XOOMAR

Structured Products Tracker

Bank-issued structured notes from SEC 424B2 and FWP filings: issuer, underlyings, note type, coupon, barrier and pricing date.

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2,495

Filings, 7 days

2,991

Issuers

$232.10B

Stated principal, 30d

final supplements only

550,544

Notes on file

since 2021

As of 2026-09-18.

Issuer league table

Top 15 by trailing-12-month filings · linked issuers have full profiles

IssuerLast 30 daysPrior 30 daysChange12 monthsShare, 12 months
JPMorgan2,2492,338-4%26,350
17.8%
Morgan Stanley1,8361,773+4%22,187
15.0%
Goldman Sachs1,1111,412-21%16,414
11.1%
Citigroup1,3251,359-3%14,573
9.8%
UBS1,4801,173+26%13,577
9.2%
Bank of America731864-15%10,877
7.3%
Barclays998954+5%10,025
6.8%
Bank of Montreal772734+5%8,367
5.7%
HSBC441405+9%4,942
3.3%
Royal Bank of Canada354450-21%4,386
3.0%
Scotiabank454374+21%4,216
2.8%
TD Bank305278+10%3,395
2.3%
Wells Fargo199207-4%1,101
0.7%
CIBC5491-41%1,017
0.7%
Jefferies Financial Group Inc.8591-7%786
0.5%

Term analytics

Trailing 90 days · parsed from filing text · priced notes only for coupon stats

Note-type mix (90 days)

35,653 parsed filings with a classified structure

Autocallable19,951(56%)
Barrier6,611(19%)
Buffered5,616(16%)
Income3,475(10%)

Contingent coupon (90 days)

10.75%

Median contingent coupon (priced notes, 90d)

7.00%

25th percentile

14.50%

75th percentile

12,189

priced notes

Preliminary filings state no rate until pricing and are excluded, never counted as 0%.

Barrier levels (90 days, % of initial)

50556065707580859095100

22,119 filings with a parsed barrier · bucket start %

Top underlyings (90 days)

UnderlyingFilingsMedian coupon
SPX15,59410.00%
RTY11,34910.00%
NDX9,32510.15%
JPM7,51610.80%
INDU3,5359.50%
SX5E2,63310.00%
NVDA1,32312.39%
AMZN83810.80%
GOOGL82912.05%
AVGO71714.55%
MU61222.52%
MSFT60910.45%
META58412.26%
AMD57518.95%
UKX546—

Median coupon over priced notes only; shown where at least 20 priced filings exist. Click an underlying to filter the recent-filings table.

Form-type mix (12 months)

424B2 pricing supplements121,192(82%)

final terms, filed at pricing

FWP free writing prospectuses26,810(18%)

marketing docs, pre-pricing

Recent filings

FiledIssuerFormTypeUnderlyingsCouponBarrierPrincipal
2026-09-18BofA Finance LLC424B2autocallableSPX-80%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2autocallableAMZN, META, AVGO, JPM12.8%50%-
2026-09-18CITIGROUP INC424B2autocallableSPX-65%-
2026-09-18BANK OF NOVA SCOTIA424B2autocallableNDX, SX5E8.15%8.15%-
2026-09-18CITIGROUP INC424B2autocallableSPX, NDX, SX5E, UKX8.4%61.15%-
2026-09-18Morgan Stanley Finance LLC424B2autocallableRTY-80%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2autocallableSPX, JPM---
2026-09-18Morgan Stanley Finance LLC424B2-SX5E-75%-
2026-09-18BANK OF NOVA SCOTIA424B2autocallableMETA, AVGO-80%-
2026-09-18Morgan Stanley Finance LLC424B2autocallable--50%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedSPX, NDX, RTY, JPM---
2026-09-18ROYAL BANK OF CANADA424B2autocallable-13%40%-
2026-09-18Morgan Stanley Finance LLC424B2autocallable--80%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedNDX, RTY, JPM---
2026-09-18BANK OF MONTREAL /CAN/FWPautocallableAVGO24.27%60%-
2026-09-18Morgan Stanley Finance LLC424B2bufferedSPX---
2026-09-18BofA Finance LLC424B2autocallableTSLA14.4%50%-
2026-09-18Jefferies Financial Group Inc.424B2autocallableNDX, RTY, INDU-70%-
2026-09-18TORONTO DOMINION BANK424B2autocallableNDX, RTY, INDU-100%-
2026-09-18GS Finance Corp.424B2autocallableMETA, PLTR-75%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2barrierSPX, NDX, RTY, JPM10.05%70%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2autocallableSPX, NDX, RTY, JPM9.5%70%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2barrierNDX, RTY, INDU, JPM-60%-
2026-09-18BBCMS Mortgage Trust 2026-M1FWPincomeBBCMS 2026-M10.1175%-$457.6M
2026-09-18BBCMS Mortgage Trust 2026-M1FWP--0.1175%--
2026-09-18BANK OF MONTREAL /CAN/424B2income-1%--
2026-09-18Morgan Stanley Finance LLC424B2-SPX-80%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedNDX, JPM---
2026-09-18BANK OF MONTREAL /CAN/424B2autocallableAVGO-60%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedNDX, JPM---
2026-09-18Morgan Stanley Finance LLC424B2buffered----
2026-09-18BANK OF NOVA SCOTIA424B2income----
2026-09-18BofA Finance LLC424B2autocallableMETA-80%-
2026-09-18Morgan Stanley Finance LLC424B2---60%-
2026-09-18Morgan Stanley Finance LLC424B2autocallableSPX, MSTR-70%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedSPX, JPM---
2026-09-18JPMorgan Chase Financial Co. LLC424B2barrierSPX, NDX, RTY, JPM10.6%70%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2autocallableSPX, JPM14.95%60%-
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedSPX, JPM---
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedSPX, JPM---
2026-09-18JPMorgan Chase Financial Co. LLC424B2bufferedSPX, JPM---
2026-09-18JPMorgan Chase Financial Co. LLC424B2autocallableJPM, MU24.6%70%-
2026-09-18CITIGROUP INC424B2income-1%--
2026-09-18BANK OF NOVA SCOTIAFWPautocallableNDX, RTY, INDU-70%-
2026-09-18CITIGROUP INC424B2autocallableSPX19.35%70%-
2026-09-18BofA Finance LLC424B2bufferedSPX---
2026-09-18CITIGROUP INC424B2barrierSPX, NDX, RTY-70%-
2026-09-18CITIGROUP INC424B2autocallable-13.1%60%-
2026-09-18CITIGROUP INC424B2barrierSPX, NDX, RTY-65%-
2026-09-18CITIGROUP INC424B2autocallableSPX, RTY, INDU---

