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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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4,476

Filings, 7 days

3,036

Filer entities

$67.91B

Stated principal, 30d

final supplements only

571,111

Filings on file

since 2021

As of 2026-11-04.

Issuer league table

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

IssuerLast 30 daysPrior 30 daysChange12 monthsShare, 12 months
JPMorgan2,1282,047+4%26,555
17.8%
Morgan Stanley1,6411,927-15%21,506
14.4%
Goldman Sachs1,1811,134+4%16,729
11.2%
Citigroup1,1661,259-7%14,355
9.6%
UBS1,1071,122-1%13,458
9.0%
Barclays1,0511,012+4%10,832
7.3%
Bank of America91313-71%9,465
6.3%
Bank of Montreal675644+5%8,480
5.7%
HSBC506424+19%4,940
3.3%
Scotiabank561434+29%4,491
3.0%
Royal Bank of Canada422376+12%4,430
3.0%
TD Bank314297+6%3,492
2.3%
BofA Finance LLC960835+15%2,208
1.5%
Wells Fargo267190+41%1,416
0.9%
CIBC5159-14%960
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)

35,653 filings with a known structure

Autocallable20,063(56%)
Barrier6,526(18%)
Buffered5,554(16%)
Income3,510(10%)

Contingent coupon (90 days)

12.00%

Median contingent coupon (90d)

9.90%

25th percentile

16.00%

75th percentile

3,981

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

22,512 filings with a barrier, by barrier level %

Top underlyings (90 days)

UnderlyingFilingsMedian coupon
SPX15,64510.10%
RTY11,33410.25%
NDX9,17810.50%
JPM5,7566.22%
INDU3,4649.60%
SX5E2,62010.35%
NVDA1,28113.15%
AMZN89413.13%
GOOGL87114.25%
META64214.30%
AVGO59717.16%
UKX538n/a
MU51220.80%
AMD50718.25%
MSFT47213.30%

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 supplements122,394(82%)

final terms, filed at pricing

FWP free writing prospectuses26,734(18%)

