Subject to Completion
Preliminary Term Sheet
Dated August 30, 2023
|
Filed Pursuant to Rule 433
Registration Statement No. 333-262557
(To Prospectus dated March 4, 2022 and
Product Supplement EQUITY STR-1 dated May 2,
2023)
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Units
$10 principal amount per unit CUSIP No. ![]() |
Pricing Date*
Settlement Date* Maturity Date* |
September , 2023
September , 2023
September , 2029
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*Subject to change based on the actual date the notes are priced for initial sale to the public (the “pricing date”)
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Autocallable Strategic Accelerated Redemption Securities® Linked to the S&P 500® Index
◾ Automatically callable if the closing level of the Index on any Observation Date, occurring approximately one, two, three, four, five and six years after the
pricing date, is at or above the Starting Value
◾ In the event of an automatic call, the amount payable per unit will be:
◾ [$10.65 to $10.75] if called on the first Observation Date
◾ [$11.30 to $11.50] if called on the second Observation Date
◾ [$11.95 to $12.25] if called on the third Observation Date
◾ [$12.60 to $13.00] if called on the fourth Observation Date
◾ [$13.25 to $13.75] if called on the fifth Observation Date
◾ [$13.90 to $14.50] if called on the final Observation Date
◾ If not called on any of the first five Observation Dates, a maturity of approximately six years
◾ If not called, 1-to-1 downside exposure to decreases in the Index beyond a 15.00% decline, with up to 85.00% of
your principal amount at risk
◾ All payments are subject to the credit risk of The Toronto-Dominion Bank
◾ No periodic interest payments
◾ In addition to the underwriting discount set forth below, the notes include a hedging-related charge of $0.05 per
unit. See “Structuring the Notes”
◾ Limited secondary market liquidity, with no exchange listing
◾ The notes are unsecured debt securities and are not savings accounts or insured deposits of a bank. The notes are
not insured or guaranteed by the Canada Deposit Insurance Corporation (the “CDIC”), the U.S. Federal Deposit Insurance Corporation (the “FDIC”), or any other governmental agency of Canada, the United States or any other jurisdiction
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Per Unit
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Total
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Public offering price(1)
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$ 10.00
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$
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Underwriting discount(1)
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$ 0.20
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$
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Proceeds, before expenses, to TD
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$ 9.80
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$
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(1) |
For any purchase of 300,000 units or more in a single transaction by an individual investor or in combined transactions with the investor’s household in this offering, the public offering price and the
underwriting discount will be $9.95 per unit and $0.15 per unit, respectively. See “Supplement to the Plan of Distribution (Conflicts of Interest)” below.
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Are Not FDIC Insured
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Are Not Bank Guaranteed
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May Lose Value
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Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Terms of the Notes
|
Issuer:
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The Toronto-Dominion Bank (“TD”)
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Principal Amount:
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$10.00 per unit
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Term:
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Approximately six years, if not called on any of the first five Observation Dates
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Market Measure:
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The S&P 500® Index (Bloomberg symbol: “SPX”), a price return index
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Starting Value:
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The closing level of the Market Measure on the pricing date
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Observation
Level:
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The closing level of the Market Measure on any Observation Date
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Ending Value:
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The Observation Level of the Index on the final Observation Date
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Observation
Dates:
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On or about September , 2024, September , 2025, September , 2026, September , 2027, September , 2028 and September , 2029 (the final
Observation Date), approximately one, two, three, four, five and six years after the pricing date.
