0001104659-24-112185.txt : 20241029 0001104659-24-112185.hdr.sgml : 20241029 20241029145039 ACCESSION NUMBER: 0001104659-24-112185 CONFORMED SUBMISSION TYPE: 424B2 PUBLIC DOCUMENT COUNT: 8 FILED AS OF DATE: 20241029 DATE AS OF CHANGE: 20241029 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CANADIAN IMPERIAL BANK OF COMMERCE /CAN/ CENTRAL INDEX KEY: 0001045520 STANDARD INDUSTRIAL CLASSIFICATION: COMMERCIAL BANKS, NEC [6029] ORGANIZATION NAME: 02 Finance IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 424B2 SEC ACT: 1933 Act SEC FILE NUMBER: 333-272447 FILM NUMBER: 241405119 BUSINESS ADDRESS: STREET 1: 81 BAY STREET STREET 2: CIBC SQUARE CITY: TORONTO STATE: A6 ZIP: M5J 0E7 BUSINESS PHONE: 4169803096 MAIL ADDRESS: STREET 1: 81 BAY STREET STREET 2: CIBC SQUARE CITY: TORONTO STATE: A6 ZIP: M5J 0E7 424B2 1 tm2425297d47_424b2.htm 424B2

 

Filed Pursuant to Rule 424(b)(2)

Registration No. 333-272447

 

The information in this preliminary pricing supplement is not complete and may be changed. This preliminary pricing supplement and the accompanying product supplement, underlying supplement, prospectus supplement and prospectus are not an offer to sell these securities and we are not soliciting an offer to buy these securities in any jurisdiction where the offer or sale is not permitted.

 

Subject to Completion, Dated October 29, 2024

PRICING SUPPLEMENT dated           , 2024

(To Product Supplement No. WF-1 dated September 5, 2023, Stock-Linked Underlying Supplement dated September 5, 2023, Prospectus Supplement dated September 5, 2023 and Prospectus dated September 5, 2023)

 

 

Canadian Imperial Bank of Commerce

Senior Global Medium-Term Notes

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027
¨   Linked to the lowest performing of the common stock of Amazon.com, Inc., the Class A common stock of Alphabet Inc., and the Class A common stock of Meta Platforms, Inc. (each, an “Underlying Stock”)
¨   Unlike ordinary debt securities, the securities do not provide for fixed payments of interest, do not repay a fixed amount of principal at maturity and are subject to potential automatic call prior to maturity upon the terms described below. Whether the securities pay a Contingent Coupon Payment, whether the securities are automatically called prior to maturity and, if they are not automatically called, whether you receive the face amount of your securities at maturity will depend, in each case, on the Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day. The Lowest Performing Stock on any Calculation Day is the Underlying Stock that has the lowest Stock Closing Price on that Calculation Day as a percentage of its Starting Price.
¨   Contingent Coupon Payments. The securities will pay a Contingent Coupon Payment on a quarterly basis until the earlier of the Stated Maturity Date or automatic call if, and only if, the Stock Closing Price of the Lowest Performing Stock on the related Coupon Determination Date is greater than or equal to its Coupon Threshold Price. However, if the Stock Closing Price of the Lowest Performing Stock on a Coupon Determination Date is less than its Coupon Threshold Price, you will not receive any Contingent Coupon Payment for the relevant quarter. If the Stock Closing Price of the Lowest Performing Stock is less than its Coupon Threshold Price on every Coupon Determination Date, you will not receive any Contingent Coupon Payments throughout the entire term of the securities. The Coupon Threshold Price of each Underlying Stock is  equal to 70% of its Starting Price. The Contingent Coupon Rate will be determined on the Pricing Date and will be at least 16.00% per annum
¨   Automatic Call. If the Stock Closing Price of the Lowest Performing Stock on any of the quarterly Call Observation Dates from May 2025 to August 2027, inclusive, is greater than or equal to its Starting Price, the securities will be automatically called for the face amount plus a final Contingent Coupon Payment
¨   Potential Loss of Principal. If the securities are not automatically called prior to maturity, you will receive the face amount at maturity if, and only if, the Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than or equal to its Downside Threshold Price. If the Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Downside Threshold Price, you will lose more than 30%, and possibly all, of the face amount of your securities. The Downside Threshold Price of each Underlying Stock is  equal to 70% of its Starting Price
¨   If the securities are not automatically called prior to maturity, you will have full downside exposure to the Lowest Performing Stock on the Final Calculation Day from its Starting Price if its Ending Price is less than its Downside Threshold Price, but you will not participate in any appreciation of any Underlying Stock and will not receive any dividends on any Underlying Stock
¨   Your return on the securities will depend solely on the performance of the Underlying Stock that is the Lowest Performing Stock on each Calculation Day. You will not benefit in any way from the performance of the better performing Underlying Stocks. Therefore, you will be adversely affected if any Underlying Stock performs poorly, even if the other Underlying Stocks perform favorably
¨   All payments on the securities are subject to the credit risk of Canadian Imperial Bank of Commerce and you will have no ability to pursue any Underlying Stock Issuer for payment; if Canadian Imperial Bank of Commerce defaults on its obligations, you could lose all or some of your investment
¨   No exchange listing; designed to be held to maturity or earlier automatic call

 

The securities have complex features and investing in the securities involves risks not associated with an investment in conventional debt securities. See “Selected Risk Considerations” beginning on page PRS-9 herein and “Risk Factors” beginning on page S-1 of the accompanying underlying supplement, page S-1 of the prospectus supplement and page 1 of the prospectus.

 

The securities are unsecured obligations of Canadian Imperial Bank of Commerce and all payments on the securities are subject to the credit risk of Canadian Imperial Bank of Commerce. The securities will not constitute deposits insured by the Canada Deposit Insurance Corporation, the U.S. Federal Deposit Insurance Corporation or any other government agency or instrumentality of Canada, the United States or any other jurisdiction. The securities are not bail-inable debt securities (as defined on page 6 of the prospectus).

 

Neither the Securities and Exchange Commission (the “SEC”) nor any state or provincial securities commission or other regulatory body has approved or disapproved of these securities or passed upon the accuracy or adequacy of this pricing supplement or the accompanying product supplement, underlying supplement, prospectus supplement and prospectus. Any representation to the contrary is a criminal offense.

 

    Original Offering Price   Maximum Underwriting Discount (1) (2)   Minimum Proceeds to CIBC
Per Security    $1,000.00   Up to $25.75   At least $974.25
Total    $   $   $

 

(1)The agent, Wells Fargo Securities, LLC (“Wells Fargo Securities”), will receive an underwriting discount of up to $25.75 per security. The agent may resell the securities to other securities dealers at the original offering price less a concession not in excess of $17.50 per security. Such securities dealers may include Wells Fargo Advisors (“WFA”) (the trade name of the retail brokerage business of Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC, each an affiliate of Wells Fargo Securities). In addition to the selling concession allowed to WFA, the agent may pay $0.75 per security of the underwriting discount to WFA as a distribution expense fee for each security sold by WFA. See “Terms of the Securities—Agent’s Underwriting Discount and Other Fees” in this pricing supplement and “Use of Proceeds and Hedging” in the underlying supplement for information regarding how we may hedge our obligations under the securities.

 

(2)In respect of certain securities sold in this offering, the Issuer may pay a fee of up to $3.00 per security to selected securities dealers in consideration for marketing and other services in connection with the distribution of the securities to other securities dealers.

 

Our estimated value of the securities on the Pricing Date, based on our internal pricing models, is expected to be at least $900.00 per security. The estimated value is expected to be less than the original offering price of the securities. See “The Estimated Value of the Securities” in this pricing supplement.

 

Wells Fargo Securities

 

 

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Terms of the Securities

 

Issuer:   Canadian Imperial Bank of Commerce
Market Measure:    The lowest performing of the common stock of Amazon.com, Inc. (Bloomberg ticker symbol “AMZN”) (the “AMZN”), the Class A common stock of Alphabet Inc. (Bloomberg ticker symbol “GOOGL”) (the “GOOGL”), and the Class A common stock of Meta Platforms, Inc. (Bloomberg ticker symbol “META”) (the “META”) (each, an “Underlying Stock” and together, the “Underlying Stocks”)
Original Offering Price:   $1,000 per security.
Face Amount:   The principal amount of $1,000 per security. References in this pricing supplement to a “security” are to a security with a face amount of $1,000.
Pricing Date*:    November 15, 2024
Issue Date*:   November 20, 2024
Final Calculation Day*:   November 15, 2027, subject to postponement as described below under “—Market Disruption Events and Postponement Provisions.”
Stated Maturity Date*:   November 18, 2027, subject to postponement. The securities are not subject to redemption at the option of CIBC or repayment at the option of any holder of the securities prior to maturity or automatic call. 
Contingent Coupon Payment:  

On each Coupon Payment Date, you will receive a Contingent Coupon Payment at a per annum rate equal to the Contingent Coupon Rate (each a “Contingent Coupon Payment”) if, and only if, the Stock Closing Price of the Lowest Performing Stock on the related Coupon Determination Date is greater than or equal to its Coupon Threshold Price.

