Company: TDBCP
Filing Date: 2025-02-27
Form Type: 424B2
Source: 0001193125-25-039151
Chunk: 25

Company: TORONTO DOMINION BANK
Filing Date: 2025-02-27
Form: 424B2
Chunk 25
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 secondary market offered rates for treasury notes with an original maturity of the number of years that is the next highest to the index maturity and a remaining term to maturity closest to the index 
 maturity and in a representative amount: the offered rates, as of approximately 3:30 P.M., New York City time, on the relevant interest determination date, of three reference dealers selected by the calculation agent.                                |

| • |     | If two treasury notes with an original maturity as described in the preceding sentence have remaining terms to                                                                                                                                  
 maturity that are equally close to the designated CMT index maturity, the calculation agent will obtain from three reference dealers selected as described above quotations for the treasury notes with the shorter remaining term to maturity. |

| • |     | If two or fewer primary dealers selected by the calculation agent are quoting as described above, the CMT rate in                                                                                                                              
 effect for the new interest period will be the CMT rate in effect for the prior interest period. If the initial interest rate has been in effect for the prior interest period, however, it will remain in effect for the new interest period. |

CMS Rate Notes If you purchase a CMS rate note, your note will bear interest at an interest rate equal to the CMS rate and adjusted by the spread or spread multiplier, if any, indicated in the applicable pricing supplement. Unless we specify otherwise in the applicable pricing supplement, the CMS rate will be the rate for U.S. dollar swaps with a maturity for a specified number of years, expressed as a percentage in the applicable pricing supplement, which appears on the Reuters or Bloomberg screen page specified in the applicable pricing supplement as of 11:00 a.m., New York City time, on the interest determination date. The floating reference rate measures the fixed rate of interest payable on a hypothetical fixed-for-floatingU.S. dollar interest rate swap transaction with a maturity for a specified number of years. In the hypothetical swap transaction, the fixed rate of interest, payable annually on an Actual/360 day count basis, is exchangeable for a floating rate referencing SOFR compounded in arrears for twelve months (using standard market conventions). If the CMS rate cannot be determined as described above, unless otherwise specified in the applicable pricing supplement, the following procedures will apply:

| • |     | If the applicable rate described above is not displayed on the relevant designated CMS Reuters or Bloomberg                                                                                                                                               
 screen by 11:00 a.m., New York City time, on the interest determination date, then the CMS rate will be a percentage determined by the calculation