Obligation TD Bank 0% ( US89114R5X04 ) en USD

TD Bank

177 % ⇌

Canada

US89114R5X04 ( en USD )

29/11/2024 - Obligation échue

Prospectus brochure de l'obligation Toronto-Dominion Bank US89114R5X04 en USD 0%, échue

1 000 USD

3 346 000 USD

89114R5X0

N/A

La Toronto-Dominion Bank (TD Bank) est une banque multinationale canadienne offrant une vaste gamme de services financiers, notamment des services bancaires de détail, des services bancaires aux entreprises, des services de gestion de patrimoine et des services de marchés des capitaux, au Canada et aux États-Unis.

L'Obligation émise par TD Bank ( Canada ) , en USD, avec le code ISIN US89114R5X04, paye un coupon de 0% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 29/11/2024

L'Obligation émise par TD Bank ( Canada ) , en USD, avec le code ISIN US89114R5X04, a été notée NR par l'agence de notation Moody's.

424B2 1 form424b2.htm PRICING SUPPLEMENT
Pricing Supplement dated November 22, 2019 to the
Filed Pursuant to Rule 424(b)(2)
Product Prospectus Supplement MLN -EI-1 dated June 19, 2019 and
Registration Statement No. 333 -231751
Prospectus Dated June 18, 2019
T he T oront o-Dom inion Ba nk
$ 3 ,3 4 6 ,0 0 0
Cont inge nt Ba rrie r Re t urn Enha nc e d N ot e s Link e d t o t he S& P 5 0 0 ® I nde x Due N ove m be r 2 9 , 2 0 2 4
Se nior De bt Se c urit ie s, Se rie s E
Ge ne ra l
·
The Notes are designed for investors who (i) seek leveraged exposure to any appreciation of the S&P 500 ® Index (the "Reference Asset") from the Initial Level (as defined below) to
the arithmetic average of the Closing Level of the Reference Asset on each Averaging Date (the "Final Level"), if the Final Level is greater than or equal to the Initial Level, (ii) are
willing to accept the risk of losing a significant portion or all of their Principal Amount and (iii) are willing to forgo interest and dividend payments.
·
Investors will receive their Principal Amount at maturity if the Final Level is less than or equal to the Initial Level and equal to or greater than the Barrier Level. If the Final Level is
less than the Barrier Level, investors will lose 1% of the Principal Amount of the Notes for each 1% that the Final Level is less than the Initial Level, and may lose their entire
Principal Amount.
·
Any payments on the Notes, including any repayment of principal, are subject to our credit risk.
K e y T e rm s
Issuer:
The Toronto -Dominion Bank ("TD")
Reference Asset:
The S&P 500 ® Index (Bloomberg ticker: SPX)
Principal Amount:
$1,000 per Note, subject to a minimum investment of $10,000 and integral multiples of $1,000 in excess thereof.
Term:
Approximately 5 years
Pricing Date:
November 22, 2019
Issue Date:
November 27, 2019, which is three Business Days following the Pricing Date. See "Supplemental Plan of Distribution (Conflicts of Interest)" herein.
Maturity Date:
November 29, 2024, subject to postponement as described further under "Additional Terms -- Market Disruption Events". If such day is not a Business Day, the
Maturity Date will be the next succeeding Business Day.
Payment at Maturity:
On the Maturity Date, we will pay a cash payment, if anything, per Note equal to:
· If the Final Level is gre a t e r t ha n the Initial Level: Principal Amount + (Principal Amount x Percentage Change x Upside Leverage Factor).
· If the Final Level is le ss t ha n or e qua l t o the Initial Level but e qua l t o or gre a t e r t ha n the Barrier Level: Principal Amount of $1,000.
· If the Final Level is le ss t ha n the Barrier Level: Principal Amount + (Principal Amount x Percentage Change).
I f t he Fina l Le ve l is le ss t ha n t he Ba rrie r Le ve l, you w ill lose 1 % of t he Princ ipa l Am ount of t he N ot e s for e a c h 1 % t ha t t he Fina l
Le ve l is le ss t ha n t he I nit ia l Le ve l, a nd m a y lose your e nt ire Princ ipa l Am ount . Any pa ym e nt s on t he N ot e s a re subje c t t o our c re dit
risk . All amounts used in or resulting from any calculation relating to the Payment at Maturity will be rounded upward or downward, as appropriate, to the
nearest cent.
Percentage Change:
The quotient, expressed as a percentage, of the following formula:

Final Level Initial Level
Initial Level
Upside Leverage
139.88%
Factor:
Initial Level:
3,110.29, which is the Closing Level of the Reference Asset on the Pricing Date, as determined by the Calculation Agent.
Final Level:
The arithmetic average of the Closing Level of the Reference Asset on each of the "Averaging Dates" specified below, as determined by the Calculation Agent.
Averaging Dates:
November 19, 2024, November 20, 2024, November 21, 2024, November 22, 2024 and November 25, 2024 (such day may be referred to as the "Final
Averaging Date"). Each "Averaging Date" is a "Valuation Date" for the purposes of the product prospectus supplement and is subject to postponement as
described under "Additional Terms -- Market Disruption Events" herein.
Barrier Level:
2,488.232, which is 80.00% of the Initial Level, as determined by the Calculation Agent.
CUSIP / ISIN:
89114R5X0 / US89114R5X04
The estimated value of your Notes at the time the terms of your Notes were set on the Pricing Date was $962.60 per Note, as discussed further under "Additional Risk Factors --
Estimated Value" beginning on page P -4 and "Additional Information Regarding the Estimated Value of the Notes" on page P -20 of this pricing supplement. The estimated value is less
than the public offering price of the Notes.
The Notes are unsecured and are not savings accounts or insured deposits of a bank. The Notes are not insured or guaranteed by the Canada Deposit Insurance Corporation, the U.S.
Federal Deposit Insurance Corporation or any other governmental agency or instrumentality.The Notes will not be listed or displayed on any securities exchange or any electronic
communications network.
T he N ot e s ha ve c om ple x fe a t ure s a nd inve st ing in t he N ot e s involve s a num be r of risk s. Se e "Addit iona l Risk Fa c t ors" be ginning on pa ge P -3 of t his
pric ing supple m e nt , "Addit iona l Risk Fa c t ors Spe c ific t o t he N ot e s" be ginning on pa ge PS-6 of t he produc t prospe c t us supple m e nt M LN -EI -1 da t e d J une
1 9 , 2 0 1 9 , (t he "produc t prospe c t us supple m e nt ") a nd "Risk Fa c t ors" on pa ge 1 of t he prospe c t us da t e d J une 1 8 , 2 0 1 9 (t he "prospe c t us"). N e it he r t he U .S.
Se c urit ie s a nd Ex c ha nge Com m ission (t he "SEC") nor a ny st a t e se c urit ie s c om m ission ha s a pprove d or disa pprove d of t he se N ot e s or de t e rm ine d t ha t t his
pric ing supple m e nt , t he produc t prospe c t us supple m e nt or t he prospe c t us is t rut hful or c om ple t e . Any re pre se nt a t ion t o t he c ont ra ry is a c rim ina l
offe nse .

