Primary Offering Prospectus – Form 424B2
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Filed Pursuant to Rule 424(b)(2) Registration Statement No. 333-272447 Product Supplement |
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728,914 Units |
Pricing Date Settlement Date Maturity Date |
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Market-Linked One Look Notes with Enhanced Buffer Linked to theWTI Crude Oil Futures Contract § Maturity of approximately 13 months § If the Market Measure is greater than or equal to 90.00% of the Starting Value, a retuof 14.45% § 1-to-1 downside exposure to decreases in the Market Measure beyond a 10.00% decline, with up to 90.00% of your principal at risk § All payments occur at maturity and are subject to the credit risk of § No periodic interest payments § In addition to the underwriting discount set forth below, the notes include a hedging-related charge of § 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 |
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The notes are being issued by
The initial estimated value of the notes as of the pricing date is
None of the
| Per Unit | Total | |
| Public offering price | $ 10.00 | |
| Underwriting discount | $ 0.15 | $ 109,337.10 |
| Proceeds, before expenses, to CIBC | $ 9.85 |
The notes:
| Are Not FDIC Insured | Are Not Bank Guaranteed | May Lose Value |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Summary
The Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due
The economic terms of the notes (including the Step Up Payment) are based on our internal funding rate, which is the rate we would pay to borrow funds through the issuance of market-linked notes, and the economic terms of certain related hedging arrangements. Our internal funding rate is typically lower than the rate we would pay when we issue conventional fixed rate debt securities. This difference in funding rate, as well as the underwriting discount and the hedging-related charge and certain service fee described below, reduced the economic terms of the notes to you and the initial estimated value of the notes on the pricing date. Due to these factors, the public offering price you pay to purchase the notes is greater than the initial estimated value of the notes.
On the cover page of this term sheet, we have provided the initial estimated value for the notes. This initial estimated value was determined based on our pricing models, and was based on our internal funding rate on the pricing date, market conditions and other relevant factors existing at that time, and our assumptions about market parameters. For more information about the initial estimated value and the structuring of the notes, see "Structuring the Notes" on page TS-11.
| Terms of the Notes | Redemption Amount Determination | |
| Issuer: |
Notwithstanding anything to the contrary in the accompanying product supplement, the Redemption Amount will be determined as set forth in this term sheet. On the maturity date, you will receive a cash payment per unit determined as follows: |
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| Principal Amount: | ||
| Term: | Approximately 13 months | |
| Market Measure: | The WTI Crude Oil Futures Contract scheduled for delivery in |
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| Starting Value: | 66.69 | |
| Ending Value: | The closing price of the Market Measure on the calculation day. The scheduled calculation day is subject to postponement in the event of Market Disruption Events, as described on page PS-23 of product supplement |
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| Step Up Payment: | ||
| Threshold Value: | 60.02 (90.00% of the Starting Value, rounded to two decimal places) | |
| Calculation Day: | ||
| Fees and Charges: | The underwriting discount of |
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| Calculation Agent: |
| Market-Linked One Look Notes with Enhanced Buffer | TS-2 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
The terms and risks of the notes are contained in this term sheet and in the following:
| § | Product supplement https://www.sec.gov/Archives/edgar/data/1045520/000110465923098244/tm2325339d6_424b5.htm |
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| § | Prospectus supplement dated https://www.sec.gov/Archives/edgar/data/1045520/000110465923098166/tm2322483d94_424b5.htm |
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| § | Prospectus dated https://www.sec.gov/Archives/edgar/data/1045520/000110465923098163/tm2325339d10_424b3.htm |
These documents (together, the "Note Prospectus") have been filed as part of a registration statement with the
To the extent the determination of the Redemption Amount and other terms described in this term sheet are inconsistent with those described in the accompanying product supplement, prospectus supplement or prospectus, the determination of the Redemption Amount and other terms described in this term sheet shall control.
