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Royal Bank of Canada 0.00% due 3/25/2026

Royal Bank of Canada 0.00% due 3/25/2026

Royal Bank of Canada 0.00% due 9/25/2025

Royal Bank of Canada 7.00% due 9/18/2025

Royal Bank of Canada 0.00% due 3/20/2026

Royal Bank of Canada 0.00% due 3/23/2026

Royal Bank of Canada 9.70% due 3/20/2025

Royal Bank of Canada 13.00% due 3/20/2025

Royal Bank of Canada 7.8%, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 3/18/2027

Royal Bank of Canada 10%, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 3/18/2027

Royal Bank of Canada 10%, payable quarterly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,427.525 for Russell, $44.42 for SPDR, 3,581.96 for S&P; 70% of initial levels due 3/18/2027

Royal Bank of Canada 13.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $15.22; 50% of initial share price due 3/18/2027

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $122.09; 70% of initial share price due 3/18/2027

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $138.10; 80% of initial share price due 3/18/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $81.23; 65% of initial share price due 3/18/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $7.24; 60% of initial share price due 3/18/2027

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $70.25; 55% of initial share price due 3/18/2027

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $439.183; 50% of initial share price due 3/18/2027

Royal Bank of Canada 10.1% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $169.30; 60% of initial share price due 3/18/2027

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $25.25; 60% of initial share price due 3/18/2027

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $45.64; 60% of initial share price due 3/18/2027

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $114.59; 70% of initial share price due 3/18/2027

Royal Bank of Canada 0.00% due 5/20/2025

Royal Bank of Canada 0.00% due 5/20/2025

Royal Bank of Canada 0.00% due 5/20/2025

Royal Bank of Canada 10.25%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,631.458 for Russell, 4,093.67 for S&P, 14,246.6 for Nasdaq; 80% of initial index levels due 3/18/2027

Royal Bank of Canada 8.55%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 30,971.82 for Dow, 14,246.6 for Nasdaq, 1,631.458 for Russell; 80% of initial index levels due 3/20/2028

Royal Bank of Canada 0.00% due 3/20/2029

Royal Bank of Canada 0.00% due 4/5/2027

Royal Bank of Canada 12.3%, payable quarterly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,523.381 for Russell, $47.53 for SPDR, 13,511.11 for Nasdaq; 75% of initial levels due 3/18/2027

Royal Bank of Canada 0.00% due 4/17/2025

Royal Bank of Canada 0.00% due 9/17/2027

Royal Bank of Canada 0.00% due 4/17/2025

Royal Bank of Canada 0.00% due 3/16/2029

Royal Bank of Canada 0.00% due 7/18/2028

Royal Bank of Canada 0.00% due 4/17/2025

Royal Bank of Canada 0.00% due 4/16/2025

Royal Bank of Canada 0.00% due 4/23/2025

Royal Bank of Canada 0.00% due 11/5/2025

Royal Bank of Canada 10.6% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 70% barrier level on quarterly observation date due 3/18/2026

Royal Bank of Canada 10.65%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,445.835 for Russell, 3,622.69 for S&P, 12,753.38 for Nasdaq; 70% of initial levels due 3/17/2026

Royal Bank of Canada 14.25%, payable monthly if worst performing ETF closes at or above trigger level on the relevant observation date due 3/11/2027

Royal Bank of Canada 0.00% due 3/12/2026

Royal Bank of Canada 0.00% due 4/11/2025

Royal Bank of Canada 0.00% due 3/11/2027

Royal Bank of Canada 0.00% due 4/11/2025

Royal Bank of Canada 0.00% due 4/11/2025

Royal Bank of Canada 0.00% due 3/11/2027

Royal Bank of Canada 0.00% due 3/11/2027

Royal Bank of Canada 7.9%, payable quarterly if each stock closes at or above coupon barrier level on observation date for that period; Coupon barriers: $166.77 for Caterpillar, $183.37 for Deere; 50% of initial levels due 3/10/2026

Royal Bank of Canada 0.00% due 6/11/2025

Royal Bank of Canada 15.5% annual rate, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 100.18 for index, $164.46 for fund; 80% of initial stock prices due 3/10/2027

Royal Bank of Canada 0.00% due 3/9/2026

Royal Bank of Canada 0.00% due 4/9/2025

Royal Bank of Canada 0.00% due 3/9/2026

Royal Bank of Canada 0.00% due 4/9/2025

Royal Bank of Canada 0.00% due 4/9/2025

Royal Bank of Canada 0.00% due 4/9/2025

Royal Bank of Canada 0.00% due 3/6/2026

Royal Bank of Canada SOFR plus 102 bps for first six years and six months, then two-year U.S. dollar SOFR ICE swap rate plus 102 bps, floor of 0%; payable quarterly due 3/11/2031

Royal Bank of Canada 15.5% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above buffer level on quarterly observation date due 3/19/2025

Royal Bank of Canada 0.00% due 9/5/2025

Royal Bank of Canada 0.00% due 9/4/2025

Royal Bank of Canada 9% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 4/3/2025

Royal Bank of Canada 11%, payable quarterly if worst performing ETF closes at or above trigger level on the relevant observation date due 3/5/2026

Royal Bank of Canada 0.00% due 3/3/2027

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 0.00% due 3/3/2027

Royal Bank of Canada 0.00% due 9/4/2026

Royal Bank of Canada 0.00% due 3/3/2027

Royal Bank of Canada 0.00% due 9/4/2029

Royal Bank of Canada 0.00% due 6/4/2025

Royal Bank of Canada 0.00% due 3/5/2029

Royal Bank of Canada 0.00% due 3/3/2027

Royal Bank of Canada 0.00% due 8/29/2025

Royal Bank of Canada 12.1% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $96.81, 55% of initial level due 3/3/2027

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $60.76, 50% of initial level due 3/3/2027

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $44.46, 65% of initial level due 3/3/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $88.19, 65% of initial level due 3/3/2027

Royal Bank of Canada 9.4% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $289.04, 60% of initial level due 3/3/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $83.23, 75% of initial level due 3/3/2027

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $99.70, 50% of initial level due 3/3/2027

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $26.98, 60% of initial level due 3/3/2027

Royal Bank of Canada 0.00% due 3/3/2027

Royal Bank of Canada 0.00% due 3/3/2026

Royal Bank of Canada 0.00% due 3/3/2026

Royal Bank of Canada 0.00% due 3/3/2026

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 12/1/2027

Royal Bank of Canada 0.00% due 3/1/2029

Royal Bank of Canada 0.00% due 3/1/2029

Royal Bank of Canada 8.5% for first two years; starting Feb. 28, 2026, 7.45% minus compounded SOFR times 1.5, subject to floor of 0%; payable quarterly due 2/28/2039

Royal Bank of Canada 8.2%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/26/2027

Royal Bank of Canada 7.5%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,307.72 for S&P, 1,310.847 for Russell; 65% of initial index levels due 2/28/2028

Royal Bank of Canada 11.57% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $75.07; 60% of initial level due 2/26/2026

Royal Bank of Canada 13.49% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $46.92; 60% of initial level due 2/26/2026

Royal Bank of Canada 0.00% due 2/24/2028

Royal Bank of Canada 0.00% due 3/25/2025

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 10.00% due 2/25/2025

Royal Bank of Canada 10.55% due 2/20/2025

Royal Bank of Canada 0.00% due 8/18/2025

Royal Bank of Canada 0.00% due 6/4/2025

Royal Bank of Canada 8.5% for first two years; starting Feb. 16, 2026, 7.45% minus compounded SOFR times 1.5, subject to floor of 0%; payable quarterly due 2/16/2039

Royal Bank of Canada 7.45% per year, paid quarterly if each index closes at or above its coupon barrier on the related observation date; Coupon barrier levels: 1,431.68 for Russell, 3,322.45 for Stoxx; 70% of initial levels due 2/17/2027

Royal Bank of Canada 5.75% per year up to but excluding Feb. 14, 2025; after that, two-year U.S. dollar SOFR ICE swap rate plus 60 bps with floor of 0%; payable quarterly due 2/14/2027

Royal Bank of Canada 0.00% due 8/13/2026

Royal Bank of Canada 0.00% due 2/13/2025

Royal Bank of Canada 0.00% due 2/13/2025

Royal Bank of Canada 0.00% due 2/13/2030

Royal Bank of Canada 13.00% due 2/21/2025

Royal Bank of Canada 9.75%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,472.048 for Russell, 3,718.96 for S&P, 13,232.05 for Nasdaq; 75% of initial levels due 2/5/2027

Royal Bank of Canada 10.45% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 2/5/2027

Royal Bank of Canada Payable quarterly; amount will be 99.05% of sum of all dividends paid during the preceding quarter due 2/10/2025

Royal Bank of Canada Payable quarterly; amount will be 97.8% of sum of all dividends paid during the preceding quarter due 2/10/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if the stock closes at or above coupon barrier on quarterly observation date; Coupon barrier level: $37.82; 70% of initial level due 2/5/2026

Royal Bank of Canada 0.00% due 3/5/2026

Royal Bank of Canada 0.00% due 8/6/2026

Royal Bank of Canada 0.00% due 1/28/2028

Royal Bank of Canada 0.00% due 3/5/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/5/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/5/2026

Royal Bank of Canada 11.05% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 2/5/2026

Royal Bank of Canada 0.00% due 8/5/2025

Royal Bank of Canada 10.6% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $33.35; 60% of initial level due 2/5/2025

Royal Bank of Canada 10.55% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/4/2025

Royal Bank of Canada 0.00% due 2/3/2026

Royal Bank of Canada 0.00% due 8/4/2025

Royal Bank of Canada 0.00% due 2/2/2029

Royal Bank of Canada 0.00% due 3/5/2025

Royal Bank of Canada 0.00% due 2/4/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $88.92, 50% of initial level due 2/3/2027

Royal Bank of Canada 13.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $61.60, 50% of initial level due 2/3/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $112.88, 70% of initial level due 2/3/2027

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $76.70, 60% of initial level due 2/3/2027

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $165.37, 55% of initial level due 2/3/2027

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $21.39, 50% of initial level due 2/3/2027

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $6.93, 60% of initial level due 2/3/2027

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $33.27, 65% of initial level due 2/3/2027

Royal Bank of Canada 12.4% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $95.47, 50% of initial level due 2/3/2027

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $35.76, 50% of initial level due 2/3/2027

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $22.85, 60% of initial level due 2/3/2027

Royal Bank of Canada 0.00% due 3/18/2026

Royal Bank of Canada 0.00% due 1/31/2029

Royal Bank of Canada 0.00% due 1/31/2029

Royal Bank of Canada 9.6% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $70.31; 55% of initial level due 2/3/2027

Royal Bank of Canada 9.95% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $23.24; 53% of initial level due 2/3/2027

Royal Bank of Canada 0.00% due 1/31/2029

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/29/2026

Royal Bank of Canada 9.6% annual rate, payable quarterly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 3,423.68 for S&P, 3,244.83 for Stoxx, 12,194.71 for Nasdaq; 70% of initial levels due 1/29/2026

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 0.00% due 1/31/2030

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 8.5%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; coupon payment events will automatically include any previously unpaid coupons; Coupon barriers: 30,487.54 for Dow, 13,936.81 for Nasdaq, 1,582.665 for Russell; 80% of initial index levels due 1/31/2028

Royal Bank of Canada 0.00% due 1/31/2029

Royal Bank of Canada 0.00% due 7/30/2026

Royal Bank of Canada 0.00% due 3/12/2025

Royal Bank of Canada 0.00% due 3/27/2026

Royal Bank of Canada 0.00% due 10/29/2027

Royal Bank of Canada 0.00% due 1/29/2026

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 8.60% due 1/29/2025

Royal Bank of Canada 0.00% due 1/30/2026

Royal Bank of Canada 0.00% due 1/30/2026

Royal Bank of Canada 0.00% due 5/13/2026

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 20.7% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $104.09 for Alphabet, $332.39 for lululemon, $67.19 for Toll Brothers; 70% of initial share prices due 1/29/2026

Royal Bank of Canada 19.2% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $104.09 for Alphabet, $332.39 for lululemon, $67.19 for Toll Brothers; 70% of initial share prices due 1/29/2026

Royal Bank of Canada 0.00% due 1/29/2029

Royal Bank of Canada 12% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $35.29; 70% of initial level due 1/29/2025

Royal Bank of Canada 14.5% annual rate, payable monthly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: $42.74 for Utilities Select, $19.31 for Gold Miners, $55.94 for Energy Select; 70% of initial levels due 4/23/2026

Royal Bank of Canada 13.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $32.20; 60% of initial level due 7/28/2025

Royal Bank of Canada 17.00% due 1/23/2026

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 13.61% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $81.05; 75% of initial level due 1/27/2025

Royal Bank of Canada 10% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $20.38; 60% of initial level due 1/27/2025

Royal Bank of Canada 10.2% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $28.89; 60% of initial level due 1/27/2025

Royal Bank of Canada 13.5% annual rate, payable monthly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,361.074 for Russell, $35.72 for SPDR, 12,119.80 for Nasdaq; 70% of initial levels due 1/23/2026

Royal Bank of Canada 0.00% due 7/24/2028

Royal Bank of Canada 0.00% due 1/23/2026

Royal Bank of Canada 0.00% due 7/23/2026

Royal Bank of Canada one-year U.S. dollar SOFR ICE swap rate plus 74 bps, subject to minimum coupon of 0%; payable quarterly due 2/24/2025

Royal Bank of Canada 11.55% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $67.89; 70% of initial share price due 1/23/2026

Royal Bank of Canada 0.00% due 1/22/2029

Royal Bank of Canada 0.00% due 12/12/2025

Royal Bank of Canada 10.3% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $58.07, 75% of initial share price due 1/22/2026

Royal Bank of Canada 7.5% annual rate, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 7/21/2025

Royal Bank of Canada 10% annual rate, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 7/21/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $107.21, 70% of initial level due 1/22/2027

Royal Bank of Canada 10% annual rate, payable quarterly if basket closes at or above trigger level on observation date for that quarter; previously unpaid coupons will also be paid due 1/22/2027

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $23.34, 60% of initial level due 1/22/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $20.11, 60% of initial level due 1/22/2027

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $220.48, 60% of initial level due 1/22/2027

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $51.08, 50% of initial level due 1/22/2027

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $338.29, 60% of initial level due 1/22/2027

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $109.96, 50% of initial level due 1/22/2027

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $24.83, 60% of initial level due 1/22/2027

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $35.01, 55% of initial level due 1/22/2027

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $21.41, 55% of initial level due 1/22/2027

Royal Bank of Canada 0.00% due 2/21/2025

Royal Bank of Canada 13.5% annual rate, paid monthly if stock closes above coupon barrier level on related observation date; Coupon barrier level: $171.77; 60% of initial level due 7/21/2025

Royal Bank of Canada 11% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $98.14; 70% of initial level due 1/22/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if worst performing ETF closes at or above trigger level on the relevant observation date due 1/15/2027

Royal Bank of Canada 0.00% due 3/17/2025

Royal Bank of Canada 0.00% due 7/17/2025

Royal Bank of Canada 8%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,109.49 for S&P, 10,941.4 for Nasdaq, 1,268.127 for Russell; 65% of initial index levels due 1/18/2028

Royal Bank of Canada 0.00% due 1/28/2025

Royal Bank of Canada 0.00% due 2/18/2025

Royal Bank of Canada 11.3% annualized, plus any previously unpaid coupons, if index closes at or above 80% barrier level on quarterly observation date due 1/29/2025

Royal Bank of Canada 14.25% annual rate, payable quarterly if worst performing ETF closes at or above trigger level on the relevant observation date due 1/14/2027