Public Offe ring Pric e 1
U nde rw rit ing Disc ount 2
Proc e e ds t o T D 2
Per Note
$1,000.00
$30.00
$ 970.00
Total
$3,346,000.00
$100,380.00
$3,245,620.00
The public offering price, underwriting discount and proceeds to TD listed above relate to the Notes we issue initially. We may decide to sell additional Notes after the date of this
pricing supplement, at public offering prices and with underwriting discounts and proceeds to TD that differ from the amounts set forth above. The return (whether positive or negative)
on your investment in the Notes will depend in part on the public offering price you pay for such Notes.
1
The public offering price for investors purchasing the Notes in fiduciary accounts may have been as low as $970.00 (97.00%) per Note.
2
TD Securities (USA) LLC ("TDS" or the "Agent") will receive a commission of $30.00 per $1,000.00 Principal Amount of the Notes sold in this offering. J.P. Morgan Securities LLC,
which we refer to as JPMS LLC, and JPMorgan Chase Bank, N.A. will act as placement agents for the Notes and, from the commission to TDS, will receive a placement fee of $30.00
for each Note they sell in this offering to accounts other than fiduciary accounts. TDS and the placement agents will forgo a commission and placement fee for sales to fiduciary
accounts. TD will reimburse TDS for certain expenses in connection with its role in the offer and sale of the Notes, and TD will pay TDS a fee in connection with its role in the offer
and sale of the Notes. See "Supplemental Plan of Distribution (Conflicts of Interest)" on page P -19 of this pricing supplement.
TD SECURITIES (USA) LLC
P-1
Additional Terms of Your Notes
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You should read this pricing supplement together with the prospectus, as supplemented by the product prospectus supplement MLN-EI-1 (the
"product prospectus supplement"), relating to our Senior Debt Securities, Series E, of which these Notes are a part. Capitalized terms used but
not defined in this pricing supplement will have the meanings given to them in the product prospectus supplement. In the event of any conflict
the following hierarchy will govern: first, this pricing supplement; second, the product prospectus supplement; and last, the prospectus. The
Notes vary from the terms described in the product prospectus supplement in several important ways. You should read this pricing
supplement carefully.
This pricing supplement, together with the documents listed below, contains the terms of the Notes and supersedes all
prior
or
contemporaneous oral statements as well as any other written materials including preliminary or indicative pricing terms, correspondence, trade
ideas, structures for implementation, sample structures, brochures or other educational materials of ours. You should carefully consider, among
other things, the matters set forth in "Additional Risk Factors" beginning on page P-3 of this pricing supplement, "Additional Risk Factors
Specific to the Notes" beginning on page PS-6 of the product prospectus supplement and "Risk Factors" on page 1 of the prospectus, as the
Notes involve risks not associated with conventional debt securities. We urge you to consult your investment, legal, tax, accounting and other
advisors before you invest in the Notes. You may access these documents on the SEC website at www.sec.gov as follows (or if that address has
changed, by reviewing our filings for the relevant date on the SEC website):
?
Prospectus dated June 18, 2019:
http://www.sec.gov/Archives/edgar/data/947263/000119312519175701/d741334d424b3.htm
?
Product Prospectus Supplement MLN-EI-1 dated June 19, 2019:
http://www.sec.gov/Archives/edgar/data/947263/000114036119011262/form424b3.htm
Our Central Index Key, or CIK, on the SEC website is 0000947263. As used in this pricing supplement, the "Bank," "we," "us," or "our" refers to
The Toronto-Dominion Bank and its subsidiaries.
We reserve the right to change the terms of, or reject any offer to purchase, the Notes prior to their issuance. In the event of any changes to the
terms of the Notes, we will notify you and you will be asked to accept such changes in connection with your purchase. You may also choose to
reject such changes, in which case we may reject your offer to purchase.
TD SECURITIES (USA) LLC
P-2
Selected Purchase Considerations
·
Pot e nt ia l for Le ve ra ge d Ex posure t o U pside Appre c ia t ion  The Notes provide leveraged exposure to any appreciation of
the Reference Asset from the Initial Level to the Final Level, if the Final Level is greater than or equal to the Initial Level, through the
Upside Leverage Factor.
·
Cont inge nt Re pa ym e nt of Princ ipa l, w it h Pot e nt ia l for Full Dow nside Ex posure  At maturity, if the Final Level is
le ss t ha n the Initial Level and e qua l t o or gre a t e r t ha n the Barrier Level, you will receive a cash payment per Note equal to the
Principal Amount. If, however, the Final Level is less than the Barrier Level, you will lose 1% of the Principal Amount of the Notes for
each 1% that the Final Level is less than the Initial Level, and may lose your entire investment in the Notes. Any pa ym e nt s on t he
N ot e s, inc luding a ny re pa ym e nt of princ ipa l, a re subje c t t o our c re dit risk .
Additional Risk Factors
The Notes involve risks not associated with an investment in conventional debt securities. This section describes the most significant risks
relating to the terms of the Notes. For additional information as to these risks, please see "Additional Risk Factors Specific to the Notes" in the
product prospectus supplement and "Risk Factors" in the prospectus.
You should carefully consider whether the Notes are suited to your particular circumstances. Accordingly, you should consult your investment,
legal, tax, accounting and other advisors as to the risks entailed by an investment in the Notes and the suitability of the Notes in light of your
particular circumstances.
Y our I nve st m e nt in t he N ot e s M a y Re sult in a Loss.
The Notes do not guarantee the return of the Principal Amount and investors may lose up to their entire investment in the Notes. Specifically, if
the Final Level is less than the Barrier Level, investors will lose 1% of the Principal Amount of the Notes for each 1% that the Final Level is less
than the Initial Level, and may lose their entire Principal Amount.
T he N ot e s Do N ot Pa y I nt e re st a nd Y our Re t urn M a y Be Low e r t ha n t he Re t urn on a Conve nt iona l De bt Se c urit y of
Com pa ra ble M a t urit y.
There will be no periodic interest payments on the Notes as there would be on a conventional fixed-rate or floating-rate debt security having a