 

Each Contingent Coupon Payment, if any, will be calculated per security as follows:

 

($1,000× Contingent Coupon Rate)/4.

 

Any Contingent Coupon Payment will be rounded to the nearest cent, with one-half cent rounded upward.

 

If the Stock Closing Price of the Lowest Performing Stock on any Coupon Determination Date is less than its Coupon Threshold Price, you will not receive any Contingent Coupon Payment on the related Coupon Payment Date. If the Stock Closing Price of the Lowest Performing Stock is less than its Coupon Threshold Price on all Coupon Determination Dates, you will not receive any Contingent Coupon Payments over the term of the securities.

Contingent Coupon Rate:   At least 16.00% per annum, to be determined on the Pricing Date.
Coupon Threshold Price:   With respect to each Underlying Stock, 70.00% of its Starting Price.
Coupon Determination Dates*:   Quarterly, on the 15th of each February, May, August and November, commencing February 2025 and ending on the Final Calculation Day, each subject to postponement as described below under “—Market Disruption Events and Postponement Provisions.”
Coupon Payment Dates:   Quarterly, on the third Business Day following each Coupon Determination Date (as each such Coupon Determination Date may be postponed pursuant to “—Market Disruption Events and Postponement Provisions” below, if applicable); provided that the Coupon Payment Date with respect to the Final Calculation Day will be the Stated Maturity Date.

 

PRS-2

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Automatic Call:  

If the Stock Closing Price of the Lowest Performing Stock on any Call Observation Date is greater than or equal to its Starting Price, the securities will be automatically called, and on the related Call Payment Date, you will be entitled to receive a cash payment per security in U.S. dollars equal to the face amount plus a final Contingent Coupon Payment. The first Call Observation Date is approximately six months after the Issue Date.

 

If the securities are automatically called, they will cease to be outstanding on the related Call Payment Date and you will have no further rights under the securities after such Call Payment Date. You will not receive any notice from us if the securities are automatically called.

Call Observation Dates*:   Quarterly, the Coupon Determination Dates beginning May 2025 and ending August 2027 (together with the Coupon Determination Dates, the “Calculation Days”)
Call Payment Dates:   The Coupon Payment Date immediately following the applicable Call Observation Date.
Maturity Payment Amount:  

If the securities are not automatically called prior to maturity, you will be entitled to receive at maturity a cash payment per security in U.S. dollars equal to the Maturity Payment Amount (in addition to the final Contingent Coupon Payment, if any). The “Maturity Payment Amount” per security will equal:

 

●     if the Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than or equal to its Downside Threshold Price:

 

$1,000; or

 

●    if the Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Downside Threshold Price:

 

$1,000 × Performance Factor of the Lowest Performing Stock on the Final Calculation Day

 

If the securities are not automatically called prior to maturity and the Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Downside Threshold Price, you will lose more than 30%, and possibly all, of the face amount of your securities at maturity.

 

Any return on the securities will be limited to the sum of your Contingent Coupon Payments, if any. You will not participate in any appreciation of any Underlying Stock, but you will have full downside exposure to the Lowest Performing Stock on the Final Calculation Day if the Ending Price of such Underlying Stock is less than its Downside Threshold Price.

Downside Threshold Price:   With respect to each Underlying Stock, 70.00% of its Starting Price.
Lowest Performing Stock:   On any Calculation Day, the “Lowest Performing Stock” will be the Underlying Stock with the lowest Performance Factor on that Calculation Day.
Performance Factor:   With respect to an Underlying Stock on any Calculation Day, its Stock Closing Price on such Calculation Day divided by its Starting Price (expressed as a percentage).
Starting Price:    With respect to each Underlying Stock, its Stock Closing Price on the Pricing Date.
Ending Price:    With respect to each Underlying Stock, its Stock Closing Price on the Final Calculation Day.
Stock Closing Price:   With respect to each Underlying Stock, the Stock Closing Price, the Closing Price and the Adjustment Factor have the meanings set forth under “General Terms of the Securities—Certain Terms for Securities Linked to an Underlying Stock—Certain Definitions” in the accompanying product supplement.
Market Disruption Events and Postponement Provisions:   Each Calculation Day is subject to postponement due to non-Trading Days and the occurrence of a Market Disruption Event. In addition, the Stated Maturity Date will be postponed if the Final Calculation Day is postponed and will be adjusted for non-Business Days. For more information regarding adjustments to the Calculation Days and the Stated Maturity Date, see “General Terms of the Securities—Consequences of a Market Disruption Event; Postponement of a Calculation Day—Securities Linked to Multiple Market Measures” and “—Payment Dates” in the accompanying

 

PRS-3

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

    product supplement. For purposes of the accompanying product supplement, each Coupon Determination Date, each Call Observation Date and the Final Calculation Day is a “calculation day,” and each Coupon Payment Date and Call Payment Date and the Stated Maturity Date is a “payment date.” In addition, for information regarding the circumstances that may result in a Market Disruption Event, see “General Terms of the Securities—Certain Terms for Securities Linked to an Underlying Stock—Market Disruption Events” in the accompanying product supplement.
Calculation Agent:   CIBC 
Material U.S. Tax Consequences:   For a discussion of the material U.S. federal income tax consequences of the ownership and disposition of the securities, see “Summary of U.S. Federal Income Tax Consequences” in this pricing supplement and “Material U.S. Federal Income Tax Consequences” in the underlying supplement. 
Agent’s Underwriting Discount and Other Fees:  

Wells Fargo Securities. The agent will receive an underwriting discount of up to $25.75 per security. The agent may resell the securities to other securities dealers, including securities dealers acting as custodians, at the original offering price of the securities less a concession of not in excess of $17.50 per security. Such securities dealers may include WFA. In addition to the selling concession allowed to WFA, Wells Fargo Securities may pay $0.75 per security of the underwriting discount to WFA as a distribution expense fee for each security sold by WFA. In addition, in respect of certain securities sold in this offering, the Issuer may pay a fee of up to $3.00 per security to selected securities dealers in consideration for marketing and other services in connection with the distribution of the securities to other securities dealers.

We expect to hedge our obligations through the agent, one of our or its affiliates and/or another unaffiliated counterparty, which expects to realize hedging profits projected by its proprietary pricing models to the extent it assumes the risks inherent in hedging our obligations under the securities. If any dealer participating in the distribution of the securities or any of its affiliates conducts hedging activities for us in connection with the securities, that dealer or its affiliate will expect to realize a profit projected by its proprietary pricing models from such hedging activities. Any such projected profit will be in addition to any discount, concession or fee received in connection with the sale of the securities to you.

Settlement:   Delivery of the securities will be made against payment therefor in New York, New York on or about the Issue Date specified above, which is expected to be more than one business day following the Pricing Date. Under Rule 15c6-1 of the Securities Exchange Act of 1934, trades in the secondary market generally are required to settle in one business day, unless the parties to any such trade expressly agree otherwise. Accordingly, purchasers who wish to trade securities on any date prior to one business day before delivery will be required to specify alternative settlement arrangements to prevent a failed settlement.
Denominations:    $1,000 and any integral multiple of $1,000. 
CUSIP / ISIN:   13607XU21 /  US13607XU213

 

 

*To the extent that we make any change to the expected Pricing Date or expected Issue Date, the Calculation Days, the Stated Maturity Date and other dates may also be changed in our discretion to ensure that the term of the securities remains the same.

 

PRS-4

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

About This Pricing Supplement

 

You should read this pricing supplement together with the prospectus dated September 5, 2023 (the “prospectus”), the prospectus supplement dated September 5, 2023 (the “prospectus supplement”), the Product Supplement No. WF-1 dated September 5, 2023 (the “product supplement”) and the Stock-Linked Underlying Supplement dated September 5, 2023 (the “underlying supplement”), relating to our Senior Global Medium-Term Notes, of which these securities are a part, for additional information about the securities. Information included in this pricing supplement supersedes information in the product supplement, the underlying supplement, the prospectus supplement and the prospectus to the extent it is different from that information. The section entitled “General Terms of the Securities” in the product supplement shall supersede and replace the section entitled “Certain Terms of the Notes” in the underlying supplement. Certain defined terms used but not defined herein have the meanings set forth in the product supplement, the underlying supplement, the prospectus supplement and the prospectus.

 

You should rely only on the information contained in or incorporated by reference in this pricing supplement, the accompanying product supplement, underlying supplement, prospectus supplement and prospectus. This pricing supplement may be used only for the purpose for which it has been prepared. No one is authorized to give information other than that contained in this pricing supplement, the accompanying product supplement, underlying supplement, prospectus supplement and prospectus, and in the documents referred to in these documents and which are made available to the public. We have not, and Wells Fargo Securities has not, authorized any other person to provide you with different or additional information. If anyone provides you with different or additional information, you should not rely on it.