Investor Considerations
| You may wish to consider an investment in the notes if: | |
| § | You anticipate that the Ending Value will not be less than the Threshold Value. |
| § | You accept that the retuon the notes will be limited to the returepresented by the Step Up Payment. |
| § | You are willing to risk a substantial loss of principal if the Market Measure decreases from the Starting Value to an Ending Value that is below the Threshold Value. |
| § | You are willing to forgo the interest payments that are paid on conventional interest bearing debt securities. |
| § | You are willing to forgo the rights and benefits of owning the Market Measure or the related commodity. |
| § | 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. |
| § | You are willing to assume our credit risk, as issuer of the notes, for all payments under the notes, including the Redemption Amount. |
| The notes may not be an appropriate investment for you if: | |
| § | You believe that the Market Measure will decrease from the Starting Value to an Ending Value that is below the Threshold Value or that it will increase by more than the returepresented by the Step Up Payment. |
| § | You seek an uncapped retuon your investment. |
| § | You seek 100% principal repayment or preservation of capital. |
| § | You seek interest payments or other current income on your investment. |
| § | You want to receive the rights and benefits of owning the Market Measure or the related commodity. |
| § | You seek an investment for which there will be a liquid secondary market. |
| § | You are unwilling or are unable to take market risk on the notes or to take our credit risk as issuer of the notes. |
We urge you to consult your investment, legal, tax, accounting, and other advisors before you invest in the notes.
| Market-Linked One Look Notes with Enhanced Buffer | TS-3 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Hypothetical Payout Profile and Examples of Payments at Maturity
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Market-Linked One Look Notes with Enhanced Buffer |
This graph reflects the returns on the notes, based on the Threshold Value of 90.00% of the Starting Value and the Step Up Payment of This graph has been prepared for purposes of illustration only. |
The following table and examples are for purposes of illustration only. They are based on hypothetical values and show hypothetical returns on the notes. They illustrate the calculation of the Redemption Amount and total rate of retubased on a hypothetical Starting Value of 100.00, a hypothetical Threshold Value of 90.00, the Step Up Payment of
For recent actual prices of the Market Measure, see "The Market Measure" section below. In addition, all payments on the notes are subject to issuer credit risk.
| Ending Value | Percentage Change from the Starting Value to the Ending Value |
Redemption Amount per Unit |
Total Rate of Retuon the Notes | |||
| 0.00 | -100.00% | -90.00% | ||||
| 50.00 | -50.00% | -40.00% | ||||
| 80.00 | -20.00% | -10.00% | ||||
| 85.00 | -15.00% | -5.00% | ||||
| 90.00(1) | -10.00% | 14.45% | ||||
| 95.00 | -5.00% | 14.45% | ||||
| 100.00(3) | 0.00% | 14.45% | ||||
| 105.00 | 5.00% | 14.45% | ||||
| 110.00 | 10.00% | 14.45% | ||||
| 115.00 | 15.00% | 14.45% | ||||
| 140.00 | 40.00% | 14.45% | ||||
| 160.00 | 60.00% | 14.45% | ||||
| 200.00 | 100.00% | 14.45% |
| (1) | This is the hypothetical Threshold Value. |
| (2) | This amount represents the sum of the principal amount and the Step Up Payment of |
| (3) | The hypothetical Starting Value of 100.00 used in these examples has been chosen for illustrative purposes only. The actual Starting Value is 66.69, which was the closing price of the Market Measure on the pricing date. |
| Market-Linked One Look Notes with Enhanced Buffer | TS-4 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Redemption Amount Calculation Examples
| Example 1 | ||
| The Ending Value is 50.00, or 50.00% of the Starting Value: | ||
| Starting Value: 100.00 | ||
| Threshold Value: 90.00 | ||
| Ending Value: 50.00 | ||
| = |
Redemption Amount per unit |
| Example 2 | |
| The Ending Value is 95.00, or 95.00% of the Starting Value: | |
| Starting Value: 100.00 | |
| Threshold Value: 90.00 | |
| Ending Value: 95.00 | |
| Redemption Amount per unit, the principal amount plus the Step Up Payment, since the Ending Value is equal to or greater than the Threshold Value. |
| Example 3 |
| The Ending Value is 160.00, or 160.00% of the Starting Value: |
| Starting Value: 100.00 |
| Threshold Value: 90.00 |
| Ending Value: 160.00 |
In this example, even though the Ending Value is significantly greater than the Starting Value, your retuon the notes will be limited to the returepresented by the Step Up Payment.