marketing docs, pre-pricing

Recent filings

FiledIssuerFormTypeUnderlyingsCouponBarrierPrincipal
2026-11-04ROYAL BANK OF CANADAFWPbufferedSX5E---
2026-11-04BANK OF MONTREAL /CAN/FWPautocallable-11.25%--
2026-11-04WELLS FARGO & COMPANY/MNFWPincomeSPX---
2026-11-04Wells Fargo Finance LLCFWPincomeSPX---
2026-11-04ROYAL BANK OF CANADAFWPbufferedSX5E---
2026-11-04Hyundai Auto Receivables Trust 2026-DFWP----$1997.2M
2026-11-04TORONTO DOMINION BANKFWPautocallableMETA, AVGOAt least 15.50%--
2026-11-04CITIGROUP INCFWPautocallableSPX---
2026-11-04Citigroup Global Markets Holdings Inc.FWPautocallableSPX---
2026-11-04CITIGROUP INCFWPautocallableSPX---
2026-11-04ROYAL BANK OF CANADAFWPincome----
2026-11-04Citigroup Global Markets Holdings Inc.FWPautocallableSPX---
2026-11-04ROYAL BANK OF CANADAFWPautocallableGOOGL, META-60%-
2026-11-04BARCLAYS BANK PLCFWP-GLD---
2026-11-04HSBC USA INC /MD/FWPautocallableNVDA, MSFT, AVGO---
2026-11-04ROYAL BANK OF CANADAFWPbufferedNDX---
2026-11-04ROYAL BANK OF CANADAFWPbarrier--50%-
2026-11-04ROYAL BANK OF CANADAFWPautocallableBA-65%-
2026-11-04ROYAL BANK OF CANADAFWPbufferedSPX---
2026-11-04ROYAL BANK OF CANADAFWPautocallableGS-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, RTY-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, RTY-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, RTY-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, RTY-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, NDX, RTY-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, NDX, RTY-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSX5E-65%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSX5E-65%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, RTY-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, RTY-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, NDX, RTY-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, NDX, RTY-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSX5E-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSX5E-70%-
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, NDX, RTY11.00% to 13.00%--
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, NDX, RTY11.00% to 13.00%--
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, NDX, RTY-70%-
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, NDX, RTY-70%-
2026-11-04JPMORGAN CHASE & COFWPautocallableSPX, NDX, RTY9.25% to 11.25%--
2026-11-04JPMorgan Chase Financial Co. LLCFWPautocallableSPX, NDX, RTY9.25% to 11.25%--
2026-11-04JPMORGAN CHASE & COFWPbarrierSPX, NDX, RTY9.25% to 11.25%--
2026-11-04JPMorgan Chase Financial Co. LLCFWPbarrierSPX, NDX, RTY9.25% to 11.25%--
2026-11-04CITIGROUP INCFWPautocallableSPX, NDX, RTY8.5%--
2026-11-04Citigroup Global Markets Holdings Inc.FWPautocallableSPX, NDX, RTY8.5%--
2026-11-03WELLS FARGO & COMPANY/MN424B2bufferedSPX---
2026-11-03UBS AG424B2autocallableINTC-50%-
2026-11-03UBS AG424B2autocallableSPCX-70%-
2026-11-03UBS AG424B2barrierNDX, RTY, SX5E14%70%-
2026-11-03UBS AG424B2barrierRTY, INDU14.25%55%-
2026-11-03UBS AG424B2autocallable-20.97%50%-
2026-11-03UBS AG424B2autocallableAMD25.37%70%-
2026-11-03UBS AG424B2autocallablePLTR14.18%50%-
2026-11-03UBS AG424B2autocallable-17.11% to 19.11%50%-
2026-11-03UBS AG424B2autocallable-29.17%68%-
2026-11-03UBS AG424B2autocallablePLTR7.61% to 13.26%50%-
2026-11-03UBS AG424B2autocallable-20.33%50%-
2026-11-03UBS AG424B2autocallablePLTR23.85%70%-
2026-11-03UBS AG424B2autocallableAMD15.09%50%-
2026-11-03UBS AG424B2autocallable-14.33%60%-
2026-11-03TORONTO DOMINION BANK424B2autocallableINTC15.7%--
2026-11-03TORONTO DOMINION BANK424B2bufferedNDX---
2026-11-03TORONTO DOMINION BANK424B2bufferedSPX, NDX, RTY---
2026-11-03TORONTO DOMINION BANK424B2bufferedSPX, NDX, RTY---
2026-11-03TORONTO DOMINION BANK424B2autocallableTSLA, PLTRAt least 11.70%100%-
2026-11-03ROYAL BANK OF CANADA424B2autocallableBA---
2026-11-03ROYAL BANK OF CANADA424B2autocallableGOOGL, META---
2026-11-03ROYAL BANK OF CANADA424B2bufferedSPX---
2026-11-03ROYAL BANK OF CANADA424B2autocallableAVGO---
2026-11-03ROYAL BANK OF CANADA424B2autocallableSPX, NDX, INDU9.45%--
2026-11-03ROYAL BANK OF CANADA424B2autocallableAVGO---
2026-11-03ROYAL BANK OF CANADA424B2bufferedSPX, NDX, SX5E---
2026-11-03ROYAL BANK OF CANADA424B2autocallable-14%--
2026-11-03ROYAL BANK OF CANADA424B2autocallableSPX---
2026-11-03ROYAL BANK OF CANADA424B2autocallable--70%-
2026-11-03ROYAL BANK OF CANADA424B2autocallableRTY, SX5E8.6%--
2026-11-03ROYAL BANK OF CANADA424B2bufferedSPX, NDX, RTY---
2026-11-03ROYAL BANK OF CANADA424B2autocallableAMZN11%--
2026-11-03ROYAL BANK OF CANADA424B2bufferedSPX---
2026-11-03ROYAL BANK OF CANADA424B2bufferedSX5E---
2026-11-03ROYAL BANK OF CANADA424B2autocallable-17.35%--
2026-11-03NOMURA HOLDINGS INC424B2barrierSPX, NDX, RTYAt least 12.10%60%-
2026-11-03Mid-America Apartments, L.P.424B2barrier-5.35%-$350.0M
2026-11-03Marex Group Ltd424B2barrierSPX, NDX, RTYAt least 12.00%70%-
2026-11-03Marex Group Ltd424B2autocallableRTY---
2026-11-03MORGAN STANLEY424B2-NDX-70%$355K
2026-11-03MORGAN STANLEY424B2autocallableNDX, RTY11.75%-$547K
2026-11-03MORGAN STANLEY424B2-SPX, RTY---
2026-11-03MORGAN STANLEY424B2autocallableRTY, INDU, SX5E10%-$133K
2026-11-03MORGAN STANLEY424B2-SX5E---
2026-11-03MORGAN STANLEY424B2-SPX---
2026-11-03MORGAN STANLEY424B2-SPX, NDX--$1.0M
2026-11-03MORGAN STANLEY424B2bufferedSPX--$1.7M
2026-11-03MORGAN STANLEY424B2autocallableNVDA, GOOGL-50%-
2026-11-03MORGAN STANLEY424B2autocallable----
2026-11-03MORGAN STANLEY424B2autocallableSPX, NDX, RTY10.75%-$1.0M
2026-11-03MORGAN STANLEY424B2autocallableNDX, RTY8.6%-$1.1M
2026-11-03MORGAN STANLEY424B2barrierSPX, RTY--$100K
2026-11-03MORGAN STANLEY424B2-SPX---
2026-11-03MORGAN STANLEY424B2bufferedSPX, NDX, RTY--$914K
2026-11-03MORGAN STANLEY424B2barrierSPX, RTY9.4%-$1.6M

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 2026-11-04.
History
August 2021.
Coverage
571,111 424B2 and FWP filings from 3,036 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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