Canadian Copper SEC Filings

Canadian Imperial Bank of Commerce (CIBC) is offering Autocallable Strategic Accelerated Redemption Securities® linked to one or more equity indices or exchange-traded funds. These are unsecured senior notes that do not pay interest and may not return principal at maturity. Each unit, unless otherwise specified in the term sheet, has a principal amount of $10. The notes will be automatically called if the Market Measure meets or exceeds a specified Call Level on an Observation Date, producing a Call Amount equal to principal plus a Call Premium. If not called, payment at maturity depends on the Ending Value relative to a Threshold Value; if the Ending Value is below the Threshold Value you face 1-to-1 downside exposure and could lose some or all principal. The product supplement explains calculation agent discretion, Market Disruption Events, anti-dilution adjustments for Underlying Funds, tax redemption mechanics, and material risks including issuer credit risk and potential illiquidity.

Canadian Imperial Bank of Commerce describes a public offering program of Accelerated Return Notes ("ARNs"), senior unsecured notes that return a multiple of positive performance of an equity Market Measure up to a capped amount and expose holders to 1-to-1 downside on negative performance.

The product supplement explains that ARNs pay no interest, are unsecured obligations of the issuer, will generally have a $10 principal per unit unless the term sheet states otherwise, and that specific offering terms (Market Measure, Capped Value, Participation Rate, Price Multiplier, Maturity Valuation Period) will be set in each term sheet.

Canadian Imperial Bank of Commerce describes a public offering program of Accelerated Return Notes ("ARNs"), senior unsecured notes that return a multiple of positive performance of an equity Market Measure up to a capped amount and expose holders to 1-to-1 downside on negative performance.

The product supplement explains that ARNs pay no interest, are unsecured obligations of the issuer, will generally have a $10 principal per unit unless the term sheet states otherwise, and that specific offering terms (Market Measure, Capped Value, Participation Rate, Price Multiplier, Maturity Valuation Period) will be set in each term sheet.

Canadian Imperial Bank of Commerce offers Accelerated Return Notes ("ARNs") linked to one or more equity securities or ADRs. ARNs are unsecured senior notes with no periodic interest; typical unit principal is $10. Returns depend on the Market Measure’s performance from a Starting Value to an Ending Value, with a Participation Rate of 300% (unless otherwise set in the term sheet) and a contractual Capped Value (set on the pricing date). ARNs expose holders to full 1-to-1 downside in the Market Measure and are subject to the issuer’s credit risk. BofA Securities is expected to serve as calculation agent and agent for distribution. ARNs may be linked to a single Underlying Stock or a Basket (Starting Value for a Basket = 100); anti-dilution, market-disruption, tax-redemption, and other adjustments are governed by the calculation agent’s formulas. Tax treatment is uncertain under U.S. federal law; Canadian tax changes may permit early redemption.

Canadian Imperial Bank of Commerce offers Accelerated Return Notes ("ARNs") linked to one or more equity securities or ADRs. ARNs are unsecured senior notes with no periodic interest; typical unit principal is $10. Returns depend on the Market Measure’s performance from a Starting Value to an Ending Value, with a Participation Rate of 300% (unless otherwise set in the term sheet) and a contractual Capped Value (set on the pricing date). ARNs expose holders to full 1-to-1 downside in the Market Measure and are subject to the issuer’s credit risk. BofA Securities is expected to serve as calculation agent and agent for distribution. ARNs may be linked to a single Underlying Stock or a Basket (Starting Value for a Basket = 100); anti-dilution, market-disruption, tax-redemption, and other adjustments are governed by the calculation agent’s formulas. Tax treatment is uncertain under U.S. federal law; Canadian tax changes may permit early redemption.

CIBC received Toronto Stock Exchange approval for a new normal course issuer bid, allowing the bank to repurchase and cancel up to 30 million common shares. This represents about 3.3% of its 912,835,441 issued and outstanding common shares as of May 31, 2026.

The maximum 30 million shares under the new bid, combined with 20 million shares already repurchased under the prior program, equal about 5.5% of CIBC’s 912,564,072-share public float. The previous bid, begun in September 2025 and completed in May 2026, retired 20 million shares at an average price of $129.68 for a total of $2.6 billion.

CIBC received Toronto Stock Exchange approval for a new normal course issuer bid, allowing the bank to repurchase and cancel up to 30 million common shares. This represents about 3.3% of its 912,835,441 issued and outstanding common shares as of May 31, 2026.