 

We are not, and Wells Fargo Securities is not, making an offer to sell the securities in any jurisdiction where the offer or sale is not permitted. You should not assume that the information contained in or incorporated by reference in this pricing supplement, the accompanying product supplement, underlying supplement, prospectus supplement or prospectus is accurate as of any date other than the date of the applicable document. Our business, financial condition, results of operations and prospects may have changed since that date. Neither this pricing supplement, nor the accompanying product supplement, underlying supplement, prospectus supplement or prospectus constitutes an offer, or an invitation on our behalf or on behalf of Wells Fargo Securities, to subscribe for and purchase any of the securities and may not be used for or in connection with an offer or solicitation by anyone in any jurisdiction in which such an offer or solicitation is not authorized or to any person to whom it is unlawful to make such an offer or solicitation.

 

The Bank may use this pricing supplement in the initial sale of the securities. In addition, Wells Fargo Securities or any of our or its affiliates may use this pricing supplement in market-making transactions in the securities after their initial sale. However, it is not obligated to do so and may discontinue making a market at any time without notice. Any use of this pricing supplement by Wells Fargo Securities in market-making transactions after the initial sale of the securities will be solely for the purpose of providing investors with the description of the terms of the securities that were made available to investors in connection with the initial distribution of the securities.

 

References to “CIBC,” “the Issuer,” “the Bank,” “we,” “us” and “our” in this pricing supplement are references to Canadian Imperial Bank of Commerce and not to any of our subsidiaries, unless we state otherwise or the context otherwise requires.

 

You may access the product supplement, the underlying supplement, the prospectus supplement and the prospectus on the SEC website www.sec.gov as follows (or if such address has changed, by reviewing our filing for the relevant date on the SEC website):

 

Product supplement dated September 5, 2023:
  https://www.sec.gov/Archives/edgar/data/1045520/000110465923098182/tm2322483d93_424b5.htm
Underlying supplement dated September 5, 2023:
  https://www.sec.gov/Archives/edgar/data/1045520/000110465923098174/tm2322483d90_424b5.htm
Prospectus supplement dated September 5, 2023:
  https://www.sec.gov/Archives/edgar/data/1045520/000110465923098166/tm2322483d94_424b5.htm
Prospectus dated September 5, 2023:
  https://www.sec.gov/Archives/edgar/data/1045520/000110465923098163/tm2325339d10_424b3.htm

 

PRS-5

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Investor Considerations

 

The securities are not appropriate for all investors. The securities may be an appropriate investment for investors who:

 

§seek an investment with Contingent Coupon Payments at a rate of at least 16.00% per annum (to be determined on the Pricing Date) until the earlier of maturity or automatic call, if, and only if, the Stock Closing Price of the Lowest Performing Stock on the related Coupon Determination Date is greater than or equal to 70% of its Starting Price;
§understand that if the securities are not automatically called prior to maturity and the Ending Price of the Lowest Performing Stock on the Final Calculation Day has declined by more than 30% from its Starting Price, they will be fully exposed to the decline in the Lowest Performing Stock from its Starting Price and will lose more than 30%, and possibly all, of the face amount at maturity;
§are willing to accept the risk that they may receive few or no Contingent Coupon Payments over the term of the securities;
§understand that the securities may be automatically called prior to maturity and that the term of the securities may be as short as approximately six months;
  § understand that the return on the securities will depend solely on the performance of the Lowest Performing Stock on each Calculation Day and that they will not benefit in any way from the performance of the better performing Underlying Stocks;
  § understand that the securities are riskier than alternative investments linked to only one of the Underlying Stocks or linked to a basket composed of the Underlying Stocks;
§understand and are willing to accept the full downside risks of each Underlying Stock;
§are willing to forgo participation in any appreciation of any Underlying Stock and dividends or other distributions paid on any Underlying Stock; and
§are willing to hold the securities to maturity or earlier automatic call.

 

The securities may not be an appropriate investment for investors who:

 

§seek a liquid investment or are unable or unwilling to hold the securities to maturity or earlier automatic call;
§require full payment of the face amount of the securities at maturity;
§seek a security with a fixed term;
§are unwilling to purchase securities with an estimated value as of the Pricing Date that is lower than the original offering price and that may be as low as the lower estimated value set forth on the cover page;
§are unwilling to accept the risk that the securities are not automatically called prior to maturity and the Stock Closing Price of the Lowest Performing Stock on the Final Calculation Day may decline by more than 30% from its Starting Price;
§seek certainty of current income over the term of the securities;
§seek exposure to the upside performance of any or each Underlying Stock;
§seek exposure to a basket composed of the Underlying Stocks or a similar investment in which the overall return is based on a blend of the performances of the Underlying Stocks, rather than solely on the Lowest Performing Stock;
§are unwilling to accept the risk of exposure to the Underlying Stocks;
§are unwilling to accept the credit risk of CIBC; or
§prefer the lower risk of conventional fixed income investments with comparable maturities issued by companies with comparable credit ratings.

 

The considerations identified above are not exhaustive. Whether or not the securities are an appropriate investment for you will depend on your individual circumstances, and you should reach an investment decision only after you and your investment, legal, tax, accounting and other advisors have carefully considered the appropriateness of an investment in the securities in light of your particular circumstances. You should also review carefully the “Selected Risk Considerations” herein and the “Risk Factors” in the accompanying underlying supplement for risks related to an investment in the securities.

 

PRS-6

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Determining Payment On A Coupon Payment Date and at Maturity

 

If the securities have not been previously automatically called, on each Coupon Payment Date, you will either receive a Contingent Coupon Payment or you will not receive a Contingent Coupon Payment, depending on the Stock Closing Price of the Lowest Performing Stock on the related Coupon Determination Date.

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the related Coupon Determination Date. The Lowest Performing Stock on any Coupon Determination Date is the Underlying Stock with the lowest Performance Factor on that Coupon Determination Date. The Performance Factor of an Underlying Stock on a Coupon Determination Date is its Stock Closing Price on that Coupon Determination Date as a percentage of its Starting Price (i.e., its Stock Closing Price on that Coupon Determination Date divided by its Starting Price).

 

Step 2: Determine whether a Contingent Coupon Payment is payable on the applicable Coupon Payment Date based on the Stock Closing Price of the Lowest Performing Stock on the related Coupon Determination Date, as follows:

 

 

 

If the securities have not been automatically called prior to maturity, then at maturity, you will receive (in addition to the final Contingent Coupon Payment, if any) a cash payment per security (the Maturity Payment Amount) calculated as follows:

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the Final Calculation Day. The Lowest Performing Stock on the Final Calculation Day is the Underlying Stock with the lowest Performance Factor on the Final Calculation Day. The Performance Factor of an Underlying Stock on the Final Calculation Day is its Ending Price as a percentage of its Starting Price (i.e., its Ending Price divided by its Starting Price).

 

Step 2: Calculate the Maturity Payment Amount based on the Ending Price of the Lowest Performing Stock on the Final Calculation Day, as follows:

 

 

 

PRS-7

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Hypothetical Payout Profile

 

The following profile illustrates the potential Maturity Payment Amount payable on the securities (excluding the final Contingent Coupon Payment, if any) for a range of hypothetical performances of the Lowest Performing Stock on the Final Calculation Day from its Starting Price to its Ending Price, assuming the securities have not been automatically called prior to maturity. As this profile illustrates, in no event will you have a positive rate of return based solely on the Maturity Payment Amount received at maturity; any positive return will be based solely on the Contingent Coupon Payments, if any, received during the term of the securities. This graph has been prepared for purposes of illustration only. Your actual return will depend on the actual Ending Price of the Lowest Performing Stock on the Final Calculation Day, whether the securities are automatically called prior to maturity, and whether you hold your securities to maturity. The performance of the better performing Underlying Stocks is not relevant to your return on the securities.

 

 

 

PRS-8

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Selected Risk Considerations

 

The securities have complex features and investing in the securities will involve risks not associated with an investment in conventional debt securities. Some of the risks that apply to an investment in the securities are summarized below, but we urge you to read the more detailed explanation of the risks relating to the securities generally in the “Risk Factors” beginning on page S-1 of the accompanying underlying supplement, page S-1 of the prospectus supplement and page 1 of the prospectus. You should reach an investment decision only after you have carefully considered with your advisors the appropriateness of an investment in the securities in light of your particular circumstances

 

Risks Relating To The Structure Of The Securities

 

If The Securities Are Not Automatically Called Prior To Maturity, You May Lose A Significant Portion Or All Of The Face Amount Of Your Securities At Maturity.

 

We will not repay you a fixed amount on the securities at maturity. If the securities are not automatically called prior to maturity, you will receive a Maturity Payment Amount that will be equal to or less than the face amount, depending on the Ending Price of the Lowest Performing Stock on the Final Calculation Day.

 

If the securities are not automatically called prior to maturity and the Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Downside Threshold Price, the Maturity Payment Amount will be reduced by an amount equal to the decline in the price of the Lowest Performing Stock from its Starting Price (expressed as a percentage of its Starting Price). The Downside Threshold Price for each Underlying Stock is 70% of its Starting Price. For example, if the securities are not automatically called and the price of the Lowest Performing Stock on the Final Calculation Day has declined by 30.1% from its Starting Price to its Ending Price, you will not receive any benefit of the contingent downside protection feature and you will lose 30.1% of the face amount. As a result, you will not receive any protection if the price of the Lowest Performing Stock on the Final Calculation Day declines significantly and you may lose a significant portion, and possibly all, of the face amount at maturity, even if the price of the Lowest Performing Stock is greater than or equal to its Starting Price or its Downside Threshold Price at certain times during the term of the securities.