| Market-Linked One Look Notes with Enhanced Buffer | TS-5 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Risk Factors
There are important differences between the notes and a conventional debt security. An investment in the notes involves significant risks, including those listed below. You should carefully review the more detailed explanation of risks relating to the notes in the "Risk Factors" sections beginning on page PS-7 of product supplement
Structure-related Risks
| § | Depending on the performance of the Market Measure as measured shortly before the maturity date, you may lose up to 90.00% of the principal amount. |
| § | Your investment retuis limited to the returepresented by the Step Up Payment and may be less than a comparable investment directly in the Market Measure or the related commodity. |
| § | Your retuon the notes may be less than the yield you could eaby owning a conventional fixed or floating rate debt security of comparable maturity. |
| § | 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 insolvent or are unable to pay our obligations, you may lose your entire investment. |
Valuation- and Market-related Risks
| § | Our initial estimated value of the notes is lower than the public offering price of the notes. The public offering price of the notes exceeds our initial estimated value because costs associated with selling and structuring the notes, as well as hedging the notes, all as further described in "Structuring the Notes" on page TS-11, are included in the public offering price of the notes. |
| § | Our initial estimated value does not represent future values of the notes and may differ from others' estimates. Our initial estimated value is only an estimate, which was determined by reference to our internal pricing models when the terms of the notes were set. This estimated value was based on market conditions and other relevant factors existing at that time, our internal funding rate on the pricing date and our assumptions about market parameters, which can include volatility, dividend rates, interest rates and other factors. Different pricing models and assumptions could provide valuations for the notes that are greater or less than our initial estimated value. In addition, market conditions and other relevant factors in the future may change, and any assumptions may prove to be incorrect. On future dates, the market value of the notes could change significantly based on, among other things, changes in market conditions, including the price of the Market Measure, our creditworthiness, interest rate movements and other relevant factors, which may impact the price at which MLPF&S, BofAS or any other party would be willing to buy notes from you in any secondary market transactions. Our estimated value does not represent a minimum price at which MLPF&S, BofAS or any other party would be willing to buy your notes in any secondary market (if any exists) at any time. |
| § | Our initial estimated value of the notes was not determined by reference to credit spreads for our conventional fixed-rate debt. The internal funding rate that was used in the determination of our initial estimated value of the notes generally represents a discount from the credit spreads for our conventional fixed-rate debt. The 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. If we were to have used the interest rate implied by our conventional fixed-rate debt, we would expect the economic terms of the notes to be more favorable to you. Consequently, our use of an internal funding rate for market-linked notes had an adverse effect on the economic terms of the notes and the initial estimated value of the notes on the pricing date, and could have an adverse effect on any secondary market prices of the notes. |
| § | A trading market is not expected to develop for the notes. None of us, 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. |
Conflict-related Risks
| § | Our business, hedging and trading activities, and those of MLPF&S, BofAS and our respective affiliates (including trades related to the Market Measure), and any hedging and trading activities we, MLPF&S, BofAS or our respective affiliates engage in for our clients' accounts, may affect the market value and retuof the notes and may create conflicts of interest with you. |
| § | There may be potential conflicts of interest involving the calculation agent, which is BofAS. We have the right to appoint and remove the calculation agent. |
Market Measure-related Risks
| § | Ownership of the notes will not entitle you to any rights with respect to the Market Measure or the related commodity. |
| § | The price of the Market Measure may change unpredictably, affecting the value of your notes in unforeseeable ways. Trading in commodities and futures contracts is speculative and can be extremely volatile. The Market Measure may decrease to zero or a negative price, which would adversely affect the value of your notes. |
| Market-Linked One Look Notes with Enhanced Buffer | TS-6 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
| § | Suspensions or disruptions of trading in the Market Measure or the related commodity may adversely affect the value of the notes. |
| § | Changes in the exchange methodology related to the Market Measure may adversely affect the value of the notes prior to maturity. |
| § | Legal and regulatory changes could adversely affect the retuon and value of your notes. |
| § | The notes will not be regulated by the |
| § | An investment linked to commodity futures contracts is not equivalent to an investment linked to the spot prices of physical commodities. |
Tax-related Risks
| § | The |
Additional Risk Factors
Single commodity prices tend to be more volatile than, and may not correlate with, the prices of commodities generally.
The notes are linked to the Market Measure, and not to a diverse basket of commodities or a broad-based commodity index. The price of the Market Measure may not correlate to the prices of commodities generally and may diverge significantly from the prices of commodities generally. Because the notes are linked to the prices of a single commodities futures contract, they carry greater risk and may be more volatile than securities linked to the prices of a larger number of commodities or a broad-based commodity index. In addition, the prices of many individual commodities, including the Market Measure, have recently been highly volatile and there can be no assurance that the volatility will lessen.
The market value of the notes may be affected by price movements in distant-delivery futures contracts associated with the Market Measure.
