Filed pursuant to Rule 433 | Registration Statement Nos. 333-162193 and 333-162193-01
  |
Home Product List Learn about RBS ETNs Contact US About Us
RBS US Large Cap Trendpilot ETN
TRND
Product Detail
The RBS US Large Cap Trendpilot(TM) ETNs are designed for investors who seek
exposure to the RBS US Large Cap Trendpilot(TM) Index (USD) (the "Index"). The
Index utilizes a systematic trend-following strategy to provide exposure to
either the SandP 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 CUSIP 78009L308
(ETN) Ticker TRND
Current RBS Trendpilot Cash Rate Underlying RBS US Large Cap
Indicator Trendpilot Index
Exchange name NYSE Arca Intraday
Daily Redemption $ 24.0952 Indicative Value TRND.IV
Value Ticker
Shares Outstanding 1,929,000 -----------------------------------
Issue Size (USD 000's) $ 46,480
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
9/13/2011
Last Update 2:00:00 AM
-----------------------------------
Download Prospectus (699 KB)
Download Factsheet (165 KB)
"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 8/31/2011).
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. 3 Yr. 5 Yr. 10 Yr.
annualized annualized annualized
----------------- ------ ------- ------- ------ ----- ------------ ----------- -----------
Index -9.21% -12.54% -10.93% -5.70% N/A N/A N/A N/A
Redemption Value -9.27% -12.73% -11.35% -6.30% N/A N/A N/A N/A
ETN Market Return -9.33% -13.00% -11.40% -6.66% N/A N/A N/A N/A
------------------------------------------------------------------------------------------
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. 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 (SandP) to maintain and calculate the Index. The SandP 500[R] Index is the exclusive property of SandP and has been licensed for use by RBSSI and its affiliates in connection with the Index. SandP shall have no liability for any errors or omissions in calculating the Index. "Standard and Poor's[R]," "SandP[R]" and "SandP 500[R]" are registered trademarks of SandP. "Calculated by SandP Custom Indices" and its related stylized mark are service marks of SandP and have been licensed for use by RBSSI and its affiliates. The RBS ETNs are not sponsored, endorsed, sold or promoted by SandP or its affiliates, and neither SandP nor its affiliates make any representation regarding the advisability of investing in the RBS ETNs. Privacy Statement Terms and Conditions |
  |
Home Product List Learn about RBS ETNs Contact US About Us
RBS Gold Trendpilot ETN
TBAR
Product Detail
The RBS Gold Trendpilot(TM) ETNs are designed for investors who seek exposure to
the RBS Gold Trendpilot(TM) Index (USD) (the "Index"). 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 CUSIP 78009L407
(ETN) Ticker TBAR
Current RBS Trendpilot Price of Gold RBS Gold
Indicator Bullion Underlying Trendpilot Index
Exchange name NYSE Arca Intraday Indicative TBAR.IV
Daily Redemption Value Ticker
Value $ 32.7795 ------------------------------------
Shares Outstanding 725,000
Issue Size (USD 000's) $ 23,765
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 9/14/2011
2:00:00 AM
------------------------------------
Download Prospectus (695 KB)
Download Factsheet (160 KB)
"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 8/31/2011)
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. 3 Yr. 5 Yr. 10 Yr.
annualized annualized annualized
---------------- ------- ------- ------- --- ----- ---------- ----------- ----------
Index +11.36% +18.03% +28.53% N/A N/A N/A N/A N/A
Redemption Value +11.26% +17.73% +27.88% N/A N/A N/A N/A N/A
---------------- ------- ------- ------- --- ----- ---------- ----------- ----------
|
 |
1 mo. 3 mo. 6 mo. YTD 1 Yr. 3 Yr. 5 Yr. 10 Yr.
annualized annualized annualized
----------------- ------- ------- ------- --- ----- ---------- ---------- ----------
ETN Market Return +12.19% +15.35% +28.35% N/A N/A N/A N/A N/A
----------------- ------- ------- ------- --- ----- ---------- ---------- ----------
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.
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 (SandP) to maintain and calculate the Index. SandP shall have no liability
for any errors or omissions in calculating the Index. "Standard and Poor's[R],"
"SandP[R]" are registered trademarks of SandP. "Calculated by SandP Custom
Indices" and its related stylized mark are service marks of SandP and have been
licensed for use by RBSSI and its affiliates. The RBS ETNs are not sponsored,
endorsed, sold or promoted by SandP or its affiliates, and neither SandP nor its
affiliates make any representation regarding the advisability of investing in
the RBS ETNs.
Privacy Statement Terms and Conditions
|
  |
Home Product List Learn about RBS ETNs Contact US About Us
RBS US Mid Cap Trendpilot ETN
TRNM
Product Detail
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) (the "Index"). The
Index utilizes a systematic trend-following strategy to provide exposure to
either the SandP 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 CUSIP 78009L209
(ETN) Ticker TRNM
Current RBS Trendpilot Cash Rate Underlying RBS US Mid Cap
Indicator Trendpilot Index
Exchange name NYSE Arca Intraday
Daily Redemption $ 22.3566 Indicative Value TRNM.IV
Value Ticker
Shares Outstanding 910,000 ----------------------------------
Issue Size (USD 000's) $ 20,344
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
9/13/2011
Last Update 2:00:00 AM
----------------------------------
Download Prospectus (639 KB)
Download Factsheet (178 KB)
"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 8/31/2011)
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. 3 Yr. 5 Yr. 10 Yr.
annualized annualized annualized
----------------- ------- ------- ------- --- ----- ---------- ---------- ----------
Index -12.56% -17.37% -14.21% N/A N/A N/A N/A N/A
Redemption Value -12.61% -17.55% -14.62% N/A N/A N/A N/A N/A
ETN Market Return -13.10% -17.46% -14.49% N/A N/A N/A N/A N/A
----------------- ------- ------- ------- --- ----- ---------- ---------- ----------
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. 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 (SandP) to maintain and calculate the Index. The SandP MidCap 400[R] Index is the exclusive property of SandP and has been licensed for use by RBSSI and its affiliates in connection with the Index. SandP shall have no liability for any errors or omissions in calculating the Index. "Standard and Poor's[R]," "SandP[R]" and "SandP MidCap 400[R]" are registered trademarks of SandP. "Calculated by SandP Custom Indices" and its related stylized mark are service marks of SandP and have been licensed for use by RBSSI and its affiliates. The RBS ETNs are not sponsored, endorsed, sold or promoted by SandP or its affiliates, and neither SandP nor its affiliates make any representation regarding the advisability of investing in the RBS ETNs. Privacy Statement Terms and Conditions |