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RBC Issued $10,629,000 Auto-Callable Contingent Coupon Barrier Notes
April, 2025

$10,629,000 Auto-Callable Contingent Coupon Barrier Notes Linked to t he Common Stock of ViacomCBS Inc. due June 20, 2024, priced on June 15, 2021, were issued by Royal Bank of Canada. The pricing supplement for this note (CUSIP: 78016E4Y0) can be found here.

The notes had a $1,000 face value and paid a quarterly coupon of $22.50, so long as the notes had not been called and and Square all closed above 60% of their June 15, 2021 closing prices on a determination date. If and Square closed below 60% of their June 15, 2021 closing prices on a determination date, the notes did not pay a coupon.

If not previously called, at maturity, the notes returned $1,000 in principal if and Square all closed on the final determination date on June 17, 2024 and above 60% of their June 15, 2021 closing prices. If on June 17, 2024 and Square closed below 60% of their June 15, 2021 closing prices, the notes paid reduced principal euqal to $1,000 multiplied by the lowest ratio of and Square June 17, 2024 closing prices to their June 15, 2021 closing prices.

The notes have matured. They paid two coupons totaling $45.00 and $274.42 repayment per $1,000 note. Investors thus suffered capital losses of $725.58 and net losses of $680.58. In the aggregate, investors in this note suffered $7,712,150 in capital losses and $7,233,845 in net losses. See Table 1 and Figure 1.

Table 1



Figure 1




SLCG estimated these losses based on publicly available information. The issuer ultimately determines the amounts paid which may differ from our estimates. Our reference to capital loss and net loss does not imply SLCG's view of how these losses are treated for tax purposes.


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