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comparable maturity. The return that you will receive on your Notes, which could be negative, may be less than the return you could earn on
other investments. The Notes do not provide for any interest payments and you may not receive any positive return on the Notes. Even if your
return on the Notes is positive, your return may be less than the return you would earn if you bought a conventional, interest-bearing senior debt
security of TD of comparable maturity or if you made a hypothetical direct investment in the Reference Asset, a note directly linked to the
performance of the Reference Asset or a direct investment in the stocks and other assets comprising the Reference Asset (the "Reference
Asset Constituents"). Your investment may not reflect the full opportunity cost to you when you take into account factors that affect the time
value of money.
I nve st ors Are Subje c t t o T D's Cre dit Risk , a nd T D's Cre dit Ra t ings a nd Cre dit Spre a ds M a y Adve rse ly Affe c t t he
M a rk e t V a lue of t he N ot e s.
Although the return on the Notes will be based on the performance of the Reference Asset, the payment of any amount due on the Notes is
subject to TD's credit risk. The Notes are TD's senior unsecured debt obligations. Investors are dependent on TD's ability to pay all amounts due
on the Notes and, therefore, investors are subject to the credit risk of TD and to changes in the market's view of TD's creditworthiness. Any
decrease in TD's credit ratings or increase in the credit spreads charged by the market for taking TD's credit risk is likely to adversely affect the
market value of the Notes. If TD becomes unable to meet its financial obligations as they become due, investors may not receive any amounts
due under the terms of the Notes.
T he Age nt Disc ount , Offe ring Ex pe nse s a nd Ce rt a in H e dging Cost s Are Lik e ly t o Adve rse ly Affe c t Se c onda ry M a rk e t
Pric e s.
Assuming no changes in market conditions or any other relevant factors, the price, if any, at which you may be able to sell the Notes will likely be
less than the public offering price. The public offering price includes, and any price quoted to you is likely to exclude, the underwriting discount
paid in connection with the initial distribution, offering expenses as well as the cost of hedging our obligations under the Notes. In addition, any
such price is also likely to reflect dealer discounts, mark-ups and other transaction costs, such as a discount to account for costs associated
with establishing or unwinding any related hedge transaction.
T he re M a y N ot Be a n Ac t ive T ra ding M a rk e t for t he N ot e s -- Sa le s in t he Se c onda ry M a rk e t M a y Re sult in Signific a nt
Losse s.
There may be little or no secondary market for the Notes. The Notes will not be listed or displayed on any securities exchange or any electronic
communications network. The Agent or another of our affiliates may make a market for the Notes; however, they are not required to do so and
may stop any market-making activities at any time. Even if a secondary market for the Notes develops, it may not provide significant liquidity or
trade at prices advantageous to you. We expect that transaction costs in any secondary market would be high. As a result, the difference
between bid and ask prices for your Notes in any secondary market could be substantial. If you sell your Notes before the Maturity Date, you
may have to do so at a substantial discount from the public offering price irrespective of the level of the Reference Asset at such time, and as a
result, you may suffer substantial losses.
TD SECURITIES (USA) LLC
P-3
T he Am ount Pa ya ble on t he N ot e s, if Any, is not Link e d t o t he Le ve l of t he Re fe re nc e Asse t a t a ny T im e Ot he r t ha n
t he Ave ra ging Da t e s.
Any payment on the Notes will be based on the Final Level, which will be the arithmetic average of the Closing Level of the Reference Asset on
each of the Averaging Dates (including the Final Averaging Date). Even if the level of the Reference Asset appreciates prior to the Averaging
Dates but then declines by the Averaging Dates, the Payment at Maturity, if any, may be significantly less than it would have been had the
Payment at Maturity been linked to the level of the Reference Asset prior to such decline. Although the actual level of the Reference Asset on
the Final Averaging Date or at other times during the term of the Notes may be higher than the Final Level, the Payment at Maturity, if any, will
be based solely on the arithmetic average of the Closing Levels of the Reference Asset on each of the Averaging Dates as compared to the
Initial Level.
T he Am ount Pa ya ble on t he N ot e s, if Any, is Ba se d on t he Arit hm e t ic Ave ra ge of t he Closing Le ve ls of t he
Re fe re nc e Asse t on e a c h of t he Ave ra ging Da t e s, a nd t he re fore t he Pa ym e nt a t M a t urit y, if Any, m a y be le ss t ha n if
it w e re Ba se d Sole ly on t he Closing Le ve l of t he Re fe re nc e Asse t on a Single V a lua t ion Da t e .
The Payment at Maturity, if any, will be calculated by reference to the Final Level, which will be equal to the arithmetic average of the Closing
Levels of the Reference Asset on each of the Averaging Dates. In calculating the Final Level, positive performance of the Reference Asset on
one or more Averaging Dates that would lead to a positive return on the Notes may be moderated, wholly offset or even reversed by changes in
the level of the Reference Asset on one or more of the other Averaging Dates. Therefore, even if the Closing Level of the Reference Asset was
greater than or equal to the Barrier Level on certain Averaging Dates (including the Final Averaging Date), the return on the Notes will be
negative if the Closing Level was less than the Barrier Level on other Averaging Dates and the Final Level is less than the Barrier Level.
I f t he Le ve l of t he Re fe re nc e Asse t Cha nge s, t he M a rk e t V a lue of Y our N ot e s M a y N ot Cha nge in t he Sa m e M a nne r.
Your Notes may trade quite differently from the performance of the Reference Asset. Changes in the level of the Reference Asset may not result
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in a comparable change in the market value of your Notes. Even if the level of the Reference Asset increases above the Initial Level during the
term of the Notes, the market value of your Notes may not increase by the same amount and could decline.
T he re Are M a rk e t Risk s Assoc ia t e d w it h t he Re fe re nc e Asse t .
The level of the Reference Asset can rise or fall sharply due to factors specific to the Reference Asset, the Reference Asset Constituents and