 

Even if the Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than its Downside Threshold Price, the Maturity Payment Amount will not exceed the face amount, and your yield on the securities, taking into account any Contingent Coupon Payments you may have received during the term of the securities, may be less than the yield you would earn if you bought a traditional interest-bearing debt security of CIBC or another issuer with a similar credit rating.

 

The Securities Do Not Provide For Fixed Payments Of Interest And You May Receive No Coupon Payments On One Or More Coupon Payment Dates, Or Even Throughout The Entire Term Of The Securities.

 

On each Coupon Payment Date you will receive a Contingent Coupon Payment if, and only if, the Stock Closing Price of the Lowest Performing Stock on the related Coupon Determination Date is greater than or equal to its Coupon Threshold Price. The Coupon Threshold Price for each Underlying Stock is 70% of its Starting Price. If the Stock Closing Price of the Lowest Performing Stock on any Coupon Determination Date is less than its Coupon Threshold Price, you will not receive any Contingent Coupon Payment on the related Coupon Payment Date, and if the Stock Closing Price of the Lowest Performing Stock is less than its Coupon Threshold Price on each Coupon Determination Date over the term of the securities, you will not receive any Contingent Coupon Payments over the entire term of the securities.

 

The Securities Are Subject To The Full Risks Of Each Underlying Stock And Will Be Negatively Affected If Any Underlying Stock Performs Poorly, Even If The Other Underlying Stocks Perform Favorably.

 

You are subject to the full risks of each Underlying Stock. If any Underlying Stock performs poorly, you will be negatively affected, even if the other Underlying Stocks perform favorably. The securities are not linked to a basket composed of the Underlying Stocks, where the better performance of some Underlying Stocks could offset the poor performance of others. Instead, you are subject to the full risks of whichever Underlying Stock is the Lowest Performing Stock on each Calculation Day. As a result, the securities are riskier than an alternative investment linked to only one of the Underlying Stocks or linked to a basket composed of the Underlying Stocks. You should not invest in the securities unless you understand and are willing to accept the full downside risks of each Underlying Stock.

 

Your Return On The Securities Will Depend Solely On The Performance Of The Lowest Performing Stock On Each Calculation Day, And You Will Not Benefit In Any Way From The Performance Of The Better Performing Underlying Stocks.

 

Your return on the securities will depend solely on the performance of the Lowest Performing Stock on each Calculation Day. Although it is necessary for each Underlying Stock to close above its respective Coupon Threshold Price on the related Coupon Determination

 

PRS-9

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Date in order for you to receive a Contingent Coupon Payment and above its respective Downside Threshold Price on the Final Calculation Day for you to receive the face amount of your securities at maturity, you will not benefit in any way from the performance of the better performing Underlying Stocks. The securities may underperform an alternative investment linked to a basket composed of the Underlying Stocks, since in such case the performance of the better performing Underlying Stocks would be blended with the performance of the Lowest Performing Stock, resulting in a better return than the return of the Lowest Performing Stock alone.

 

You Will Be Subject To Risks Resulting From The Relationship Among The Underlying Stocks.

 

It is preferable from your perspective for the Underlying Stocks to be correlated with each other so that their prices will tend to increase or decrease at similar times and by similar magnitudes. By investing in the securities, you assume the risk that the Underlying Stocks will not exhibit this relationship. The less correlated the Underlying Stocks, the more likely it is that any one of the Underlying Stocks will be performing poorly at any time over the term of the securities. All that is necessary for the securities to perform poorly is for one of the Underlying Stocks to perform poorly; the performance of the better performing Underlying Stocks is not relevant to your return on the securities. It is impossible to predict what the relationship among the Underlying Stocks will be over the term of the securities. The Underlying Stocks may operate in the same or different industries or sectors of the U.S. equity market, and the Underlying Stocks may not perform similarly over the term of the securities.

 

You May Be Fully Exposed To The Decline In The Lowest Performing Stock On The Final Calculation Day From Its Starting Price, But Will Not Participate In Any Positive Performance Of Any Underlying Stock, And Your Maximum Possible Return On The Securities Will Be Limited To The Sum Of Any Contingent Coupon Payments.

 

Even though you will be fully exposed to a decline in the price of the Lowest Performing Stock on the Final Calculation Day if its Ending Price is below its Downside Threshold Price, you will not participate in any increase in the price of any Underlying Stock over the term of the securities. Your maximum possible return on the securities will be limited to the sum of the Contingent Coupon Payments you receive, if any. Consequently, your return on the securities may be significantly less than the return you could achieve on an alternative investment that provides for participation in an increase in the price of any or each Underlying Stock.

 

Higher Contingent Coupon Rates Are Associated With Greater Risk.

 

The securities offer Contingent Coupon Payments at a higher rate, if paid, than the fixed rate we would pay on conventional debt securities of the same maturity. These higher potential Contingent Coupon Payments are associated with greater levels of expected risk as of the Pricing Date as compared to conventional debt securities, including the risk that you may not receive a Contingent Coupon Payment on one or more, or any, Coupon Payment Dates and the risk that you may lose a substantial portion, and possibly all, of the face amount at maturity. The volatility of the Underlying Stocks and the correlation among the Underlying Stocks are important factors affecting this risk. Volatility is a measurement of the size and frequency of daily fluctuations in the price of a Underlying Stock, typically observed over a specified period of time. Volatility can be measured in a variety of ways, including on a historical basis or on an expected basis as implied by option prices in the market. Correlation is a measurement of the extent to which the prices of the Underlying Stocks tend to fluctuate at the same time, in the same direction and in similar magnitudes. Greater expected volatility of the Underlying Stocks or lower expected correlation among the Underlying Stocks as of the Pricing Date may result in a higher Contingent Coupon Rate, but it also represents a greater expected likelihood as of the Pricing Date that the Stock Closing Price of at least one Underlying Stock will be less than its Coupon Threshold Price on one or more Coupon Determination Dates, such that you will not receive one or more, or any, Contingent Coupon Payments during the term of the securities, and that the Stock Closing Price of at least one Underlying Stock will be less than its Downside Threshold Price on the Final Calculation Day such that you will lose a substantial portion, and possibly all, of the face amount at maturity. In general, the higher the Contingent Coupon Rate is relative to the fixed rate we would pay on conventional debt securities, the greater the expected risk that you will not receive one or more, or any, Contingent Coupon Payments during the term of the securities and that you will lose a substantial portion, and possibly all, of the face amount at maturity.

 

You Will Be Subject To Reinvestment Risk.

 

If your securities are automatically called, the term of the securities may be reduced to as short as approximately six months. There is no guarantee that you would be able to reinvest the proceeds from an investment in the securities at a comparable return for a similar level of risk in the event the securities are automatically called prior to maturity.

 

A Coupon Payment Date, A Call Payment Date And The Stated Maturity Date May Be Postponed If A Calculation Day Is Postponed.

 

A Calculation Day (including the Final Calculation Day) with respect to an Underlying Stock will be postponed if the applicable originally scheduled Calculation Day is not a Trading Day with respect to any Underlying Stock or if the calculation agent determines that a Market Disruption Event has occurred or is continuing with respect to that Underlying Stock on that Calculation Day. If such a postponement occurs with respect to a Calculation Day other than the Final Calculation Day, then the related Coupon Payment Date or

 

PRS-10

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Call Payment Date, as applicable, will be postponed. If such a postponement occurs with respect to the Final Calculation Day, the Stated Maturity Date will be the later of (i) the initial Stated Maturity Date and (ii) the third Business Day after the last Final Calculation Day as postponed.

 

Risk Relating To The Credit Risk Of CIBC

 

The Securities Are Subject To The Credit Risk Of Canadian Imperial Bank of Commerce.

 

The securities are our obligations exclusively and are not, either directly or indirectly, an obligation of any third party. Any amounts payable under the securities are subject to our creditworthiness, and you will have no ability to pursue any Underlying Stock Issuer for payment. As a result, our actual and perceived creditworthiness and actual or anticipated decreases in our credit ratings may affect the value of the securities and, in the event we were to default on our obligations, you may not receive any amounts owed to you under the terms of the securities. See “Description of Senior Debt Securities—Events of Default” in the prospectus.

 

Risks Relating To The Estimated Value Of The Securities And Any Secondary Market

 

Our Estimated Value Of The Securities Will Be Lower Than The Original Offering Price Of The Securities.

 

Our estimated value is only an estimate using several factors. The original offering price of the securities will exceed our estimated value because costs associated with selling and structuring the securities, as well as hedging the securities, are included in the original offering price of the securities. See “The Estimated Value of the Securities” in this pricing supplement.

