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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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4,390

Filings, 7 days

3,035

Filer entities

$61.92B

Stated principal, 30d

final supplements only

570,500

Filings on file

since 2021

As of 2026-11-03.

Issuer league table

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

IssuerLast 30 daysPrior 30 daysChange12 monthsShare, 12 months
JPMorgan2,0941,974+6%26,773
17.9%
Morgan Stanley1,6191,889-14%21,751
14.5%
Goldman Sachs1,1461,096+5%16,762
11.2%
Citigroup1,1681,206-3%14,409
9.6%
UBS1,1341,049+8%13,461
9.0%
Barclays1,042979+6%10,873
7.3%
Bank of America74313-76%9,552
6.4%
Bank of Montreal652616+6%8,476
5.7%
HSBC482409+18%4,935
3.3%
Scotiabank555418+33%4,499
3.0%
Royal Bank of Canada407361+13%4,441
3.0%
TD Bank317285+11%3,496
2.3%
BofA Finance LLC958802+19%2,175
1.5%
Wells Fargo267183+46%1,409
0.9%
CIBC4759-20%967
0.6%

Term analytics

Last 90 days · coupon figures exclude filings with a coupon range, a minimum, an unset rate or no single annual rate

Note-type mix (90 days)

35,423 filings with a known structure

Autocallable19,908(56%)
Barrier6,472(18%)
Buffered5,522(16%)
Income3,521(10%)

Contingent coupon (90 days)

12.00%

Median contingent coupon (90d)

10.00%

25th percentile

16.10%

75th percentile

3,780

filings counted

Excludes filings with a coupon range, a minimum, an unset rate or no single annual rate.

Barrier levels (90 days, % of initial)

50556065707580859095100

22,461 filings with a barrier, by barrier level %

Top underlyings (90 days)

UnderlyingFilingsMedian coupon
SPX15,48710.15%
RTY11,21710.30%
NDX9,09110.60%
JPM5,8296.22%
INDU3,4439.65%
SX5E2,60610.40%
NVDA1,26713.15%
AMZN88913.03%
GOOGL86514.25%
META63914.25%
AVGO58917.22%
UKX539n/a
AMD51018.26%
MU51021.75%
MSFT46913.30%

Median coupon over filings with a single fixed annual coupon rate, shown where there are at least 30 such filings. Excludes filings with a coupon range, a minimum, an unset rate or no single annual rate. Click an underlying to filter the recent-filings table.

Structured notes by underlying

Underlyings with the most notes filed in the last 90 days; the number is that count.

Form-type mix (12 months)

424B2 pricing supplements122,824(82%)

final terms, filed at pricing

FWP free writing prospectuses26,989(18%)

