SM) OR ANY DATA INCLUDED THEREIN. IN NO EVENT SHALL NYSE EURONEXT HAVE ANY LIABILITY FOR ANY SPECIAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES (INCLUDING LOST PROFITS), EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES. Privacy Statement Terms and Conditions http://usmarkets.rbs.com/etnUS/DRGS 4/19/2012 |
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RBS US ETN - Product Detail
Page 1 of 2
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4/19/2012
Home Product List Learn about RBS ETNs Contact US About Us
Search: RBS China Trendpilot[] ETN
CUSIP, Text TCHI
Product Detail
Products
Learn About RBS ETNs
The RBS China Trendpilot[] ETNs are designed for investors who seek exposure to the RBS China Trendpilot[]
Index (USD) (the
About Us "Index"). The Index utilizes a systematic trend-following strategy to provide exposure to either the BNY
Mellon China Select ADR Total
Return Index[] (the "Benchmark Index") or the yield on a hypothetical notional investment in 3-month U.S.
Treasury bills as of the most
recent weekly auction (the "Cash Rate"), depending on the performance of the Benchmark Index on a simple
historical moving average
basis. If the closing level of the Benchmark Index is at or above its historical 100-Index business day simple
moving average for three
consecutive Index business days (i.e., a "positive trend" is established), the Index will track the return on
the Benchmark Index, and will
have no exposure to the Cash Rate until a negative trend occurs. Conversely, if the closing level of any
Benchmark Index is below its
historical 100-Index business day simple moving average for three consecutive Index business days (i.e., a
"negative trend" is
established), the Index will track the Cash Rate instead of the return on the Benchmark Index and will have no
exposure to the Benchmark
Index until the next positive trend occurs.
Product Facts Codes
Exchange ISIN US78009P1509
Product type Traded Note Download Prospectus (813
(ETN) CUSIP 78009P150 KB)
Current RBS Benchmark Ticker TCHI
Trendpilot Indicator Index Download Factsheet (156 KB)
Underlying RBS China
Exchange name NYSE Arca Trendpilot Index
Daily Redemption $ 24.8925 Intraday Indicative TCHI.IV
Value Value Ticker
Shares Outstanding 160,000
Issue Size (USD $ 4,000
000's)
Annual Investor Fee
when Tracking Cash 0.50 %
Rate
Annual Investor Fee
when Tracking 1.10 %
Benchmark Index
Inception Date 04/13/12
Maturity 04/18/42
4/18/2012
Last Update 2:00:00 AM
"The Annual Investor Fee" accrues on a daily basis.
"Daily Redemption Value" refers to the price per ETN at which The Royal Bank of
Scotland plc shall repurchase any ETNs offered by investors for repurchase
(provided that at least 20,000 ETNs are offered for repurchase) or shall redeem
any ETNs called by it for redemption at its option, in each case, subject to
the terms and conditions described in the pricing supplement and prospectus.
The amount reflects the Daily Redemption Value at the close of the market on
the prior trading day in the United States.
"Shares Outstanding" means to the number of ETN units outstanding at the close
of market on the prior trading day in the United States. "Issue Size (USD
000's)" means an amount equal to the Daily Redemption Value multiplied by
Shares Outstanding.
CERTAIN RISK CONSIDERATIONS: The RBS ETNs involve risks not associated with an
investment in conventional debt securities, including a possible loss of some
or all of your investment. The level of the Index must increase by an amount
sufficient to offset the aggregate investor fee applicable to the RBS ETNs in
order for you to receive at least the principal amount of your investment back
at maturity or upon early repurchase or redemption. The Index may underperform
the Benchmark Index, and is expected to perform poorly in volatile markets.
Liquidity of the market for RBS ETNs may vary over time. The RBS ETNs are not
principal protected and do not pay interest. Any payment on the RBS ETNs is
subject to the ability of The Royal Bank of Scotland plc ("RBS plc"), as the
issuer, and The Royal Bank of Scotland Group plc ("RBS Group"), as the
guarantor, to pay their respective obligations when they become due. You should
carefully consider whether the RBS ETNs are suited to your particular
circumstances before you decide to purchase them. We urge you to consult with
your investment, legal, accounting, tax and other advisors with respect to any
investment in the RBS ETNs.
The RBS ETNs are not suitable for all investors. You should carefully read the
relevant pricing supplement and prospectus, including the more detailed
explanation of the risks involved in any investment in the RBS ETNs as
described in the "Risk Factors" section of the pricing supplement, before
investing.
