UBS QIS Strategy | GH Special - EXTRAMILE FINANCIAL PLATFORM

Product Solution

Risk Premia Investing with Principal Protection Feature


Purely commodity-based exposure across energy, base metals, precious metals, agriculture, and livestock	Multi-strategy absolute return approach with low correlation to broad commodity market and other asset classes	Unique risk premia investing with 5% target volatility. USD 1 billion AuM program with long track record

Indicative Terms

Minimum Launch Size	USD 2 million
Issuer	UBS
Product Type	Principal Protection
Structure	Upside Performance Participation
Tenor	21 months
Settlement Cycle	T+14 days
Currency	USD
Principal Protection	100% at maturity
Underlying	UBS Commodity Risk Premia VT5 Portfolio (BBG: XUBSPVP5)
Maturity Payoff	100% + PR x Max(0, Portfolio Value Final/Initial – 100%)
PR	100%*
Reoffer	98.5%

*Indicative only, subject to the confirmed level on the trade date

Introduction – UBS Commodity Risk Premia VT5 Portfolio (the “Portfolio”)

Portfolio – Key Description

The Portfolio was launched in February 2020 and provides dynamic exposure to each of the 7 UBS flagship commodity risk premia indices (each a “Sub-Index”) following a volatility parity approach.
The Portfolio strategy aims to generate stable absolute returns by taking advantage of complementary risk premia strategies delivered by underlying sub-indices.
5% target volatility control mechanism is applied to adjust risk exposure to the Portfolio daily.

Portfolio – Rationale and Implementation

Portfolio – Performance Statistics

Chart – Live Track Record

Key Risks

The product is only principal protected if investors hold it until maturity date.
The product’s mark-to-market is subject to underlying asset’s performance, interest rate risk and issuer’s credit risk etc.
In the worst-case scenario, investors may experience a total loss of capital in the event of issuer’s default.

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