The Observation Dates are subject to postponement in the event of Market Disruption Events, as described on page PS-28 of product supplement EQUITY STR-1.
|
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Call Level:
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100% of the Starting Value
|
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Call Amounts (per
Unit) and Call
Premiums:
|
[$10.65 to $10.75], representing a Call Premium of [6.50% to 7.50%] of the principal amount, if called on the first Observation Date; [$11.30
to $11.50], representing a Call Premium of [13.00% to 15.00%] of the principal amount, if called on the second Observation Date; [$11.95 to $12.25], representing a Call Premium of [19.50% to 22.50%] of the principal amount, if
called on the third Observation Date; [$12.60 to $13.00], representing a Call Premium of [26.00% to 30.00%] of the principal amount, if called on the fourth Observation Date; [$13.25 to $13.75], representing a Call Premium of
[32.50% to 37.50%] of the principal amount, if called on the fifth Observation Date and [$13.90 to $14.50], representing a Call Premium of [39.00% to 45.00%] of the principal amount, if called on the final Observation Date.
The actual Call Amounts and Call Premiums will be determined on the pricing date.
|
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Call Settlement
Dates:
|
Approximately the fifth business day following the applicable Observation Date, subject to postponement as described on page PS-25 of product supplement EQUITY
STR-1; provided however that the Call Settlement Date related to the final Observation Date will be the maturity date.
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Threshold Value:
|
85.00% of the Starting Value
|
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Fees and
Charges: |
The underwriting discount of $0.20 per unit listed on the cover page and the hedging related charge of $0.05 per unit described in “Structuring the Notes” on
page TS-17.
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Calculation
Agents:
|
BofA Securities, Inc. (“BofAS”) and TD, acting jointly.
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Payment Determination
|
Automatic Call Provision:
![]() Redemption Amount Determination:
If the notes are not called, you will receive the Redemption Amount per unit on the maturity date, determined as follows:
![]() In this case, you will receive a Redemption Amount that is less and possibly significantly less, than the principal amount per unit.
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|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
◾ |
Product supplement EQUITY STR-1 dated May 2, 2023:
|
◾ |
Prospectus dated March 4, 2022:
|
◾ |
You anticipate that the closing level of the Market Measure on any of the Observation Dates will be equal to or greater than the Call Level and, if the notes are automatically called prior to the final Observation Date, you
accept an early exit from your investment.
|
◾ |
You accept that the return on the notes will be limited to the return represented by the applicable Call Premium even if the percentage change in the level of the Market Measure is greater than the applicable Call Premium.
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◾ |
You are willing to risk a loss of principal and return if the notes are not automatically called and the Index decreases from the Starting Value to an Ending Value that is below the Threshold Value.
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◾ |
You are willing to forgo the interest payments that are paid on conventional interest bearing debt securities.
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◾ |
You are willing to forgo dividends or other benefits of owning the stocks included in the Index.
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◾ |
You are willing to accept a limited or no market for sales prior to maturity, and understand that the market prices for the notes, if any, will be affected by various factors, including our actual and perceived creditworthiness,
our internal funding rate and fees and charges on the notes.
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◾ |
You are willing to assume our credit risk, as issuer of the notes, for all payments under the notes, including the Call Amount or the Redemption Amount.
|
◾ |
You wish to make an investment that cannot be automatically called.
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◾ |
You believe that the level of the Index will decrease from the Starting Value to an Ending Value that is below the Threshold Value.
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◾ |
You anticipate that the Observation Level will be less than the Call Level on each Observation Date.
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◾ |
You seek an uncapped return on your investment.
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◾ |
You seek 100% principal repayment or preservation of capital.
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◾ |
You seek interest payments or other current income on your investment.
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◾ |
You want to receive dividends or other distributions paid on the stocks included in the Index.
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◾ |
You seek an investment for which there will be a liquid secondary market.
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◾ |
You are unwilling or are unable to take market risk on the notes or to accept the credit risk of TD as issuer of the notes.
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Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
(1) |
a Starting Value of 100.00;
|
(2) |
a Threshold Value of 85.00;
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(3) |
a Call Level of 100.00;
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(4) |
an expected term of the notes of approximately six years, if the notes are not called on any of the first five Observation Dates;
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(5) |
a Call Premium of 7.00% of the principal amount if the notes are called on the first Observation Date, 14.00% if called on the second Observation Date, 21.00% if called on the third Observation Date, 28.00% if called on the fourth
Observation Date, 35.00% if called on the fifth Observation Date and 42.00% if called on the final Observation Date (the midpoint of the applicable Call Premium ranges); and
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(6) |
Observation Dates occurring approximately one, two, three, four, five and six years after the pricing date.