IMPORTANT INFORMATION: RBS plc and RBS Group have filed a registration
statement (including a prospectus) with the U.S. Securities and Exchange
Commission ("SEC") for the offering of RBS ETNs to which this communication
relates. Before you invest in any RBS ETNs, you should read the prospectus in
that registration statement and other documents that have been filed by RBS plc
and RBS Group with the SEC for more complete information about RBS plc and RBS
Group,
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RBS US ETN - Product Detail
Page 2 of 2
and the offering. You may get these documents for free by visiting EDGAR on the
SEC's website at www.sec.gov. Alternatively, RBS plc, RBS Securities Inc.
("RBSSI") or any dealer participating in the offering will arrange to send you
the prospectus and the pricing supplement at no charge if you request it by
calling 1-855-RBS-ETPS.
BNY Mellon is a corporate brand of The Bank of New York Mellon Corporation and
may be used as a generic term to reference the corporation as a whole or its
various subsidiaries. BNY Mellon and BNY Mellon ADR Indices and BNY Mellon DR
Indices are service marks owned by The Bank of New York Mellon Corporation.
This information is provided for general purposes only and is not investment
advice. We provide no advice nor recommendations or endorsement with respect to
any company, security or products based on any index licensed by BNY Mellon,
and we make no representation regarding the advisability of investing in the
same. BNY Mellon's Depositary Receipt business is conducted through BNY
Mellon.
BNY Mellon does not guarantee the accuracy, timeliness and/or completeness of
BNY Mellon ADR Indices and BNY Mellon DR Indices, or any associated indices, or
any data included therein, and BNY Mellon shall have no liability for any
errors, omissions, or interruptions therein. BNY Mellon makes no express or
implied warranties, and expressly disclaims all warranties of merchantability
or fitness for a particular purpose or use with respect to BNY Mellon ADR
Indices and BNY Mellon DR Indices or any associated indices, or any data
included therein, or any materials derived from such data. Without limiting any
of the foregoing, in no event shall the company have any liability for any
special, punitive, indirect, or consequential damages (including lost profits),
even if notified of the possibility of such damages. For the full disclaimer
please see the pricing supplement relating to the notes that RBS plc and RBC
Group filed with the SEC.
RBS China Trendpilot[] Index is maintained and calculated by Dow Jones Indexes,
the marketing name and a licensed trademark of CME Group Index Services LLC.
"Dow Jones Indexes" is a service mark of Dow Jones Trademark Holdings LLC ("Dow
Jones"). The RBS China Trendpilot[] ETNs are not sponsored, endorsed, sold or
promoted by CME Indexes, Dow Jones or their respective affiliates, and CME
Indexes, Dow Jones and their respective affiliates make no representation
regarding the advisability of investing in the ETNs.
Privacy Statement
Terms and Conditions
http://usmarkets.rbs.com/EN/Showpage.aspx?pageID=310andISIN=US78009P1509
4/19/2012
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Privacy Statement
Terms and Conditions
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Home Product List Learn about RBS ETNs Contact US About Us
Product List
Search: Products
filter and explore CUSIP, Text
Products
Learn About RBS ETNs
About Us Choose an asset class: Choose an underlying: * Your choice * Choose
asset class first
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7 Products found
Name Ticker Maturity Inception Date Annual Investor Fees
---------------------------------- ------ -------- -------------- --------------------
RBS China Trendpilot[] ETN TCHI 04/18/42 04/13/12 1.10%*
---------------------------------- ------ -------- -------------- --------------------
RBS Global Big Pharma ETN DRGS 10/25/41 10/21/11 0.60%
---------------------------------- ------ -------- -------------- --------------------
RBS Gold Trendpilot[] ETN TBAR 02/15/41 02/17/11 1.00%*
---------------------------------- ------ -------- -------------- --------------------
RBS NASDAQ-100[R] Trendpilot[] ETN TNDQ 12/13/41 12/08/11 1.00%*
---------------------------------- ------ -------- -------------- --------------------
RBS Oil Trendpilot[] ETN TWTI 09/13/41 09/13/11 1.10%*
---------------------------------- ------ -------- -------------- --------------------
RBS US Large Cap Trendpilot[] ETN TRND 12/07/40 12/06/10 1.00%*
---------------------------------- ------ -------- -------------- --------------------
RBS US Mid Cap Trendpilot[] ETN TRNM 01/25/41 01/25/11 1.00%*
With respect to the RBS Gold Trendpilot ETNs, RBS US Large Cap Trendpilot ETNs,
RBS US Mid Cap Trendpilot, and RBS NASDAQ-100[R] Trendpilot[] ETNs, when
tracking the Benchmark Index, the RBS Trendpilot ETNs will have an investor fee
of 1.00% per annum. When tracking the 3-month US T-Bills, the RBS Trendpilot
ETNs will have an investor fee of 0.50% per annum. Fees accrue daily.