the issuers of the Reference Asset Constituents (the "Reference Asset Constituent Issuers"), such as stock price volatility, earnings, financial
conditions, corporate, industry and regulatory developments, management changes and decisions and other events, as well as general market
factors, such as general stock and commodity market volatility and levels, interest rates and economic and political conditions. You, as an
investor in the Notes, should make your own investigation into the Reference Asset for your Notes. For additional information, see "Information
Regarding the Reference Asset" herein.
Est im a t e d V a lue
T he Est im a t e d V a lue of Y our N ot e s I s Le ss T ha n t he Public Offe ring Pric e of Y our N ot e s.
The estimated value of your Notes is less than the public offering price of your Notes. The difference between the public offering price of
your Notes and the estimated value of the Notes reflects costs and expected profits associated with selling and structuring the Notes, as
well as hedging our obligations under the Notes. Because hedging our obligations entails risks and may be influenced by market forces
beyond our control, this hedging may result in a profit that is more or less than expected, or a loss.
T he Est im a t e d V a lue of Y our N ot e s I s Ba se d on Our I nt e rna l Funding Ra t e .
The estimated value of your Notes is determined by reference to our internal funding rate. The internal funding rate used in the
determination of the estimated value of the Notes generally represents a discount from the credit spreads for our conventional fixed-rate
debt securities and the borrowing rate we would pay for our conventional fixed-rate debt securities. This discount is based on, among other
things, our view of the funding value of the Notes as well as the higher issuance, operational and ongoing liability management costs of the
Notes in comparison to those costs for our conventional fixed-rate debt, as well as estimated financing costs of any hedge positions, taking
into account regulatory and internal requirements. If the interest rate implied by the credit spreads for our conventional fixed-rate debt
securities, or the borrowing rate we would pay for our conventional fixed-rate debt securities were to be used, we would expect the
economic terms of the Notes to be more favorable to you. Additionally, assuming all other economic terms are held constant, the use of an
internal funding rate for the Notes is expected to increase the estimated value of the Notes at any time.
T he Est im a t e d V a lue of t he N ot e s I s Ba se d on Our I nt e rna l Pric ing M ode ls, Whic h M a y Prove t o Be I na c c ura t e
a nd M a y Be Diffe re nt from t he Pric ing M ode ls of Ot he r Fina nc ia l I nst it ut ions.
The estimated value of your Notes is based on our internal pricing models when the terms of the Notes are set, which take into account a
number of variables, such as our internal funding rate on the Pricing Date, and are based on a number of subjective assumptions, which are
not evaluated or verified on an independent basis and may or may not materialize. Further, our pricing models may be different from other
financial institutions' pricing models and the methodologies used by us to estimate the value of the Notes may not be consistent with those
of other financial institutions that may be purchasers or sellers of Notes in the secondary market. As a result, the secondary market price of
your Notes may be materially less than the estimated value of the Notes determined by reference to our internal pricing models. In addition,
market conditions and other relevant factors in the future may change, and any assumptions may prove to be incorrect.
TD SECURITIES (USA) LLC
P-4
T he Est im a t e d V a lue of Y our N ot e s I s N ot a Pre dic t ion of t he Pric e s a t Whic h Y ou M a y Se ll Y our N ot e s in t he
Se c onda ry M a rk e t , I f Any, a nd Suc h Se c onda ry M a rk e t Pric e s, I f Any, Will Lik e ly be Le ss T ha n t he Public
Offe ring Pric e of Y our N ot e s a nd M a y Be Le ss T ha n t he Est im a t e d V a lue of Y our N ot e s.
The estimated value of the Notes is not a prediction of the prices at which the Agent, other affiliates of ours or third parties may be willing to
purchase the Notes from you in secondary market transactions (if they are willing to purchase, which they are not obligated to do). The price
at which you may be able to sell your Notes in the secondary market at any time, if any, will be influenced by many factors that cannot be
predicted, such as market conditions, and any bid and ask spread for similar sized trades, and may be substantially less than the estimated
value of the Notes. Further, as secondary market prices of your Notes take into account the levels at which our debt securities trade in the
secondary market, and do not take into account our various costs and expected profits associated with selling and structuring the Notes, as
well as hedging our obligations under the Notes, secondary market prices of your Notes will likely be less than the public offering price of
your Notes. As a result, the price at which the Agent, other affiliates of ours or third parties may be willing to purchase the Notes from you in
secondary market transactions, if any, will likely be less than the price you paid for your Notes, and any sale prior to the Maturity Date could
result in a substantial loss to you.
T he T e m pora ry Pric e a t Whic h t he Age nt M a y I nit ia lly Buy t he N ot e s in t he Se c onda ry M a rk e t M a y N ot Be
I ndic a t ive of Fut ure Pric e s of Y our N ot e s.
Assuming that all relevant factors remain constant after the Pricing Date, the price at which the Agent may initially buy or sell the Notes in
the secondary market (if the Agent makes a market in the Notes, which it is not obligated to do) may exceed the estimated value of the
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Notes on the Pricing Date, as well as the secondary market value of the Notes, for a temporary period after the Issue Date of the Notes, as
discussed further under "Additional Information Regarding the Estimated Value of the Notes." The price at which the Agent may initially buy
or sell the Notes in the secondary market may not be indicative of future prices of your Notes.
We H a ve N o Affilia t ion w it h t he I nde x Sponsor a nd Will N ot Be Re sponsible for Any Ac t ions T a k e n by t he I nde x
Sponsor.
S&P Dow Jones Indices LLC (the "Index Sponsor") is not an affiliate of ours and will not be involved in any offerings of the Notes in any way.
Consequently, we have no control of any actions of the Index Sponsor, including any actions of the type that could adversely affect the level of
