New Issue: TD Bank prices $2.9 million digital basket-linked notes on weighted index basket

By Wendy Van Sickle

Columbus, Ohio, April 5 – Toronto-Dominion Bank priced $2.9 million of 0% digital basket-linked notes due May 2, 2024 linked to a weighted basket of indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 26% weight, the FTSE 100 index with a 17% weight, the Swiss Market index with a 12% weight and the S&P/ASX 200 index with a 9% weight.

If the basket finishes at or above its initial level, the payout at maturity will be the greater of par plus 17.27% and par plus the basket return.

Otherwise, investors will be fully exposed to any basket decline.

TD Securities (USA) LLC and Goldman Sachs & Co. LLC are the agents.

Issuer:	Toronto-Dominion Bank
Issue:	Digital basket-linked notes
Underlying basket:	Euro Stoxx 50 index (36% weight), Topix index (26% weight), FTSE 100 index (17% weight), Swiss Market index (12% weight), S&P/ASX 200 index (9% weight)
Amount:	$2,901,000
Maturity:	May 2, 2024
Coupon:	0%
Price:	Par
Payout at maturity:	If the basket finishes at or above initial level, par plus the greater of the basket return and 17.27%; otherwise, full exposure to basket decline
Initial levels:	4,285.42 for Stoxx, 1,983.32 for Topix, 7,620.43 for FTSE, 11,032.21 for Swiss Market, 7,122.336 for S&P/ASX
Pricing date:	March 30
Settlement date:	April 6
Agents:	TD Securities (USA) LLC and Goldman Sachs & Co. LLC
Fees:	1.07%
Cusip:	89114YUN9

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