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Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Notes Are Called on an Observation Date
|
Notes Are
Not Called
on Any
Observation
Date
|
Notes Are
Not Called
on Any
Observation
Date
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Example 1
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Example 2
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Example 3
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Example 4
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Example 5
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Example 6
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Example 7
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Example 8
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Starting Value
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100.00
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100.00
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100.00
|
100.00
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100.00
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100.00
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100.00
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100.00
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Call Level
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100.00
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100.00
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100.00
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100.00
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100.00
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100.00
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100.00
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100.00
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Threshold Value
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85.00
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85.00
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85.00
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85.00
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85.00
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85.00
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85.00
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85.00
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Observation Level on
the First Observation
Date
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150.00
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90.00
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90.00
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90.00
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90.00
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90.00
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88.00
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88.00
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Observation Level on
the Second
Observation Date
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N/A
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105.00
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90.00
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90.00
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90.00
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90.00
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78.00
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78.00
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Observation Level on
the Third Observation
Date
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N/A
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N/A
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125.00
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90.00
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90.00
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90.00
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85.00
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85.00
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Observation Level on
the Fourth Observation
Date
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N/A
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N/A
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N/A
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130.00
|
90.00
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90.00
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95.00
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95.00
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Observation Level on
the Fifth Observation
Date
|
N/A
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N/A
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N/A
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N/A
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135.00
|
90.00
|
94.00
|
96.00
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Observation Level on
the Final Observation
Date
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N/A
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N/A
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N/A
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N/A
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N/A
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140.00
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85.00
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80.00
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Return on the Index
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50.00%
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5.00%
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25.00%
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30.00%
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35.00%
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40.00%
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-15.00%
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-20.00%
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Return on the Notes
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7.00%
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14.00%
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21.00%
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28.00%
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35.00%
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42.00%
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0.00%
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-5.00%
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Call Amount /
Redemption Amount
per Unit
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$10.70
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$11.40
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$12.10
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$12.80
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$13.50
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$14.20
|
$10.00
|
$9.50
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
◾ |
If the notes are not automatically called, depending on the performance of the Index as measured shortly before the maturity date, your investment may result in a loss; there is no guaranteed return of principal.
|
◾ |
Your return on the notes may be less than the yield you could earn by owning a conventional fixed or floating rate debt security of comparable maturity.
|
◾ |
Your investment return is limited to the return represented by the applicable Call Premium and may be less than a comparable investment directly in the stocks included in the Index.
|
◾ |
The Index sponsor may adjust the Index in a way that may adversely affect its level and your interests, and the Index sponsor has no obligation to consider your interests.
|
◾ |
You will have no rights of a holder of the securities included in the Index, and you will not be entitled to receive securities or dividends or other distributions by the issuers of those securities.
|
◾ |
While we, MLPF&S, BofAS or our respective affiliates may from time to time own securities of companies included in the Index, except to the extent that the common stock of Bank of America Corporation (the parent company of
MLPF&S and BofAS) is included in the Index, we, MLPF&S, BofAS and our respective affiliates do not control any company included in the Index, and have not verified any disclosure made by any other company.
|
◾ |
The initial estimated value of your notes on the pricing date will be less than their public offering price. The difference between the public offering price of your notes and the initial estimated value of the notes reflects costs
and expected profits associated with selling and structuring the notes, as well as hedging our obligations under the notes (including, but not limited to, the hedging related charge, as further described under “Structuring the Notes” on
page TS-17). Because hedging our obligations entails risks and may be influenced by market forces beyond our control, this hedging may result in a profit that is more or less than expected, or a loss and the amount of any such profit or
loss will not be known until the maturity date.
