Obligation Caterpillar Financial Corp 0% ( US14913Q2Z10 ) en USD

Société émettrice Caterpillar Financial Corp
Prix sur le marché 100 %  ⇌ 
Pays  Etas-Unis
Code ISIN  US14913Q2Z10 ( en USD )
Coupon 0%
Echéance 08/03/2021 - Obligation échue



Prospectus brochure de l'obligation Caterpillar Financial Services Corp US14913Q2Z10 en USD 0%, échue


Montant Minimal 1 000 USD
Montant de l'émission 500 000 000 USD
Cusip 14913Q2Z1
Notation Standard & Poor's ( S&P ) N/A
Notation Moody's N/A
Description détaillée Caterpillar Financial Services Corp. est une filiale de Caterpillar Inc. qui offre une gamme de services financiers, notamment le financement d'équipements, le leasing, l'assurance et la gestion de flotte, principalement pour les clients de Caterpillar et les utilisateurs d'équipements lourds.

L'Obligation émise par Caterpillar Financial Corp ( Etas-Unis ) , en USD, avec le code ISIN US14913Q2Z10, paye un coupon de 0% par an.
Le paiement des coupons est semestriel et la maturité de l'Obligation est le 08/03/2021







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424B3 1 pricingsupplement-septembe.htm 18 MONTH FLOATING RATE MTN PRICING SUPPLEMENT 9/3/2019
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,
$500,000,000
$60,600
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. 30

Filed Pursuant to Rule 424(b)(3)
Dated September 3, 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:

September 3, 2019
Settlement Date (Original Issue Date):
September 6, 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:

March 8, 2021
Principal Amount:

$500,000,000
Price to Public (Issue Price):

100.000%
Dealer's Commission:

0.125% (12.5 basis points)
All-in-price:

99.875%
Net Proceeds to Issuer:

$499,375,000
Interest Rate Basis (Benchmark):

3 Month USD LIBOR
Index Currency:

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

+30.0 basis points (0.300%)
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 8th of March, June, September and December 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 8th of March, June,
September and December, commencing December 8, 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:

Barclays Capital Inc. (23.33%)


J.P. Morgan Securities LLC (23.33%)


SG Americas Securities, LLC (23.34%)
Co-Managers:

BBVA Securities Inc. (3.00%)


BNY Mellon Capital Markets, LLC (3.00%)


Commerz Markets LLC (3.00%)
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HSBC Securities (USA) Inc. (3.00%)


ICBC Standard Bank Plc (3.00%)


Itau BBA USA Securities, Inc. (3.00%)


Lloyds Securities Inc. (3.00%)


Loop Capital Markets LLC (3.00%)


Mischler Financial Group, Inc. (3.00%)
2


TD Securities (USA) LLC (3.00%)
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 Plc 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:

J.P. Morgan Securities LLC
Exchange Rate Agent:

U.S. Bank Trust National Association
Calculation Agent:

U.S. Bank Trust National Association
CUSIP:

14913Q2Z1
3
Other Provisions:
Uncertainty relating to the calculation of LIBOR and its
potential discontinuance may materially adversely affect the
value of the Notes.
Regulators and law enforcement agencies from a number of
governments have conducted 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, its
discontinuance, or the establishment of alternative reference rates.
In particular, on July 27, 2017, the FCA announced that it intends
to stop persuading or compelling banks to submit LIBOR rates
after 2021. The announcement indicates that the continuation of
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LIBOR on the current basis cannot and will not be guaranteed 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 that these developments, any discontinuance, modification
or other reforms to LIBOR, or the establishment of alternative
reference rates may have on LIBOR. Uncertainty as to the nature
of such potential changes, alternative reference rates or other
reforms and as to the continuation of LIBOR may materially
adversely affect the trading market for and the value of 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 (see
"?Calculation of LIBOR" below), 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 materially 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. The final alternative method
sets the interest rate at the same rate as the immediately preceding
interest period. The Notes would then bear a fixed rate of interest
and, in the event market interest rates rise thereafter, could decline
in value because the premium, if any, over market rates will
decline.
Other floating rate debt securities issued by other issuers, by
comparison, may be subject in similar circumstances to different
procedures for the establishment of alternative reference rates.
Any of the foregoing may have a material adverse effect on the
amount of interest payable on the Notes, or the market liquidity
and market value of the 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
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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
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 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 regarding a substitute for
LIBOR (the "Alternative Rate"). 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 Notes. Notwithstanding the foregoing,
if the calculation agent determines, following consultation
with us, that there is no 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
regarding a substitute for LIBOR, (i) U.S. Bank Trust
National Association shall have the right to resign as
calculation agent in respect of the 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 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,
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however, the calculation agent determines that LIBOR has
been permanently 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
("EEA") will only be made to a legal entity which is a qualified
investor under the Prospectus Regulation ("Qualified Investors").
Accordingly any person making or intending to make an offer in
that 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
Regulation" means Regulation (EU) 2017/1129.
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 247713146
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