Royal Bank of Canada 9.2% annual rate, payable quarterly if worst performing ETF closes at or above trigger level on the relevant observation date due 1/14/2027

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/31/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/31/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/31/2026

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/31/2026

Royal Bank of Canada 15.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/31/2026

Royal Bank of Canada 8%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/13/2028

Royal Bank of Canada 12.6%, payable monthly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,379.183 for Russell, $36.22 for SPDR, 11,755.14 for Nasdaq; 70% of initial levels due 1/15/2026

Royal Bank of Canada 0.00% due 1/16/2029

Royal Bank of Canada 0.00% due 1/21/2025

Royal Bank of Canada 0.00% due 1/16/2029

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/14/2026

Royal Bank of Canada 0.00% due 2/13/2025

Royal Bank of Canada 0.00% due 2/20/2026

Royal Bank of Canada 9.26% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above barrier level on quarterly observation date due 1/14/2026

Royal Bank of Canada 9.66% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above barrier level on quarterly observation date due 1/14/2026

Royal Bank of Canada 14.5%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $66.96 for Energy, $150.99 for Technology; 80% of initial stock prices due 1/13/2027

Royal Bank of Canada 8.8% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period; coupon barrier: $257.21, 75% of initial level due 1/8/2026

Royal Bank of Canada 0.00% due 1/10/2029

Royal Bank of Canada 0.00% due 2/7/2025

Royal Bank of Canada 0.00% due 1/10/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $42.18; 70% of initial share price due 6/26/2025

Royal Bank of Canada 0.00% due 1/8/2029

Royal Bank of Canada 9.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/7/2027

Royal Bank of Canada 0.00% due 1/4/2027

Royal Bank of Canada 7.6% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 1/4/2027

Royal Bank of Canada 16% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period; Coupon barrier price: $346.65, 70% of initial level due 7/3/2025

Royal Bank of Canada 10.55% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $99.50; 50% of initial share price due 1/4/2027

Royal Bank of Canada 18.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/3/2025

Royal Bank of Canada 9.60% due 1/4/2027

Royal Bank of Canada 7.15% due 1/4/2027

Royal Bank of Canada 0.00% due 7/3/2024

Royal Bank of Canada 0.00% due 4/7/2025

Royal Bank of Canada 13.85% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $28.06; 68% of initial level due 6/6/2024

Royal Bank of Canada 0.00% due 7/3/2025

Royal Bank of Canada 12.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/31/2026

Royal Bank of Canada 11.55% annual rate, payable quarterly if worst performing ETF closes at or above trigger level on the relevant observation date due 12/31/2026

Royal Bank of Canada 0.00% due 4/2/2025

Royal Bank of Canada 11.05% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: $20.99; 50% of initial share price due 1/4/2027

Royal Bank of Canada 0.00% due 12/31/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 1/3/2025

Royal Bank of Canada 0.00% due 7/3/2025

Royal Bank of Canada 0.00% due 12/30/2027

Royal Bank of Canada 8.00% due 1/2/2026

Royal Bank of Canada 8.80% due 1/2/2026

Royal Bank of Canada 0.00% due 1/30/2026

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 7/3/2025

Royal Bank of Canada 0.00% due 1/3/2029

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/2/2026

Royal Bank of Canada 0.00% due 1/7/2025

Royal Bank of Canada 0.00% due 12/3/2024

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 12/24/2026

Royal Bank of Canada 10.3% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $91.27; 65% of initial share price due 12/26/2025

Royal Bank of Canada 10.65% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 12/26/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if ETF closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 12/26/2025

Royal Bank of Canada 0.00% due 6/26/2028

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 3/18/2026

Royal Bank of Canada 0.00% due 12/27/2028

Royal Bank of Canada 0.00% due 12/27/2028

Royal Bank of Canada 0.00% due 12/26/2025

Royal Bank of Canada 0.00% due 2/21/2025

Royal Bank of Canada 0.00% due 4/8/2026

Royal Bank of Canada 22.75% due 12/23/2024

Royal Bank of Canada 8% annual rate, payable quarterly if fund closes at or above trigger price on the corresponding observation date due 12/18/2026

Royal Bank of Canada 16.87% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $152.10; 60% of initial share price due 12/18/2025

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $15.55; 50% of initial share price due 12/18/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $104.98; 70% of initial share price due 12/18/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $74.45; 65% of initial share price due 12/18/2026

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $77.99; 60% of initial share price due 12/18/2026

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $50.79; 50% of initial share price due 12/18/2026

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $63.55; 50% of initial share price due 12/18/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $52.92; 65% of initial share price due 12/18/2026

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $38.41; 50% of initial share price due 12/18/2026

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $126.75; 50% of initial share price due 12/18/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $37.45; 50% of initial share price due 12/18/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $22.02; 60% of initial share price due 12/18/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $343.04; 60% of initial share price due 12/18/2026

Royal Bank of Canada 0.00% due 12/18/2026

Royal Bank of Canada 12.7% annualized, plus any previously unpaid coupons, if index closes at or above 70% coupon barrier level on quarterly observation date due 1/2/2025

Royal Bank of Canada 0.00% due 1/21/2025

Royal Bank of Canada 6% per year up to, but excluding, June 19, 2024; after that, compounded SOFR plus 91 bps with floor of 0%; payable quarterly due 12/19/2025

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 4/3/2025

Royal Bank of Canada 0.00% due 12/19/2028

Royal Bank of Canada 0.00% due 12/19/2028

Royal Bank of Canada 0.00% due 12/20/2028

Royal Bank of Canada 0.00% due 12/20/2028

Royal Bank of Canada 0.00% due 10/22/2025

Royal Bank of Canada 0.00% due 12/23/2024

Royal Bank of Canada 0.00% due 12/18/2025

Royal Bank of Canada 8.00% due 12/18/2024

Royal Bank of Canada 0.00% due 12/17/2026

Royal Bank of Canada 0.00% due 6/18/2025

Royal Bank of Canada 0.00% due 6/16/2025

Royal Bank of Canada 7.80% due 6/11/2025

Royal Bank of Canada 0.00% due 1/11/2029

Royal Bank of Canada 0.00% due 2/13/2025

Royal Bank of Canada 0.00% due 12/11/2025

Royal Bank of Canada 0.00% due 6/12/2025

Royal Bank of Canada 0.00% due 6/12/2025

Royal Bank of Canada 0.00% due 12/17/2024

Royal Bank of Canada 0.00% due 12/10/2026

Royal Bank of Canada 0.00% due 12/11/2025

Royal Bank of Canada 0.00% due 12/12/2024

Royal Bank of Canada 0.00% due 6/11/2025

Royal Bank of Canada 0.00% due 6/11/2025

Royal Bank of Canada 0.00% due 1/8/2025

Royal Bank of Canada 0.00% due 12/4/2026

Royal Bank of Canada 0.00% due 6/4/2025

Royal Bank of Canada 0.00% due 9/24/2025

Royal Bank of Canada 0.00% due 12/5/2028

Royal Bank of Canada 0.00% due 2/6/2026

Royal Bank of Canada 0.00% due 7/7/2025

Royal Bank of Canada 0.00% due 9/5/2028

Royal Bank of Canada 0.00% due 12/3/2025

Royal Bank of Canada 0.00% due 3/5/2025

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 6/2/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 13.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 16% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 6/2/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2026

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 12/11/2024

Royal Bank of Canada 11% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above buffer level on quarterly observation date due 12/4/2024

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 6/2/2026

Royal Bank of Canada 0.00% due 9/1/2027

Royal Bank of Canada 0.00% due 5/30/2025

Royal Bank of Canada 0.00% due 12/2/2026

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 0.00% due 12/1/2028

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 0.00% due 12/2/2026

Royal Bank of Canada 0.00% due 12/3/2025

Royal Bank of Canada 0.00% due 12/3/2025

Royal Bank of Canada 0.00% due 11/30/2028

Royal Bank of Canada 6.05% per year up to, but excluding, Nov. 28, 2024; after that, compounded SOFR plus 105 bps with floor of 0%; payable quarterly due 11/28/2025

Royal Bank of Canada SOFR plus 125 bps up to, but excluding, May 27, 2028; two-year U.S. dollar SOFR ICE swap rate plus 125 bps from, and including, May 27, 2028 until maturity; payable quarterly, subject to floor of 0.1% due 11/27/2028

Royal Bank of Canada 0.00% due 5/28/2025

Royal Bank of Canada 8.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/14/2025

Royal Bank of Canada 9.1%, payable semiannually if worst performing index closes at or above trigger level on the relevant observation date due 11/20/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/20/2025

Royal Bank of Canada 0.00% due 2/13/2025

Royal Bank of Canada 0.00% due 3/11/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 12/19/2024

Royal Bank of Canada 0.00% due 11/21/2030

Royal Bank of Canada 19.00% due 11/29/2024

Royal Bank of Canada 6.8% per year, paid quarterly if the ETF closes at or above its coupon barrier on the related observation date; Coupon barrier: $23.81; 60% of initial level due 11/19/2026

Royal Bank of Canada 14.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 11/19/2026

Royal Bank of Canada 0.00% due 12/19/2024

Royal Bank of Canada 0.00% due 11/16/2028

Royal Bank of Canada 0.00% due 11/16/2028

Royal Bank of Canada 8%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 11/16/2026

Royal Bank of Canada 0.00% due 12/13/2024

Royal Bank of Canada 0.00% due 11/14/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 11/14/2024

Royal Bank of Canada 0.00% due 5/13/2026

Royal Bank of Canada 0.00% due 11/14/2025

Royal Bank of Canada 0.00% due 8/15/2025

Royal Bank of Canada 0.00% due 2/12/2025

Royal Bank of Canada 0.00% due 3/27/2025

Royal Bank of Canada 0.00% due 8/15/2025

Royal Bank of Canada 14.00% due 11/22/2024

Royal Bank of Canada 7.95% due 5/7/2025

Royal Bank of Canada 0.00% due 4/10/2025

Royal Bank of Canada 0.00% due 12/11/2024

Royal Bank of Canada 0.00% due 11/13/2024

Royal Bank of Canada 12.2% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 11/12/2025

Royal Bank of Canada 0.00% due 11/24/2025

Royal Bank of Canada 0.00% due 5/8/2025

Royal Bank of Canada 0.00% due 11/7/2025

Royal Bank of Canada 0.00% due 11/6/2028

Royal Bank of Canada 0.00% due 12/5/2024

Royal Bank of Canada 0.00% due 9/24/2025

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $15.94; 50% of initial share price due 11/5/2025

Royal Bank of Canada 0.00% due 5/7/2026

Royal Bank of Canada 0.00% due 2/5/2025

Royal Bank of Canada 0.00% due 11/3/2028

Royal Bank of Canada 0.00% due 12/19/2025

Royal Bank of Canada 0.00% due 11/3/2025

Royal Bank of Canada 0.00% due 2/5/2025

Royal Bank of Canada 0.00% due 11/3/2028

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/30/2026

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $48.22; 50% of initial share price due 10/30/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $83.03; 65% of initial share price due 10/30/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $76.57; 65% of initial share price due 10/30/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $71.59; 60% of initial share price due 10/30/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $16.84; 50% of initial share price due 10/30/2026

Royal Bank of Canada 14.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $41.10; 50% of initial share price due 10/30/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $60.78; 65% of initial share price due 10/30/2026

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $15.32; 50% of initial share price due 10/30/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $20.62; 50% of initial share price due 10/30/2026

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 10/30/2025

Royal Bank of Canada 0.00% due 10/30/2026

Royal Bank of Canada 0.00% due 12/10/2025

Royal Bank of Canada 0.00% due 10/30/2025

Royal Bank of Canada 11.40% due 10/30/2025

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 12/20/2024

Royal Bank of Canada 0.00% due 12/20/2024

Royal Bank of Canada 0.00% due 12/20/2024

Royal Bank of Canada 0.00% due 12/20/2024

Royal Bank of Canada 0.00% due 12/20/2024

Royal Bank of Canada 0.00% due 12/2/2024

Royal Bank of Canada 0.00% due 10/29/2026

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 0.00% due 2/5/2025

Royal Bank of Canada 0.00% due 10/31/2028

Royal Bank of Canada 0.00% due 10/31/2028

Royal Bank of Canada 0.00% due 4/28/2025

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 7/25/2025

Royal Bank of Canada 10% per year, paid monthly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,278.40; 60% of initial level due 10/29/2024

Royal Bank of Canada 0.00% due 4/29/2025

Royal Bank of Canada 8.9%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,956.91 for S&P, 1,176.554 for Russell; 70% of initial index levels due 10/23/2026

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 11.25% due 10/24/2024

Royal Bank of Canada 8.35% annual rate, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 3,020.22 for S&P, 1,210.166 for Russell, 10,436.48 for Nasdaq; 70% of initial levels due 4/24/2025

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 7% per year to but excluding Oct. 20, 2024; after that, two-year U.S. dollar SOFR ICE swap rate plus 85 bps with coupon floor of 0%; payable quarterly due 10/20/2026

Royal Bank of Canada 0.00% due 11/4/2026

Royal Bank of Canada 0.00% due 11/21/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $134.04; 75% of initial share price due 10/21/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $176.63; 55% of initial share price due 10/21/2026

Royal Bank of Canada 12.25% annual rate, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier levels: $109.97 for American Tower, $61.48 for Crown Castle; 65% of initial share prices due 10/21/2026

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $62.72; 60% of initial share price due 10/21/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $120.20; 65% of initial share price due 10/21/2026

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $19.54; 65% of initial share price due 10/21/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $79.53; 60% of initial share price due 10/21/2026

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $45.97; 50% of initial share price due 10/21/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $253.52; 55% of initial share price due 10/21/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $35.67; 60% of initial share price due 10/21/2026

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $126.96; 50% of initial share price due 10/21/2026

Royal Bank of Canada 13.15% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $18.73; 70% of initial level due 10/21/2024

Royal Bank of Canada 12.2% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $21.58; 60% of initial level due 10/21/2024

Royal Bank of Canada 0.00% due 10/16/2025

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 7% per year up to, but excluding, Oct. 17, 2024; after that, compounded SOFR plus 90 bps with floor of 0%; payable quarterly due 10/17/2026

Royal Bank of Canada 0.00% due 11/14/2024

Royal Bank of Canada 0.00% due 11/15/2024

Royal Bank of Canada 12.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $21.74; 50% of initial level due 10/16/2025

Royal Bank of Canada 0.00% due 10/17/2025

Royal Bank of Canada 0.00% due 10/16/2026

Royal Bank of Canada 0.00% due 10/12/2028

Royal Bank of Canada 18.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/10/2025

Royal Bank of Canada 0.00% due 3/11/2025

Royal Bank of Canada 0.00% due 4/18/2024

Royal Bank of Canada 0.00% due 10/9/2026

Royal Bank of Canada 0.00% due 10/17/2024

Royal Bank of Canada 0.00% due 10/11/2024

Royal Bank of Canada 0.00% due 10/17/2024

Royal Bank of Canada 8%, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 10/8/2026

Royal Bank of Canada 0.00% due 1/9/2025

Royal Bank of Canada 0.00% due 1/5/2028

Royal Bank of Canada 0.00% due 1/27/2025

Royal Bank of Canada 11.45% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 10,343.38 for Nasdaq, 2,869.90 for Stoxx; 70% of initial levels due 10/9/2025

Royal Bank of Canada 9.55% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 10/9/2024