The price movements in the Market Measure may not be reflected in the market value of the notes. If you are able to sell your notes, the price you receive could be affected by changes in the values of futures contracts for WTI crude oil that have more distant delivery dates than the Market Measure. The prices for these distant-delivery futures contracts may not increase to the same extent as the prices of the Market Measure, or may decrease to a greater extent, which may adversely affect the value of the notes.
Crude oil prices can be volatile as a result of various factors that we cannot control, and this volatility may reduce the market value of the notes.
Historically, oil prices have been highly volatile. They are affected by numerous factors, including oil supply and demand, the level of global industrial activity, the driving habits of consumers, public health, political events and policies, regulations, weather, fiscal, monetary and exchange control programs, and, especially, direct government intervention such as embargoes, and supply disruptions in major producing or consuming regions such as the
Furthermore, a significant proportion of world oil production capacity is controlled by a small number of producers. These producers have, in certain recent periods, implemented curtailments of output and trade. These efforts at supply curtailment, or the cessation of supply, could affect the value of the Market Measure. Additionally, the development of substitute products for oil could adversely affect the value of the Market Measure and the value of the notes.
| Market-Linked One Look Notes with Enhanced Buffer | TS-7 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
The Market Measure
All disclosures contained in this term sheet regarding the Market Measure have been derived from publicly available sources, which we have not independently verified. The information reflects the policies of, and is subject to change by, the NYMEX. The consequences of the NYMEX discontinuing publication or determination of the Market Measure are discussed in the section entitled "Description of the Notes-Discontinuance of a Market Measure" beginning on page PS-24 of product supplement
The Futures Market
An exchange-traded futures contract, such as the Market Measure, provides for the future purchase and sale of a specified type and quantity of a commodity, at a particular price and on a specific date. Futures contracts are standardized so that each investor trades contracts with the same requirements as to quality, quantity, and delivery terms. Rather than settlement by physical delivery of the commodity, futures contracts may be settled for the cash value of the right to receive or sell the specified commodity on the specified date. Exchange-traded futures contracts are traded on organized exchanges such as the NYMEX, known as "contract markets," through the facilities of a centralized clearing house and a brokerage firm which is a member of the clearing house.
The WTI Crude Oil Futures Contract
Crude oil is used as a refined product primarily as transport fuel, industrial fuel and in-home heating fuel. The price of the Market Measure is based on the official settlement price per barrel of WTI light sweet crude oil traded on the NYMEX, stated in
A WTI light sweet crude oil futures contract traded on the NYMEX is an agreement to buy or sell 1,000 barrels of crude oil (as defined under the NYMEX's rules) within a specified expiration month in the future at a price specified at the time of entering into the contract. At any given time, the NYMEX lists crude oil futures contracts with expiration months occurring in each month over the next ten years (and less frequently thereafter).
The NYMEX determines an official settlement price for NYMEX crude oil futures contracts on each trading day as of
| Market-Linked One Look Notes with Enhanced Buffer | TS-8 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
The following graph shows the daily historical performance of the Market Measure in the period from
Historical Performance of the Market Measure
This historical data on the Market Measure is not necessarily indicative of its future performance or what the value of the notes may be. Any historical upward or downward trend in the price of the Market Measure during any period set forth above is not an indication that the price of the Market Measure is more or less likely to increase or decrease at any time over the term of the notes.
Before investing in the notes, you should consult publicly available sources for the prices of the Market Measure.
| Market-Linked One Look Notes with Enhanced Buffer | TS-9 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Supplement to the Plan of Distribution
Under our distribution agreement with BofAS, BofAS will purchase the notes from us as principal at the public offering price indicated on the cover of this term sheet, less the indicated underwriting discount. MLPF&S will in tupurchase the notes from BofAS for resale, and it will receive a selling concession in connection with the sale of the notes in an amount up to the full amount of the underwriting discount set forth on the cover of this term sheet.
We will pay a fee to a broker dealer in which an affiliate of BofAS has an ownership interest for providing certain services with respect to this offering, which will reduce the economic terms of the notes to you.
We will deliver the notes against payment therefor in
The notes will not be listed on any securities exchange. In the original offering of the notes, the notes will be sold in minimum investment amounts of 100 units. If you place an order to purchase the notes, you are consenting to MLPF&S and/or one of its affiliates acting as a principal in effecting the transaction for your account.