 

Our Estimated Value Does Not Represent Future Values Of The Securities And May Differ From Others’ Estimates.

 

Our estimated value of the securities is determined by reference to our internal pricing models when the terms of the securities are set. This estimated value is based on market conditions and other relevant factors existing at that time and our assumptions about market parameters, which can include volatility, dividend rates, interest rates and other factors. Different pricing models and assumptions could provide valuations for the securities that are greater than or less than our estimated value. In addition, market conditions and other relevant factors in the future may change, and any assumptions may prove to be incorrect. On future dates, the value of the securities could change significantly based on, among other things, changes in market conditions, our creditworthiness, interest rate movements and other relevant factors, which may impact the price, if any, at which Wells Fargo Securities or any other person would be willing to buy securities from you in secondary market transactions. See “The Estimated Value of the Securities” in this pricing supplement.

 

Our Estimated Value Is Not Determined By Reference To Credit Spreads For Our Conventional Fixed-Rate Debt.

 

The internal funding rate used in the determination of our estimated value generally represents a discount from the credit spreads for our conventional fixed-rate debt. If we were to use the interest rate implied by our conventional fixed-rate credit spreads, we would expect the economic terms of the securities to be more favorable to you. Consequently, our use of an internal funding rate would have an adverse effect on the terms of the securities and any secondary market prices of the securities. See “The Estimated Value of the Securities” in this pricing supplement.

 

The Estimated Value Of The Securities Will Not Be An Indication Of The Price, If Any, At Which Wells Fargo Securities Or Any Other Person May Be Willing To Buy The Securities From You In The Secondary Market.

 

The price, if any, at which Wells Fargo Securities or any of its affiliates may purchase the securities in the secondary market will be based on Wells Fargo Securities’ proprietary pricing models and will fluctuate over the term of the securities as a result of changes in the market and other factors described in the next risk factor. Any such secondary market price for the securities will also be reduced by a bid-offer spread, which may vary depending on the aggregate face amount of the securities to be purchased in the secondary market transaction, and the expected cost of unwinding any related hedging transactions. Unless the factors described in the next risk factor change significantly in your favor, any such secondary market price for the securities will likely be less than the original offering price.

 

If Wells Fargo Securities or any of its affiliates makes a secondary market in the securities at any time up to the Issue Date or during the three-month period following the Issue Date, the secondary market price offered by Wells Fargo Securities or any of its affiliates will be increased by an amount reflecting a portion of the costs associated with selling, structuring, hedging and issuing the securities that are included in the original offering price. Because this portion of the costs is not fully deducted upon issuance, any secondary market price offered by Wells Fargo Securities or any of its affiliates during this period will be higher than it would be if it were based solely on Wells Fargo Securities’ proprietary pricing models less the bid-offer spread and hedging unwind costs described above. The amount of this increase in the secondary market price will decline steadily to zero over this three-month period. If you hold the securities through an account at Wells Fargo Securities or one of its affiliates, we expect that this increase will also be reflected in the value indicated for the securities on your brokerage account statement. If you hold your securities through an account at a broker-dealer other than Wells Fargo Securities or any of its affiliates, the value of the securities on your brokerage account statement may be different than if you held your securities at Wells Fargo Securities or any of its affiliates.

 

PRS-11

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

The Value Of The Securities Prior To Maturity Or Automatic Call Will Be Affected By Numerous Factors, Some Of Which Are Related In Complex Ways.

 

The value of the securities prior to maturity or automatic call will be affected by the then-current price of each Underlying Stock, interest rates at that time and a number of other factors, some of which are interrelated in complex ways. The effect of any one factor may be offset or magnified by the effect of another factor. The following factors, among others, are expected to affect the value of the securities: performance of the Underlying Stocks; volatility of the Underlying Stocks; correlation among the Underlying Stocks; economic and other conditions generally; interest rates; dividend yields on each Underlying Stock; our credit ratings or credit spreads; and time remaining to maturity. When we refer to the “value” of your security, we mean the value you could receive for your security if you are able to sell it in the open market before the Stated Maturity Date.

 

The value of the securities will also be limited by the automatic call feature because if the securities are automatically called, you will not receive the Contingent Coupon Payments that would have accrued, if any, had the securities been called on a later Calculation Day or held until the Stated Maturity Date. You should understand that the impact of one of the factors specified above, such as a change in interest rates, may offset some or all of any change in the value of the securities attributable to another factor, such as a change in the price any or all of the Underlying Stocks. Because numerous factors are expected to affect the value of the securities, changes in the prices of the Underlying Stocks may not result in a comparable change in the value of the securities.

 

The Securities Will Not Be Listed On Any Securities Exchange And We Do Not Expect A Trading Market For The Securities To Develop.

 

The securities will not be listed on any securities exchange. Although Wells Fargo Securities and/or its affiliates may purchase the securities from holders, they are not obligated to do so and are not required to make a market for the securities. There can be no assurance that a secondary market will develop for the securities. Because we do not expect that any market makers will participate in a secondary market for the securities, the price at which you may be able to sell your securities is likely to depend on the price, if any, at which Wells Fargo Securities and/or its affiliates are willing to buy your securities.

 

If a secondary market does exist, it may be limited. Accordingly, there may be a limited number of buyers if you decide to sell your securities prior to maturity or automatic call. This may affect the price you receive upon such sale. Consequently, you should be willing to hold the securities to maturity or automatic call.

 

Risks Relating To The Underlying Stocks

 

The Securities Will Be Subject To Single Stock Risk.

 

The price of an Underlying Stock can rise or fall sharply due to factors specific to that Underlying Stock and its issuer, 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 market volatility and prices, interest rates and economic and political conditions.

 

You Have Limited Anti-dilution Protection.

 

The calculation agent will, in its sole discretion, adjust the Adjustment Factor of an Underlying Stock for certain events affecting that Underlying Stock, such as stock splits and stock dividends, and certain other corporate actions involving its Underlying Stock Issuer, such as mergers. However, the calculation agent is not required to make an adjustment for every corporate event that can affect an Underlying Stock. For example, the calculation agent is not required to make any adjustments to the Adjustment Factor of an Underlying Stock if its Underlying Stock Issuer or anyone else makes a partial tender or partial exchange offer for that Underlying Stock. Consequently, this could affect the market value of the securities. See “General Terms of the Securities—Adjustments Relating to an Underlying Stock” in the accompanying product supplement for a description of the general circumstances in which the calculation agent will make adjustments to the Adjustment Factor of an Underlying Stock.

 

The Securities May Become Linked To The Common Stock Of A Company Other Than An Original Underlying Stock Issuer.

 

Following certain corporate events relating to an Underlying Stock, such as a stock-for-stock merger where its Underlying Stock Issuer is not the surviving entity, the shares of a successor corporation to its Underlying Stock Issuer will be substituted for that Underlying Stock for all purposes of the securities. Following certain other corporate events relating to an Underlying Stock in which holders of that Underlying Stock would receive all of their consideration in cash and the surviving entity has no marketable securities outstanding or there is no surviving entity (including, but not limited to, a leveraged buyout or other going private transaction involving that Underlying Stock Issuer, or a liquidation of its Underlying Stock Issuer), the common stock of another company in the same industry group as its Underlying Stock Issuer will be substituted for that Underlying Stock for all purposes of the securities. In the event of such a corporate event, the equity-linked nature of the securities would be significantly altered. We describe the specific corporate events that

 

PRS-12

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

can lead to these adjustments and the procedures for selecting the stock of another company as an Underlying Stock in the section entitled “General Terms of the Securities—Adjustments Relating to an Underlying Stock” in the accompanying product supplement. The occurrence of such corporate events and the consequent adjustments may materially and adversely affect the market value of the securities.

 

Risks Relating To Conflicts Of Interest

 

We Or One Of Our Affiliates Will Be The Calculation Agent And, As A Result, Potential Conflicts Of Interest Could Arise.

 

We or one of our affiliates will be the calculation agent for purposes of determining, among other things, the Starting Price and the Stock Closing Price of each Underlying Stock on each Calculation Day, calculating the Contingent Coupon Payments, if payable, and the Maturity Payment Amount, determining whether adjustments should be made to the Adjustment Factor of any Underlying Stock, determining whether a Market Disruption Event has occurred on a scheduled Calculation Day with respect to an Underlying Stock, which may result in postponement of that Calculation Day for that Underlying Stock, and determining the Stock Closing Price of an Underlying Stock if a Calculation Day is postponed to the last day to which it may be postponed and a Market Disruption Event occurs on that day with respect to that Underlying Stock. Although the calculation agent will exercise its judgment in good faith when performing its functions, potential conflicts of interest may exist between the calculation agent and you.

 

Our Economic Interests And Those Of Any Dealer Participating In The Offering Of Securities Will Potentially Be Adverse To Your Interests.

 

You should be aware of the following ways in which our economic interests and those of any dealer participating in the distribution of the securities, which we refer to as a “participating dealer,” will potentially be adverse to your interests as an investor in the securities. In engaging in certain of the activities described below, our affiliates or any participating dealer or its affiliates may take actions that may adversely affect the value of and your return on the securities, and in so doing they will have no obligation to consider your interests as an investor in the securities. Our affiliates or any participating dealer or its affiliates may realize a profit from these activities even if investors do not receive a favorable investment return on the securities.