Showing 50 of 400 filings. Terms are parsed best-effort from the filing text; the source document link is always authoritative.

Issuing structured notes and need the 424B2 or FWP filed? We file these professionally.

What this data is

Structured products

Every structured note sold to US investors gets a pricing supplement filed with the SEC on Form 424B2, and most get a free writing prospectus (FWP) before that. Together they describe the product: the bank issuing it, the stocks or indices it references, whether it's autocallable, buffered, a barrier note or an income note, and the terms.

This page reads those filings as they arrive, extracts the terms it can parse, and groups them by issuer and by underlying. The issuance volume by underlying is the interesting aggregate: it shows which names the wealth-management channel is being sold exposure to, weeks before the notes settle.

Terms that a filing doesn't state are left empty. Preliminary supplements rarely carry the final principal amount, and growth notes have no coupon, so empty cells are usually the document, not a parsing gap.

Source and method

Source
SEC EDGAR 424B2 and FWP filings
Updates
Every 30 minutes from EDGAR's live feed; the daily index fills any gap the next morning. Last update 2026-09-18.
History
August 2021.
Coverage
550,544 424B2 and FWP filings from 2991 issuers.
Get the data
JSON API and CSV download30 requests a minute without a key, 120 a minute with a key from a free account.

Data checks. Every dataset is checked against its source once a day. Last run 18 Sep 05:40 UTC.

How to read it

  • Use the issuance-by-underlying table for flow: heavy issuance on one stock means dealers are hedging that name and its options are being bought in size.
  • Barrier levels cluster; a barrier at 70% of a stock's price on the pricing date is where dealer hedging changes character if the stock falls there.
  • Autocall dates concentrate around the same monthly observation windows across issuers.

Analysis of what the data shows, not advice. XOOMAR does not recommend buying, selling or holding anything.

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Frequently Asked Questions

Which banks issue the most structured notes?
By trailing-12-month filing count in our database: JPMorgan, Morgan Stanley, and Goldman Sachs. The full top 15 is in the issuer league table above, each linking to a per-issuer profile with monthly trend and recent filings.
What is a 424B2 filing?
A prospectus supplement filed under SEC Rule 424(b)(2), used heavily by banks to register structured note offerings: autocallables, buffered notes, barrier notes, and income notes.
What's the difference between 424B2 and FWP?
An FWP (free writing prospectus) is a marketing document filed before pricing. The 424B2 is the pricing supplement with final terms. Both appear here, labeled by form type.
How accurate are the parsed terms?
Best-effort. Coupons, barriers, and underlyings are extracted from the filing text with rules plus a limited AI pass. Preliminary filings often omit final numbers. The linked source document is always authoritative.
How fast do new filings appear?
We poll the EDGAR daily index every 30 minutes during filing days. A filing typically shows here within the hour.
Why track structured product issuance?
Issuance flow shows what retail money is buying, which underlyings banks are writing exposure on, and how yield-seeking behavior shifts with rates. Nobody else publishes this feed for free.

Data on this page is provided for informational purposes only and is not financial advice. See our editorial policy.

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