Obbligazione Caterpillar Financial Corp 0% ( US14913Q2X61 ) in USD

Emittente Caterpillar Financial Corp
Prezzo di mercato 100 USD  ⇌ 
Paese  Stati Uniti
Codice isin  US14913Q2X61 ( in USD )
Tasso d'interesse 0%
Scadenza 17/05/2021 - Obbligazione č scaduto



Prospetto opuscolo dell'obbligazione Caterpillar Financial Services Corp US14913Q2X61 in USD 0%, scaduta


Importo minimo 1 000 USD
Importo totale 750 000 000 USD
Cusip 14913Q2X6
Standard & Poor's ( S&P ) rating N/A
Moody's rating N/A
Descrizione dettagliata Caterpillar Financial Services Corp. č una societā di servizi finanziari che fornisce soluzioni di finanziamento e leasing per attrezzature Caterpillar e altre attivitā correlate a livello globale.

The Obbligazione issued by Caterpillar Financial Corp ( United States ) , in USD, with the ISIN code US14913Q2X61, pays a coupon of 0% per year.
The coupons are paid 2 times per year and the Obbligazione maturity is 17/05/2021







Document
424B3 1 pricingsupp-may2019x2yearm.htm 2 YEAR FLOAT PRICING SUPPLEMENT 5/14/2019
CALCULATION OF REGISTRATION FEE
Title of Each Class of Securities Offered
Maximum Aggregate
Amount of Registration Fee(2)
Offering Price (1)
MEDIUM-TERM NOTES, SERIES I,
$750,000,000
$90,900
FLOATING RATE NOTES DUE 2021
(1) Excludes accrued interest, if any.


(2) The filing fee is calculated in accordance with Rule 457(r) under the Securities Act of 1933.
PRICING SUPPLEMENT NO. 26

Filed Pursuant to Rule 424(b)(3)
Dated May 14, 2019 to

Registration No. 333-217029
PROSPECTUS SUPPLEMENT


Dated March 30, 2017 and


PROSPECTUS


Dated March 30, 2017


CATERPILLAR FINANCIAL SERVICES CORPORATION
MEDIUM-TERM NOTES, SERIES I, FLOATING RATE NOTES DUE 2021
SUBJECT

FINAL PRICING DETAILS
Issuer:

Caterpillar Financial Services Corporation
Title of Securities:

Medium-Term Notes, Series I, Floating Rate Notes Due 2021
Form of Security:

Global Note
Format:

SEC Registered-Registration Statement Number 333-217029
Trade Date/Pricing Effective Time:

May 14, 2019
Settlement Date (Original Issue Date):
May 17, 2019, which is the third business day following the Trade
Date. Accordingly, purchasers who wish to trade the Medium
Term Notes on any date prior to two business days before delivery
will be required, because the Medium-Term Notes will not
initially settle in T+2, to specify an alternative settlement date at
the time of such trade to prevent a failed settlement and should

consult their own advisors.
Maturity Date:

May 17, 2021
Principal Amount:

$750,000,000
Price to Public (Issue Price):

100.000%
Dealer's Commission:

0.150% (15.0 basis points)
All-in-price:

99.850%
Net Proceeds to Issuer:

$748,875,000
Interest Rate Basis (Benchmark):

3 Month USD LIBOR
Index Currency:

U.S. Dollars
Spread (Plus or Minus):

+39.0 basis points (0.390%)
Spread Multiplier:

N/A
Spread/Spread Multiplier Reset Option:

N/A
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Optional Reset Dates (only applicable if option to reset spread or spread
N/A
multiplier):
Basis for Interest Rate Reset (only applicable if option to reset spread or
N/A
spread multiplier):
Specified Currency:

U.S. Dollars
Option to Elect Payment in U.S. Dollars (only applicable if Specified
N/A
Currency is other than U.S. Dollars):
Authorized Denominations (only applicable if Specified Currency is other than N/A
U.S. Dollars):
Historical Exchange Rate (only applicable if Specified Currency is other than
N/A
U.S. Dollars):
Maximum Interest Rate:

N/A
Minimum Interest Rate:

N/A
Initial Interest Rate:
3 Month USD LIBOR as of two (2) London Business Days prior

to the Original Issue Date plus the Spread
Interest Reset Periods and Dates:
Quarterly on the 17th of February, May, August, and November of

each year prior to the Maturity Date
Interest Determination Dates:
Quarterly, two (2) London Business Days prior to each Interest

Reset Date
Interest Payment Dates:
Interest will be paid quarterly on the 17th of February, May,
August and November of each year, commencing August 17, 2019

and ending on the Maturity Date
Stated Maturity Extension Option:

N/A
Extension Period(s) and Final Maturity Date (only applicable if option to
N/A
extend stated maturity):
Basis for Interest Rate During Extension Period (only applicable if option to
N/A
extend stated maturity):
Original Issue Discount Note:

N/A
Total Amount of OID:

N/A
Terms of Amortizing Notes:

N/A
Redemption Date(s):

N/A
Redemption Price:

N/A
Repayment Date(s):

N/A
Repayment Price(s):

N/A
Day Count Convention:

Actual/360
Denominations:
Minimum denominations of $1,000 with increments of $1,000

thereafter
Joint Lead Managers & Bookrunners:

Citigroup Global Markets Inc. (23.34%)


BofA Securities, Inc. (23.33%)


MUFG Securities Americas Inc. (23.33%)
Co-Managers:

BBVA Securities Inc. (2.00%)


BNP Paribas Securities Corp. (2.00%)


BNY Mellon Capital Markets, LLC (2.00%)


Commerz Markets LLC (2.00%)
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Deutsche Bank Securities Inc. (2.00%)


HSBC Securities (USA) Inc. (2.00%)


ICBC Standard Bank Plc (2.00%)
2


ING Financial Markets LLC (2.00%)


Itau BBA USA Securities, Inc. (2.00%)


Lloyds Securities Inc. (2.00%)


Loop Capital Markets LLC (2.00%)


Mischler Financial Group, Inc. (2.00%)


RBC Capital Markets, LLC (2.00%)


TD Securities (USA) LLC (2.00%)


U.S. Bancorp Investments, Inc. (2.00%)
ICBC Standard Bank Plc is restricted in its US securities dealings
under the Bank Holding Company Act and is not a U.S.-registered
broker-dealer. All sales of securities in the U.S. will be made by
or through U.S.-registered broker-dealers. ICBC Standard Bank
Plc may not underwrite, subscribe, agree to purchase or procure
purchasers to purchase Notes in the United States. ICBC Standard
Bank shall not be obligated to, and shall not, underwrite,
subscribe, agree to purchase or procure purchasers to purchase
Notes for offer and/or sale in the United States. ICBC Standard
Bank Plc shall offer and sell Notes constituting part of its


allotment solely outside the United States.
Billing and Delivery Agent:

Citigroup Global Markets Inc.
Exchange Rate Agent:

U.S. Bank Trust National Association
Calculation Agent:

U.S. Bank Trust National Association
CUSIP:

14913Q2X6
3
Other Provisions:
Changes to LIBOR may adversely affect holders of the Notes.
Regulators and law enforcement agencies from a number of
governments have been conducting investigations relating to the
calculation of LIBOR across a range of maturities and currencies,
and certain financial institutions that are member banks surveyed
by the British Bankers' Association (the "BBA") in setting daily
LIBOR have entered into agreements with the U.S. Department of
Justice, the U.S. Commodity Futures Trading Commission and/or
the Financial Services Authority in order to resolve the
investigations. Since April 2013, the U.K. Financial Conduct
Authority ("FCA") has regulated LIBOR.
Actions by the BBA, regulators or law enforcement agencies may
result in changes to the manner in which LIBOR is determined or
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the establishment of alternative reference rates. For example, on
July 27, 2017, the FCA announced that it intends to stop
persuading or compelling banks to submit LIBOR rates after 2021.
Furthermore, in the United States, efforts to identify a set of
alternative U.S. dollar reference interest rates include proposals by
the Alternative Reference Rates Committee of the Federal Reserve
Board and the Federal Reserve Bank of New York. A number of
offerings of securities that include such an alternative rate have
now been completed. At this time, it is not possible to predict the
effect of any such changes, any establishment of alternative
reference rates or any other reforms to LIBOR that may be
implemented in the United Kingdom, United States or elsewhere.
Uncertainty as to the nature of such potential changes, alternative
reference rates or other reforms and as to the continuation of
LIBOR may adversely affect the trading market for the Notes, the
interest on which is determined by reference to LIBOR. Although
the Notes provide for alternative methods of calculating the
interest rate payable on the Notes if LIBOR is not reported, which
include requesting certain rates from major reference banks,
determining a market accepted alternative rate or using LIBOR for
the immediately preceding interest period, any of these alternative
methods may result in interest rates and/or payments that are
higher than, lower than or that do not otherwise correlate over
time with the interest rates and/or payments that would have been
made on the Notes if the LIBOR rate was available in its current
form.
Further, uncertainty as to the extent and manner in which the FCA
regulates LIBOR and as to future changes with respect to LIBOR
may adversely affect the current trading market for LIBOR-based
securities and the value of your Notes.
Calculation of LIBOR
The LIBOR calculation provisions contained in the section
"Description of Notes--Interest Rate--LIBOR Notes" in the
Issuer's Medium-Term Notes Prospectus Supplement dated
March 30, 2017 are hereby replaced by the following:
"(i) The rate for deposits in the LIBOR currency having the
index maturity designated by us in the applicable pricing
supplement, as such rate is displayed on Reuters on the
Designated LIBOR Page (as defined below) as of 11:00 a.m.,
London time, on such LIBOR interest determination date. If
no such rate so appears, LIBOR on such LIBOR interest
determination date will be determined in accordance with the
provisions described in clause (ii) below.
(ii) With respect to a LIBOR interest determination date on
which no rate is displayed on the Designated LIBOR Page as
specified in clause (i) above, the calculation agent shall
request the principal London offices of each of four major
reference banks (which may include affiliates of the agents)
in the London interbank market, as selected by the calculation
agent, to provide the calculation agent with its offered
quotation for deposits in the LIBOR currency for the period
of the index maturity specified in the applicable pricing
supplement, commencing on the related interest reset date, to
prime banks in the London interbank market at approximately
11:00 a.m., London time, on such LIBOR interest
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determination date and in a principal amount that
is
representative of a single transaction in the LIBOR currency
in such market at such time. If at least two such quotations are
so provided, then LIBOR on such LIBOR interest
determination date will be the arithmetic mean calculated by
the calculation agent of such quotations. If fewer than two
such quotations are so provided, then LIBOR on such LIBOR
interest determination date will be the arithmetic mean
calculated by the calculation agent of the rates quoted at
approximately 11:00 a.m., in the applicable principal financial
center, on such LIBOR interest determination date by three
major banks (which may include affiliates of the agents) in
such principal financial center selected by the calculation
agent for loans in the LIBOR currency to leading European
banks, having the index maturity specified in the applicable
pricing supplement, commencing on the related interest reset
date, and in a principal amount that is representative for a
single transaction in the LIBOR currency in such market at