With respect to the RBS Oil Trendpilot ETNs, when tracking the Benchmark Index,
the RBS Trendpilot ETNs will have an investor fee of 1.10% per annum. When
tracking the 3-month US T-Bills, the RBS Trendpilot ETNs will have an investor
fee of 0.50% per annum. Fees accrue daily.
NASDAQ[R], OMX[R], NASDAQ OMX[R], NASDAQ-100[R], NASDAQ-100 Index[R] and
NASDAQ-100[R] Total Return IndexSM are registered trademarks and service marks
of The NASDAQ OMX Group, Inc. and are licensed for use by RBS plc.
The Index is the property of RBS plc. RBS plc has contracted with The NASDAQ
OMX Group, Inc. (which with its affiliates and subsidiaries is referred to as
the "Corporations") to calculate and maintain the Index, either directly or
through a third party. Currently, the Index is calculated and maintained by
Standard and Poor's ("S and P") on behalf of The NASDAQ OMX Group, Inc. S and P and the
Corporations shall have no liability for any errors or omissions in calculating
the Index. The RBS ETNs, which are based on the Index, have not been passed on
by the Corporations or S and P as to their legality or suitability and are not
sponsored, endorsed, sold or promoted by the Corporations or S and P. THE
CORPORATIONS AND S and P MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO
THE RBS ETNs.
The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc,
The Royal Bank of Scotland N.V. (RBS N.V.), RBS Holdings N.V. (collectively,
the RBS Entities) have each filed a registration statement (including a
prospectus) with the Securities and Exchange Commission (SEC) for the offering
of RBS ETNs to which this communication may relate. Before you invest in any
RBS ETNs, you should read the relevant prospectus in such registration
statement and other documents that have been filed with the SEC for more
complete information about the relevant RBS Entities and offerings. You may get
these documents for free by visiting EDGAR on the SEC website at www.sec.gov .
Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer
participating in the relevant offering will arrange to send you the relevant
prospectus and pricing supplements if you request by calling 1-855-RBS-ETPS
(toll-free).
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RBS ETNs - About Us Page 1 of 1 http://usmarkets.rbs.com/etnUS/aboutus 4/19/2012 Home Product List Learn about RBS ETNs Contact US About Us Search: CUSIP, Text Products Learn About RBS ETNs About Us About Us Founded in 1727, The Royal Bank of Scotland Group plc (RBS Group) is the holding company of a large global banking and financial services group, headquartered in Edinburgh. Globally, RBS Group has a diversified customer base and provides a wide range of products and services to personal, commercial and large corporate and institutional customers. The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland N.V. (RBS N.V.) and Citizens Financial Group, Inc. are subsidiaries of RBS Group. RBS Securities Inc., a U.S. registered broker-dealer, member of the Financial Industry Regulatory Authority (FINRA) and the Securities Investor Protection Corporation (SIPC), is an indirect wholly-owned subsidiary of RBS plc and an affiliate of RBS N.V. The Royal Bank of Scotland plc (RBS plc), The Royal Bank of Scotland Group plc, The Royal Bank of Scotland N.V. (RBS N.V.) and RBS Holdings N.V. (collectively, the RBS Entities) have filed a registration statement (including a prospectus) with the Securities and Exchange Commission (SEC) for the offering of RBS ETNs to which this communication may relate. Before you invest in any RBS ETNs, you should read the relevant prospectus in such registration statement and other documents that have been filed with the SEC for more complete information about the relevant RBS Entities and offerings. You may get these documents for free by visiting EDGAR on the SEC website at www.sec.gov . Alternatively, RBS N.V., RBS plc, RBS Securities Inc. or any dealer participating in the relevant offering will arrange to send you the relevant prospectus and pricing supplements if you request by calling 1-866 -747-4332 (toll-free). RBS Americas Headquarters 600 Washington Boulevard Stamford, CT 06901 Privacy Statement Terms and Conditions |