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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1,977

Filings, 7 days

3,022

Filer entities

$68.53B

Stated principal, 30d

final supplements only

562,420

Filings on file

since 2021

As of 2026-10-16.

Issuer league table

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

IssuerLast 30 daysPrior 30 daysChange12 monthsShare, 12 months
JPMorgan1,9792,283-13%26,380
17.8%
Morgan Stanley1,8001,873-4%21,848
14.7%
Goldman Sachs1,1491,1500%16,688
11.3%
Citigroup1,1941,340-11%14,360
9.7%
UBS1,0741,548-31%13,446
9.1%
Barclays9751,016-4%10,471
7.1%
Bank of America149740-80%10,097
6.8%
Bank of Montreal603809-25%8,381
5.7%
HSBC467446+5%4,881
3.3%
Royal Bank of Canada373356+5%4,361
2.9%
Scotiabank4554560%4,339
2.9%
TD Bank295317-7%3,441
2.3%
BofA Finance LLC893200+347%1,495
1.0%
Wells Fargo2042030%1,235
0.8%
CIBC6453+21%992
0.7%

Term analytics

Last 90 days · coupon figures from priced notes only

Note-type mix (90 days)

35,801 filings with a known structure

Autocallable20,062(56%)
Barrier6,540(18%)
Buffered5,633(16%)
Income3,566(10%)

Contingent coupon (90 days)

10.55%

Median contingent coupon (priced notes, 90d)

6.91%

25th percentile

14.40%

75th percentile

12,050

priced notes

Coupon figures use priced notes only.

Barrier levels (90 days, % of initial)

50556065707580859095100

22,205 filings with a barrier, by barrier level %

Top underlyings (90 days)

UnderlyingFilingsMedian coupon
SPX15,5729.60%
RTY11,2769.60%
NDX9,2689.90%
JPM7,31310.75%
INDU3,5069.25%
SX5E2,67210.00%
NVDA1,29112.05%
AMZN82210.85%
GOOGL81111.50%
AVGO64614.00%
META62412.60%
MU55019.75%
UKX550n/a
AMD53616.27%
MSFT50610.50%

Median coupon from priced notes; shown where there are enough of them. Click an underlying to filter the recent-filings table.

Form-type mix (12 months)

424B2 pricing supplements121,585(82%)

final terms, filed at pricing

FWP free writing prospectuses26,616(18%)