Royal Bank of Canada 0.00% due 10/17/2024

Royal Bank of Canada 0.00% due 9/17/2025

Royal Bank of Canada 0.00% due 11/6/2026

Royal Bank of Canada 0.00% due 8/13/2025

Royal Bank of Canada 0.00% due 10/8/2026

Royal Bank of Canada 0.00% due 8/15/2025

Royal Bank of Canada 0.00% due 6/6/2025

Royal Bank of Canada 0.00% due 10/7/2024

Royal Bank of Canada 10.4% per year, paid quarterly, if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $24.88; 75% of initial share price due 10/7/2024

Royal Bank of Canada 14.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/2/2026

Royal Bank of Canada 15.7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/2/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/2/2026

Royal Bank of Canada 11.25%, payable monthly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: $63.27 for ETF, 3,001.64 for S&P, 10,300.67 for Nasdaq; 60% of initial levels due 4/3/2025

Royal Bank of Canada 0.00% due 10/4/2028

Royal Bank of Canada 0.00% due 10/2/2026

Royal Bank of Canada 0.00% due 10/3/2029

Royal Bank of Canada 0.00% due 12/4/2024

Royal Bank of Canada 8.85% due 5/1/2025

Royal Bank of Canada 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on the relevant observation date; Coupon barriers: 3,216.0375 for S&P, 1,338.8265 for Russell, 11,036.43 for Nasdaq; 75% of initial levels due 3/27/2026

Royal Bank of Canada 0.00% due 1/3/2025

Royal Bank of Canada 10.8% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 70% coupon barrier level on quarterly observation date due 10/2/2025

Royal Bank of Canada 11.5% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 70% coupon barrier level on quarterly observation date due 10/2/2025

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 9.6%, payable monthly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,256.018 for Russell, $41.18 for SPDR, $95.30 for iShares; 70% of initial levels due 10/1/2026

Royal Bank of Canada 12.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/2/2025

Royal Bank of Canada 0.00% due 10/1/2026

Royal Bank of Canada 0.00% due 9/26/2025

Royal Bank of Canada 0.00% due 9/26/2025

Royal Bank of Canada 12.00% due 5/24/2024

Royal Bank of Canada SOFR plus 105 bps up to, but excluding, March 29, 2028; two-year U.S. dollar SOFR ICE swap rate plus 105 bps from, and including, March 29, 2028 until maturity; payable quarterly, subject to floor of 0% due 9/29/2028

Royal Bank of Canada 0.00% due 3/31/2025

Royal Bank of Canada 10.45%, payable quarterly if worst performing ETF closes at or above trigger level on the relevant observation date due 10/1/2026

Royal Bank of Canada 18.4% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/1/2026

Royal Bank of Canada 0.00% due 10/1/2024

Royal Bank of Canada 0.00% due 9/29/2028

Royal Bank of Canada 0.00% due 9/27/2028

Royal Bank of Canada 8% annual rate, payable semiannual if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,240.05 for S&P, 25,472.88 for Dow; 75% of initial index levels due 9/27/2027

Royal Bank of Canada 0.00% due 10/8/2024

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 10/24/2024

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 17.65% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 6/25/2025

Royal Bank of Canada 0.00% due 3/24/2025

Royal Bank of Canada 0.00% due 11/25/2024

Royal Bank of Canada 0.00% due 3/24/2025

Royal Bank of Canada 0.00% due 3/24/2025

Royal Bank of Canada 0.00% due 10/3/2024

Royal Bank of Canada 0.00% due 10/22/2024

Royal Bank of Canada 16.15%, payable monthly if worst performing ETF closes at or above trigger level on the relevant observation date due 9/17/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $98.27; 70% of initial share price due 9/18/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $82.73; 50% of initial share price due 9/18/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $165.17; 55% of initial share price due 9/18/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $219.50; 50% of initial share price due 9/18/2026

Royal Bank of Canada 13.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $137.20; 50% of initial share price due 9/18/2026

Royal Bank of Canada 7.60% due 3/18/2025

Royal Bank of Canada 0.00% due 9/20/2027

Royal Bank of Canada 0.00% due 3/20/2025

Royal Bank of Canada 0.00% due 9/15/2025

Royal Bank of Canada 0.00% due 9/23/2025

Royal Bank of Canada 0.00% due 9/20/2024

Royal Bank of Canada 0.00% due 3/20/2025

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/18/2025

Royal Bank of Canada 0.00% due 4/17/2025

Royal Bank of Canada 0.00% due 9/19/2028

Royal Bank of Canada SOFR plus 130 bps for first six years and six months, then two-year U.S. dollar SOFR ICE swap rate plus 130 bps, floor of 0%; payable quarterly due 9/15/2030

Royal Bank of Canada 13%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 70% of initial level due 9/11/2026

Royal Bank of Canada 9.15% due 1/12/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 9/12/2024

Royal Bank of Canada 0.00% due 9/10/2025

Royal Bank of Canada 0.00% due 9/24/2024

Royal Bank of Canada 0.00% due 12/11/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/11/2026

Royal Bank of Canada 0.00% due 9/9/2025

Royal Bank of Canada 0.00% due 9/17/2025

Royal Bank of Canada 0.00% due 9/5/2025

Royal Bank of Canada 8.5% per year, paid quarterly if each ETF closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $209.39 for Dow ETF, $54.44 for Energy ETF; 60% of initial levels due 9/4/2026

Royal Bank of Canada 10.6% per year, paid quarterly if each ETF closes at or above its coupon barrier on the related observation date; Coupon barrier levels: $209.39 for Dow ETF, $54.44 for Energy ETF; 60% of initial levels due 9/4/2026

Royal Bank of Canada 0.00% due 3/5/2025

Royal Bank of Canada 0.00% due 9/5/2028

Royal Bank of Canada 0.00% due 12/4/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 11.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 9/3/2026

Royal Bank of Canada 0.00% due 5/29/2025

Royal Bank of Canada 0.00% due 10/2/2024

Royal Bank of Canada 0.00% due 10/22/2025

Royal Bank of Canada 0.00% due 8/31/2028

Royal Bank of Canada 12.85% per year, paid quarterly, if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $41.43; 75% of initial share price due 9/4/2024

Royal Bank of Canada 0.00% due 8/31/2028

Royal Bank of Canada 0.00% due 8/31/2028

Royal Bank of Canada 0.00% due 9/3/2024

Royal Bank of Canada 0.00% due 9/3/2024

Royal Bank of Canada 0.00% due 9/3/2025

Royal Bank of Canada 0.00% due 6/3/2027

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; previously unpaid coupons will also be paid; Coupon barrier price: $49.51, or 50% of initial share price due 8/28/2025

Royal Bank of Canada 11% per year, paid quarterly if stock closes above coupon barrier on related observation date for that period; Coupon barrier level: $79.10, 60% of initial level due 2/27/2025

Royal Bank of Canada 0.00% due 11/26/2024

Royal Bank of Canada 0.00% due 11/26/2024

Royal Bank of Canada 0.00% due 10/2/2024

Royal Bank of Canada 0.00% due 8/23/2029

Royal Bank of Canada 0.00% due 2/24/2028

Royal Bank of Canada 0.00% due 8/23/2028

Royal Bank of Canada 0.00% due 8/21/2025

Royal Bank of Canada 14.2% annualized, plus any previously unpaid coupons, if index closes at or above 85% barrier level on quarterly observation date due 9/5/2024

Royal Bank of Canada 0.00% due 9/5/2024

Royal Bank of Canada 0.00% due 9/4/2024

Royal Bank of Canada 11% annual rate, paid quarterly, if the underlying stock closes at or above its 70% downside threshold on the related quarterly observation date due 8/22/2024

Royal Bank of Canada 0.00% due 10/18/2024

Royal Bank of Canada 0.00% due 9/20/2024

Royal Bank of Canada 11.00% due 8/21/2024

Royal Bank of Canada 11.15% due 8/21/2024

Royal Bank of Canada 13.10% due 8/21/2024

Royal Bank of Canada 10.05%, payable monthly if worst performing underlier closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,310.063 for Russell, $44.31 for SPDR, $99.84 for iShares; 70% of initial levels due 8/20/2026

Royal Bank of Canada 0.00% due 2/22/2024

Royal Bank of Canada 8.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/20/2026

Royal Bank of Canada 7.5%, payable monthly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 3,106.5; 70% of initial levels due 8/20/2026

Royal Bank of Canada 9% annual rate, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 3,328.4 for S&P, 11,278.24 for Nasdaq, 1,421.816 for Russell; 75% of initial levels due 8/20/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $55.68, 50% of initial level due 8/20/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $90.85, or 70% of initial share price due 8/20/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $89.49, 65% of initial level due 8/20/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $48.21, 50% of initial level due 8/20/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 13.65% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 0.00% due 8/18/2028

Royal Bank of Canada 0.00% due 8/18/2028

Royal Bank of Canada 11.45% annual rate, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 3,142.8 for S&P, 3,031.16 for Stoxx, 1,344.345 for Russell; 70% of initial levels due 2/20/2025

Royal Bank of Canada 0.00% due 11/18/2024

Royal Bank of Canada 0.00% due 9/6/2024

Royal Bank of Canada 10.7%, payable monthly if worst performing asset closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,345.835 for Russell, $102.91 for iShares Russell, $44.95 for utilities fund; 70% of initial levels due 8/13/2026

Royal Bank of Canada 11% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,350.78 for S&P, 3,238.0 for Stoxx; 75% of initial index levels due 8/13/2026

Royal Bank of Canada 0.00% due 7/23/2025

Royal Bank of Canada 0.00% due 9/13/2024

Royal Bank of Canada 0.00% due 9/17/2025

Royal Bank of Canada 9.00% due 8/21/2024

Royal Bank of Canada 0.00% due 8/8/2028

Royal Bank of Canada 0.00% due 5/16/2025

Royal Bank of Canada 7.87% due 4/6/2026

Royal Bank of Canada 0.00% due 8/5/2025

Royal Bank of Canada 0.00% due 10/29/2024

Royal Bank of Canada 0.00% due 8/2/2030

Royal Bank of Canada 0.00% due 5/29/2025

Royal Bank of Canada 0.00% due 9/6/2024

Royal Bank of Canada 0.00% due 10/22/2025

Royal Bank of Canada 8.3% per year, payable quarterly if each index closes at or above its coupon barrier on the relevant observation date; Coupon barriers: 3,441.72 for S&P, 1,502.38275 for Russell, 11,817.75 for Nasdaq; 75% of initial levels due 1/29/2026

Royal Bank of Canada 0.00% due 8/3/2028

Royal Bank of Canada 0.00% due 8/3/2028

Royal Bank of Canada 0.00% due 9/5/2024

Royal Bank of Canada 0.00% due 8/5/2025

Royal Bank of Canada 0.00% due 9/27/2024

Royal Bank of Canada 11.25% annual rate, payable quarterly if basket closes at or above coupon barrier level on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 60% of initial level due 7/30/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $83.36, 65% of initial level due 7/30/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $22.77, 60% of initial level due 7/30/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $9.52, 60% of initial level due 7/30/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $22.76, 60% of initial level due 7/30/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $202.61, 65% of initial level due 7/30/2026

Royal Bank of Canada 11.6% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $59.26, 50% of initial level due 7/30/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $23.31, 50% of initial level due 7/30/2026

Royal Bank of Canada 10.6% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $25.23, 65% of initial level due 7/30/2026

Royal Bank of Canada 7.85% due 1/30/2025

Royal Bank of Canada 0.00% due 12/3/2024

Royal Bank of Canada 0.00% due 10/2/2024

Royal Bank of Canada 0.00% due 7/31/2030

Royal Bank of Canada 0.00% due 9/6/2024

Royal Bank of Canada 0.00% due 7/25/2025

Royal Bank of Canada 0.00% due 7/25/2025

Royal Bank of Canada 0.00% due 10/30/2024

Royal Bank of Canada 0.00% due 5/12/2025

Royal Bank of Canada 13.00% due 8/1/2024

Royal Bank of Canada 6% per year to but excluding Jan. 31, 2024; after that, one-year U.S. dollar SOFR ICE swap rate plus 100 bps with floor of 0%; payable quarterly due 7/31/2025

Royal Bank of Canada SOFR plus 112 bps until Jan. 31, 2028, then two-year U.S. dollar SOFR ICE swap rate rate plus 112 bps, floor of 0%; payable quarterly due 7/31/2028

Royal Bank of Canada 15% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $268.97; 58.6% of initial level due 8/1/2024

Royal Bank of Canada 0.00% due 7/30/2026

Royal Bank of Canada 0.00% due 7/30/2026

Royal Bank of Canada 9% annual rate, payable monthly if fund closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $60.30; 70% of initial share price due 1/30/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/30/2026

Royal Bank of Canada 0.00% due 7/31/2029

Royal Bank of Canada 0.00% due 8/29/2024

Royal Bank of Canada 0.00% due 10/30/2024

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/31/2028

Royal Bank of Canada 0.00% due 7/30/2026

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 9/26/2025

Royal Bank of Canada 0.00% due 7/31/2028

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/30/2025

Royal Bank of Canada 0.00% due 6/27/2025

Royal Bank of Canada 15% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $25.92; 50% of initial level due 7/30/2024

Royal Bank of Canada 10.3% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $24.86; 50% of initial level due 7/30/2025

Royal Bank of Canada 14.55% annual rate, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier/trigger levels: 84.11 for index, $132.33 for fund; 75% of initial levels due 7/29/2026

Royal Bank of Canada 10.65% due 1/24/2025

Royal Bank of Canada 13.67% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $39.29; 60% of initial level due 7/29/2025

Royal Bank of Canada 10.1% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $134.36, or 70% of initial share price due 1/24/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $26.99, or 70% of initial share price due 7/24/2026

Royal Bank of Canada 8.05% annual rate, payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 3,402.26 for S&P, 1,470.191 for Russell; 75% of initial levels due 7/24/2026

Royal Bank of Canada 0.00% due 7/26/2028

Royal Bank of Canada 0.00% due 7/26/2029

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 0.00% due 7/26/2027

Royal Bank of Canada 12.8% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 8/7/2024

Royal Bank of Canada 8.3% annual rate, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,402.26 for S&P, 26,420.77 for Dow; 75% of initial index levels due 7/26/2027

Royal Bank of Canada 7.35%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,402.26 for S&P, 26,420.77 for Dow; 75% of initial index levels due 7/26/2027

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 7/25/2024

Royal Bank of Canada 0.00% due 1/26/2028

Royal Bank of Canada 0.00% due 1/25/2029

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 7/24/2025

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 7/24/2025

Royal Bank of Canada 0.00% due 7/26/2028

Royal Bank of Canada 0.00% due 9/25/2024

Royal Bank of Canada 0.00% due 8/5/2024

Royal Bank of Canada 0.00% due 2/27/2025

Royal Bank of Canada 0.00% due 2/24/2025

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 18% per year, paid monthly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $97.508; 67% of initial level due 1/24/2025

Royal Bank of Canada 18% per year, paid monthly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $44.57; 57% of initial level due 1/24/2025

Royal Bank of Canada 0.00% due 7/24/2028

Royal Bank of Canada 0.00% due 7/23/2025

Royal Bank of Canada 0.00% due 1/23/2025

Royal Bank of Canada 0.00% due 7/22/2025

Royal Bank of Canada 0.00% due 7/20/2028

Royal Bank of Canada 0.00% due 2/5/2024

Royal Bank of Canada 17% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above buffer level on quarterly observation date due 7/18/2024

Royal Bank of Canada 0.00% due 7/18/2028

Royal Bank of Canada 14.00% due 7/17/2025

Royal Bank of Canada 14.50% due 10/18/2024

Royal Bank of Canada 0.00% due 7/17/2025

Royal Bank of Canada 0.00% due 7/14/2028

Royal Bank of Canada 0.00% due 8/23/2024

Royal Bank of Canada 12.25% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $34.90; 75% of initial level due 7/16/2024