the Reference Asset or any amount payable on the Notes. The Index Sponsor does not have any obligation of any sort with respect to the
Notes. Thus, the Index Sponsor has no obligation to take your interests into consideration for any reason, including in taking any actions that
might affect the value of, or return on, the Notes. None of our proceeds from any issuance of the Notes will be delivered to the Index Sponsor,
except to the extent that we are required to pay the Index Sponsor licensing fees with respect to the Reference Asset.
T he Re fe re nc e Asse t Re fle c t s Pric e Re t urn, N ot T ot a l Re t urn.
The return on your Notes is based on the performance of the Reference Asset, which reflects the changes in the market prices of its Reference
Asset Constituents. The Reference Asset is not a "total return" index or strategy, which, in addition to reflecting those price returns, would also
reflect any dividends paid on the Reference Asset Constituents. The return on your Notes will not include such a total return feature or dividend
component.
T he re Are Pot e nt ia l Conflic t s of I nt e re st Be t w e e n Y ou a nd t he Ca lc ula t ion Age nt .
The Calculation Agent will, among other things, determine the Payment at Maturity, if any, on the Notes. We will serve as the Calculation Agent
and may appoint a different Calculation Agent after the Issue Date without notice to you. The Calculation Agent will exercise its judgment when
performing its functions. For example, the Calculation Agent may have to determine whether a Market Disruption Event affecting the Reference
Asset has occurred, which may, in turn, depend on the Calculation Agent's judgment whether the event has materially interfered with our ability
or the ability of one of our affiliates to unwind our hedge positions. Because this determination by the Calculation Agent may affect the amount
payable on the Notes, the Calculation Agent may have a conflict of interest if it needs to make a determination of this kind. For additional
information as to the Calculation Agent's role, see "General Terms of the Notes -- Role of Calculation Agent" in the product prospectus
supplement.
Any Ave ra ging Da t e (inc luding t he Fina l Ave ra ging Da t e ) a nd t he M a t urit y Da t e a re Subje c t t o M a rk e t Disrupt ion
Eve nt s a nd Post pone m e nt .
Each Averaging Date (including the Final Averaging Date), and therefore the Maturity Date, are subject to postponement as described herein
and in the product prospectus supplement due to the occurrence of one or more Market Disruption Events. For a description of what constitutes
a Market Disruption Event as well as the consequences of that Market Disruption Event, see "Additional Terms -- Market Disruption Events"
herein and "General Terms of the Notes -- Market Disruption Events" in the product prospectus supplement.
T ra ding a nd Busine ss Ac t ivit ie s by T D or it s Affilia t e s M a y Adve rse ly Affe c t t he M a rk e t V a lue of, a nd Any Am ount
Pa ya ble on, t he N ot e s.
We, the Agent and/or one or more of our other affiliates may hedge our obligations under the Notes by purchasing securities, futures, options or
other derivative instruments with returns linked or related to changes in the level of the Reference Asset or one or more Reference Asset
Constituents, and we may adjust these hedges by, among other things, purchasing or selling at any time shares of, or securities, futures,
options or other derivative instruments on, the Reference Asset or Reference Asset Constituents. It is possible that we and/or one or more of
our affiliates could receive substantial returns from these hedging activities while the market value of, and any amount payable on, the Notes
declines. We and/or one or more of our affiliates may also issue or underwrite other securities or financial
TD SECURITIES (USA) LLC
P-5
or derivative instruments with returns linked or related to changes in the performance of the Reference Asset or one or more Reference Asset
Constituents.
These trading activities may present a conflict between the holders' interest in the Notes and the interests we and/or our affiliates will have in
our or their proprietary accounts, in facilitating transactions, including options and other derivatives transactions, for our and/or their customers'
accounts and in accounts under our and/or their management. These trading activities could be adverse to the interests of the holders of the
Notes.
We, the Agent and/or another of our affiliates may, at present or in the future, engage in business with one or more Reference Asset
Constituent Issuers, including making loans to or providing advisory services to those companies. These services could include investment
banking and merger and acquisition advisory services. These business activities may present a conflict between our and/or one or more of our
affiliates' (including the Agent's) obligations and your interests as a holder of the Notes. Moreover, we, the Agent and/or another of our affiliates
may have published, and in the future expect to publish, research reports with respect to the Reference Asset or one or more Reference Asset
Constituent Issuers. This research is modified from time to time without notice and may express opinions or provide recommendations that are
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inconsistent with purchasing or holding the Notes. Any of these activities by us, the Agent and/or another of our affiliates may affect the levels of
the Reference Asset and, therefore, the market value of, and any amount payable on, the Notes.
Signific a nt Aspe c t s of t he T a x T re a t m e nt of t he N ot e s Are U nc e rt a in.
Significant aspects of the U.S. tax treatment of the Notes are uncertain. You should consult your tax advisor about your tax situation and should
read carefully the section entitled "Material U.S. Federal Income Tax Consequences" in the product prospectus supplement, and the section
entitled "Material U.S. Federal Income Tax Consequences" below. You should consult your tax advisor as to the tax consequences of your
investment in the Notes.
For a discussion of the Canadian federal income tax consequences of investing in the Notes, please see the discussion in the product
prospectus supplement under "Supplemental Discussion of Canadian Tax Consequences."
If you are not a Non-resident Holder (as that term is defined in the prospectus) for Canadian federal income tax purposes or if you acquire the
Notes in the secondary market, you should consult your tax advisors as to the consequences of acquiring, holding and disposing of the Notes
and receiving the payments that might be due under the Notes.
TD SECURITIES (USA) LLC
P-6
Cont inge nt Ba rrie r Re t urn Enha nc e d N ot e s

