多伦多道明银行美股招股说明书(2026-08-06版)

Pricing Supplement dated August 5, 2026 to theProduct Supplement MLN-EI-1 dated February 26, 2025,Product Supplement MLN-ES-ETF-1 dated February 26, 2025,Underlier Supplement dated February 26, 2025 andProspectus dated February 26, 2025 The Toronto-Dominion Bank $2,154,000Autocallable Contingent Interest Barrier Notes Linked to the Least Performing of the Russell 2000®Index and theshares of the VanEck®Semiconductor ETF Due July 10, 2028 The Toronto-Dominion Bank (“TD” or “we”) has offered the Autocallable Contingent Interest Barrier Notes (the “Notes”) linked to the least performing of the Russell2000®Index and the shares of the VanEck®Semiconductor ETF (each, a “Reference Asset” and together, the “Reference Assets”). We also refer to an exchange-traded fund as an “ETF”, a Reference Asset that is a share of an ETF as an “Equity Reference Asset” and a Reference Asset that is an index as an “IndexReference Asset”. The Notes will pay a Contingent Interest Payment on a Contingent Interest Payment Date (including the Maturity Date) at a per annum rate of 19.35% (the“Contingent Interest Rate”) only if, on the related Contingent Interest Observation Date, the Closing Value of each Reference Asset is greater than or equal to itsContingent Interest Barrier Value, which is equal to 70.00% of its Initial Value. If, however, the Closing Value of any Reference Asset is less than its ContingentInterest Barrier Value on a Contingent Interest Observation Date, no Contingent Interest Payment will accrue or be payable on the related Contingent InterestPayment Date. The Notes will be automatically called if, on any Call Observation Date, the Closing Value of each Reference Asset is greater than or equal to itsCall Threshold Value, which is equal to 100.00% of its Initial Value. If the Notes are automatically called, on the first following Contingent Interest Payment Date(the “Call Payment Date”), we will pay a cash payment per Note equal to the Principal Amount, plus any Contingent Interest Payment otherwise due. No furtheramounts will be owed under the Notes. If the Notes are not automatically called, the amount we pay at maturity, in addition to any Contingent Interest Paymentotherwise due, if anything, will depend on the Closing Value of each Reference Asset on its Final Valuation Date (each, its “Final Value”) relative to its BarrierValue, which is equal to 50.00% of its Initial Value, calculated as follows: •If the Final Value of each Reference Asset is greater than or equal to its Barrier Value: the Principal Amount of $1,000•If the Final Value of any Reference Asset is less than its Barrier Value: the sum of (1) $1,000 plus (2) the product of (i) $1,000 times (ii) the Least Performing Percentage Change If the Notes are not automatically called and the Final Value of any Reference Asset is less than its Barrier Value, investors will suffer a percentage losson their initial investment that is equal to the percentage decline of the Reference Asset with the lowest Percentage Change from its Initial Value to itsFinal Value (the “Least Performing Reference Asset”). Specifically, investors will lose 1% of the Principal Amount of the Notes for each 1% that theFinal Value of the Least Performing Reference Asset is less than its Initial Value, and may lose the entire Principal Amount. Any payments on the Notesare subject to our credit risk. The Notes do not guarantee the payment of any Contingent Interest Payments or the return of the Principal Amount. Investors are exposedto the market risk of each Reference Asset on each Contingent Interest Observation Date (including the Final Valuation Date) and anydecline in the value of one Reference Asset will not be offset or mitigated by a lesser decline or potential increase in the value of any otherReference Asset. If the Final Value of any Reference Asset is less than its Barrier Value, investors may lose up to their entire investment inthe Notes. Any payments on the Notes are subject to our credit risk. The Notes are unsecured and are not savings accounts or insured deposits of a bank. The Notes are not insured or guaranteed by the Canada Deposit InsuranceCorporation, the U.S. Federal Deposit Insurance Corporation or any other governmental agency or instrumentality of Canada or the United States. The Notes willnot be listed or displayed on any securities exchange or electronic communications network. The Notes have complex features and investing in the Notes involves a number of risks. See “Additional Risk Factors” beginning on page P-7 of thispricing supplement, “Additional Risk Factors Specific to the Notes” beginning on page PS-7 of the product supplement MLN-EI-1 and the productsupplement MLN-ES-ETF-1, each dated February 26, 2025 (together, the “product supplements”) and “Risk Factors” on page 1 of the prospectus datedFebruary 26, 2025 (the “prospectus”). Neither the Securities and Exchange Commission (the “SEC”) nor any state securities commission has approved or d