Royal Bank of Canada 14% annual rate, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $61.07 for Energy, $31.35 for Banking; 75% of initial prices due 7/15/2026

Royal Bank of Canada 14.2% annual rate, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $61.07 for Energy, $128.75 for Technology; 75% of initial prices due 7/15/2026

Royal Bank of Canada 9% annual rate, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 3,307.15 for S&P, 25,458.30 for Dow, 11,284.23 for Nasdaq; 75% of initial levels due 7/15/2026

Royal Bank of Canada 15%, payable monthly if worst performing ETF closes at or above trigger level on the relevant observation date due 7/10/2025

Royal Bank of Canada 0.00% due 10/10/2024

Royal Bank of Canada 0.00% due 2/13/2025

Royal Bank of Canada 9% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 80% coupon barrier level on quarterly observation date due 7/10/2025

Royal Bank of Canada 11% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $19.18; 60% of initial level due 7/11/2024

Royal Bank of Canada 0.00% due 8/9/2024

Royal Bank of Canada 0.00% due 9/11/2024

Royal Bank of Canada 17.25% per year, paid monthly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $11.98; 80% of initial level due 7/11/2024

Royal Bank of Canada 13.15% per year, paid monthly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $75.43; 85% of initial level due 7/11/2024

Royal Bank of Canada 0.00% due 7/10/2024

Royal Bank of Canada 0.00% due 7/11/2024

Royal Bank of Canada 0.00% due 4/11/2024

Royal Bank of Canada 0.00% due 5/14/2025

Royal Bank of Canada 0.00% due 10/8/2025

Royal Bank of Canada 10%, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,416.551 for Russell, 3,337.79 for S&P, 11,384.41 for Nasdaq; 75% of initial levels due 7/3/2024

Royal Bank of Canada 13.7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/6/2026

Royal Bank of Canada 0.00% due 7/3/2025

Royal Bank of Canada 0.00% due 7/2/2025

Royal Bank of Canada 0.00% due 8/2/2024

Royal Bank of Canada 0.00% due 7/6/2026

Royal Bank of Canada 0.00% due 7/6/2028

Royal Bank of Canada 0.00% due 7/6/2026

Royal Bank of Canada 0.00% due 1/3/2025

Royal Bank of Canada 0.00% due 7/3/2025

Royal Bank of Canada 8.5% per year, payable quarterly if index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier level: 3,337.79, or 75% of initial level due 1/5/2026

Royal Bank of Canada 11.3% per year, payable quarterly if the stock closes at or above its coupon barrier on the relevant observation date; Coupon barrier: $91.252; 70% of initial level due 6/29/2026

Royal Bank of Canada 0.00% due 1/3/2025

Royal Bank of Canada 0.00% due 7/6/2028

Royal Bank of Canada 0.00% due 7/3/2025

Royal Bank of Canada 0.00% due 8/2/2024

Royal Bank of Canada 0.00% due 7/6/2028

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 6/27/2025

Royal Bank of Canada 12.2%, payable monthly if each fund closes at or above coupon barrier level on observation date for that period; payments will automatically include any previously unpaid coupons; Coupon barriers: $56.46 for Energy, $89.65 for Oil & Gas; 70% of initial levels due 1/3/2025

Royal Bank of Canada 0.00% due 8/1/2024

Royal Bank of Canada 0.00% due 1/5/2027

Royal Bank of Canada 0.00% due 7/7/2025

Royal Bank of Canada 0.00% due 1/6/2026

Royal Bank of Canada 0.00% due 7/6/2026

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/2/2026

Royal Bank of Canada 11.15% annual rate, payable quarterly if basket closes at or above coupon barrier level on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 60% of initial level due 7/2/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $83.88; 65% of initial share price due 7/2/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $23.53; 60% of initial share price due 7/2/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $16.28; 50% of initial share price due 7/2/2026

Royal Bank of Canada 12.6% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $32.39; 50% of initial share price due 7/2/2026

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $86.11; 65% of initial share price due 7/2/2026

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $128.12; 50% of initial share price due 7/2/2026

Royal Bank of Canada 11.4% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $16.16; 50% of initial share price due 7/2/2026

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $22.12; 50% of initial share price due 7/2/2026

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 8% for first two years; starting June 29, 2025, 8% multiplied by accrual factor, which is proportion of days during observation period that spread of 30-year U.S. dollar SOFR ICE swap rate over two-year U.S. dollar SOFR ICE swap rate is at least zero, subject to a ceiling of 8% and a floor of 0%; payable quarterly due 6/29/2033

Royal Bank of Canada 8% per year for two years; beginning June 29, 2025, 8% per year multiplied by proportion of days on which 30-year swap rate is greater than or equal to two-year swap rate, subject to floor of zero and cap of 8% per year; payable quarterly due 6/29/2033

Royal Bank of Canada 7% annual rate, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 3,283.81 for S&P, 1,387.448 for Russell, 11,209.43 for Nasdaq; 75% of initial levels due 7/2/2024

Royal Bank of Canada 12.10% due 7/2/2026

Royal Bank of Canada 0.00% due 7/2/2029

Royal Bank of Canada 0.00% due 7/2/2029

Royal Bank of Canada 0.00% due 8/1/2024

Royal Bank of Canada 0.00% due 7/2/2026

Royal Bank of Canada 0.00% due 8/1/2024

Royal Bank of Canada 0.00% due 6/30/2028

Royal Bank of Canada 0.00% due 7/2/2025

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 0.00% due 7/2/2025

Royal Bank of Canada 0.00% due 3/31/2025

Royal Bank of Canada 6.75% per year, paid quarterly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 3,283.8; 75% of initial level due 1/2/2026

Royal Bank of Canada 0.00% due 8/22/2025

Royal Bank of Canada 0.00% due 6/18/2025

Royal Bank of Canada 0.00% due 6/30/2028

Royal Bank of Canada 0.00% due 6/30/2028

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 0.00% due 6/30/2028

Royal Bank of Canada 12.67% per year, payable quarterly if Albemarle shares close at or above downside threshold level on observation date for that quarter due 7/2/2025

Royal Bank of Canada 13.44% per year, payable quarterly if Uber shares close at or above downside threshold level on observation date for that quarter due 7/2/2025

Royal Bank of Canada 0.00% due 6/30/2028

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 7/30/2024

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada SOFR for first four years and six months, then two-year U.S. dollar SOFR ICE swap rate rate plus 123 bps, floor of 0%; payable quarterly due 6/28/2028

Royal Bank of Canada 18.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $295.46; 70% of initial share price due 12/27/2024

Royal Bank of Canada 23% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $295.46, or 70% of initial share price due 12/27/2024

Royal Bank of Canada 0.00% due 6/28/2029

Royal Bank of Canada 0.00% due 6/28/2028

Royal Bank of Canada 0.00% due 6/28/2028

Royal Bank of Canada 0.00% due 6/28/2029

Royal Bank of Canada 13.5% annualized, plus any previously unpaid coupons, if index closes at or above 80% barrier level on quarterly observation date due 7/10/2024

Royal Bank of Canada 7.4%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,261.25 for S&P, 25,295.57 for Dow; 75% of initial index levels due 6/28/2027

Royal Bank of Canada 8.25%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,261.25 for S&P, 25,295.57 for Dow; 75% of initial index levels due 6/28/2027

Royal Bank of Canada 0.00% due 8/20/2025

Royal Bank of Canada 0.00% due 12/29/2028

Royal Bank of Canada 0.00% due 12/29/2027

Royal Bank of Canada 10% per year, if ETF closes at or above trigger level on quarterly observation date; coupon payment events will include any previously unpaid coupons due 7/10/2024

Royal Bank of Canada 0.00% due 6/25/2026

Royal Bank of Canada 11.95% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $57.58; 65% of initial level due 6/27/2024

Royal Bank of Canada 0.00% due 2/21/2025

Royal Bank of Canada 0.00% due 12/19/2024

Royal Bank of Canada 0.00% due 9/9/2024

Royal Bank of Canada 6.25% per year to but excluding June 22, 2024; after that, SOFR plus 100 bps with floor of 0%; payable quarterly due 6/22/2026

Royal Bank of Canada 0.00% due 12/26/2024

Royal Bank of Canada 8.35%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 6/22/2026

Royal Bank of Canada 0.00% due 6/21/2028

Royal Bank of Canada 0.00% due 6/22/2027

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 6/18/2026

Royal Bank of Canada 0.00% due 6/20/2025

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/18/2026

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/18/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 14.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/18/2026

Royal Bank of Canada 0.00% due 8/7/2024

Royal Bank of Canada 0.00% due 6/21/2028

Royal Bank of Canada 10.50% due 6/28/2024

Royal Bank of Canada 0.00% due 6/21/2028

Royal Bank of Canada 0.00% due 6/21/2028

Royal Bank of Canada 0.00% due 6/20/2025

Royal Bank of Canada 10.00% due 6/20/2025

Royal Bank of Canada 0.00% due 12/17/2024

Royal Bank of Canada 0.00% due 5/12/2025

Royal Bank of Canada 0.00% due 7/16/2025

Royal Bank of Canada 7.9% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $108.58; 60% of initial share price due 6/12/2025

Royal Bank of Canada 0.00% due 12/12/2024

Royal Bank of Canada 0.00% due 3/18/2024

Royal Bank of Canada 0.00% due 12/12/2025

Royal Bank of Canada 0.00% due 6/12/2025

Royal Bank of Canada 0.00% due 7/12/2024

Royal Bank of Canada 10.25%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier prices: $27.78 for ETF, 10,139.18 for index; 70% of initial stock prices due 6/11/2026

Royal Bank of Canada 8.35% due 12/11/2024

Royal Bank of Canada 6.5% per year to but excluding June 9, 2024; after that, two-year U.S. dollar SOFR ICE swap rate plus 90 bps with floor of 0%; payable quarterly due 6/9/2026

Royal Bank of Canada 5.5% per year to but excluding Dec. 9, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 100 bps with floor of 0%; payable quarterly due 6/9/2025

Royal Bank of Canada 0.00% due 12/11/2024

Royal Bank of Canada 11.4% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 6/21/2024

Royal Bank of Canada 11.4% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $37.27; 55% of initial level due 6/11/2024

Royal Bank of Canada 0.00% due 5/21/2025

Royal Bank of Canada 10% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $218.01; 65% of initial share price due 6/5/2025

Royal Bank of Canada 10.1% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $218.01; 65% of initial share price due 6/5/2025

Royal Bank of Canada 0.00% due 6/10/2024

Royal Bank of Canada 0.00% due 6/7/2028

Royal Bank of Canada 0.00% due 6/7/2027

Royal Bank of Canada 0.00% due 6/2/2028

Royal Bank of Canada 9.3%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,281.634 for Russell, 2,997.66 for S&P, 10,182.65 for Nasdaq; 70% of initial index levels due 6/5/2026

Royal Bank of Canada 0.00% due 7/25/2025

Royal Bank of Canada 0.00% due 8/28/2024

Royal Bank of Canada 0.00% due 6/4/2025

Royal Bank of Canada 0.00% due 12/4/2024

Royal Bank of Canada 8.25% due 6/6/2024

Royal Bank of Canada 0.00% due 7/3/2024

Royal Bank of Canada 10.25% due 6/18/2024

Royal Bank of Canada 10.25% due 6/18/2024

Royal Bank of Canada 8.15% per year, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,049.79 for Russell, 2,507.90 for S&P, 19,744.96 for Dow; 60% of initial levels due 6/3/2026

Royal Bank of Canada 0.00% due 6/3/2026

Royal Bank of Canada 0.00% due 6/4/2027

Royal Bank of Canada 0.00% due 7/2/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if all three indexes close above coupon barrier levels; Coupon barrier levels: 3,134.8725 for S&P, 10,690.5675 for Nasdaq, 1,312.2375 for Russell; 75% of initial levels due 11/28/2025

Royal Bank of Canada 0.00% due 12/5/2024

Royal Bank of Canada 0.00% due 6/5/2026

Royal Bank of Canada 0.00% due 6/5/2025

Royal Bank of Canada 0.00% due 7/3/2024

Royal Bank of Canada 10.40% due 5/30/2025

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $78.07, or 65% of initial share price due 5/29/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $122.80, or 70% of initial share price due 5/29/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $233.02, or 70% of initial share price due 5/29/2026

Royal Bank of Canada 8.25% annual rate, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 2,943.82 for S&P, 1,241.115 for Russell, 23,165.34 for Dow; 70% of initial levels due 5/29/2026

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $16.85, or 50% of initial share price due 5/29/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $194.73, or 50% of initial share price due 5/29/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $22.24, or 50% of initial share price due 5/29/2026

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $96.59, or 50% of initial share price due 5/29/2026

Royal Bank of Canada 14.15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $15.34, or 50% of initial share price due 5/29/2026

Royal Bank of Canada 0.00% due 3/4/2024

Royal Bank of Canada 0.00% due 5/30/2025

Royal Bank of Canada 8.00% due 5/31/2024

Royal Bank of Canada 0.00% due 6/1/2028

Royal Bank of Canada 0.00% due 7/12/2024

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 0.00% due 5/31/2028

Royal Bank of Canada 0.00% due 5/31/2028

Royal Bank of Canada 0.00% due 5/29/2026

Royal Bank of Canada 10.4% annual rate, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 2,905.90 for S&P, 1,228.224 for Russell, 9,756.97 for Nasdaq; 70% of initial levels due 11/29/2024

Royal Bank of Canada 0.00% due 5/31/2029

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 5/31/2028

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 5/31/2028

Royal Bank of Canada 0.00% due 8/29/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 7/30/2024

Royal Bank of Canada 0.00% due 7/30/2024

Royal Bank of Canada 5.5% per year to but excluding Nov. 30, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 100 bps with floor of 0%; payable quarterly due 5/30/2025

Royal Bank of Canada 0.00% due 5/21/2025

Royal Bank of Canada 0.00% due 5/31/2028

Royal Bank of Canada 0.00% due 5/28/2027

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 5/30/2025

Royal Bank of Canada 0.00% due 5/26/2028

Royal Bank of Canada 0.00% due 5/26/2028

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 0.00% due 5/28/2025

Royal Bank of Canada 0.00% due 5/29/2026

Royal Bank of Canada 12.4% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $36.37; 70% of initial level due 5/29/2024

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $224.83, 70% of initial share price due 5/28/2026

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/22/2025

Royal Bank of Canada 0.00% due 5/24/2029

Royal Bank of Canada 0.00% due 5/24/2028

Royal Bank of Canada 0.00% due 5/22/2025

Royal Bank of Canada 11.6% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 5/22/2026

Royal Bank of Canada 0.00% due 11/24/2028

Royal Bank of Canada 0.00% due 5/24/2028

Royal Bank of Canada 0.00% due 5/29/2025

Royal Bank of Canada 0.00% due 11/24/2025

Royal Bank of Canada 7.85% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,934.39; 70% of initial level due 5/22/2026

Royal Bank of Canada 9.4% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,934.39; 70% of initial level due 5/22/2026

Royal Bank of Canada Payable quarterly; amount will be 98.85% of sum of all dividends paid during the preceding quarter due 11/22/2024

Royal Bank of Canada Payable quarterly; amount will be 97.35% of sum of all dividends paid during the preceding quarter due 11/22/2024

Royal Bank of Canada 0.00% due 11/24/2027

Royal Bank of Canada 0.00% due 11/24/2028

Royal Bank of Canada 0.00% due 11/22/2024

Royal Bank of Canada 0.00% due 9/23/2024

Royal Bank of Canada 5.5% per year to but excluding Nov. 22, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 100 bps with floor of 0%; payable quarterly due 5/22/2025