 

Research reports by our affiliates or any participating dealer or its affiliates may be inconsistent with an investment in the securities and may adversely affect the price of an Underlying Stock.
Business activities of our affiliates or any participating dealer or its affiliates with an Underlying Stock Issuer;
Hedging activities by our affiliates or any participating dealer or its affiliates may adversely affect the price of an Underlying Stock.
Trading activities by our affiliates or any participating dealer or its affiliates may adversely affect the price of an Underlying Stock.
A participating dealer or its affiliates may realize hedging profits projected by its proprietary pricing models in addition to any selling concession and/or any fee, creating a further incentive for the participating dealer to sell the securities to you.

 

Risks Relating To Tax

 

The U.S. Federal Tax Consequences Of An Investment In The Securities Are Unclear.

 

There is no direct legal authority regarding the proper U.S. federal tax treatment of the securities, and we do not plan to request a ruling from the U.S. Internal Revenue Service (the “IRS”). Consequently, significant aspects of the tax treatment of the securities are uncertain, and the IRS or a court might not agree with the treatment of the securities as income-bearing prepaid cash-settled derivative contracts. If the IRS were successful in asserting an alternative treatment of the securities, the tax consequences of the ownership and disposition of the securities might be materially and adversely affected. As described under “Material U.S. Federal Income Tax Consequences” in the underlying supplement, the U.S. Treasury Department and the IRS released a notice requesting comments on various issues regarding the U.S. federal income tax treatment of “prepaid forward contracts” and similar instruments. Any Treasury regulations or other guidance promulgated after consideration of these issues could materially and adversely affect the tax consequences of an investment in the securities, including the character and timing of income or loss and the degree, if any, to which income realized by non-U.S. persons should be subject to withholding tax, possibly with retroactive effect.

 

Both U.S. and non-U.S. persons considering an investment in the securities should review carefully “Summary of U.S. Federal Income Tax Consequences” in this pricing supplement and “Material U.S. Federal Income Tax Consequences” in the underlying supplement and consult their tax advisors regarding the U.S. federal tax consequences of an investment in the securities (including possible alternative treatments and the issues presented by the notice), as well as tax consequences arising under the laws of any state, local or non-U.S. taxing jurisdiction.

 

PRS-13

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

There Can Be No Assurance That The Canadian Federal Income Tax Consequences Of An Investment In The Securities Will Not Change In The Future.

 

There can be no assurance that Canadian federal income tax laws, the judicial interpretation thereof, or the administrative policies and assessing practices of the Canada Revenue Agency will not be changed in a manner that adversely affects investors. For a discussion of the Canadian federal income tax consequences of investing in the securities, please read the section entitled “Certain Canadian Federal Income Tax Considerations” in this pricing supplement as well as the section entitled “Material Income Tax Consequences—Canadian Taxation” in the accompanying prospectus. You should consult your tax advisor with respect to your own particular situation.

 

PRS-14

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Hypothetical Returns

 

If the securities are automatically called:

 

If the securities are automatically called prior to maturity, you will receive the face amount of your securities plus a final Contingent Coupon Payment on the Call Payment Date. In the event the securities are automatically called, your total return on the securities will equal any Contingent Coupon Payments received prior to the Call Payment Date and the Contingent Coupon Payment received on the Call Payment Date.

 

If the securities are not automatically called:

 

If the securities are not automatically called prior to maturity, the following table illustrates, for a range of hypothetical Performance Factors of the Lowest Performing Stock on the Final Calculation Day, and the hypothetical Maturity Payment Amount payable at maturity per security (excluding the final Contingent Coupon Payment, if any). The Performance Factor of the Lowest Performing Stock on the Final Calculation Day is its Ending Price expressed as a percentage of its Starting Price (i.e., its Ending Price divided by its Starting Price).

 

 

Hypothetical

Performance Factor of

Lowest Performing Stock

on Final Calculation Day

  Hypothetical Maturity Payment
Amount Per Security
  200.00%   $1,000.00
  175.00%   $1,000.00
  150.00%   $1,000.00
  125.00%   $1,000.00
  100.00%   $1,000.00
  85.00%   $1,000.00
  70.00%   $1,000.00
  69.00%   $690.00
  50.00%   $500.00
  40.00%   $400.00
  25.00%   $250.00
  0.00%   $0.00

 

The above figures do not take into account Contingent Coupon Payments, if any, received during the term of the securities. As evidenced above, in no event will you have a positive return based solely on the Maturity Payment Amount; any positive return will be based solely on the Contingent Coupon Payments, if any, received during the term of the securities.

 

The above figures are for purposes of illustration only and may have been rounded for ease of analysis. If the securities are not automatically called prior to maturity, the actual amount you will receive at maturity will depend on the actual Starting Price, Downside Threshold Price and Ending Price of the Lowest Performing Stock. The performance of the better performing Underlying Stocks is not relevant to your return on the securities.

 

PRS-15

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Hypothetical Contingent Coupon Payments

 

Set forth below are examples that illustrate how to determine whether a Contingent Coupon Payment will be paid and whether the securities will be automatically called, if applicable, on a Coupon Payment Date prior to maturity. The examples do not reflect any specific Coupon Payment Date. The following examples assume that the securities are subject to automatic call on the applicable Call Observation Date. The first Call Observation Date is approximately six months after the Issue Date. The following examples reflect a hypothetical Contingent Coupon Rate of 16.00% per annum (the lowest possible Contingent Coupon Rate that may be determined on the Pricing Date) and assume the hypothetical Starting Price, Coupon Threshold Price and Stock Closing Prices for each Underlying Stock indicated in the examples. The terms used for purposes of these hypothetical examples do not represent any actual Starting Price or Coupon Threshold Price. The hypothetical Starting Price of $100.00 for each Underlying Stock has been chosen for illustrative purposes only and does not represent the actual Starting Price for any Underlying Stock. The actual Starting Price and Coupon Threshold Price for each Underlying Stock will be determined on the Pricing Date and will be set forth under “Terms of the Securities” above. For historical data regarding the actual Closing Prices of the Underlying Stocks, see the historical information set forth under the section titled “The Underlying Stocks” below. These examples are for purposes of illustration only and the values used in the examples may have been rounded for ease of analysis.

 

Example 1. The Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day is greater than or equal to its Coupon Threshold Price and less than its Starting Price. As a result, investors receive a Contingent Coupon Payment on the applicable Coupon Payment Date and the securities are not automatically called.

 

  AMZN GOOGL META
Hypothetical Starting Price: $100.00 $100.00 $100.00
Hypothetical Stock Closing Price on relevant Calculation Day: $90.00 $95.00 $80.00
Hypothetical Coupon Threshold Price: $70.00 $70.00 $70.00
Performance Factor (Stock Closing Price on relevant Calculation Day divided by Starting Price): 90.00% 95.00% 80.00%

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the relevant Calculation Day.

 

In this example, the META has the lowest Performance Factor and is, therefore, the Lowest Performing Stock on the relevant Calculation Day.

 

Step 2: Determine whether a Contingent Coupon Payment will be paid and whether the securities will be automatically called on the applicable Coupon Payment Date.

 

Since the hypothetical Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day is greater than or equal to its Coupon Threshold Price, but less than its Starting Price, you would receive a Contingent Coupon Payment on the applicable Coupon Payment Date and the securities would not be automatically called. The Contingent Coupon Payment would be equal to $40.00 per security, determined as follows: (i) $1,000 multiplied by 16.00% per annum divided by (ii) 4, rounded to the nearest cent.

 

Example 2. The Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day is less than its Coupon Threshold Price. As a result, investors do not receive a Contingent Coupon Payment on the applicable Coupon Payment Date and the securities are not automatically called.

 

  AMZN GOOGL META
Hypothetical Starting Price: $100.00 $100.00 $100.00
Hypothetical Stock Closing Price on relevant Calculation Day: $69.00 $125.00 $105.00
Hypothetical Coupon Threshold Price: $70.00 $70.00 $70.00
Performance Factor (Stock Closing Price on relevant Calculation Day divided by Starting Price): 69.00% 125.00% 105.00%

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the relevant Calculation Day.

 

In this example, the AMZN has the lowest Performance Factor and is, therefore, the Lowest Performing Stock on the relevant Calculation Day.

 

PRS-16

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Step 2: Determine whether a Contingent Coupon Payment will be paid and whether the securities will be automatically called on the applicable Coupon Payment Date.

 

Since the hypothetical Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day is less than its Coupon Threshold Price, you would not receive a Contingent Coupon Payment on the applicable Coupon Payment Date. In addition, the securities would not be automatically called, even though the Stock Closing Prices of the better performing Underlying Stocks on the relevant Calculation Day are greater than their Starting Prices. As this example illustrates, whether you receive a Contingent Coupon Payment and whether the securities are automatically called on a Coupon Payment Date will depend solely on the Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day. The performance of the better performing Underlying Stocks is not relevant to your return on the securities.