The maximum 30 million shares under the new bid, combined with 20 million shares already repurchased under the prior program, equal about 5.5% of CIBC’s 912,564,072-share public float. The previous bid, begun in September 2025 and completed in May 2026, retired 20 million shares at an average price of $129.68 for a total of $2.6 billion.

Canadian Imperial Bank of Commerce (CIBC) provides a product supplement dated June 4, 2026 describing terms for Senior Global Medium-Term Notes linked to equity Market Measures (indices, ETFs, common stock or ADSs). The notes are U.S. dollar senior unsecured obligations of CIBC, repayable at maturity subject to issuer credit risk, and may provide a variable maturity payment tied to the performance of one or more Market Measures as specified in an applicable pricing supplement.

The supplement explains key mechanics: calculation days and Closing Value conventions, the role and powers of the calculation agent (initially CIBC), Market Disruption Event definitions and postponement procedures (including the concept of a final disrupted calculation day), anti-dilution and reorganization adjustments (Adjustment Factor rules), book-entry DTC settlement, rounding rules, and that the notes will not be exchange-listed. Specific issuance terms (principal, pricing date, coupon, maturity, Market Measure selection) will appear in separate pricing supplements.

Canadian Imperial Bank of Commerce (CIBC) provides a product supplement dated June 4, 2026 describing terms for Senior Global Medium-Term Notes linked to equity Market Measures (indices, ETFs, common stock or ADSs). The notes are U.S. dollar senior unsecured obligations of CIBC, repayable at maturity subject to issuer credit risk, and may provide a variable maturity payment tied to the performance of one or more Market Measures as specified in an applicable pricing supplement.

The supplement explains key mechanics: calculation days and Closing Value conventions, the role and powers of the calculation agent (initially CIBC), Market Disruption Event definitions and postponement procedures (including the concept of a final disrupted calculation day), anti-dilution and reorganization adjustments (Adjustment Factor rules), book-entry DTC settlement, rounding rules, and that the notes will not be exchange-listed. Specific issuance terms (principal, pricing date, coupon, maturity, Market Measure selection) will appear in separate pricing supplements.

Canadian Imperial Bank of Commerce (CIBC) files a product supplement that governs offerings of principal-at-risk Senior Global Medium-Term Notes linked to indices, exchange-traded funds or equity securities. The supplement describes general terms, calculation mechanics, market disruption rules, adjustment and substitution procedures, tax references and credit risk.

The supplement emphasizes that payments depend on Market Measure performance, that the securities are unsecured senior debt payable in U.S. dollars, and that the specific terms (face amount, pricing date, calculation days, coupons, and maturity payment mechanics) will be set in each applicable pricing supplement.

Canadian Imperial Bank of Commerce (CIBC) files a product supplement that governs offerings of principal-at-risk Senior Global Medium-Term Notes linked to indices, exchange-traded funds or equity securities. The supplement describes general terms, calculation mechanics, market disruption rules, adjustment and substitution procedures, tax references and credit risk.

The supplement emphasizes that payments depend on Market Measure performance, that the securities are unsecured senior debt payable in U.S. dollars, and that the specific terms (face amount, pricing date, calculation days, coupons, and maturity payment mechanics) will be set in each applicable pricing supplement.

Canadian Imperial Bank of Commerce (CIBC) supplements its prospectus to describe senior unsecured notes linked to one or more exchange-traded funds (Funds). The supplement (Registration No. 333-294072) dated June 4, 2026 explains that payments depend on the Reference Asset’s Closing Price on designated Valuation Dates, are subject to CIBC credit risk, and may result in loss of principal. Terms such as postponement for Market Disruption Events, limited anti-dilution adjustments, possible physical delivery of Fund shares, and discretionary hedging/market-making by the bank are described. The notes will be U.S. dollar denominated, typically not listed, and holders have no ownership or voting rights in the Funds. Potential purchasers are directed to the applicable pricing supplement, this underlying supplement, and accompanying prospectus materials for specific terms and risks.

Canadian Imperial Bank of Commerce (CIBC) supplements its prospectus to describe senior unsecured notes linked to one or more exchange-traded funds (Funds). The supplement (Registration No. 333-294072) dated June 4, 2026 explains that payments depend on the Reference Asset’s Closing Price on designated Valuation Dates, are subject to CIBC credit risk, and may result in loss of principal. Terms such as postponement for Market Disruption Events, limited anti-dilution adjustments, possible physical delivery of Fund shares, and discretionary hedging/market-making by the bank are described. The notes will be U.S. dollar denominated, typically not listed, and holders have no ownership or voting rights in the Funds. Potential purchasers are directed to the applicable pricing supplement, this underlying supplement, and accompanying prospectus materials for specific terms and risks.