Royal Bank of Canada 0.00% due 8/21/2024

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/20/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/20/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/20/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 11.4% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/20/2026

Royal Bank of Canada 0.00% due 5/18/2028

Royal Bank of Canada 0.00% due 5/17/2028

Royal Bank of Canada 0.00% due 5/17/2028

Royal Bank of Canada 0.00% due 12/5/2023

Royal Bank of Canada 12.80% due 5/15/2025

Royal Bank of Canada 9.8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $26.16; 50% of initial level due 5/15/2026

Royal Bank of Canada 12.9% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $165.83; 50% of initial level due 5/15/2026

Royal Bank of Canada 0.00% due 5/17/2028

Royal Bank of Canada 0.00% due 5/17/2028

Royal Bank of Canada 0.00% due 10/16/2024

Royal Bank of Canada 0.00% due 5/29/2026

Royal Bank of Canada 17.50% due 5/24/2024

Royal Bank of Canada 0.00% due 6/13/2024

Royal Bank of Canada 0.00% due 8/7/2024

Royal Bank of Canada 11% annual rate, payable monthly if stock closes above threshold level on related observation date due 5/14/2024

Royal Bank of Canada 0.00% due 5/21/2025

Royal Bank of Canada 0.00% due 8/14/2024

Royal Bank of Canada 0.00% due 6/13/2024

Royal Bank of Canada 13.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price:

Royal Bank of Canada 0.00% due 5/8/2025

Royal Bank of Canada 0.00% due 5/9/2025

Royal Bank of Canada SOFR for first four years and nine months, then two-year U.S. dollar SOFR ICE swap rate rate plus 115 bps, floor of 0%; payable quarterly due 5/5/2028

Royal Bank of Canada 0.00% due 5/7/2025

Royal Bank of Canada 0.00% due 5/7/2026

Royal Bank of Canada 0.00% due 6/24/2025

Royal Bank of Canada 0.00% due 8/14/2024

Royal Bank of Canada 9.5%, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 23,868.71 for Dow, 9,272.19 for Nasdaq, 1,238.291 for Russell, 70% of initial levels due 5/2/2024

Royal Bank of Canada 0.00% due 5/2/2024

Royal Bank of Canada 8.65%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,918.64 for S&P, 1,238.291 for Russell; 70% of initial index levels due 5/1/2026

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 5/5/2025

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 0.00% due 5/2/2028

Royal Bank of Canada 0.00% due 7/19/2024

Royal Bank of Canada 0.00% due 5/4/2026

Royal Bank of Canada 0.00% due 11/2/2026

Royal Bank of Canada 0.00% due 6/27/2024

Royal Bank of Canada 16.50% due 5/10/2024

Royal Bank of Canada 8.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $203.97; 70% of initial level due 4/30/2026

Royal Bank of Canada 13.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $11.74; 50% of initial level due 4/30/2026

Royal Bank of Canada 10% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $19.83; 50% of initial level due 4/30/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/30/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/30/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/30/2026

Royal Bank of Canada 14.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 4/30/2026

Royal Bank of Canada 9.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 4/30/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 4/30/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 4/30/2026

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 4/30/2026

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $18.91, 60% of initial level due 4/30/2026

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 13.2% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $18.77; 65% of initial level due 5/1/2024

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 0.00% due 4/30/2029

Royal Bank of Canada 0.00% due 4/29/2027

Royal Bank of Canada 0.00% due 5/31/2024

Royal Bank of Canada 0.00% due 4/28/2028

Royal Bank of Canada 0.00% due 4/30/2025

Royal Bank of Canada 0.00% due 7/30/2024

Royal Bank of Canada 0.00% due 10/30/2024

Royal Bank of Canada 0.00% due 10/30/2024

Royal Bank of Canada 0.00% due 4/28/2028

Royal Bank of Canada 0.00% due 4/29/2027

Royal Bank of Canada 10.1%, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,254.054 for Russell, 2,893.46 for S&P, 9,100.54 for Nasdaq; 70% of initial levels due 4/24/2026

Royal Bank of Canada 0.00% due 4/26/2028

Royal Bank of Canada 0.00% due 4/26/2029

Royal Bank of Canada 0.00% due 10/26/2027

Royal Bank of Canada 0.00% due 4/26/2028

Royal Bank of Canada 0.00% due 10/26/2026

Royal Bank of Canada 0.00% due 5/8/2024

Royal Bank of Canada 16.25% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 4/24/2026

Royal Bank of Canada 0.00% due 10/26/2028

Royal Bank of Canada 0.00% due 4/26/2028

Royal Bank of Canada 9.55% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,893.46; 70% of initial level due 4/24/2026

Royal Bank of Canada 8% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,893.46; 70% of initial level due 4/24/2026

Royal Bank of Canada 0.00% due 4/29/2025

Royal Bank of Canada 0.00% due 4/24/2026

Royal Bank of Canada Interest, if any, will be paid quarterly based on the dividends on each of the stocks during that quarter. For each $1,000 principal amount, the payment will equal 96.6% of the sum of the dividend amounts for each of the reference stocks due 4/24/2025

Royal Bank of Canada Interest, if any, will be paid quarterly based on the dividends on each of the stocks during that quarter; for each $1,000 principal amount, the payment will equal 97.35% of the sum of the dividend amounts for each of the reference stocks due 10/24/2024

Royal Bank of Canada Interest, if any, will be paid quarterly based on the dividends on each of the stocks during that quarter; for each $1,000 principal amount, the payment will equal 98.85% of the sum of the dividend amounts for each of the reference stocks due 10/24/2024

Royal Bank of Canada 0.00% due 4/26/2029

Royal Bank of Canada 0.00% due 6/24/2025

Royal Bank of Canada 8.65% due 10/24/2024

Royal Bank of Canada 0.00% due 1/8/2025

Royal Bank of Canada 10.50% due 4/24/2024

Royal Bank of Canada 12.1%, payable monthly if ETF closes at or above coupon barrier on observation date for that period; previously unpaid coupons will also be paid; Coupon barrier: $271.036; 85% of initial level due 4/24/2024

Royal Bank of Canada 10.55%, payable monthly if ETF closes at or above coupon barrier on observation date for that period; previously unpaid coupons will also be paid; Coupon barrier: $360.36; 87% of initial level due 4/24/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/17/2026

Royal Bank of Canada 9.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/17/2026

Royal Bank of Canada 10.4%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,246.808 for Russell, 23,720.53 for Dow, 9,155.66 for Nasdaq; 70% of initial levels due 4/17/2026

Royal Bank of Canada 10%, payable monthly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,246.808 for Russell, 23,720.53 for Dow, 9,155.66 for Nasdaq; 70% of initial levels due 1/17/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 14.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 16.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/17/2026

Royal Bank of Canada 10.25% annualized, payable quarterly if the underlying stock closes at or above downside threshold on the relevant observation date due 4/18/2024

Royal Bank of Canada 10.45% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 4/18/2024

Royal Bank of Canada 0.00% due 2/20/2025

Royal Bank of Canada 7.50% due 4/18/2024

Royal Bank of Canada 0.00% due 4/20/2028

Royal Bank of Canada 0.00% due 4/20/2028

Royal Bank of Canada 7.5%, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 4/18/2024

Royal Bank of Canada 11.30% due 4/17/2025

Royal Bank of Canada 0.00% due 4/19/2028

Royal Bank of Canada 0.00% due 10/18/2023

Royal Bank of Canada 10.7%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,241.589 for Russell, 2,864.37 for S&P, 8,993.85 for Nasdaq; 70% of initial levels due 4/16/2026

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 12.3% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/6/2026

Royal Bank of Canada 10.3% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/6/2026

Royal Bank of Canada 10.1% annual rate, payable quarterly if fund closes at or above trigger price on the corresponding observation date due 4/6/2026

Royal Bank of Canada 0.00% due 1/17/2024

Royal Bank of Canada 0.00% due 8/12/2024

Royal Bank of Canada 13.5%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,240.710 for Russell, 23,510.56 for Dow, 9,135.86 for Nasdaq; 70% of initial index levels due 10/6/2024

Royal Bank of Canada 0.00% due 5/21/2025

Royal Bank of Canada 0.00% due 8/14/2024

Royal Bank of Canada 11.8%, payable monthly if worst performing index closes at or above trigger level on the relevant observation date due 4/10/2025

Royal Bank of Canada 0.00% due 4/11/2028

Royal Bank of Canada 0.00% due 10/10/2024

Royal Bank of Canada 0.00% due 6/11/2025

Royal Bank of Canada 8.16% due 4/9/2025

Royal Bank of Canada 0.00% due 10/8/2024

Royal Bank of Canada Compounded SOFR plus 170 bps, subject to minimum coupon of 0.1%; payable quarterly due 4/5/2030

Royal Bank of Canada 0.00% due 4/8/2024

Royal Bank of Canada 16.1% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/6/2026

Royal Bank of Canada 12.75%, payable monthly if each index closes at or above coupon barrier level on observation date for that month; Coupon barriers: 1,261.739 for Russell, 23,291.91 for Dow, 9,226.95 for Nasdaq; 70% of initial index levels due 10/3/2024

Royal Bank of Canada 13.2% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/6/2026

Royal Bank of Canada 13.5%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,261.739 for Russell, 23,7291.91 for Dow, 9,226.95 for Nasdaq; 70% of initial levels due 10/3/2024

Royal Bank of Canada 11.4%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 4/6/2026

Royal Bank of Canada 0.00% due 5/2/2024

Royal Bank of Canada 0.00% due 4/3/2025

Royal Bank of Canada 0.00% due 10/3/2024

Royal Bank of Canada 0.00% due 10/3/2024

Royal Bank of Canada 7.25%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 1,081.490 for Russell, 19,964.49 for Dow, 7,908.81 for Nasdaq; 60% of initial index levels due 4/6/2026

Royal Bank of Canada 8.25%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,081.49 for Russell, 19,964.49 for Dow, 7,908.81 for Nasdaq; 60% of initial levels due 4/6/2026

Royal Bank of Canada 0.00% due 4/17/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if all indexes close at or above their coupon barrier levels on the relevant observation date; Coupon barriers: 3,081.9825 for S&P, 1,351.863 for Russell, 9,886.0125 for Nasdaq; 75% of initial levels due 9/29/2025

Royal Bank of Canada 0.00% due 4/5/2028

Royal Bank of Canada 0.00% due 4/8/2024

Royal Bank of Canada 0.00% due 4/3/2025

Royal Bank of Canada 0.00% due 5/31/2024

Royal Bank of Canada 0.00% due 5/31/2024

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 4/23/2025

Royal Bank of Canada 0.00% due 4/4/2025

Royal Bank of Canada 11.00% due 4/12/2024

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/2/2026

Royal Bank of Canada 9.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/2/2026

Royal Bank of Canada 10.5%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 4/2/2026

Royal Bank of Canada 9.8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/2/2026

Royal Bank of Canada 6.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 8,349.92 for Nasdaq, 1,151.539 for Russell; 65% of initial levels due 4/2/2026

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/2/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/2/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/2/2026

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/2/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/2/2026

Royal Bank of Canada 6.60% due 4/3/2024

Royal Bank of Canada 12.50% due 4/3/2024

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 0.00% due 3/31/2026

Royal Bank of Canada 0.00% due 4/3/2025

Royal Bank of Canada 0.00% due 4/2/2026

Royal Bank of Canada 0.00% due 4/3/2029

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 0.00% due 5/2/2024

Royal Bank of Canada 0.00% due 3/31/2028

Royal Bank of Canada 0.00% due 7/3/2024

Royal Bank of Canada 0.00% due 4/2/2025

Royal Bank of Canada 0.00% due 7/3/2024

Royal Bank of Canada 0.00% due 10/3/2024

Royal Bank of Canada 0.00% due 3/31/2025

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 0.00% due 3/31/2028

Royal Bank of Canada 0.00% due 3/29/2028

Royal Bank of Canada 0.00% due 3/29/2028

Royal Bank of Canada 0.00% due 3/30/2027

Royal Bank of Canada 0.00% due 3/29/2028

Royal Bank of Canada 0.00% due 2/26/2025

Royal Bank of Canada 0.00% due 3/30/2027

Royal Bank of Canada 0.00% due 3/29/2028

Royal Bank of Canada 0.00% due 9/28/2028

Royal Bank of Canada 0.00% due 3/29/2028

Royal Bank of Canada 6% to but excluding Sept. 28, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 120 bps with floor of 0% per annum, payable quarterly due 3/28/2025

Royal Bank of Canada 0.00% due 5/29/2025

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 0.00% due 5/21/2025

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 3/27/2025

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 3/27/2025

Royal Bank of Canada 0.00% due 3/28/2028

Royal Bank of Canada 0.00% due 3/27/2025

Royal Bank of Canada 0.00% due 9/18/2024

Royal Bank of Canada 0.00% due 3/26/2025

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/30/2026

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate, subject to minimum coupon of 4.25%; payable quarterly due 3/23/2026

Royal Bank of Canada 0.00% due 3/20/2026

Royal Bank of Canada 10.5% annualized, payable quarterly if the underlying stock closes at or above downside threshold on the relevant observation date due 3/21/2024

Royal Bank of Canada 0.00% due 5/21/2025

Royal Bank of Canada 0.00% due 12/18/2024

Royal Bank of Canada 0.00% due 3/19/2026

Royal Bank of Canada 0.00% due 3/19/2026

Royal Bank of Canada 0.00% due 9/23/2024

Royal Bank of Canada 0.00% due 3/20/2028

Royal Bank of Canada 0.00% due 3/20/2028

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period; Coupon barrier: $57.72, 60% of initial level due 3/19/2026

Royal Bank of Canada 9.4% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period; coupon barrier: $99.44, 65% of initial level due 3/19/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period; coupon barrier: $19.94, 70% of initial level due 3/19/2026

Royal Bank of Canada 9.35% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period; coupon barrier: $201.58, 70% of initial level due 3/19/2026

Royal Bank of Canada 8.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 3/20/2028

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $57.14, 60% of initial level due 3/19/2026

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $17.76, 50% of initial level due 3/19/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $18.88, 55% of initial level due 3/19/2026

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $121.14, 50% of initial level due 3/19/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $65.24, 55% of initial level due 3/19/2026

Royal Bank of Canada 7.35% due 3/20/2024

Royal Bank of Canada 12.65% due 3/20/2024

Royal Bank of Canada 6% to but excluding Sept. 17, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 85 bps with floor of 0% per annum, payable quarterly due 3/17/2025

Royal Bank of Canada 8% for the first two years; after that, annualized rate of 8% for each day the 30-year U.S. dollar SOFR ICE swap rate minus the two-year U.S. dollar SOFR ICE swap rate is at least zero, subject to floor of 2%, payable quarterly due 3/17/2033

Royal Bank of Canada 0.00% due 9/19/2024

Royal Bank of Canada 0.00% due 9/19/2024

Royal Bank of Canada 10.50% due 3/19/2024

Royal Bank of Canada 0.00% due 5/14/2025

Royal Bank of Canada 0.00% due 7/23/2024

Royal Bank of Canada 0.00% due 3/15/2029

Royal Bank of Canada 0.00% due 9/13/2024

Royal Bank of Canada 0.00% due 3/13/2025

Royal Bank of Canada Compounded SOFR plus 143 bps with floor of 0.1% per annum, payable quarterly due 3/13/2030

Royal Bank of Canada 0.00% due 3/31/2028

Royal Bank of Canada 0.00% due 3/15/2024

Royal Bank of Canada 8.15% due 3/13/2025

Royal Bank of Canada 7.40% due 9/12/2024

Royal Bank of Canada 8.00% due 6/13/2024

Royal Bank of Canada 0.00% due 11/13/2024

Royal Bank of Canada 35.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/6/2025