 

Example 3. The Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day is greater than or equal to its Starting Price. As a result, the securities are automatically called on the applicable Coupon Payment Date for the face amount plus a final Contingent Coupon Payment.

 

  AMZN GOOGL META
Hypothetical Starting Price: $100.00 $100.00 $100.00
Hypothetical Stock Closing Price on relevant Calculation Day: $115.00 $105.00 $130.00
Hypothetical Coupon Threshold Price: $70.00 $70.00 $70.00
Performance Factor (Stock Closing Price on relevant Calculation Day divided by Starting Price): 115.00% 105.00% 130.00%

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the relevant Calculation Day.

 

In this example, the GOOGL has the lowest Performance Factor and is, therefore, the Lowest Performing Stock on the relevant Calculation Day.

 

Step 2: Determine whether a Contingent Coupon Payment will be paid and whether the securities will be automatically called on the applicable Coupon Payment Date.

 

Since the hypothetical Stock Closing Price of the Lowest Performing Stock on the relevant Calculation Day is greater than or equal to its Starting Price, the securities would be automatically called and you would receive the face amount plus a final Contingent Coupon Payment on the applicable Coupon Payment Date, which is also referred to as the Call Payment Date. On the Call Payment Date, you would receive $1,040.00 per security.

 

You will not receive any further payments after the Call Payment Date.

 

PRS-17

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Hypothetical Maturity Payment Amount

 

Set forth below are examples of calculations of the Maturity Payment Amount payable at maturity, assuming that the securities have not been automatically called prior to maturity and assuming the hypothetical Starting Price, Coupon Threshold Price, Downside Threshold Price and Ending Price for each Underlying Stock indicated in the examples. The terms used for purposes of these hypothetical examples do not represent any actual Starting Price, Coupon Threshold Price, Downside Threshold Price or Ending Price. The hypothetical Starting Price of $100.00 for each Underlying Stock has been chosen for illustrative purposes only and does not represent the actual Starting Price for any Underlying Stock. The actual Starting Price, Coupon Threshold Price and Downside Threshold Price for each Underlying Stock will be determined on the Pricing Date and will be set forth under “Terms of the Securities” above. For historical data regarding the actual Closing Prices of the Underlying Stocks, see the historical information set forth under the section titled “The Underlying Stocks” below. These examples are for purposes of illustration only and the values used in the examples may have been rounded for ease of analysis.

 

Example 1. The Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than its Starting Price, the Maturity Payment Amount is equal to the face amount of your securities at maturity and you receive a final Contingent Coupon Payment:

 

  AMZN GOOGL META
Hypothetical Starting Price: $100.00 $100.00 $100.00
Hypothetical Ending Price: $145.00 $135.00 $125.00
Hypothetical Coupon Threshold Price: $70.00 $70.00 $70.00
Hypothetical Downside Threshold Price: $70.00 $70.00 $70.00
Performance Factor (Ending Price divided by Starting Price): 145.00% 135.00% 125.00%

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the Final Calculation Day.

 

In this example, the META has the lowest Performance Factor and is, therefore, the Lowest Performing Stock on the Final Calculation Day.

 

Step 2: Determine the Maturity Payment Amount based on the Ending Price of the Lowest Performing Stock on the Final Calculation Day.

 

Since the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than its hypothetical Downside Threshold Price, the Maturity Payment Amount would equal the face amount. Although the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is significantly greater than its hypothetical Starting Price in this scenario, the Maturity Payment Amount will not exceed the face amount.

 

In addition to any Contingent Coupon Payments received during the term of the securities, at maturity you would receive $1,000 per security. In addition, because the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than its Coupon Threshold Price, you would receive a final Contingent Coupon Payment on the Stated Maturity Date.

 

Example 2. The Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Starting Price but greater than its Downside Threshold Price and its Coupon Threshold Price, the Maturity Payment Amount is equal to the face amount of your securities at maturity and you receive a final Contingent Coupon Payment:

 

  AMZN GOOGL META
Hypothetical Starting Price: $100.00 $100.00 $100.00
Hypothetical Ending Price: $90.00 $115.00 $110.00
Hypothetical Coupon Threshold Price: $70.00 $70.00 $70.00
Hypothetical Downside Threshold Price: $70.00 $70.00 $70.00
Performance Factor (Ending Price divided by Starting Price): 90.00% 115.00% 110.00%

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the Final Calculation Day.

 

In this example, the AMZN has the lowest Performance Factor and is, therefore, the Lowest Performing Stock on the Final Calculation Day.

 

PRS-18

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Step 2: Determine the Maturity Payment Amount based on the Ending Price of the Lowest Performing Stock on the Final Calculation Day.

 

Since the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its hypothetical Starting Price, but not by more than 30%, you would receive the face amount of your securities at maturity.

 

In addition to any Contingent Coupon Payments received during the term of the securities, at maturity you would receive $1,000 per security. In addition, because the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is greater than its Coupon Threshold Price, you would receive a final Contingent Coupon Payment on the Stated Maturity Date.

 

Example 3. The Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Downside Threshold Price, the Maturity Payment Amount is less than the face amount of your securities at maturity and you do not receive a final Contingent Coupon Payment:

 

  AMZN GOOGL META
Hypothetical Starting Price: $100.00 $100.00 $100.00
Hypothetical Ending Price: $120.00 $45.00 $90.00
Hypothetical Coupon Threshold Price: $70.00 $70.00 $70.00
Hypothetical Downside Threshold Price: $70.00 $70.00 $70.00
Performance Factor (Ending Price divided by Starting Price): 120.00% 45.00% 90.00%

 

Step 1: Determine which Underlying Stock is the Lowest Performing Stock on the Final Calculation Day.

 

In this example, the GOOGL has the lowest Performance Factor and is, therefore, the Lowest Performing Stock on the Final Calculation Day.

 

Step 2: Determine the Maturity Payment Amount based on the Ending Price of the Lowest Performing Stock on the Final Calculation Day.

 

Since the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its hypothetical Starting Price by more than 30%, you would lose a portion of the face amount of your securities and receive the Maturity Payment Amount equal to $450.00 per security, calculated as follows:

 

= $1,000× Performance Factor of the Lowest Performing Stock on the Final Calculation Day

 

= $1,000 × 45.00%

 

= $450.00

 

In addition to any Contingent Coupon Payments received during the term of the securities, at maturity you would receive $450.00 per security. Because the hypothetical Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Coupon Threshold Price, you would not receive a final Contingent Coupon Payment on the Stated Maturity Date.

 

These examples illustrate that you will not participate in any appreciation of any Underlying Stock, but will be fully exposed to a decrease in the Lowest Performing Stock if the securities are not automatically called prior to maturity and the Ending Price of the Lowest Performing Stock on the Final Calculation Day is less than its Downside Threshold Price, even if the Ending Prices of the other Underlying Stocks have appreciated or have not declined below their respective Downside Threshold Prices.

 

To the extent that the actual Starting Price, Coupon Threshold Price, Downside Threshold Price and Ending Price of the Lowest Performing Stock differ from the values assumed above, the results indicated above would be different.

 

PRS-19

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

The Underlying Stocks

 

Amazon.com, Inc.

 

Amazon.com, Inc. is an online retailer that offers a range of products. The company’s products include books, music, videotapes, computers, electronics, home and garden, and other products. The company offers personalized shopping services, web-based credit card payment, and direct shipping to customers. Information filed by the company with the SEC under the Exchange Act can be located by reference to its SEC CIK number: 1018724 or SEC file number: 000-22513. This Underlying Stock trades on the Nasdaq Global Select Market under the symbol “AMZN.”

 

Alphabet Inc.

 

Alphabet Inc. operates as a holding company. The company, through its subsidiaries, provides web-based search, advertisements, maps, software applications, mobile operating systems, consumer content, enterprise solutions, commerce, and hardware products. Information filed by the company with the SEC under the Exchange Act can be located by reference to its SEC CIK number: 1652044 or SEC file number: 001-37580. This Underlying Stock trades on The Nasdaq Stock Market LLC under the symbol “GOOGL.”

 

Meta Platforms, Inc.

 

Meta Platforms, Inc. (formerly Facebook, Inc.) operates as a social technology company. The company builds applications and technologies that help people connect, find communities, and grow businesses. The company is also involved in advertisements, augmented, and virtual reality. Information filed by the company with the SEC under the Exchange Act can be located by reference to its SEC CIK number: 1326801 or SEC file number: 001-35551. This Underlying Stock trades on The Nasdaq Stock Market LLC under the symbol “META.”

 

Historical Data

 

We obtained the Closing Prices of the Underlying Stocks in the graphs below from Bloomberg Finance L.P. (“Bloomberg”) without independent verification. The historical performance of the Underlying Stocks should not be taken as an indication of future performance, and no assurances can be given as to the Closing Price of any Underlying Stock on the Calculation Days. We cannot give you assurance that the performance of the Underlying Stocks will result in the return of any of your investment.

