Company: TDBCP
Filing Date: 2025-07-29
Form Type: 424B2
Source: 0001140361-25-027770
Chunk: 19

Company: TORONTO DOMINION BANK
Filing Date: 2025-07-29
Form: 424B2
Chunk 19
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 respect to each of the first, third and sixth hypothetical Observation Dates. Because the hypothetical Closing Price of the Reference Asset on all of the other hypothetical Observation Dates is less thanthe hypothetical Contingent Coupon Barrier Price, no other Contingent Coupon Payments would be paid, including at maturity. The total of the hypothetical Contingent Coupon Payments you would receive in Scenario 1 is $1,093.50 (without giving effect to any loss suffered at maturity). Scenario 2

| Hypothetical Observation Date | Hypothetical Closing Price of the Reference    
 Asset (as Percentage of the Initial Price)     | Hypothetical Contingent Coupon Payment |
| First                         | 35.00%                                         |                                  $0.00 |
| Second                        | 40.00%                                         |                                  $0.00 |
| Third                         | 35.00%                                         |                                  $0.00 |
| Fourth                        | 45.00%                                         |                                  $0.00 |
| Fifth                         | 60.00%                                         |                                  $0.00 |
| Sixth                         | 55.00%                                         |                                  $0.00 |
|                               | Total Hypothetical Contingent Coupon Payments: |                                  $0.00 |

In Scenario 2, the hypothetical Closing Price of the Reference Asset increases and decreases by varying amounts on each hypothetical Observation Date. Because the hypothetical Closing Price of the Reference Asset on each Observation Date is less thanthe hypothetical Contingent Coupon Barrier Price, you will not receive any Contingent Coupon Payments during the term of the Notes. The total of the hypothetical Contingent Coupon Payments you would receive in Scenario 2 is $0.00 and, in this scenario, you would not receive a positive return on the Notes (without giving effect to any loss suffered at maturity).

| TD SECURITIES (USA) LLC | P-13 |

Hypothetical Payment at Maturity The Payment at Maturity we would pay for each $10,000 Principal Amount of your Notes will depend on the performance of Reference Asset on the Final Valuation Date, as shown in the table below. The table below does not include the final Contingent Coupon Payment, if any, and reflects the hypothetical Payment at Maturity that you could receive. The Closing Prices in the left column of the table below represent hypothetical Final Prices of the Reference Asset and are expressed as percentages of the Initial Price. The amounts in the right column of the table below represent the hypothetical Payment at Maturity, based