Royal Bank of Canada 0.00% due 3/8/2028

Royal Bank of Canada 9.36% annual rate, payable monthly plus any previously unpaid coupons if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,221.10 for Stoxx, 25,043.23 for Dow; 75% of initial index levels due 3/6/2025

Royal Bank of Canada 9.36% annual rate, payable monthly if the least-performing index closes at or above barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons due 3/6/2025

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $54.41, 65% of initial level due 3/2/2026

Royal Bank of Canada 0.00% due 7/9/2024

Royal Bank of Canada 9.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 3/6/2025

Royal Bank of Canada 0.00% due 3/7/2028

Royal Bank of Canada 6% to but excluding March 6, 2024; after that, two-year U.S. dollar SOFR ICE swap rate plus 80 bps with floor of 0% per annum, payable quarterly due 3/6/2026

Royal Bank of Canada 0.00% due 3/6/2025

Royal Bank of Canada 0.00% due 12/27/2023

Royal Bank of Canada 0.00% due 5/6/2025

Royal Bank of Canada 11.8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $23.59; 60% of initial level due 3/6/2024

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/4/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/4/2026

Royal Bank of Canada 0.00% due 3/4/2026

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 12% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $46.91; 55% of initial level due 8/30/2024

Royal Bank of Canada 0.00% due 9/2/2025

Royal Bank of Canada 0.00% due 3/2/2028

Royal Bank of Canada 0.00% due 3/4/2025

Royal Bank of Canada 0.00% due 4/2/2024

Royal Bank of Canada 12.8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $32.00; 55% of initial level due 3/1/2024

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2026

Royal Bank of Canada 8.75%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/29/2028

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 2/27/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 2/27/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $186.92, 75% of initial level due 2/29/2024

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 2/27/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 2/27/2026

Royal Bank of Canada 0.00% due 2/27/2025

Royal Bank of Canada 0.00% due 2/29/2028

Royal Bank of Canada 0.00% due 2/27/2025

Royal Bank of Canada 0.00% due 3/12/2024

Royal Bank of Canada 0.00% due 8/21/2024

Royal Bank of Canada 8.00% due 2/29/2024

Royal Bank of Canada 0.00% due 8/28/2025

Royal Bank of Canada 10.00% due 2/27/2024

Royal Bank of Canada 0.00% due 2/26/2026

Royal Bank of Canada 0.00% due 2/27/2025

Royal Bank of Canada 0.00% due 2/28/2029

Royal Bank of Canada 0.00% due 2/26/2027

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 2/28/2028

Royal Bank of Canada 0.00% due 4/30/2024

Royal Bank of Canada 0.00% due 2/26/2027

Royal Bank of Canada 10% per year, paid quarterly, if the stock closes at or above its coupon barrier on any related observation date; Coupon barrier level: $45.45; 50% of initial share price due 2/28/2024

Royal Bank of Canada 16.95%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 79.35 for index, $58.46 for fund; 70% of initial prices due 2/26/2026

Royal Bank of Canada 8.25% for first two years; starting June 29, 2025, 8.25% multiplied by accrual factor, which is proportion of days during observation period that spread of 30-year U.S. dollar SOFR ICE swap rate over two-year U.S. dollar SOFR ICE swap rate is at least zero, subject to a ceiling of 8.25% and a floor of 0%; payable quarterly due 2/24/2033

Royal Bank of Canada 9.50% due 8/22/2024

Royal Bank of Canada 0.00% due 3/26/2024

Royal Bank of Canada 0.00% due 3/25/2024

Royal Bank of Canada 10.6% per year, paid quarterly if stock closes above coupon barrier related observation date for that quarter; Coupon barrier levels: $252.78, 70% of initial levels due 2/26/2025

Royal Bank of Canada 7.5% per year, paid monthly if index closes above coupon barrier related observation date for that month; Coupon barrier levels: 2,598.27, 65% of initial levels due 2/26/2025

Royal Bank of Canada 0.00% due 2/23/2028

Royal Bank of Canada 0.00% due 2/22/2027

Royal Bank of Canada 0.00% due 1/22/2025

Royal Bank of Canada 0.00% due 3/21/2024

Royal Bank of Canada 0.00% due 2/23/2028

Royal Bank of Canada 0.00% due 2/22/2027

Royal Bank of Canada 0.00% due 2/21/2025

Royal Bank of Canada 0.00% due 8/22/2024

Royal Bank of Canada 0.00% due 2/23/2028

Royal Bank of Canada 0.00% due 2/23/2028

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 2/21/2025

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 2/21/2025

Royal Bank of Canada 0.00% due 3/21/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; Coupon barrier: $28.02, 65% of initial level due 2/22/2024

Royal Bank of Canada 10.25% due 2/22/2024

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/20/2026

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 2/21/2025

Royal Bank of Canada 0.00% due 2/18/2028

Royal Bank of Canada 0.00% due 8/20/2024

Royal Bank of Canada 0.00% due 2/20/2026

Royal Bank of Canada 9% per year, paid monthly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $93.20; 60% of initial level due 2/21/2024

Royal Bank of Canada 8.2%, payable quarterly if the index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 2,895.29; 70% of initial index level due 2/20/2024

Royal Bank of Canada 13.00% due 2/20/2024

Royal Bank of Canada 0.00% due 2/16/2028

Royal Bank of Canada 10.75% due 2/15/2024

Royal Bank of Canada 9.30% due 2/15/2024

Royal Bank of Canada 11.00% due 2/15/2024

Royal Bank of Canada 0.00% due 3/14/2024

Royal Bank of Canada 8.10% due 2/13/2025

Royal Bank of Canada 0.00% due 8/15/2024

Royal Bank of Canada 0.00% due 2/20/2024

Royal Bank of Canada 0.00% due 2/20/2024

Royal Bank of Canada 0.00% due 2/29/2028

Royal Bank of Canada 5.5% to but excluding Aug. 14, 2023; after that, two-year U.S. dollar SOFR ICE swap rate plus 100 bps with floor of 0% per annum, payable quarterly due 2/14/2025

Royal Bank of Canada 0.00% due 4/11/2025

Royal Bank of Canada 0.00% due 6/13/2024

Royal Bank of Canada 0.00% due 2/15/2028

Royal Bank of Canada 0.00% due 2/15/2028

Royal Bank of Canada 0.00% due 2/12/2025

Royal Bank of Canada 7.50% due 4/11/2024

Royal Bank of Canada 0.00% due 2/12/2025

Royal Bank of Canada 0.00% due 11/9/2023

Royal Bank of Canada 0.00% due 9/11/2024

Royal Bank of Canada 13.2% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $19.52; 50% of initial level due 2/12/2025

Royal Bank of Canada 0.00% due 10/23/2024

Royal Bank of Canada 17.25% annual rate, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $68.77 for Energy, $113.42 for Technology; 80% of initial prices due 2/6/2026

Royal Bank of Canada 0.00% due 9/12/2024

Royal Bank of Canada 0.00% due 2/22/2024

Royal Bank of Canada 8.65%, payable monthly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,895.54 for S&P, 1,389.874 for Russell; 70% of initial index levels due 2/6/2026

Royal Bank of Canada 0.00% due 3/6/2024

Royal Bank of Canada 0.00% due 2/5/2026

Royal Bank of Canada 0.00% due 2/20/2024

Royal Bank of Canada 0.00% due 2/6/2025

Royal Bank of Canada 0.00% due 6/24/2024

Royal Bank of Canada 0.00% due 2/5/2029

Royal Bank of Canada 0.00% due 11/18/2024

Royal Bank of Canada 0.00% due 8/5/2024

Royal Bank of Canada 0.00% due 2/3/2028

Royal Bank of Canada 0.00% due 2/5/2025

Royal Bank of Canada 0.00% due 3/5/2024

Royal Bank of Canada 0.00% due 11/2/2023

Royal Bank of Canada 11.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2026

Royal Bank of Canada 9.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2026

Royal Bank of Canada 8.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2026

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2026

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 1/30/2026

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 1/30/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 1/30/2026

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 1/30/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 1/30/2026

Royal Bank of Canada 0.00% due 2/1/2028

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/30/2026

Royal Bank of Canada 0.00% due 1/31/2028

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 1/29/2026

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 1/31/2029

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 1/31/2028

Royal Bank of Canada 0.00% due 5/1/2024

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 7/30/2026

Royal Bank of Canada 12.95% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $22.30, or 50% of initial share price due 1/29/2026

Royal Bank of Canada 0.00% due 1/27/2028

Royal Bank of Canada 15% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $24.65; 50% of initial level due 1/29/2025

Royal Bank of Canada 0.00% due 2/6/2024

Royal Bank of Canada 0.00% due 7/26/2024

Royal Bank of Canada 9.1% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $33.74; 75% of initial level due 1/26/2024

Royal Bank of Canada 9.75% per year, payable semiannually if the index closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,780.83; 70% of initial level due 1/23/2026

Royal Bank of Canada 8.1% per year, payable semiannually if the index closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 2,780.83; 70% of initial level due 1/23/2026

Royal Bank of Canada 0.00% due 5/24/2024

Royal Bank of Canada 0.00% due 1/23/2026

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 0.00% due 7/25/2024

Royal Bank of Canada 0.00% due 2/5/2024

Royal Bank of Canada 0.00% due 3/19/2025

Royal Bank of Canada 8%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter; any previously unpaid coupons will also be paid due 1/24/2025

Royal Bank of Canada 0.00% due 3/21/2025

Royal Bank of Canada 23.5% per year, payable quarterly if the stock closes at or above its downside threshold on the relevant observation date due 1/23/2026

Royal Bank of Canada 0.00% due 7/22/2024

Royal Bank of Canada 0.00% due 1/23/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/16/2026

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $87.59, 65% of initial level due 1/16/2026

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $128.48, 60% of initial level due 1/16/2026

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $22.52, 65% of initial level due 1/16/2026

Royal Bank of Canada 10.65%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $21.91, 60% of initial level due 1/16/2026

Royal Bank of Canada 15%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $96.00, 50% of initial level due 1/16/2026

Royal Bank of Canada 13.15%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $166.41, 50% of initial level due 1/16/2026

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $34.97, 60% of initial level due 1/16/2026

Royal Bank of Canada 19.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 1/16/2026

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $98.76, 60% of initial level due 1/16/2026

Royal Bank of Canada 0.00% due 4/17/2024

Royal Bank of Canada 15.5% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above buffer level on quarterly observation date due 1/31/2024

Royal Bank of Canada 0.00% due 10/16/2024

Royal Bank of Canada 15.25% due 1/19/2024

Royal Bank of Canada 7.50% due 1/19/2024

Royal Bank of Canada 0.00% due 1/16/2026

Royal Bank of Canada 0.00% due 1/19/2028

Royal Bank of Canada 0.00% due 1/18/2028

Royal Bank of Canada 0.00% due 1/15/2026

Royal Bank of Canada 0.00% due 3/8/2024

Royal Bank of Canada 12.00%

Royal Bank of Canada 0.00% due 7/16/2024

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 9/25/2024

Royal Bank of Canada 10.9% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $58.68; 50% of initial level due 1/12/2024

Royal Bank of Canada 0.00% due 10/23/2024

Royal Bank of Canada 0.00% due 2/8/2024

Royal Bank of Canada 0.00% due 2/9/2024

Royal Bank of Canada 0.00% due 1/24/2024

Royal Bank of Canada 0.00% due 9/20/2024

Royal Bank of Canada 0.00% due 4/17/2024

Royal Bank of Canada 15% annualized, plus any previously unpaid coupons, if stock closes at or above 65.5% barrier level on quarterly observation date due 1/24/2024

Royal Bank of Canada 0.00% due 1/18/2024

Royal Bank of Canada 0.00% due 1/9/2024

Royal Bank of Canada 0.00% due 1/8/2025

Royal Bank of Canada 0.00% due 6/20/2024

Royal Bank of Canada 0.00% due 2/7/2024

Royal Bank of Canada 15.15%, payable quarterly if worst performing asset closes at or above trigger level on the relevant observation date due 1/5/2026

Royal Bank of Canada 0.00% due 2/1/2024

Royal Bank of Canada 0.00% due 1/3/2025

Royal Bank of Canada 8.15% per year, payable quarterly if the index closes at or above coupon barrier on the relevant observation date; Coupon barrier: 2,694.5; 70% of initial level due 1/3/2025

Royal Bank of Canada 0.00% due 7/5/2024

Royal Bank of Canada 0.00% due 2/1/2024

Royal Bank of Canada 0.00% due 1/3/2025

Royal Bank of Canada 12.10% due 1/3/2024

Royal Bank of Canada 0.00% due 7/3/2028

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 8.10% due 7/2/2024

Royal Bank of Canada 7.4% per year, paid quarterly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,370.94; 62% of initial level due 12/29/2023

Royal Bank of Canada 10.1% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $74.89; 52% of initial level due 12/31/2025

Royal Bank of Canada 13.6% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $59.96; 52% of initial level due 12/31/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $319.49; 62% of initial level due 12/31/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 1/2/2026

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/2/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 1/2/2026

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/2/2026

Royal Bank of Canada 15.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 1/2/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 1/2/2026

Royal Bank of Canada 14.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 1/2/2026

Royal Bank of Canada 0.00% due 3/1/2024

Royal Bank of Canada 8.00% due 1/2/2024

Royal Bank of Canada 11.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 12.8% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 12/29/2025

Royal Bank of Canada 0.00% due 12/29/2028

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 12/29/2027

Royal Bank of Canada 0.00% due 6/27/2024

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 12/29/2026

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 1/10/2024

Royal Bank of Canada 0.00% due 3/27/2028

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 1/2/2024

Royal Bank of Canada 11.6% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $87.97; 50% of initial level due 6/26/2025

Royal Bank of Canada 0.00% due 6/26/2026

Royal Bank of Canada 0.00% due 2/23/2024

Royal Bank of Canada 0.00% due 2/23/2024

Royal Bank of Canada 0.00% due 2/23/2024

Royal Bank of Canada 0.00% due 2/23/2024

Royal Bank of Canada 22% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/26/2025

Royal Bank of Canada 16.6% annual rate, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 12/26/2025

Royal Bank of Canada 15.35% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 0.00% due 6/27/2024

Royal Bank of Canada 0.00% due 3/26/2024

Royal Bank of Canada 0.00% due 2/23/2024

Royal Bank of Canada 0.00% due 12/29/2028

Royal Bank of Canada 0.00% due 6/26/2024

Royal Bank of Canada 9.1%, payable monthly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,520.99; 70% of initial level due 12/27/2024

Royal Bank of Canada 0.00% due 12/26/2024

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 6/25/2024

Royal Bank of Canada 0.00% due 4/24/2024

Royal Bank of Canada 6.8%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,327.06 for S&P, 20,025.89 for Dow; 60% of initial index levels due 12/27/2027

Royal Bank of Canada 7.35%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,102.75 for S&P, 26,701.18 for Dow; 80% of initial index levels due 12/26/2025

Royal Bank of Canada 8.35%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 3,102.75 for S&P, 26,701.18 for Dow; 80% of initial index levels due 12/26/2025

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 6/26/2024

Royal Bank of Canada 0.00% due 12/27/2027

Royal Bank of Canada 0.00% due 12/27/2027

Royal Bank of Canada 10.60% due 12/27/2024

Royal Bank of Canada 0.00% due 12/23/2027

Royal Bank of Canada 0.00% due 5/10/2024

Royal Bank of Canada 34.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/19/2025