Link e d t o t he S& P 5 0 0 ® I nde x
Due N ove m be r 2 9 , 2 0 2 4

Additional Terms
The information in this "Additional Terms" section supplements, and to the extent inconsistent supersedes, the information set forth in the
product prospectus supplement and the prospectus.
I ssue :
Senior Debt Securities, Series E
T ype of N ot e :
Contingent Barrier Return Enhanced Notes
Age nt :
TDS
Curre nc y:
U.S. Dollars
M onit oring Pe riod:
For purposes of determination of the Final Level, the Calculation Agent will observe the Closing Level on
each Averaging Date.
M a rk e t Disrupt ion If a Market Disruption Event occurs or is continuing on an Averaging Date (including the Final Averaging
Eve nt s:
Date), the affected Averaging Date will be postponed to the next Valid Date. A "Valid Date" is a Trading Day
(i) on which no Market Disruption Event occurs or is continuing and (ii) which is not otherwise scheduled to be
an Averaging Date. If the first succeeding Valid Date has not occurred as of the close of trading on the eighth
Trading Day immediately following the original date such that, but for the occurrence of another Averaging
Date or a Market Disruption Event, would have been the final Averaging Date, then (1) that eighth Trading
day shall be deemed to be the Averaging Date (irrespective of whether that eighth Trading Day is already an
Averaging Date), and (2) the Calculation Agent shall determine the Closing Level on such day as specified
above. If the Calculation Agent postpones the determination of the Closing Level on an Averaging Date (and
therefore postpones the determination of the Final Level), the Maturity Date will be postponed to maintain the
same number of Business Days between the final Averaging Date and the Maturity Date as existed prior to
the postponement(s).
Each Averaging Date is a "Valuation Date" for purposes of the product prospectus supplement. See "General
Terms of the Notes -- Market Disruption Events" in the product prospectus supplement for events that
constitute a Market Disruption Event.
Ca na dia n T a x T re a t m e nt : Please see the discussion in the product prospectus supplement under "Supplemental Discussion of
Canadian Tax Consequences," which applies to the Notes.
Ca lc ula t ion Age nt :
TD
List ing:
The Notes will not be listed or displayed on any securities exchange or electronic communications network.
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Cle a ra nc e a nd DTC Global (including through its indirect participants Euroclear and Clearstream, Luxembourg) as described
Se t t le m e nt :
under "Description of the Debt Securities -- Forms of the Debt Securities" and "Ownership, Book-Entry
Procedures and Settlement" in the prospectus.
Ca na dia n Ba il -in:
The Notes are not bail-inable debt securities (as defined in the prospectus) under the Canada Deposit
Insurance Corporation Act.
TD SECURITIES (USA) LLC
P-7
Hypothetical Returns
The examples and table set out below are included for illustration purposes only and show hypothetical examples only: amounts below may
have been rounded for ease of analysis. The hypot he t ic a l Initial Level, Final Levels and Percentage Changes of the Reference Asset used
to illustrate the calculation of the hypothetical Payment at Maturity are not estimates or forecasts of the actual Initial Level, Final Level or level of
the Reference Asset on any Trading Day prior to the Maturity Date. All examples assume a hypothetical Initial Level of 100.00, a hypothetical
Barrier Level of 80.00 (80.00% of the hypothetical Initial Level), an Upside Leverage Factor of 139.88%, that a holder purchased Notes with a
Principal Amount of $1,000 per Note and that no market disruption event occurs on any Averaging Date, including the Final Averaging Date.
The actual terms of the Notes are indicated on the cover hereof.
Example 1 --
Calculation of the Payment at Maturity where the Final Level* is greater than the Initial Level.

Percentage Change:
5.00%

Payment at Maturity:
= $1,000.00 + ($1,000.00 x 5.00% x 139.88%)
= $1,000.00 + $69.94
= $1,069.94.

On a $1,000.00 investment, a 5.00% Percentage Change results in a Payment at Maturity of $1,069.94, a 6.994% return on
the Notes.

*Represents the arithmetic average of the Closing Level of the Reference Asset on each of the Averaging Dates.
Example 2 --
Calculation of the Payment at Maturity where the Final Level* is less than or equal to the Initial Level but equal to or greater
than the Barrier Level.

Percentage Change:
-5.00%

Payment at Maturity:
At maturity, if the Final Level is equal to or less than the Initial Level but equal to or greater than
the Barrier Level, then the Payment at Maturity will equal the Principal Amount.

On a $1,000.00 investment, a -5.00% Percentage Change results in a Payment at Maturity of $1,000.00, a 0.00% return on the
Notes.
*Represents the arithmetic average of the Closing Level of the Reference Asset on each of the Averaging Dates.
Example 3 --
Calculation of the Payment at Maturity where the Final Level* is less than the Barrier Level.

Percentage Change:
-60.00%

Payment at Maturity:
$1,000.00 + ($1,000.00 x -60.00%) = $1,000.00 - $600.00 = $400.00