 

The following graphs set forth daily Closing Prices of the Underlying Stocks for the period from January 1, 2019 to October 25, 2024. On October 25, 2024, the Closing Price was $187.83 for the AMZN, $165.27 for the GOOGL and $573.25 for the META.

 

Historical Performance of AMZN

 

 

 

Source: Bloomberg

 

PRS-20

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Historical Performance of GOOGL

 

 

 

Source: Bloomberg

 

Historical Performance of META

 

 

 

Source: Bloomberg

 

 

PRS-21

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

The Estimated Value of the Securities

 

The estimated value of the securities set forth on the cover of this pricing supplement is equal to the sum of the values of the following hypothetical components: (1) a fixed-income debt component with the same maturity as the securities, valued using our internal funding rate for structured debt described below, and (2) the derivative or derivatives underlying the economic terms of the securities. The estimated value does not represent a minimum price at which Wells Fargo Securities or any other person would be willing to buy your securities in any secondary market (if any exists) at any time. The internal funding rate used in the determination of the Bank’s estimated value generally represents a discount from the credit spreads for our conventional fixed-rate debt. The discount is based on, among other things, our view of the funding value of the securities as well as the higher issuance, operational and ongoing liability management costs of the securities in comparison to those costs for our conventional fixed-rate debt. For additional information, see “Risk Factors—Our Estimated Value Is Not Determined By Reference To Credit Spreads For Our Conventional Fixed-Rate Debt” in this pricing supplement. The value of the derivative or derivatives underlying the economic terms of the securities is derived from the Bank’s or a third party hedge provider’s internal pricing models. These models are dependent on inputs such as the traded market prices of comparable derivative instruments and on various other inputs, some of which are market-observable, and which can include volatility, dividend rates, interest rates and other factors, as well as assumptions about future market events and/or environments. Accordingly, the Bank’s estimated value of the securities is determined when the terms of the securities are set based on market conditions and other relevant factors and assumptions existing at that time. See “Risk Factors—Our Estimated Value Does Not Represent Future Values Of The Securities And May Differ From Others’ Estimates” in this pricing supplement.

 

The Bank’s estimated value of the securities will be lower than the original offering price of the securities because costs associated with selling, structuring and hedging the securities are included in the original offering price of the securities. These costs include the selling commissions paid to affiliated or unaffiliated dealers, the projected profits that our hedge counterparties, which may include our affiliates, expect to realize for assuming risks inherent in hedging our obligations under the securities and the estimated cost of hedging our obligations under the securities. Because hedging our obligations entails risk 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 it may result in a loss. We or one or more of our affiliates will retain any profits realized in hedging our obligations under the securities. See “Risk Factors—Our Estimated Value of the Securities Will Be Lower Than The Original Offering Price Of The Securities” in this pricing supplement.

 

PRS-22

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Summary of U.S. Federal Income Tax Consequences

 

The following discussion is a brief summary of the material U.S. federal income tax considerations relating to an investment in the securities. The following summary is not complete and is both qualified and supplemented by, or in some cases supplements, the discussion entitled “Material U.S. Federal Income Tax Consequences” in the underlying supplement, which you should carefully review prior to investing in the securities. It applies only to those U.S. Holders who are not excluded from the discussion of United States Taxation in the accompanying prospectus.

 

The U.S. federal income tax consequences of your investment in the securities are uncertain. No statutory, judicial or administrative authority directly discusses how the securities should be treated for U.S. federal income tax purposes. In the opinion of our tax counsel, Mayer Brown LLP, it would generally be reasonable to treat the securities as income-bearing prepaid cash-settled derivative contracts. By purchasing the securities, you agree to treat the securities in this manner for all U.S. federal income tax purposes. If this treatment is respected, you should generally recognize capital gain or loss upon the sale, exchange, redemption or payment on maturity in an amount equal to the difference between the amount you receive at such time and the amount that you paid for your securities. Such gain or loss should generally be long-term capital gain or loss if you have held your securities for more than one year. Although the tax treatment of the Contingent Coupon Payments is unclear, we intend to treat any Contingent Coupon Payments, including on the Maturity Date, as ordinary income includible in income by you at the time it accrues or is received in accordance with your normal method of accounting for U.S. federal income tax purposes. Non-U.S. Holders should consult the section entitled “Material U.S. Federal Income Tax Consequences—Non-U.S. Holders” in the underlying supplement.

 

The expected characterization of the securities is not binding on the IRS or the courts. Thus, it is possible that the IRS would seek to characterize your securities in a manner that results in tax consequences to you that are different from those described above or in the accompanying underlying supplement. For a more detailed discussion of certain alternative characterizations with respect to your securities and certain other considerations with respect to your investment in the securities, you should consider the discussion set forth in “Material U.S. Federal Income Tax Consequences” of the underlying supplement. We are not responsible for any adverse consequences that you may experience as a result of any alternative characterization of the securities for U.S. federal income tax or other tax purposes.

 

With respect to the discussion in the underlying supplement regarding “dividend equivalent” payments, the IRS has issued a notice that provides that withholding on dividend equivalent payments will not apply to specified ELIs that are not delta-one instruments and that are issued before January 1, 2027. Based on our determination that the securities are not “delta-one” instruments, Non-U.S. Holders should not be subject to withholding on dividend equivalent payments, if any, under the securities. For a more detailed discussion of withholding responsibilities on dividend equivalent payments, Non-U.S. Holders should consult the section entitled “Material U.S. Federal Income Tax Consequences—Non-U.S. Holders” in the underlying supplement and consult with their own tax advisors.

 

You should consult your tax advisor as to the tax consequences of such characterization and any possible alternative characterizations of the securities for U.S. federal income tax purposes. You should also consult your tax advisor concerning the U.S. federal income tax and other tax consequences of your investment in the securities in your particular circumstances, including the application of state, local or other tax laws and the possible effects of changes in federal or other tax laws.

 

PRS-23

 

 

Market Linked Securities—Auto-Callable with Contingent Coupon and Contingent Downside

Principal at Risk Securities Linked to the Lowest Performing of the Common Stock of Amazon.com, Inc., the Class A Common Stock of Alphabet Inc., and the Class A Common Stock of Meta Platforms, Inc. due November 18, 2027

 

Certain Canadian Federal Income Tax Considerations

 

In the opinion of Blake, Cassels & Graydon LLP, our Canadian tax counsel, the following summary describes the principal Canadian federal income tax considerations under the Income Tax Act (Canada) and the regulations thereto (the “Canadian Tax Act”) generally applicable at the date hereof to a purchaser who acquires beneficial ownership of a security pursuant to this pricing supplement and who for the purposes of the Canadian Tax Act and at all relevant times: (a) is neither resident nor deemed to be resident in Canada; (b) deals at arm’s length with CIBC and any transferee resident (or deemed to be resident) in Canada to whom the purchaser disposes of the security; (c) does not use or hold and is not deemed to use or hold the security in, or in the course of, carrying on a business in Canada; (d) is entitled to receive all payments (including any interest and principal) made on the security; (e) is not a, and deals at arm’s length with any, “specified shareholder” of CIBC for purposes of the thin capitalization rules in the Canadian Tax Act; and (f) is not an entity in respect of which CIBC or any transferee resident (or deemed to be resident) in Canada to whom the purchaser disposes of, loans or otherwise transfers the security is a “specified entity”, and is not a “specified entity” in respect of such a transferee, in each case, for purposes of the Hybrid Mismatch Rules, as defined below (a “Non-Resident Holder”). Special rules which apply to non-resident insurers carrying on business in Canada and elsewhere are not discussed in this summary.

 

This summary assumes that no amount paid or payable to a holder described herein will be the deduction component of a “hybrid mismatch arrangement” under which the payment arises within the meaning of the rules in the Canadian Tax Act with respect to “hybrid mismatch arrangements” (the “Hybrid Mismatch Rules”). Investors should note that the Hybrid Mismatch Rules are highly complex and there remains significant uncertainty as to their interpretation and application.

 

This summary is supplemental to and should be read together with the description of material Canadian federal income tax considerations relevant to a Non-Resident Holder owning securities under “Material Income Tax Consequences—Canadian Taxation” in the accompanying prospectus and a Non-Resident Holder should carefully read that description as well.

 

This summary is of a general nature only and is not intended to be, nor should it be construed to be, legal or tax advice to any particular Non-Resident Holder. Non-Resident Holders are advised to consult with their own tax advisors with respect to their particular circumstances.

 

Based on Canadian tax counsel’s understanding of the Canada Revenue Agency’s administrative policies and having regard to the terms of the securities, interest payable on the securities should not be considered to be “participating debt interest” as defined in the Canadian Tax Act and accordingly, a Non-Resident Holder should not be subject to Canadian non-resident withholding tax in respect of amounts paid or credited or deemed to have been paid or credited by CIBC on a security as, on account of or in lieu of payment of, or in satisfaction of, interest.

 

Non-Resident Holders should consult their own advisors regarding the consequences to them of a disposition of the securities to a person with whom they are not dealing at arm’s length for purposes of the Canadian Tax Act.

 

PRS-24

 

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