Canadian Imperial Bank of Commerce filed a Stock-Linked Underlying Supplement dated June 4, 2026 describing terms and risks for senior unsecured notes linked to one or more equity securities or ADRs (the “Reference Asset”). The supplement explains structure risks, credit exposure to CIBC, limited liquidity, the Bank’s initial estimated value methodology, anti-dilution rules, Market Disruption Event mechanics and potential physical delivery or cash settlement.

The calculation agent (expected to be the Bank) has broad discretion over Valuation Dates, Market Disruption Event determinations, anti-dilution adjustments and substitutions; certain postponements can extend payment or maturity dates by specified Business Days. The supplement emphasizes purchasers may lose some or all principal and that secondary-market liquidity is unlikely.

Canadian Imperial Bank of Commerce filed a Stock-Linked Underlying Supplement dated June 4, 2026 describing terms and risks for senior unsecured notes linked to one or more equity securities or ADRs (the “Reference Asset”). The supplement explains structure risks, credit exposure to CIBC, limited liquidity, the Bank’s initial estimated value methodology, anti-dilution rules, Market Disruption Event mechanics and potential physical delivery or cash settlement.

The calculation agent (expected to be the Bank) has broad discretion over Valuation Dates, Market Disruption Event determinations, anti-dilution adjustments and substitutions; certain postponements can extend payment or maturity dates by specified Business Days. The supplement emphasizes purchasers may lose some or all principal and that secondary-market liquidity is unlikely.

Canadian Imperial Bank of Commerce published an Equity Index Underlying Supplement describing terms and risks for senior unsecured notes linked to one or more equity indices. The supplement (dated June 4, 2026) explains structure risks, credit exposure to CIBC, valuation and liquidity constraints, hedging practices and index‑specific risks for selected indices.

The document lists indices that may underlie future issuances (including the Dow Jones Industrial Average, EURO STOXX 50, FTSE 100, Hang Seng, MSCI family and others), warns that notes are unsecured and not FDIC/CDIC insured, and states that payments depend on CIBC creditworthiness and on values observed on specified Valuation Dates.

Canadian Imperial Bank of Commerce published an Equity Index Underlying Supplement describing terms and risks for senior unsecured notes linked to one or more equity indices. The supplement (dated June 4, 2026) explains structure risks, credit exposure to CIBC, valuation and liquidity constraints, hedging practices and index‑specific risks for selected indices.

The document lists indices that may underlie future issuances (including the Dow Jones Industrial Average, EURO STOXX 50, FTSE 100, Hang Seng, MSCI family and others), warns that notes are unsecured and not FDIC/CDIC insured, and states that payments depend on CIBC creditworthiness and on values observed on specified Valuation Dates.

Canadian Imperial Bank of Commerce (CIBC) filed a prospectus supplement dated June 4, 2026 for a US$20,000,000,000 aggregate initial offering of senior global medium-term notes to be issued under its indenture. The supplement describes a continuous note program with varied structures — fixed, floating, indexed, original-issue-discount and currency‑denominated notes — and states that specific terms for each series will be provided in individual pricing supplements. The document highlights key investor risks including credit risk, potential lack of market liquidity, FATCA withholding, benchmark transition risks (EURIBOR, SOFR), currency‑exchange risks for non‑U.S. dollar notes and the possibility that certain notes may be bail-inable and converted into common shares under Canadian bank resolution powers. The supplement also notes minimum denominations of $1,000, references the Bank’s fiscal year ended October 31, 2025, and explains redemption, repayment and calculation-agent mechanics that will be specified in pricing supplements.

Canadian Imperial Bank of Commerce (CIBC) filed a prospectus supplement dated June 4, 2026 for a US$20,000,000,000 aggregate initial offering of senior global medium-term notes to be issued under its indenture. The supplement describes a continuous note program with varied structures — fixed, floating, indexed, original-issue-discount and currency‑denominated notes — and states that specific terms for each series will be provided in individual pricing supplements. The document highlights key investor risks including credit risk, potential lack of market liquidity, FATCA withholding, benchmark transition risks (EURIBOR, SOFR), currency‑exchange risks for non‑U.S. dollar notes and the possibility that certain notes may be bail-inable and converted into common shares under Canadian bank resolution powers. The supplement also notes minimum denominations of $1,000, references the Bank’s fiscal year ended October 31, 2025, and explains redemption, repayment and calculation-agent mechanics that will be specified in pricing supplements.