|
◾ |
The initial estimated value of your notes is based on our internal funding rate. The internal funding rate used in the determination of the initial estimated value of the notes generally represents a discount from the credit spreads
for our conventional fixed-rate debt securities and the borrowing rate we would pay for our conventional fixed-rate debt securities. This discount is based on, among other things, our view of the funding value of the notes as well as
the higher issuance, operational and ongoing liability management costs of the notes in comparison to those costs for our conventional fixed-rate debt, as well as estimated financing costs of any hedge positions (including, but not
limited to, the hedging related charge, as further described under “Structuring the Notes” on page TS-17), taking into account regulatory and internal requirements. If the interest rate implied by the credit spreads for our conventional
fixed-rate debt securities, or the borrowing rate we would pay for our conventional fixed-rate debt securities were to be used, we would expect the economic terms of the notes to be more favorable to you. Additionally, assuming all
other economic terms are held constant, the use of an internal funding rate for the notes is expected to increase the initial estimated value of the notes and have an adverse effect on the economic terms of the notes.
|
◾ |
The initial estimated value of the notes is based on our internal pricing models, which may prove to be inaccurate and may be different from the pricing models of other financial institutions, including BofAS and MLPF&S. The
initial estimated value of your notes when the terms of the notes are set on the pricing date is based on our internal pricing models, which take into account a number of variables, typically including the expected volatility of the
Market Measure, interest rates (forecasted, current and historical rates), price-sensitivity analysis, time to maturity of the notes and our internal funding rate, and are based on a number of subjective assumptions, which are not
evaluated or verified on an independent basis and may or may not materialize. Further, our pricing models may be different from other financial institutions’ pricing models, including those of BofAS and MLPF&S, and the methodologies
used by us to estimate the value of the notes may not be consistent with those of other financial institutions that may be purchasers or sellers of notes in any secondary market. As a result, the secondary market price of your notes, if
any, may be materially less than the initial estimated value of the notes determined by reference to our internal pricing models. In addition, market conditions and other relevant factors in the future may change and any assumptions may
prove to be incorrect.
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
◾ |
The initial estimated value of your notes is not a prediction of the prices at which you may sell your notes in the secondary market, if any exists, and such secondary market prices, if any, will likely be less than the public
offering price of your notes, may be less than the initial estimated value of your notes and could result in a substantial loss to you. The initial estimated value of the notes will not be a prediction of the prices at which MLPF&S,
BofAS, their or our respective affiliates or third parties may be willing to purchase the notes from you in secondary market transactions (if they are willing to purchase, which they are not obligated to do). The price at which you may
be able to sell your notes in the secondary market at any time, if any, will be influenced by many factors that cannot be predicted, such as market conditions, and any bid and ask spread for similar sized trades, and may be
substantially less than the initial estimated value of the notes. Further, as secondary market prices of your notes take into account the levels at which our debt securities trade in the secondary market, and do not take into account
our various costs and expected profits associated with selling and structuring the notes, as well as hedging our obligations under the notes, secondary market prices of your notes will likely be less than the public offering price of
your notes. As a result, the price at which MLPF&S, BofAS, their or our respective affiliates or third parties may be willing to purchase the notes from you in secondary market transactions, if any, will likely be less than the
price you paid for your notes, and any sale prior to maturity could result in a substantial loss to you.
|
◾ |
A trading market is not expected to develop for the notes. None of us, any of our affiliates, MLPF&S or BofAS is obligated to make a market for, or to repurchase, the notes. There is no assurance that any party will be willing to
purchase your notes at any price in any secondary market.
|
◾ |
Our business, hedging and trading activities, and those of MLPF&S, BofAS and our and their respective affiliates (including trades in shares of companies included in the Index), and any hedging and trading activities we,
MLPF&S, BofAS or our or their respective affiliates engage in for our clients’ accounts, may affect the market value of, and return on, the notes and may create conflicts of interest with you.
|
◾ |
There may be potential conflicts of interest involving the calculation agents, one of which is us and one of which is BofAS, as the determinations made by the calculation agents may be discretionary and could adversely affect any
payment on the notes.
