Typical coupons on US autocallable notes by barrier level and type, from every final pricing supplement in the registry, October 2025 to September 2026.
By Verio Labs. Updated 2026-10-30. Figures as of 2026-10-30.
Coupons on autocallables priced October 2025 to September 2026, from 18,808 notes with a barrier. Notes with a 50% barrier had a median coupon of 16.4% a year (4,400 notes); at a 70% barrier the median was 10.7% (4,926 notes).
A barrier is the level, as a share of the starting level, below which the note pays back less than face at maturity. A lower barrier leaves more room before a loss, and the coupon is the other side of that trade. The levels below also hold different underliers: low barriers are most common on single stocks, which pay more, so the table shows what was issued, not what lowering one note's barrier would pay. Buffered notes are left out.
Coupon by barrier level
Coupon a year by barrier level, autocallables with a barrier. Based on 18,808 notes priced October 2025 to September 2026; autocallables with a barrier, grouped by barrier level in 5-point steps (60% means 60% to 64.9% of the starting level). Registry data as of 2026-10-30. Groups under 10 notes are not shown. Download PNG
Barrier
Notes
Median
40% barrier
62
17.52%
45% barrier
45
15.00%
50% barrier
4,400
16.35%
55% barrier
785
12.75%
60% barrier
5,428
13.65%
65% barrier
1,587
11.40%
70% barrier
4,926
10.70%
75% barrier
1,090
10.75%
80% barrier
435
11.70%
85% barrier
50
15.79%
Source: Verio Note Registry, noteregistry.com, as of 30 October 2026.
Coupon by type of autocallable
Worst-of notes pay on the weakest of several underliers; single-index and single-stock notes follow one.
Coupon a year by type of autocallable. Based on 16,497 notes priced October 2025 to September 2026; autocallables in three like-for-like groups (worst-of on indices, one index, one stock). Registry data as of 2026-10-30. Download PNG
Type
Notes
Median
Index worst-of autocallables
4,363
9.35%
Single-index autocallables
2,334
12.00%
Single-stock autocallables
9,800
15.00%
Source: Verio Note Registry, noteregistry.com, as of 30 October 2026.
Month by month
Median coupon a year, month by month. Based on 16,497 notes priced October 2025 to September 2026; the same three autocallable groups. Registry data as of 2026-10-30. Months with under 10 notes in a group are not shown. Download PNG