such time; provided, however, that, subject to clause (iii)
below, if the banks so selected by the calculation agent are not
quoting as mentioned in this sentence, LIBOR determined as
of such LIBOR interest determination date shall be LIBOR in
effect on such LIBOR interest determination date.
(iii) Notwithstanding clause (ii) above, if we or the calculation
agent determine that LIBOR has been permanently discontinued,
the calculation agent will use, as a substitute for LIBOR (the
"Alternative Rate") and for each future interest determination date,
the alternative reference rate selected by a central bank, reserve
bank, monetary authority or any similar institution (including any
committee or working group thereof) that is consistent with
accepted market practice. As part of such substitution, the
calculation agent will, after consultation with us, make such
adjustments ("Adjustments") to the Alternative Rate or the spread
thereon, as well as the business day convention, interest
determination dates and related provisions and definitions, in each
case that are consistent with accepted market practice for the use
of such Alternative Rate for debt obligations such as the relevant
series of floating rate notes. If the calculation agent determines,
and following consultation with us, that there is no clear market
consensus as to whether any rate has replaced LIBOR
in
customary market usage, (i) U.S. Bank Trust National Association
shall have the right to resign as calculation agent in respect of the
relevant series of floating rate notes and (ii) we will appoint, in
our sole discretion, a new calculation agent to replace U.S. Bank
Trust National Association, solely in its role as calculation agent
in respect of the relevant series of floating rate notes, to determine
the Alternative Rate and make any Adjustments thereon, and
whose determinations will be binding on us, the trustee and the
holders of the relevant series of floating rate notes. If, however, the
calculation agent determines that LIBOR has been discontinued,
but for any reason an Alternative Rate has not been determined,
LIBOR determined as of such LIBOR interest determination date
shall be LIBOR in effect on such LIBOR interest determination
date."
Notice to European Economic Area Investors
This communication has been prepared on the basis that any offer
of notes in any member state of the European Economic Area
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("EEA") which has implemented the Prospectus Directive (each, a
"Relevant Member State") will only be made to a legal entity
which is a qualified investor under the Prospectus Directive
("Qualified Investors"). Accordingly any person making or
intending to make an offer in that Relevant Member State of notes
which are the subject of the offering contemplated in this
communication may only do so with respect to Qualified
Investors. Neither the Issuer nor the managers have authorized,
nor do they authorize, the making of any offer of notes other than
to Qualified Investors. The expression "Prospectus Directive"
means Directive 2003/71/EC (as amended, including by Directive
2010/73/EU), and includes any relevant implementing measure in
the Relevant Member State.
No PRIIPs KID ­ No PRIIPs key information document (KID) has
been prepared as not available to retail in EEA.
Notice to Swiss Investors
The notes may not be publicly offered, sold or advertised, directly
or indirectly, in, into or from Switzerland and will not be listed on
the SIX Swiss Exchange or any other offering or regulated trading
facility in Switzerland. Neither this pricing supplement nor any
accompanying prospectus supplement, prospectus or other
marketing material constitute a prospectus as defined in article
652a or article 1156 of the Swiss Code of Obligations or a listing
prospectus according to the Listing Rules of the SIX Swiss
Exchange or any other regulated trading facility in Switzerland.
Any resales of the notes by the underwriters thereof may only be
undertaken on a private basis to selected individual investors
provided there is no publicity for the notes in Switzerland and no
Swiss prospectus requirements are triggered. This pricing
supplement and accompanying prospectus and prospectus
supplement may not be copied, reproduced, distributed or passed
on to others or otherwise made available in Switzerland without
our prior written consent. By accepting this pricing supplement
and accompanying prospectus and prospectus supplement or by
subscribing to the notes, investors are deemed to have
acknowledged and agreed to abide by these restrictions. Investors
are advised to consult with their financial, legal or tax advisers

before investing in the notes.
4
CAPITALIZED TERMS USED HEREIN WHICH ARE DEFINED IN THE PROSPECTUS SUPPLEMENT SHALL HAVE THE
MEANINGS ASCRIBED THERETO IN THE PROSPECTUS SUPPLEMENT. THE INTEREST RATES ON THE NOTES MAY BE
CHANGED BY CATERPILLAR FINANCIAL SERVICES CORPORATION FROM TIME TO TIME, BUT ANY SUCH CHANGE
WILL NOT AFFECT THE INTEREST RATE ON ANY NOTES OFFERED PRIOR TO THE EFFECTIVE DATE OF THE CHANGE.
ACTIVE 243073705v.6
5
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