New Issue: TD Bank prices $1.34 million leveraged buffered notes linked to indexes

By Susanna Moon

Chicago, Jan. 23 – Toronto-Dominion Bank priced $1.34 million of 0% capped leveraged buffered notes due Jan. 24, 2019 linked to a 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 37% initial weight, the FTSE 100 index with a 23% initial weight, the Topix index with a 23% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight.

The payout at maturity will be par plus 1.5 times any basket gain, up to a maximum settlement amount of $1,345 for each $1,000 principal amount of notes.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for each 1% decline beyond 10%.

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

Issuer:	Toronto-Dominion Bank
Issue:	Capped leveraged buffered notes
Underlying indexes:	Euro Stoxx 50 (37% initial weight), FTSE 100 (23% initial weight), Topix (23% initial weight), Swiss Market (9% initial weight) and S&P/ASX 200 (8% initial weight)
Amount:	$1,336,000
Maturity:	Jan. 24, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 150% of any basket gain, capped at 34.5%; par if basket falls by up to 10%; 1.1111% loss per 1% drop beyond 10%
Initial levels:	3,294 for Stoxx, 7,247.61 for FTSE, 1,513.86 for Topix, 8,312.42 for Swiss Market and 5,678.754 for S&P/ASX
Barrier levels:	90% of initial levels
Pricing date:	Jan. 18
Settlement date:	Jan. 25
Underwriter:	TD Securities (USA) LLC	and Goldman, Sachs & Co.
Fees:	1.75%
Cusip:	89114QZC5

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