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Published on 6/3/2016 in the Prospect News Structured Products Daily.

New Issue: TD Bank sells $5.60 million leveraged capped buffered notes tied to basket of indexes

New York, June 3 – Toronto-Dominion Bank priced $5.60 million of leveraged capped buffered notes due Aug. 11, 2017 linked to a basket of five indexes, according to a 424B2 filing with the Securities and Exchange Commission.

The basket includes the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight.

If the basket return is positive, the payout at maturity will be par plus twice the basket return, subject to a maximum payment of par plus 13%.

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:Leveraged capped buffered notes
Underlying indexes:Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight
Amount:$5,597,000
Maturity:Aug. 11, 2017
Coupon:0%
Price:Par of $1,000
Payout at maturity:Par plus twice any basket gain, capped at par plus 13%; par if basket falls by up to 10%; 1.1111% loss for every 1% drop beyond 10%
Initial levels:3,078.48 for Euro Stoxx 50, 6,270.79 for FTSE 100, 1,349.93 for Topix, 8,292.45 for Swiss Market, 5,405.913 for S&P/ASX 200
Pricing date:May 27
Settlement date:June 6
Agents:TD Securities (USA) LLC, Goldman, Sachs & Co.
Fees:0.9%
Cusip:89114QVR6

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