marketing docs, pre-pricing

Recent filings

FiledIssuerFormTypeUnderlyingsCouponBarrierPrincipal
2026-11-03Benchmark 2026-B44 Mortgage TrustFWP-----
2026-11-03BANK OF NOVA SCOTIAFWPautocallableSPX-100%-
2026-11-03BANK OF NOVA SCOTIA424B2bufferedSPX---
2026-11-03Morgan Stanley Finance LLC424B2-SPX---
2026-11-03BofA Finance LLC424B2barrierSPX, NDX, RTY-70%-
2026-11-03BofA Finance LLC424B2autocallableSPX, RTY, INDU-75%-
2026-11-03BofA Finance LLC424B2barrierSPX, NDX, RTY10%--
2026-11-03CITIGROUP INC424B2autocallable-16.6%50%-
2026-11-03BofA Finance LLC424B2incomeSPX-70%-
2026-11-03Morgan Stanley Finance LLC424B2-SPX-60%$988K
2026-11-03JPMorgan Chase Financial Co. LLC424B2bufferedRTY---
2026-11-03Nomura America Finance, LLC424B2barrierNDX, RTY, SX5EAt least 10.55%55%-
2026-11-03CITIGROUP INC424B2barrierSPX, RTYAt least 10.30%--
2026-11-03BofA Finance LLC424B2autocallableSPX, NDX, RTY-70%-
2026-11-03BANK OF MONTREAL /CAN/424B2buffered----
2026-11-03BANK OF MONTREAL /CAN/424B2autocallable-21.5%50%-
2026-11-03BANK OF MONTREAL /CAN/424B2barrier-20.6%75%-
2026-11-03BANK OF MONTREAL /CAN/424B2autocallableAVGO12.2%55%-
2026-11-03BANK OF MONTREAL /CAN/424B2autocallableNVDA, META14.1%55%-
2026-11-03BARCLAYS BANK PLC424B2autocallableSPX, NDX10.5%--
2026-11-03GS Finance Corp.424B2bufferedSPX---
2026-11-03BANK OF NOVA SCOTIA424B2autocallable--70%-
2026-11-03GS Finance Corp.424B2incomeSPX---
2026-11-03BARCLAYS BANK PLC424B2autocallableNVDA, MSFT, AMZN, GOOGL14.25%--
2026-11-03GS Finance Corp.424B2incomeSPX---
2026-11-03BANK OF MONTREAL /CAN/424B2buffered----
2026-11-03JPMorgan Chase Financial Co. LLC424B2barrierTSLAAt least 21.00%50%-
2026-11-03BANK OF MONTREAL /CAN/424B2autocallable-17.8%50%-
2026-11-03BANK OF NOVA SCOTIA424B2bufferedRTY---
2026-11-03Morgan Stanley Finance LLC424B2autocallableSPX, RTY, SX5E10.05%-$1.3M
2026-11-03BANK OF MONTREAL /CAN/424B2autocallableNVDA11.95%60%-
2026-11-03GS Finance Corp.424B2bufferedSPX---
2026-11-03Morgan Stanley Finance LLC424B2autocallableSPX, NDX, RTY---
2026-11-03Morgan Stanley Finance LLC424B2autocallableNDX, RTY, INDU11.25%-$171K
2026-11-03Morgan Stanley Finance LLC424B2-RTY, SX5E---
2026-11-03GS Finance Corp.424B2bufferedSPX---
2026-11-03GS Finance Corp.424B2autocallableSPX---
2026-11-03JPMorgan Chase Financial Co. LLC424B2autocallableSPX--$25K
2026-11-03GS Finance Corp.424B2autocallable----
2026-11-03JPMorgan Chase Financial Co. LLC424B2incomeSPX2%-$84K
2026-11-03BANK OF NOVA SCOTIA424B2autocallableSPX, RTY, INDU---
2026-11-03JPMorgan Chase Financial Co. LLC424B2bufferedSPX, RTY, MID--$765K
2026-11-03JPMorgan Chase Financial Co. LLC424B2buffered---$3.5M
2026-11-03BARCLAYS BANK PLC424B2barrierNDX-60%-
2026-11-03GS Finance Corp.424B2incomeNVDA-70%-
2026-11-03BARCLAYS BANK PLC424B2autocallable-24.5%--
2026-11-03CITIGROUP INCFWPautocallableSPX12.5%--
2026-11-03JPMORGAN CHASE & COFWPbarrier--70%-
2026-11-03Citigroup Global Markets Holdings Inc.FWPautocallableSPX12.5%--
2026-11-03JPMorgan Chase Financial Co. LLCFWPbarrier--70%-
2026-11-03CITIGROUP INCFWPautocallableSPX-50%-
2026-11-03Citigroup Global Markets Holdings Inc.FWPautocallableSPX-50%-
