I own structured notes. Where do proceeds from structured notes appear on my 1099 from the brokerage?

You should receive a 1099-MISC for any structured notes.  Payments are usually taxed as regular income.  However, you should consult with your broker as to how they plan to report these to you incase they do something different.

@jharris91996 

Thank you.  Is it correct that the monthly payments from the notes are taxed as ordinary income?  Can the taxes be applied against capital losses (I think the answer is no)?

No, they would not be considered long-term capital gains unless the payments apply to investments that have been held for over one year and the proceeds represent a sale of those investments. If the payments represent interest income from the notes, then those payments would be taxed as ordinary income.