On a $1,000.00 investment, a -60.00% Percentage Change results in a Payment at Maturity of $400.00, a -60.00% return on
the Notes.
*Represents the arithmetic average of the Closing Level of the Reference Asset on each of the Averaging Dates.
TD SECURITIES (USA) LLC
P-8
The following table illustrates hypothetical payments per Note that could be realized at maturity for a range of hypothetical Final Levels of the
Reference Asset.
The hypothetical payments set forth below are based on the hypothetical terms set forth above, and hypothetical Final Levels shown below,
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which do not represent the actual Initial Level or likely Final Levels, respectively, of the Reference Asset. The hypothetical total returns set forth
below are for illustrative purposes only and may not be the actual total returns applicable to a purchaser of the Notes. The numbers appearing in
the following table have been rounded for ease of analysis.
H ypot he t ic a l
H ypot he t ic a l
Pa ym e nt a t
Re t urn on t he
Pe rc e nt a ge
Fina l Le ve l*
M a t urit y
N ot e s
Cha nge
140.00
40.000%
$1,559.52
55.952%
130.00
30.000%
$1,419.64
41.964%
120.00
20.000%
$1,279.76
27.976%
110.00
10.000%
$1,139.88
13.988%
105.00
5.000%
$1,069.94
6.994%
1 0 0 .0 0
0 .0 0 0 %
$ 1 ,0 0 0 .0 0
0 .0 0 0 %
95.00
-5.000%
$1,000.00
0.000%
90.00
-10.000%
$1,000.00
0.000%
85.00
-15.000%
$1,000.00
0.000%
8 0 .0 0
-2 0 .0 0 0 %
$ 1 ,0 0 0 .0 0
0 .0 0 0 %
70.00
-30.000%
$700.00
-30.000%
60.00
-40.000%
$600.00
-40.000%
50.00
-50.000%
$500.00
-50.000%
40.00
-60.000%
$400.00
-60.000%
30.00
-70.000%
$300.00
-70.000%
20.00
-80.000%
$200.00
-80.000%
10.00
-90.000%
$100.00
-90.000%
0.00
-100.000%
$0.00
-100.000%
*Represents the arithmetic average of the Closing Level of the Reference Asset on each of the Averaging Dates.
TD SECURITIES (USA) LLC
P-9
Information Regarding the Reference Asset
All disclosures contained in this document regarding the Reference Asset, including, without limitation, its make-up, method of calculation, and
changes in any Reference Asset components, have been derived from publicly available sources. The information reflects the policies of, and is
subject to change by, the Index Sponsor. The Index Sponsor, owns the copyright and all other rights to the Reference Asset, has no obligation
to continue to publish, and may discontinue publication of, the Reference Asset. None of the websites referenced in the Reference Asset
description below, or any materials included in those websites, are incorporated by reference into this document or any document incorporated
herein by reference.
The graph below sets forth the information relating to the historical performance of the Reference Asset for the period specified. We obtained the
information regarding the historical performance of the Reference Asset in the graph below from Bloomberg Professional® service
("Bloomberg").
We have not independently verified the accuracy or completeness of the information obtained from Bloomberg. The historical performance of the
Reference Asset should not be taken as an indication of its future performance, and no assurance can be given as to the Closing Level or Final
Level of the Reference Asset on any Averaging Date. We cannot give you any assurance that the performance of the Reference Asset will result
in a positive return on your initial investment.
S& P 5 0 0 ® I nde x
The S&P 500® Index (the "SPX") includes a representative sample of 500 companies in leading industries of the U.S. economy. The 500
companies are not the 500 largest companies listed on the NYSE and not all 500 companies are listed on the NYSE. The Index Sponsor, S&P
Dow Jones Indices LLC, chooses companies for inclusion in the SPX with an aim of achieving a distribution by broad industry groupings that
approximates the distribution of these groupings in the common stock population of the U.S. equity market. Although the SPX contains 500
constituent companies, at any one time it may contain greater than 500 constituent trading lines since some companies included in the SPX
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prior to July 31, 2017 may be represented by multiple share class lines in the SPX. The SPX is calculated, maintained and published by the
Index Sponsor and is part of the S&P Dow Jones Indices family of indices. Additional information is available on the following websites:
us.spindices.com/indices/equity/sp-500 and spdji.com. We are not incorporating by reference the websites or any material they include herein or
in any other document incorporated by reference.
The Index Sponsor intends for the SPX to provide a performance benchmark for the large-cap U.S. equity markets. Constituent changes
are made on an as-needed basis and there is no schedule for constituent reviews. Constituent changes are generally announced one to five
business days prior to the change. Relevant criteria for additions to the SPX that are employed by the Index Sponsor include: the company
proposed for addition should have an unadjusted company market capitalization of $8.2 billion or more and a security level float-adjusted market
capitalization that is at least $4.1 billion (for spin-offs, eligibility is determined using when-issued prices, if available); using composite pricing and
volume, the ratio of annual dollar value traded in the proposed constituent to float-adjusted market capitalization of that company should be 1.00
or greater and the stock should trade a minimum of 250,000 shares in each of the six months leading up to the evaluation date; the company
must be a U.S. company (characterized as a Form 10-K filer with its U.S. portion of fixed assets and revenues constituting a plurality of the total
and with a primary listing of the common stock on the NYSE, NYSE Arca, NYSE American (formerly NYSE MKT), NASDAQ Global Select
Market, NASDAQ Select Market, NASDAQ Capital Market, Bats BZX, Bats BYX, Bats EDGA, Bats EDGX or IEX (each, an "eligible
exchange")); the proposed constituent has a public float of 50% or more of its stock; the inclusion of the company will contribute to sector
balance in the SPX relative to sector balance in the market in the relevant market capitalization range; financial viability (the sum of the most
recent four consecutive quarters' Generally Accepted Accounting Principles earnings (net income excluding discontinued operations) should be
positive as should the most recent quarter); and, for initial public offerings, the company must be traded on an eligible exchange for at least
twelve months. In addition, constituents of the S&P MidCap 400® Index and the S&P SmallCap 600® Index can be added to the SPX without
meeting the financial viability, public float and/or liquidity eligibility criteria if the S&P Index Committee decides that such an addition will enhance
the representativeness of the SPX as a market benchmark. Certain types of organizational structures and securities are always excluded,
including business development companies, limited partnerships, master limited partnerships, limited liability companies, OTC bulletin board
issues, closed-end funds, exchange-traded funds, exchange-traded notes, royalty trusts, tracking stocks, preferred stock and convertible
preferred stock, unit trusts, equity warrants, convertible bonds, investment trusts, rights and American depositary receipts. SPX Constituents are
deleted from the SPX when they are involved in mergers, acquisitions or significant restructurings such that they no longer meet the inclusion
criteria, and when they substantially violate one or more of the addition criteria. SPX Constituents that are delisted or moved to the pink sheets
or the bulletin board are removed, and those that experience a trading halt may be retained or removed in the Index Sponsor's discretion. The
Index Sponsor evaluates additions and deletions with a view to maintaining SPX continuity.
For constituents included in the SPX prior to July 31, 2017, all publicly listed multiple share class lines are included separately in the SPX,
subject to, in the case of any such share class line, that share class line satisfying the liquidity and float criteria discussed above and subject to
certain exceptions. It is possible that one listed share class line of a company may be included in the SPX while a second listed share class line
of the same company is excluded. For companies that issue a second publicly traded share class to the SPX share class holders, the newly
issued share class line is considered for inclusion if the event is mandatory and the market capitalization of the distributed class is not considered
to be de minimis.
As of July 31, 2017, companies with multiple share class lines are no longer eligible for inclusion in the SPX. Constituents of the SPX prior