2026-11-03CITIGROUP INCFWPbarrierNDX, RTY, KRE9.75%--
2026-11-03Citigroup Global Markets Holdings Inc.FWPbarrierNDX, RTY, KRE9.75%--
2026-11-03CITIGROUP INCFWPbarrierSPX-60%-
2026-11-03Citigroup Global Markets Holdings Inc.FWPbarrierSPX-60%-
2026-11-03JPMORGAN CHASE & COFWPautocallable--70%-
2026-11-03JPMorgan Chase Financial Co. LLCFWPautocallable--70%-
2026-11-03BANK OF NOVA SCOTIAFWPautocallableSPX-100%-
2026-11-03GS Finance Corp.424B2incomeSPX---
2026-11-03ROYAL BANK OF CANADA424B2bufferedSX5E---
2026-11-03CITIGROUP INC424B2autocallableSPX--$246K
2026-11-03BARCLAYS BANK PLC424B2autocallableGOOGL, META13.5%60%-
2026-11-03CITIGROUP INC424B2autocallable-15.3%50%-
2026-11-03CITIGROUP INC424B2autocallableSPX--$50K
2026-11-03CITIGROUP INC424B2autocallableNVDA11.2%60%-
2026-11-03GS Finance Corp.424B2autocallable----
2026-11-03Wells Fargo Finance LLC424B2autocallableSPX, NDX, INDUAt least 9.50%--
2026-11-03BARCLAYS BANK PLC424B2-SPX--$8.0M
2026-11-03JPMorgan Chase Financial Co. LLC424B2autocallable--70%-
2026-11-03CITIGROUP INC424B2autocallableSPX--$30K
2026-11-03CITIGROUP INC424B2autocallableTSLA12.6%60%-
2026-11-03GS Finance Corp.424B2incomeSPX, RTY---
2026-11-03JPMorgan Chase Financial Co. LLC424B2autocallableSPX--$14.8M
2026-11-03BARCLAYS BANK PLC424B2barrierSPX, NDX, RTY-50%-
2026-11-03BARCLAYS BANK PLC424B2bufferedSPX---
2026-11-03BofA Finance LLC424B2barrierSPX, NDX, RTY11%--
2026-11-03JPMorgan Chase Financial Co. LLC424B2barrierSPX, RTY, INDU-70%-
2026-11-03JPMorgan Chase Financial Co. LLC424B2bufferedSPX, RTY7.5%-$3.2M
2026-11-03BANK OF NOVA SCOTIA424B2autocallableSPX, RTY---
2026-11-03ROYAL BANK OF CANADA424B2autocallableGS-70%-
2026-11-03BofA Finance LLC424B2autocallableNDX, RTY, INDU-100%-
2026-11-03BofA Finance LLC424B2bufferedNDX-90%-
2026-11-03BARCLAYS BANK PLC424B2autocallableNDX---
2026-11-03BARCLAYS BANK PLC424B2autocallableNDX10.5%--
2026-11-03GS Finance Corp.424B2bufferedSPX---
2026-11-03BofA Finance LLC424B2autocallable----
2026-11-03JPMorgan Chase Financial Co. LLC424B2autocallableSPX, SX5E--$6.8M
2026-11-03JPMorgan Chase Financial Co. LLC424B2barrier--70%$491K
2026-11-03JPMorgan Chase Financial Co. LLC424B2barrier-14.75%50%$810K
2026-11-03Jefferies Financial Group Inc.424B2autocallableNDX, RTY--$2.0M
2026-11-03BARCLAYS BANK PLC424B2autocallableNDX13%--
2026-11-03GS Finance Corp.424B2autocallable----
2026-11-03GS Finance Corp.424B2bufferedSPX---
2026-11-03GS Finance Corp.424B2incomeSX5E---
2026-11-03GS Finance Corp.424B2incomeSPX---
2026-11-03BARCLAYS BANK PLC424B2autocallableNDX10%--
2026-11-03JPMorgan Chase Financial Co. LLC424B2barrierSPX, NDX-70%-
2026-11-03Morgan Stanley Finance LLC424B2bufferedSPX, INDU---
2026-11-03Morgan Stanley Finance LLC424B2barrierNDX, RTY--$440K

Showing the newest 100 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 2026-11-03.
History
August 2021.
Coverage
570,500 424B2 and FWP filings from 3,035 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.

Related datasets

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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