MLPF&S and BofAS may repurchase and resell the notes, with repurchases and resales being made at prices related to then-prevailing market prices or at negotiated prices, and these prices will include MLPF&S's and BofAS's trading commissions and mark-ups or mark-downs. MLPF&S and BofAS may act as principal or agent in these market-making transactions; however, neither is obligated to engage in any such transactions. At their discretion, for a short, undetermined initial period after the issuance of the notes, MLPF&S and BofAS may offer to buy the notes in the secondary market at a price that may exceed the initial estimated value of the notes. Any price offered by MLPF&S or BofAS for the notes will be based on then-prevailing market conditions and other considerations, including the performance of the Market Measure and the remaining term of the notes. However, none of us, MLPF&S, BofAS or any of our respective affiliates is obligated to purchase your notes at any price or at any time, and we cannot assure you that we, MLPF&S, BofAS or any of our respective affiliates will purchase your notes at a price that equals or exceeds the initial estimated value of the notes.
The value of the notes shown on your account statement will be based on BofAS's estimate of the value of the notes if BofAS or another of its affiliates were to make a market in the notes, which it is not obligated to do. That estimate will be based upon the price that BofAS may pay for the notes in light of then-prevailing market conditions, and other considerations, as mentioned above, and will include transaction costs. At certain times, this price may be higher than or lower than the initial estimated value of the notes.
The distribution of the Note Prospectus in connection with these offers or sales will be solely for the purpose of providing investors with the description of the terms of the notes that was made available to investors in connection with their initial offering. Secondary market investors should not, and will not be authorized to, rely on the Note Prospectus for information regarding CIBC or for any purpose other than that described in the immediately preceding sentence.
| Market-Linked One Look Notes with Enhanced Buffer | TS-10 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Structuring the Notes
The notes are our debt securities, the retuon which is linked to the performance of the Market Measure. As is the case for all of our debt securities, including our market-linked notes, the economic terms of the notes reflect our actual or perceived creditworthiness at the time of pricing. The internal funding rate we use in pricing the market-linked notes is typically lower than the rate we would pay when we issue conventional fixed-rate debt securities of comparable maturity. This difference 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. This generally relatively lower internal funding rate, which is reflected in the economic terms of the notes, along with the fees and charges associated with market-linked notes, resulted in the initial estimated value of the notes on the pricing date being less than their public offering price.
At maturity, we are required to pay the Redemption Amount to holders of the notes, which will be calculated based on the performance of the Market Measure and the
BofAS has advised us that the hedging arrangements will include a hedging-related charge of approximately
For further information, see "Risk Factors-Valuation- and Market-related Risks" beginning on page PS-8 of product supplement
| Market-Linked One Look Notes with Enhanced Buffer | TS-11 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Summary of Canadian Federal Income Tax Considerations
In the opinion of
This summary assumes that no amount paid or payable to a holder described herein will be the deduction component of a "hybrid mismatch arrangement" under which the payment arises within the meaning of the rules in the Canadian Tax Act with respect to "hybrid mismatch arrangements" (the "Hybrid Mismatch Rules"). Investors should note that the Hybrid Mismatch Rules are highly complex and there remains significant uncertainty as to their interpretation and application.
This summary is supplemental to and should be read together with the description of material Canadian federal income tax considerations relevant to a Non-Resident Holder owning notes under "Material Income Tax Consequences-Canadian Taxation" in the accompanying prospectus and a Non-Resident Holder should carefully read that description as well.
This summary is of a general nature only and is not intended to be, nor should it be construed to be, legal or tax advice to any particular Non-Resident Holder. Non-Resident Holders are advised to consult with their own tax advisors with respect to their particular circumstances.
Based on Canadian tax counsel's understanding of the
Non-Resident Holders should consult their own advisors regarding the consequences to them of a disposition of the notes to a person with whom they are not dealing at arm's length for purposes of the Canadian Tax Act.
| Market-Linked One Look Notes with Enhanced Buffer | TS-12 |
| Market-Linked One Look Notes with Enhanced Buffer Linked to the WTI Crude Oil Futures Contract, due |
Summary of
The following discussion is a brief summary of the material
The
The expected characterization of the notes is not binding on the
You should consult your tax advisor as to the tax consequences of such characterization and any possible alternative characterizations of the notes for
Validity of the Notes
In the opinion of
In the opinion of
Where You Can Find More Information
We have filed a registration statement (including a product supplement, a prospectus supplement and a prospectus) with the
| Market-Linked One Look Notes with Enhanced Buffer | TS-13 |
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