Issuer:

Aggregate Principal Amount Offered:

Maturity Date:

Price to Public:

Underwriting Commission:

Net Proceeds to the Bank after Underwriting Commission and Before Expenses:

Coupon:

Interest Payment Dates:

Regular Record Dates:

Benchmark Treasury:

Benchmark Treasury Yield:

Spread to Benchmark Treasury:

Re-offer Yield:

Trade Date:

Settlement Date:

Redemption Provisions:

The Fixed Rate Notes may be redeemed upon the occurrence of certain events pertaining to Canadian taxation.

The Bank may, at its option, redeem the Fixed Rate Notes, in whole or in part, at any time or from time to time, on or after the 30th day prior to the maturity date of the Fixed Rate Notes at 100% of the principal amount of the Fixed Rate Notes (par), plus accrued and unpaid interest thereon to but excluding the date of redemption.

CUSIP:

Denominations:

Joint Book-Running Managers:

BMO Capital Markets Corp.

Citigroup Global Markets Inc.

Credit Suisse Securities (USA) LLC

J.P. Morgan Securities LLC

Wells Fargo Securities, LLC

Co-Managers:

Deutsche Bank Securities Inc.

Goldman, Sachs & Co.

HSBC Securities (USA) Inc.

Merrill Lynch, Pierce, Fenner & Smith

                    Incorporated

Morgan Stanley & Co. LLC

SG Americas Securities, LLC

UBS Securities LLC

Issuer:

Aggregate Principal Amount Offered:

Maturity Date:

Price to Public:

Underwriting Commission:

Net Proceeds to the Bank after Underwriting Commission and Before Expenses:

Coupon:

Interest Payment Dates:

Regular Record Dates:

Interest Determination Dates:

Interest Reset Date:

Interest Period:

London Business Day:

Three-Month LIBOR:

Day Count:

Day Count Convention:

Calculation Agent:

Redemption Provisions:

Trade Date:

Settlement Date:

CUSIP:

Denominations:

Joint Book-Running Managers:

BMO Capital Markets Corp.

Citigroup Global Markets Inc.

Credit Suisse Securities (USA) LLC

J.P. Morgan Securities LLC

Wells Fargo Securities, LLC

Co-Managers:

Deutsche Bank Securities Inc.

Goldman, Sachs & Co.

HSBC Securities (USA) Inc.

Merrill Lynch, Pierce, Fenner & Smith

                    Incorporated

Morgan Stanley & Co. LLC

SG Americas Securities, LLC

UBS Securities LLC

Risk Factors:

The “Risk Factors” section will be updated to include the following risk factor:

Changes to LIBOR may adversely affect holders of the Floating Rate Notes

Beginning in 2008, various concerns have been raised with respect to the calculation of LIBOR across a range of maturities and currencies. A number of the British Bankers Association (the “BBA”) member banks have entered into settlements with their regulators and law enforcement agencies with respect to alleged manipulation of LIBOR, and investigations were instigated by regulators and governmental authorities in various jurisdictions (including in the United States, United Kingdom, European Union, Japan and Canada). If manipulation of LIBOR or another inter-bank lending rate occurred, it may have resulted in that rate being artificially lower (or higher) than it otherwise would have been.

In September 2012, the U.K. government published the results of its review of LIBOR (commonly referred to as the “Wheatley Review”). The Wheatley Review made a number of recommendations for changes with respect to LIBOR including the introduction of statutory regulation of LIBOR, the transfer of responsibility for LIBOR from the BBA to an independent administrator, changes to the method of compilation of lending rates and new regulatory oversight and enforcement mechanisms for rate-setting. Based on the Wheatley Review, final rules for the regulation and supervision of LIBOR by the Financial Conduct Authority (the “FCA”) were published and came into effect on April 2, 2013 (the “FCA Rules”). In particular, the FCA Rules include requirements that (1) an independent LIBOR administrator monitor and survey LIBOR submissions to identify breaches of practice standards and/or potentially manipulative behavior, and (2) firms submitting data to LIBOR establish and maintain a clear conflicts of interest policy and appropriate systems and controls. In response to the Wheatley Review recommendations, ICE Benchmark Administration Limited (the “ICE Administration”) has been appointed as the independent LIBOR administrator, effective February 1, 2014.

On September 18, 2013, the European Commission released proposals that could result in additional regulation of LIBOR and other benchmarks if adopted by the European Parliament and the member states.

It is not possible to predict the effect of the FCA Rules, any changes in the methods pursuant to which the LIBOR rates are determined and any other reforms to LIBOR that will be enacted in the U.K., the European Union and elsewhere, which may adversely affect the trading market for LIBOR-based securities. In addition, any changes announced by the FCA, the ICE Administration or any other successor governance or oversight body, or future changes adopted by such body of the European Union, in the method pursuant to which the LIBOR rates are determined may result in a sudden or prolonged decrease (or increase) in the reported LIBOR rates. If that were to occur, the level of interest payments on and the trading value of the Floating-Rate Notes may be adversely affected. Further, uncertainty as to the extent and manner in which the Wheatley Review recommendations will continue to be adopted and the European Commission proposals may be adopted and the timing of such changes may adversely affect the current trading market for LIBOR-based securities and the value of your Floating Rate Notes.

Supplemental Tax Considerations:

The “Supplemental Tax Considerations” section will be updated to include the following sentence under the heading “Supplemental United States Federal Income Tax Considerations – United States Holders”:

The Floating Rate Notes will be subject to the special rules governing variable rate debt instruments for United States federal income tax purposes.