|
◾ |
Payments on the notes are subject to our credit risk, and actual or perceived changes in our creditworthiness are expected to affect the value of the notes. If we become unable to meet our financial obligations as they become due,
you may lose some or all of your investment.
|
◾ |
The U.S. federal income tax consequences of the notes are uncertain and, because of this uncertainty, there is a risk that the U.S. federal income tax consequences of the notes could differ materially and adversely from the treatment
described below in “Supplemental Discussion of U.S. Federal Income Tax Consequences”, as described further in product supplement EQUITY STR-1 under “Material U.S. Federal Income Tax Consequences — Alternative Treatments”. You should
consult your tax advisor as to the tax consequences of an investment in the notes and the potential alternative treatments.
|
◾ |
For a discussion of the Canadian federal income tax consequences of investing in the notes, please see the discussion in product supplement EQUITY STR-1 under “Supplemental Discussion of Canadian Tax Consequences” and the further
discussion herein under “Summary of Canadian Federal Income Tax Consequences”. If you are not a Non-resident Holder (as that term is defined in the prospectus) for Canadian federal income tax purposes or if you acquire the notes in the
secondary market, you should consult your tax advisors as to the consequences of acquiring, holding and disposing of the notes and receiving the payments that might be due under the notes.
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
(a) |
at least US $150 million, and
|
(b) |
at least 5% of the pre-event total shares.
|
• |
be underwritten.
|
• |
have a publicly available prospectus, offering document, or prospectus summary filed with the relevant authorities.
|
• |
have a publicly available confirmation from an official source that the offering has been completed.
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Corporate Action
|
Treatment
|
|||
Constituent addition/deletion
|
Addition
Constituents are added at the float market capitalization weight. The net change to the Index market capitalization causes a divisor adjustment.
Deletion
The weights of all constituents in the Index will proportionally change. Relative weights will stay the same. The divisor will change due to the net change in the
Index market capitalization.
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Change in shares outstanding
|
Increasing (decreasing) the shares outstanding increases (decreases) the market capitalization of the Index. The change to the Index market capitalization causes a
divisor adjustment.
|
|||
Split/reverse split
|
Shares outstanding are adjusted by split ratio. Stock price is adjusted by split ratio. There is no change to the Index market capitalization and no divisor
adjustment.
|
|||
Change in IWF
|
Increasing (decreasing) the IWF increases (decreases) the market capitalization of the index. A net change to the Index market capitalization causes a divisor
adjustment.
|
|||
Ordinary dividend
|
When a company pays an ordinary cash dividend, the Index does not make any adjustments to the price or shares of the stock. As a result there are no divisor
adjustments to the Index.
|
|||
Special dividend
|
The stock price is adjusted by the amount of the special dividend. The net change to the Index market capitalization causes a divisor adjustment.
|
|||
Rights Offering
|
All rights offerings that are in-the-money on the ex-date are applied under the assumption the rights are fully subscribed. The stock price is adjusted by the value of
the rights and the shares outstanding are increased by the rights ratio. The net change in market capitalization causes a divisor adjustment.
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
• |
the investor’s spouse (including a domestic partner), siblings, parents, grandparents, spouse’s parents, children and grandchildren, but excluding accounts held by aunts, uncles, cousins, nieces, nephews
or any other family relationship not directly above or below the individual investor;
|
• |
a family investment vehicle, including foundations, limited partnerships and personal holding companies, but only if the beneficial owners of the vehicle consist solely of the investor or members of the
investor’s household as described above; and
|
• |
a trust where the grantors and/or beneficiaries of the trust consist solely of the investor or members of the investor’s household as described above; provided that, purchases of the notes by a trust
generally cannot be aggregated together with any purchases made by a trustee’s personal account.
|
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
Autocallable Strategic Accelerated Redemption Securities®
Linked to the S&P 500® Index due September , 2029 |
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