marketing docs, pre-pricing

Recent filings

FiledIssuerFormTypeUnderlyingsCouponBarrierPrincipal
2026-10-16ROYAL BANK OF CANADA424B2income-5.6%--
2026-10-16BANK OF MONTREAL /CAN/FWPautocallable-23%95%-
2026-10-16ROYAL BANK OF CANADAFWP-SPX--$1K
2026-10-16GS Finance Corp.424B2autocallableSPX---
2026-10-16JPMorgan Chase Financial Co. LLC424B2incomeSX5E, NKY, UKX, JPM---
2026-10-16BofA Finance LLC424B2autocallableAMZN-65%-
2026-10-16JPMORGAN CHASE & CO424B2incomeJPM6.7%--
2026-10-16JPMorgan Chase Financial Co. LLC424B2autocallableSPX, JPM13.25%0%-
2026-10-16GOLDMAN SACHS GROUP INC424B2income-6%--
2026-10-16JPMorgan Chase Financial Co. LLC424B2autocallableNDX, INDU, JPM7.7%--
2026-10-16ROYAL BANK OF CANADA424B2bufferedSPX---
2026-10-16JPMorgan Chase Financial Co. LLC424B2-SPX, JPM--$1K
2026-10-16Morgan Stanley Finance LLC424B2autocallableNDX, RTY-75%-
2026-10-16BARCLAYS BANK PLC424B2autocallable----
2026-10-16Morgan Stanley Finance LLC424B2autocallableSPX, RTY, SX5E---
2026-10-16JPMorgan Chase Financial Co. LLC424B2barrierJPM10%50%-
2026-10-16BofA Finance LLC424B2autocallableSPX-75%-
2026-10-16BofA Finance LLC424B2autocallableSPX6.25%50%-
2026-10-16GOLDMAN SACHS GROUP INC424B2income-6.025%--
2026-10-16JPMorgan Chase Financial Co. LLC424B2incomeRTY, SX5E, JPM10.1%10.1%-
2026-10-16BARCLAYS BANK PLC424B2barrierNDX, RTY, INDU-70%-
2026-10-16UBS AG424B2-RTY, SX5E8.5%8.5%-
2026-10-16JPMorgan Chase Financial Co. LLC424B2autocallableNVDA, JPM---
2026-10-16JPMorgan Chase Financial Co. LLC424B2autocallableJPM---
2026-10-16BARCLAYS BANK PLC424B2autocallableSPX, RTY, INDU-70%-
2026-10-16JPMorgan Chase Financial Co. LLC424B2incomeSX5E, NKY, UKX, JPM-75%-
2026-10-16BARCLAYS BANK PLC424B2bufferedSPX, NDX, RTY-70%-
2026-10-16BARCLAYS BANK PLC424B2autocallableSPX, NDX, RTY-70%-
2026-10-16BANK OF MONTREAL /CAN/FWPincomeSPX---
2026-10-16BANK OF MONTREAL /CAN/FWPbarrier--100%-
2026-10-16BANK OF MONTREAL /CAN/FWPbuffered----
2026-10-16BANK OF MONTREAL /CAN/FWPautocallableSPX-55%-
2026-10-16CANADIAN IMPERIAL BANK OF COMMERCE /CAN/FWPautocallableRTY-100%-
2026-10-16BARCLAYS BANK PLCFWPautocallableNVDA, AMZN, GOOGL, AVGO12.15%50%-
2026-10-16Franklin Templeton Digital Holdings TrustFWP-----
2026-10-16JPMorgan Chase Financial Co. LLC424B2autocallableSPX, JPM10.25%60%-
2026-10-16JPMorgan Chase Financial Co. LLC424B2incomeSX5E, NKY, UKX, JPM---
2026-10-16GS Finance Corp.424B2bufferedSPX---
2026-10-16GS Finance Corp.424B2incomeMU---
2026-10-16BofA Finance LLC424B2barrierSPX, NDX, RTY11.57%70%-
2026-10-16Wells Fargo Finance LLC424B2autocallable-14.35%60%-
2026-10-16UBS AG424B2autocallable-25.66%25.66%-
2026-10-16UBS AG424B2autocallable-19.5%19.5%-
2026-10-16UBS AG424B2autocallable-28.85%28.85%-
2026-10-16UBS AG424B2autocallable-21.87%21.87%-
2026-10-16UBS AG424B2autocallableLLY7.18%7.18%-
2026-10-16UBS AG424B2autocallable-24.01%24.01%-
2026-10-16UBS AG424B2autocallable-23.05%23.05%-
2026-10-16UBS AG424B2autocallableLLY8.41%8.41%-
2026-10-16GS Finance Corp.424B2autocallableSX5E-100%-

Showing the newest 50 filings. Terms are read from the filing text; the filing itself, linked on each row, is the authoritative version.

What this data is

Structured products

A structured note registered with the SEC gets a pricing supplement on Form 424B2, and many are marketed first with a free writing prospectus (FWP). 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.

The page lists those filings as they arrive, with their terms, grouped 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 an empty cell usually means the document doesn't say.

Source and updates

Source
SEC EDGAR 424B2 and FWP filings
Credit
SEC.
Updates
Every 30 minutes. Last update 2026-10-16.
History
August 2021.
Coverage
562,420 424B2 and FWP filings from 3,022 filer entities.
Get the data
JSON API and CSV download10 requests a minute without a key, 30 with a free key. Keys come with a free account.

How to read it

  • Use the issuance-by-underlying table for flow: heavy issuance on one stock means dealers carry a lot of that name's risk to hedge.
  • 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.

Frequently Asked Questions

Which banks issue the most structured notes?
By filings over the last 12 months: JPMorgan, Morgan Stanley and Goldman Sachs. The top 15 are in the issuer league table above, with links to the issuer profiles.
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 terms?
They're taken from the filing text. Preliminary filings often leave out final numbers, and the linked filing is always the authority.
How fast do new filings appear?
Usually 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.

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

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