Royal Bank of Canada 10.00% due 12/22/2023

Royal Bank of Canada 0.00% due 3/21/2024

Royal Bank of Canada 0.00% due 12/19/2024

Royal Bank of Canada 13.8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/19/2024

Royal Bank of Canada 8.40% due 3/20/2024

Royal Bank of Canada 14.1% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $92.35; 50% of initial level due 12/19/2024

Royal Bank of Canada 15% per year, payable quarterly if the stock closes at or above its coupon barrier on the relevant observation date; Coupon barrier: $61.502; 70% of initial level due 12/19/2025

Royal Bank of Canada 23% per year, payable quarterly if the stock closes at or above its downside threshold on the relevant observation date due 12/19/2025

Royal Bank of Canada 13.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $36.59; 55% of initial share price due 12/18/2025

Royal Bank of Canada 15.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $21.64; 50% of initial share price due 12/18/2025

Royal Bank of Canada 11.65% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $53.07; 60% of initial share price due 12/18/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $88.73; 65% of initial share price due 12/18/2025

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $48.47; 60% of initial share price due 12/18/2025

Royal Bank of Canada 11.15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $32.13; 70% of initial share price due 12/18/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $112.56; 65% of initial share price due 12/18/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $7.17; 55% of initial share price due 12/18/2025

Royal Bank of Canada 10.35% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $65.11; 60% of initial share price due 12/18/2025

Royal Bank of Canada 11.15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $34.74; 55% of initial share price due 12/18/2025

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $13.12; 50% of initial share price due 12/18/2025

Royal Bank of Canada 0.00% due 12/19/2024

Royal Bank of Canada 0.00% due 12/19/2024

Royal Bank of Canada 0.00% due 2/21/2024

Royal Bank of Canada 8.25% due 12/20/2023

Royal Bank of Canada 16.4% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $79.03; 65% of initial share price due 12/19/2024

Royal Bank of Canada 9.25% due 12/17/2024

Royal Bank of Canada 8.25% due 12/15/2023

Royal Bank of Canada 0.00% due 12/18/2024

Royal Bank of Canada 0.00% due 12/20/2023

Royal Bank of Canada 0.00% due 12/16/2027

Royal Bank of Canada 0.00% due 12/19/2023

Royal Bank of Canada 0.00% due 10/23/2024

Royal Bank of Canada 0.00% due 12/16/2026

Royal Bank of Canada Payable quarterly; amount will be 99.05% of sum of all dividends paid during the preceding quarter due 12/20/2023

Royal Bank of Canada Payable quarterly; amount will be 97.8% of sum of all dividends paid during the preceding quarter due 12/20/2023

Royal Bank of Canada 0.00% due 12/14/2027

Royal Bank of Canada 0.00% due 1/12/2024

Royal Bank of Canada 0.00% due 6/13/2024

Royal Bank of Canada 0.00% due 12/12/2025

Royal Bank of Canada 13.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $49.00; 55% of initial level due 12/12/2025

Royal Bank of Canada 10%, payable each quarter plus any previously unpaid coupons if index closes at or above coupon barrier on related observation date; Coupon barrier: 2,852.09, 72.5% of initial price due 12/26/2023

Royal Bank of Canada 0.00% due 3/13/2024

Royal Bank of Canada 0.00% due 3/13/2024

Royal Bank of Canada 7.10% due 12/11/2025

Royal Bank of Canada 14.4% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $22.92; 70% of initial level due 12/13/2023

Royal Bank of Canada 0.00% due 6/12/2024

Royal Bank of Canada 0.00% due 4/4/2024

Royal Bank of Canada 0.00% due 1/16/2025

Royal Bank of Canada 0.00% due 1/10/2024

Royal Bank of Canada 0.00% due 9/13/2024

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $108.62, 60% of initial share price due 12/5/2024

Royal Bank of Canada 0.00% due 12/5/2024

Royal Bank of Canada 0.00% due 6/6/2024

Royal Bank of Canada 0.00% due 6/6/2024

Royal Bank of Canada 0.00% due 11/13/2024

Royal Bank of Canada 0.00% due 12/4/2026

Royal Bank of Canada 9.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $75.38; 51% of initial level due 12/10/2025

Royal Bank of Canada 10.1% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $56.03; 51% of initial level due 12/10/2025

Royal Bank of Canada 14.13% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $76.90; 70% of initial level due 12/7/2023

Royal Bank of Canada 0.00% due 12/20/2023

Royal Bank of Canada 19.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/3/2025

Royal Bank of Canada 20.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/3/2025

Royal Bank of Canada 0.00% due 12/4/2024

Royal Bank of Canada 0.00% due 1/4/2024

Royal Bank of Canada 8.3%, payable quarterly if the index closes at or above coupon barrier level on observation date for that period; Coupon barrier: 2,448.07; 60% of initial index level due 12/5/2023

Royal Bank of Canada 0.00% due 7/24/2024

Royal Bank of Canada 9.75% per year, paid monthly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,856.08; 70% of initial level due 12/4/2025

Royal Bank of Canada 0.00% due 1/4/2024

Royal Bank of Canada 0.00% due 12/4/2024

Royal Bank of Canada 13.6% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $24.34; 60% of initial level due 12/5/2023

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 0.00% due 5/24/2024

Royal Bank of Canada 0.00% due 1/31/2024

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate, subject to minimum coupon of 4.45%; payable quarterly due 12/2/2025

Royal Bank of Canada 0.00% due 11/30/2027

Royal Bank of Canada 0.00% due 12/6/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 9.1% annual rate, payable quarterly if lowest performing index closes at or above trigger price on observation date for that quarter due 12/3/2025

Royal Bank of Canada 15.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $24.94; 50% of initial share price due 12/3/2025

Royal Bank of Canada 14.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 14.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 12/3/2025

Royal Bank of Canada 0.00% due 11/29/2027

Royal Bank of Canada 0.00% due 11/27/2026

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 11/29/2027

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 11/29/2028

Royal Bank of Canada 0.00% due 5/29/2025

Royal Bank of Canada 8.15% due 12/1/2023

Royal Bank of Canada 8.85% per year, paid monthly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,819.08; 70% of initial level due 5/29/2024

Royal Bank of Canada 0.00% due 11/28/2025

Royal Bank of Canada 14.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/27/2024

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate, subject to minimum coupon of 5%; payable quarterly due 11/25/2024

Royal Bank of Canada 8.35% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,001.79; 50% of initial level due 11/28/2025

Royal Bank of Canada 0.00% due 11/26/2025

Royal Bank of Canada 0.00% due 10/5/2027

Royal Bank of Canada 0.00% due 9/6/2024

Royal Bank of Canada 8.7%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,775.74 for S&P, 23,621.98 for Dow; 70% of initial index levels due 11/21/2025

Royal Bank of Canada 7.7%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,775.74 for S&P, 23,621.98 for Dow; 70% of initial index levels due 11/21/2025

Royal Bank of Canada 0.00% due 12/20/2023

Royal Bank of Canada 0.00% due 11/21/2025

Royal Bank of Canada 0.00% due 11/21/2024

Royal Bank of Canada 0.00% due 5/23/2024

Royal Bank of Canada 0.00% due 5/23/2024

Royal Bank of Canada 0.00% due 11/24/2028

Royal Bank of Canada 0.00% due 11/23/2027

Royal Bank of Canada SOFR plus 175 bps, subject to minimum coupon of 0.1%; payable quarterly due 11/22/2028

Royal Bank of Canada 8.05% due 5/22/2024

Royal Bank of Canada 0.00% due 1/6/2025

Royal Bank of Canada 14.4% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 70% barrier level on quarterly observation date due 12/6/2023

Royal Bank of Canada 0.00% due 11/21/2024

Royal Bank of Canada 0.00% due 5/22/2024

Royal Bank of Canada 7.55% due 11/20/2025

Royal Bank of Canada 7.55% due 11/20/2025

Royal Bank of Canada 15.5% per year, payable quarterly if the stock closes at or above its downside threshold on the relevant observation date due 11/20/2025

Royal Bank of Canada 17.15% per year, payable quarterly if the stock closes at or above its downside threshold on the relevant observation date due 11/20/2025

Royal Bank of Canada 22.2% per year, payable quarterly if the stock closes at or above its downside threshold on the relevant observation date due 11/20/2025

Royal Bank of Canada 0.00% due 11/18/2027

Royal Bank of Canada 9.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 11/19/2025

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $57.42; 60% of initial share price due 11/19/2025

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: 96.38; 65% of initial share price due 11/19/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $95.45; 55% of initial share price due 11/19/2025

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $249.24; 70% of initial share price due 11/19/2025

Royal Bank of Canada 12.3% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $25.80; 60% of initial share price due 11/19/2025

Royal Bank of Canada 13.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price:$26.56; 50% of initial share price due 11/19/2025

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $149.64, 50% of initial share price due 11/19/2025

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $81.48; 50% of initial share price due 11/19/2025

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $44.76, 50% of initial share price due 11/19/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $27.04; 50% of initial share price due 11/19/2025

Royal Bank of Canada 9.6%, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $50.4, 60% of initial level due 11/19/2025

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $58.45; 60% of initial share price due 11/19/2025

Royal Bank of Canada 0.00% due 11/18/2027

Royal Bank of Canada 0.00% due 11/18/2027

Royal Bank of Canada 8.30% due 11/17/2023

Royal Bank of Canada 13.25% due 11/17/2023

Royal Bank of Canada 0.00% due 10/16/2024

Royal Bank of Canada 10.15% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 23,623.5; 70% of initial level due 11/14/2025

Royal Bank of Canada 14.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/14/2024

Royal Bank of Canada 0.00% due 2/13/2026

Royal Bank of Canada 0.00% due 11/13/2025

Royal Bank of Canada 0.00% due 5/14/2026

Royal Bank of Canada 0.00% due 8/13/2026

Royal Bank of Canada 0.00% due 11/16/2027

Royal Bank of Canada 14.00% due 11/24/2023

Royal Bank of Canada 16.50% due 11/24/2023

Royal Bank of Canada 0.00% due 7/24/2024

Royal Bank of Canada 0.00%

Royal Bank of Canada 16.4% annual rate, payable quarterly if fund closes at or above trigger price on the corresponding observation date due 11/14/2024

Royal Bank of Canada 0.00% due 11/12/2027

Royal Bank of Canada 11.7%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; coupon barrier: 2,639.39, 70% of initial level due 11/7/2024

Royal Bank of Canada 9.6%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; coupon barrier: 2,639.39, 70% of initial level due 11/7/2024

Royal Bank of Canada 0.00% due 11/10/2023

Royal Bank of Canada 0.00% due 12/6/2023

Royal Bank of Canada 0.00% due 6/5/2025

Royal Bank of Canada 0.00% due 11/17/2023

Royal Bank of Canada 0.00% due 11/9/2023

Royal Bank of Canada 0.00% due 11/9/2023

Royal Bank of Canada 0.00% due 11/5/2024

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 13.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 0.00% due 11/29/2023

Royal Bank of Canada SOFR; subject to minimum coupon of 4.25%; payable quarterly due 11/2/2023

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $191.19; 60% of initial share price due 10/30/2025

Royal Bank of Canada 14.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $29.30, 50% of initial level due 10/30/2025

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; coupon barrier: $23.81, 50% of initial level due 10/30/2025

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $91.80, 55% of initial level due 10/30/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 10/30/2025

Royal Bank of Canada 0.00% due 10/30/2025

Royal Bank of Canada 0.00% due 10/25/2024

Royal Bank of Canada 0.00% due 10/25/2024

Royal Bank of Canada SOFR, subject to minimum coupon of 4.75% and maximum coupon of 5.5%; payable quarterly due 11/1/2023

Royal Bank of Canada 0.00% due 11/27/2024

Royal Bank of Canada 9.25% due 11/1/2023

Royal Bank of Canada 12.50% due 11/1/2023

Royal Bank of Canada 8.75% due 11/1/2023

Royal Bank of Canada 8.75% due 2/29/2024

Royal Bank of Canada 12.00% due 11/10/2023

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $57.83, 50% of initial level due 10/27/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/30/2025

Royal Bank of Canada 13.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 10/30/2025

Royal Bank of Canada 0.00% due 10/29/2027

Royal Bank of Canada 0.00% due 10/29/2026

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 10/29/2027

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 10/31/2028

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 8.25% due 10/31/2023

Royal Bank of Canada SOFR plus 160 bps, subject to minimum coupon of 2.3%; payable quarterly due 10/28/2027

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate, subject to minimum coupon of 4.5%; payable quarterly due 10/31/2025

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 7.25% per year, payable semiannually if each index closes at or above its coupon barrier level on the observation date for that semiannual period; Coupon barrier levels: 2,626.93 for S&P and 21,757.79 for Dow, or 70% of initial levels due 10/24/2025

Royal Bank of Canada 8.25% per year, payable semiannually if each index closes at or above its coupon barrier level on the observation date for that semiannual period; Coupon barrier levels: 2,626.93 for S&P and 21,757.79 for Dow, or 70% of initial levels due 10/24/2025

Royal Bank of Canada 0.00% due 4/25/2024

Royal Bank of Canada 0.00% due 10/24/2024

Royal Bank of Canada SOFR; subject to minimum coupon of 4.25%; payable quarterly due 10/26/2023

Royal Bank of Canada 0.00% due 9/20/2024

Royal Bank of Canada 8.15% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 21,757.79; 70% of initial level due 10/24/2025

Royal Bank of Canada 10.8% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 21,757.79; 70% of initial level due 10/24/2025

Royal Bank of Canada 0.00% due 4/25/2024

Royal Bank of Canada 8.5% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $71.93; 50% of initial share price due 10/23/2025

Royal Bank of Canada 0.00% due 10/22/2026

Royal Bank of Canada 0.00% due 11/22/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 4.5%; payable quarterly due 10/20/2025

Royal Bank of Canada 9.5%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,508.15; 70% of initial level due 10/17/2024

Royal Bank of Canada 11.5%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,508.15; 70% of initial level due 10/17/2024

Royal Bank of Canada 10.25%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,508.15; 70% of initial level due 10/17/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 16.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 11.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $52.53; 60% of initial share price due 10/17/2025

Royal Bank of Canada 14.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 10/17/2025

Royal Bank of Canada 13.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/17/2025

Royal Bank of Canada 0.00% due 4/18/2024

Royal Bank of Canada 0.00% due 10/17/2024

Royal Bank of Canada 14.50% due 10/19/2023

Royal Bank of Canada 9.00% due 10/19/2023

Royal Bank of Canada 22% per year, payable quarterly if the stock closes at or above its downside threshold on the relevant observation date due 10/17/2025

Royal Bank of Canada 0.00% due 10/19/2027

Royal Bank of Canada 0.00% due 10/19/2027

Royal Bank of Canada 0.00% due 11/5/2025

Royal Bank of Canada 0.00% due 11/3/2028

Royal Bank of Canada 18.85% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/17/2025

Royal Bank of Canada 0.00% due 10/18/2028

Royal Bank of Canada 0.00% due 1/23/2025

Royal Bank of Canada 10.00% due 10/19/2023

Royal Bank of Canada 0.00% due 12/4/2024

Royal Bank of Canada 0.00% due 10/14/2027

Royal Bank of Canada 16.75%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 10/16/2025

Royal Bank of Canada 0.00% due 9/19/2024

Royal Bank of Canada 8.01% due 3/11/2025

Royal Bank of Canada 0.00% due 10/10/2025

Royal Bank of Canada 15.5%, paid quarterly, if the underlying stock closes at or above its 50% downside threshold on the related quarterly observation date due 10/10/2025

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate, subject to minimum coupon of 4.25%; payable quarterly due 10/14/2025