to July 31, 2017 with multiple share class lines will be grandfathered in and continue to be included in the SPX. If a constituent
TD SECURITIES (USA) LLC
P-10
company of the SPX reorganizes into a multiple share class line structure, that company will be reviewed for continued inclusion in the SPX at
the discretion of the S&P Index Committee.
As of October 31, 2019, the 500 companies included in the Reference Asset were divided into eleven Global Industry Classification Sectors.
The Global Industry Classification Sectors include (with the approximate percentage currently included in such sectors indicated in parentheses):
Information Technology (22.3%); Health Care (14.0%); Financials (13.0%); Communication Services (10.4%); Consumer Discretionary (10.0%);
Industrials (9.2%); Consumer Staples (7.4%); Energy (4.3%); Utilities (3.5%); Real Estate (3.1%); and Materials (2.7%). (Sector designations are
determined by the Index Sponsor using criteria it has selected or developed. Index sponsors may use very different standards for determining
sector designations. In addition, many companies operate in a number of sectors, but are listed in only one sector and the basis on which that
sector is selected may also differ. As a result, sector comparisons between indices with different index sponsors may reflect differences in
methodology as well as actual differences in the sector composition of the indices.) As of the close of business on September 21, 2018, the
Index Sponsor and MSCI Inc. updated the Global Industry Classification Sector structure. Among other things, the update broadened the
Telecommunications Services sector and renamed it the Communication Services sector. The renamed sector includes the previously existing
Telecommunication Services Industry group, as well as the Media Industry group, which was moved from the Consumer Discretionary sector
and renamed the Media & Entertainment Industry group. The Media & Entertainment Industry group contains three industries: Media,
Entertainment and Interactive Media & Services. The Media industry continues to consist of the Advertising, Broadcasting, Cable & Satellite and
Publishing sub-industries. The Entertainment industry contains the Movies & Entertainment sub-industry (which includes online entertainment
streaming companies in addition to companies previously classified in such industry prior to September 21, 2018) and the Interactive Home
Entertainment sub-industry (which includes companies previously classified in the Home Entertainment Software sub-industry prior to
September 21, 2018 (when the Home Entertainment Software sub-industry was a sub-industry in the Information Technology sector)), as well as
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producers of interactive gaming products, including mobile gaming applications). The Interactive Media & Services industry and sub-industry
includes companies engaged in content and information creation or distribution through proprietary platforms, where revenues are derived
primarily through pay-per-click advertisements, and includes search engines, social media and networking platforms, online classifieds and
online review companies. The Global Industry Classification Sector structure changes were effective for the S&P 500® Index as of the open of
business on September 24, 2018 to coincide with the September 2018 quarterly rebalancing.
Calculation of the SPX
The SPX is calculated using a base-weighted aggregative methodology. The level of the SPX on any day for which a level is published is
determined by a fraction, the numerator of which is the aggregate of the market price of each SPX Constituent times the number of shares of
such Reference Asset Constituent, and the denominator of which is the divisor, which is described more fully below. The "market value" of any
Reference Asset Constituent is the product of the market price per share of that Reference Asset Constituent times the number of the then-
outstanding shares of such Reference Asset Constituent that are then included in the SPX.
The SPX is also sometimes called a "base-weighted aggregative index" because of its use of a divisor. The "divisor" is a value calculated by
the Index Sponsor that is intended to maintain conformity in the SPX levels over time and is adjusted for all changes in the Reference Asset
Constituents' share capital after the "base date" as described below. The level of the SPX reflects the total market value of all Reference Asset
Constituents relative to the SPX's base date of 1941-43.
In addition, the SPX is float-adjusted, meaning that the share counts used in calculating the SPX reflect only those shares available to
investors rather than all of a company's outstanding shares. The Index Sponsor seeks to exclude shares held by certain shareholders
concerned with the control of a company, a group that generally includes the following: officers and directors and related individuals whose
holdings are publicly disclosed, private equity, venture capital, special equity firms, publicly traded companies that hold shares for control in
another company, strategic partners, holders of restricted shares, employee stock ownership plans, employee and family trusts, foundations
associated with the company, holders of unlisted share classes of stock, government entities at all levels (except government retirement or
pension funds) and any individual person listed as a 5% or greater stakeholder in a company as reported in regulatory filings (collectively,
"control holders"). To this end, the Index Sponsor excludes all share-holdings (other than depositary banks, pension funds, mutual funds,
exchange-traded fund providers, 401(k) plans of the company, government retirement and pension funds, investment funds of insurance
companies, asset managers and investment funds, independent foundations, savings plans and investment plans) with a position greater than
5% of the outstanding shares of a company from the float-adjusted share count to be used in SPX calculations.
The exclusion is accomplished by calculating an Investable Weight Factor (IWF) for each Reference Asset Constituent that is part of the
numerator of the float-adjusted index fraction described above:
IWF = (available float shares)/(total shares outstanding)
where available float shares is defined as total shares outstanding less shares held by control holders. In most cases, an IWF is reported to
the nearest one percentage point. For companies with multiple share class lines, a separate IWF is calculated for each share class line.
TD SECURITIES (USA) LLC
P-11
Maintenance of the SPX
In order to keep the SPX comparable over time the Index Sponsor engages in a SPX maintenance process. The SPX maintenance process
involves changing the constituents as discussed above, and also involves maintaining quality assurance processes and procedures, adjusting
the number of shares used to calculate the SPX, monitoring and completing the adjustments for company additions and deletions, adjusting for
stock splits and stock dividends and adjusting for other corporate actions. In addition to its daily governance of indices and maintenance of the
SPX methodology, at least once within any 12 month period, the S&P Index Committee reviews the SPX methodology to ensure the SPX
continues to achieve the stated objective, and that the data and methodology remain effective. The S&P Index Committee may at times consult
with investors, market participants, security issuers included in or potentially included in the SPX, or investment and financial experts.
Divisor Adjustments
The two types of adjustments primarily used by the Index Sponsor are divisor adjustments and adjustments to the number of shares
(including float adjustments) used to calculate the SPX. Set forth below is a table of certain corporate events and their resulting effect on the
divisor and the share count. If a corporate event requires an adjustment to the divisor, that event has the effect of altering the market value of
the affected Reference Asset Constituent and consequently of altering the aggregate market value of the Reference Asset Constituents following
the event. In order that the level of the SPX not be affected by the altered market value (which could be an increase or decrease) of the affected
Reference Asset Constituent, the Index Sponsor generally derives a new divisor by dividing the post-event market value of the Reference Asset
Constituents by the pre-event SPX level, which has the effect of reducing the SPX's post-event level to the pre-event level.
Changes to the Number of Shares of a Constituent
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Document Outline

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