Toronto Dominion Bank (TD) has filed a pricing supplement for $560,000 in Autocallable Contingent Interest Barrier Notes, a financial product designed to provide investors with contingent interest payments based on the performance of specific exchange-traded funds (ETFs). This filing, dated November 13, 2026, highlights TD's commitment to offering innovative investment solutions in a competitive banking landscape.

Background

Toronto Dominion Bank, incorporated in Canada, operates under the Standard Industrial Classification (SIC) code 6029, which pertains to Commercial Banks, NEC. The bank is publicly traded on the New York Stock Exchange (NYSE) under the ticker symbol TD and also on the OTC market under TDBCP. Recent filings include multiple 424B2 forms and a Schedule 13G, all filed on the same date, November 13, 2026.

What the Filing Says

The pricing supplement outlines the terms of the Autocallable Contingent Interest Barrier Notes, which are linked to the least performing of the shares of the iShares Russell 2000 ETF, the Invesco QQQ Trust, and the State Street SPDR S&P 500 ETF Trust. The notes will pay a contingent interest payment of 9.00% per annum, contingent upon the performance of the referenced assets. If the closing value of any reference asset falls below a specified barrier value, no interest payment will be made.

Impact

This offering may affect investors looking for structured products that provide potential returns linked to market performance. The notes are designed for those who understand the associated risks, including the possibility of losing their principal investment. The filing indicates that TD Securities (USA) LLC will act as the agent for this offering, suggesting a collaborative approach to market engagement.

What's Next

The filing does not specify what happens next regarding the notes, but it indicates that the issue date is set for November 16, 2026, which is the third DTC settlement day following the pricing date. Investors interested in these notes should be aware of the associated risks and the complexities involved in such structured products.