Royal Bank of Canada 0.00% due 11/13/2024

Royal Bank of Canada 0.00% due 11/10/2023

Royal Bank of Canada 16.40% due 10/9/2024

Royal Bank of Canada 0.00% due 10/7/2027

Royal Bank of Canada 13.75% per year, paid monthly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $58.45; 60% of initial level due 10/2/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/3/2024

Royal Bank of Canada SOFR, subject to minimum coupon of 4% and maximum coupon of 5.5%; payable quarterly due 10/5/2023

Royal Bank of Canada 0.00% due 11/20/2024

Royal Bank of Canada 0.00% due 10/3/2024

Royal Bank of Canada 0.00% due 11/24/2023

Royal Bank of Canada 0.00% due 11/24/2023

Royal Bank of Canada 10.45%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,548.33; 70% of initial level due 10/2/2025

Royal Bank of Canada 9.65%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,366.31; 65% of initial level due 10/2/2025

Royal Bank of Canada 21.6% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 10/2/2025

Royal Bank of Canada 0.00% due 9/27/2024

Royal Bank of Canada 0.00% due 11/24/2023

Royal Bank of Canada 0.00% due 9/29/2028

Royal Bank of Canada SOFR; subject to minimum coupon of 3.9%; payable quarterly due 4/3/2024

Royal Bank of Canada 0.00% due 9/24/2027

Royal Bank of Canada 0.00% due 4/4/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 10/2/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/2/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/2/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/2/2025

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $12.25, 50% of initial level due 10/2/2025

Royal Bank of Canada 18.8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/2/2025

Royal Bank of Canada 12.8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/2/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $48.88, 60% of initial level due 10/2/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that period, plus any previously unpaid coupon; coupon barrier: $60.98, 70% of initial level due 10/2/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 10/2/2025

Royal Bank of Canada 12.50% due 10/3/2023

Royal Bank of Canada 8.50% due 10/3/2023

Royal Bank of Canada 7.5% until Sept. 30, 2024; after that, two-year U.S. dollar SOFR ICE swap rate plus 100 bps, subject to floor of 0% and cap of 7%; payable quarterly due 9/30/2032

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 8.5% per year, payable monthly if index closes above coupon barrier on related observation date; Coupon barrier level: 9,580.99, 85% of initial level due 4/1/2025

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 0.00% due 10/1/2026

Royal Bank of Canada 0.00% due 11/1/2023

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 0.00% due 10/2/2028

Royal Bank of Canada 0.00% due 4/1/2025

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 9/30/2025

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 4/2/2024

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate; subject to minimum coupon of 4.45%; payable quarterly due 9/30/2025

Royal Bank of Canada 14.60% due 9/29/2023

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 8.1% per year, payable semiannually if each index closes at or above its coupon barrier level on the observation date for that semiannual period; Coupon barrier levels: 2,585.26 for S&P and 20,713.29 for Dow, or 70% of initial levels due 9/26/2025

Royal Bank of Canada 7.1% per year, payable semiannually if each index closes at or above its coupon barrier level on the observation date for that semiannual period; Coupon barrier levels: 2,585.26 for S&P and 20,713.29 for Dow, or 70% of initial levels due 9/26/2025

Royal Bank of Canada 9% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,585.26; 70% of initial level due 9/26/2025

Royal Bank of Canada 10.5% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,585.26; 70% of initial level due 9/26/2025

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 9/26/2024

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 9/26/2024

Royal Bank of Canada 11.05% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/26/2024

Royal Bank of Canada 0.00% due 9/27/2027

Royal Bank of Canada 0.00% due 9/27/2027

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 9/25/2025

Royal Bank of Canada 9.00% due 9/26/2024

Royal Bank of Canada 0.00% due 2/15/2024

Royal Bank of Canada 0.00% due 10/25/2023

Royal Bank of Canada 0.00% due 11/6/2024

Royal Bank of Canada 0.00% due 1/23/2024

Royal Bank of Canada 0.00% due 4/23/2024

Royal Bank of Canada 14.17% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $71.12; 60% of initial level due 9/26/2024

Royal Bank of Canada 15.44% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $25.05; 50% of initial level due 9/26/2024

Royal Bank of Canada 0.00% due 11/24/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 4% and maximum coupon of 6.5%; payable quarterly due 9/23/2025

Royal Bank of Canada 0.00% due 9/23/2027

Royal Bank of Canada 0.00% due 9/23/2027

Royal Bank of Canada 0.00% due 9/23/2027

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $24.52, 70% of initial level due 9/19/2025

Royal Bank of Canada 9% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 9/19/2025

Royal Bank of Canada 10.4%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,711.33; 70% of initial level due 9/19/2025

Royal Bank of Canada 8.5%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 2,711.33; 70% of initial levels due 9/19/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $74.12; 60% of initial share price due 9/19/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 9/19/2025

Royal Bank of Canada 12.15% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $85.51; 50% of initial share price due 9/19/2025

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 9/19/2025

Royal Bank of Canada 0.00% due 2/22/2024

Royal Bank of Canada 12.25% due 9/21/2023

Royal Bank of Canada 8.00% due 9/21/2023

Royal Bank of Canada 0.00% due 9/19/2024

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 9/23/2027

Royal Bank of Canada 0.00% due 9/18/2024

Royal Bank of Canada 11.15% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 2,711.33; 70% of initial level due 9/19/2025

Royal Bank of Canada 8.65% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 2,711.33; 70% of initial level due 9/19/2025

Royal Bank of Canada 0.00% due 9/21/2027

Royal Bank of Canada 0.00% due 10/19/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 3.75% and maximum coupon of 4.25%; payable quarterly due 12/19/2023

Royal Bank of Canada 9.50% due 9/29/2023

Royal Bank of Canada 0.00% due 11/20/2024

Royal Bank of Canada 0.00% due 10/16/2023

Royal Bank of Canada 0.00% due 11/20/2024

Royal Bank of Canada 0.00% due 9/11/2025

Royal Bank of Canada 18.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 9/14/2024

Royal Bank of Canada 16.6% annual rate, payable quarterly if fund closes at or above trigger price on the corresponding observation date due 6/12/2023

Royal Bank of Canada 0.00% due 10/12/2023

Royal Bank of Canada 0.00% due 7/17/2024

Royal Bank of Canada 0.00% due 9/10/2024

Royal Bank of Canada 0.00% due 9/10/2027

Royal Bank of Canada 0.00% due 9/11/2026

Royal Bank of Canada 0.00% due 10/11/2023

Royal Bank of Canada 0.00% due 10/11/2023

Royal Bank of Canada 0.00% due 8/21/2024

Royal Bank of Canada 0.00% due 9/24/2027

Royal Bank of Canada 0.00% due 9/5/2024

Royal Bank of Canada 11.8% per year, paid quarterly if ETF closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $48.30; 60% of initial level due 9/6/2024

Royal Bank of Canada 0.00% due 11/13/2024

Royal Bank of Canada 0.00% due 10/3/2023

Royal Bank of Canada 0.00% due 2/16/2024

Royal Bank of Canada 9% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $85.16; 53.59% of initial level due 9/4/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/4/2025

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 9/4/2025

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 9/4/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/4/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/4/2025

Royal Bank of Canada 16.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 9/4/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 9/4/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/4/2025

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 9/4/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if basket closes at or above trigger price on observation date for that quarter; previously unpaid coupons will also be paid due 9/4/2025

Royal Bank of Canada 7.60% due 8/29/2024

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 7.50% due 9/1/2023

Royal Bank of Canada 0.00% due 9/4/2024

Royal Bank of Canada 7.25% per year, payable monthly if index closes above coupon barrier on related observation date; Coupon barrier level: 10,714.39, 85% of initial level due 3/3/2025

Royal Bank of Canada 0.00% due 8/31/2027

Royal Bank of Canada 0.00% due 8/31/2027

Royal Bank of Canada 0.00% due 8/29/2025

Royal Bank of Canada 0.00% due 9/29/2023

Royal Bank of Canada 0.00% due 8/31/2027

Royal Bank of Canada 0.00% due 8/31/2028

Royal Bank of Canada 0.00% due 3/3/2025

Royal Bank of Canada 0.00% due 8/29/2025

Royal Bank of Canada 13.1% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 8/29/2024

Royal Bank of Canada 0.00% due 10/16/2024

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 1/23/2024

Royal Bank of Canada 0.00% due 8/31/2027

Royal Bank of Canada 12.15% due 8/29/2023

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 6.5% annual rate, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 19,781.54 for Dow, 1,161.172 for Russell; 60% of initial levels due 8/28/2025

Royal Bank of Canada 5% per year, paid quarterly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,070.39; 50% of initial level due 8/27/2027

Royal Bank of Canada 0.00% due 11/6/2024

Royal Bank of Canada 0.00% due 11/28/2023

Royal Bank of Canada 0.00% due 9/8/2023

Royal Bank of Canada 18.9% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 8/22/2024

Royal Bank of Canada 6.35% annual rate, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,959.94 for S&P, 23,594.72 for Dow; 70% of initial index levels due 8/22/2025

Royal Bank of Canada 7.35%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,959.94 for S&P, 23,594.72 for Dow; 70% of initial index levels due 8/22/2025

Royal Bank of Canada 0.00% due 8/25/2023

Royal Bank of Canada 0.00% due 8/25/2023

Royal Bank of Canada 15% annualized, plus any previously unpaid coupons, if index closes at or above 75.5% barrier level on quarterly observation date due 9/7/2023

Royal Bank of Canada 14.5% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $65.86; 70% of initial level due 8/24/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 3% and maximum coupon of 3.5%; payable quarterly due 2/22/2023

Royal Bank of Canada 0.00% due 8/23/2023

Royal Bank of Canada 0.00% due 9/21/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 3.3%; payable quarterly due 8/21/2023

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/20/2025

Royal Bank of Canada 8.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/20/2025

Royal Bank of Canada 10%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/20/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/20/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/20/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/20/2025

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/20/2025

Royal Bank of Canada 12.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/20/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; previously unpaid coupons will also be paid; Coupon barrier price: $91.28, or 60% of initial share price due 8/20/2025

Royal Bank of Canada 8.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 8/20/2025

Royal Bank of Canada 7.00% due 8/18/2023

Royal Bank of Canada 0.00% due 11/18/2026

Royal Bank of Canada 0.00% due 11/18/2025

Royal Bank of Canada 0.00% due 8/17/2027

Royal Bank of Canada 11.1% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 8/30/2023

Royal Bank of Canada 0.00% due 8/15/2025

Royal Bank of Canada 0.00% due 8/30/2023

Royal Bank of Canada 9.3% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 8/17/2023

Royal Bank of Canada 0.00% due 8/15/2024

Royal Bank of Canada 0.00% due 8/17/2027

Royal Bank of Canada 0.00% due 2/20/2024

Royal Bank of Canada 18.6% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 8/30/2023

Royal Bank of Canada 18.6% annual rate, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 8/30/2023

Royal Bank of Canada 0.00% due 8/14/2025

Royal Bank of Canada SOFR, subject to minimum coupon of 3.65% and maximum coupon of 4%; payable quarterly due 11/16/2023

Royal Bank of Canada 0.00% due 2/15/2024

Royal Bank of Canada 0.00% due 8/13/2027

Royal Bank of Canada 6.25%, payable quarterly if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,947.17 for S&P, 23,316.66 for Dow; 70% of initial index levels due 8/13/2027

Royal Bank of Canada 0.00% due 8/25/2023

Royal Bank of Canada 7.55% due 11/14/2023

Royal Bank of Canada 6.85% per year, paid semiannually if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 2,105.12; 50% of initial level due 8/14/2025

Royal Bank of Canada 0.00% due 8/18/2023

Royal Bank of Canada 0.00% due 2/16/2024

Royal Bank of Canada 0.00% due 6/5/2024

Royal Bank of Canada 0.00% due 3/9/2023

Royal Bank of Canada 0.00% due 9/15/2023

Royal Bank of Canada 0.00% due 8/22/2023

Royal Bank of Canada 11.6% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 8/10/2023

Royal Bank of Canada 0.00% due 8/21/2023

Royal Bank of Canada 0.00% due 8/6/2025

Royal Bank of Canada 10.3% annual rate, payable quarterly if ETF closes at or above coupon barrier price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price: $326.45; 80% of initial price due 8/7/2024

Royal Bank of Canada Swap rate, subject to a floor of 3.45% per annum; payable quarterly due 8/5/2024

Royal Bank of Canada 0.00% due 8/6/2027

Royal Bank of Canada swap rate, subject to a floor of 3.4% per annum; payable quarterly due 8/4/2025

Royal Bank of Canada 0.00% due 10/27/2023

Royal Bank of Canada 0.00% due 8/6/2025

Royal Bank of Canada 0.00% due 5/10/2024

Royal Bank of Canada 0.00% due 5/3/2027

Royal Bank of Canada 0.00% due 11/3/2023

Royal Bank of Canada 0.00% due 11/3/2023

Royal Bank of Canada 0.00% due 9/29/2023

Royal Bank of Canada 0.00% due 9/29/2023

Royal Bank of Canada 0.00% due 9/29/2023

Royal Bank of Canada 10.55% due 7/31/2023

Royal Bank of Canada 10.60% due 7/31/2023

Royal Bank of Canada 0.00% due 11/10/2023

Royal Bank of Canada 0.00% due 7/26/2024

Royal Bank of Canada 10.05% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/31/2025

Royal Bank of Canada 9.15%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 7/31/2025

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 11.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; previously unpaid contingent coupons will also be paid; Coupon barrier price: $39.37, or 55% of initial share price due 7/31/2025

Royal Bank of Canada 12.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; previously unpaid contingent coupons will also be paid; Coupon barrier price: $43.21, or 50% of initial share price due 7/31/2025

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; previously unpaid contingent coupons will also be paid; Coupon barrier price: $11.55, or 50% of initial share price due 7/31/2025

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 7.05% due 8/1/2023

Royal Bank of Canada 0.00% due 4/1/2024

Royal Bank of Canada 0.00% due 11/6/2024

Royal Bank of Canada 7% per year, payable monthly if index closes above coupon barrier on related observation date; Coupon barrier level: 10,273.87, 85% of initial level due 1/30/2025

Royal Bank of Canada 0.00% due 7/29/2027

Royal Bank of Canada 0.00% due 7/29/2027

Royal Bank of Canada 0.00% due 7/29/2027

Royal Bank of Canada 0.00% due 7/29/2027

Royal Bank of Canada 0.00% due 7/31/2028

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 0.00% due 9/29/2023

Royal Bank of Canada 0.00% due 1/31/2024

Royal Bank of Canada 0.00% due 7/30/2027

Royal Bank of Canada 0.00% due 8/9/2023

Royal Bank of Canada 19.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; previously unpaid coupons will also be paid; Coupon barrier price: $99.28, or 55% of initial share price due 1/25/2024

Royal Bank of Canada 0.00% due 7/27/2027

Royal Bank of Canada 0.00% due 7/22/2024

Royal Bank of Canada 0.00% due 7/25/2025

Royal Bank of Canada 6.2%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,773.14 for S&P, 22,329.50 for Dow; 70% of initial index levels due 7/25/2025

Royal Bank of Canada 7.2%, payable semiannually if each index closes at or above coupon barrier level on observation date for that period; Coupon barriers: 2,773.14 for S&P, 22,329.5 for Dow; 70% of initial index levels due 7/25/2025

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 7/27/2023

Royal Bank of Canada 0.00% due 7/27/2027

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 7/25/2024

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 7/25/2024

Royal Bank of Canada 0.00% due 7/25/2024

Royal Bank of Canada 0.00% due 7/25/2024

Royal Bank of Canada 0.00% due 9/25/2024

Royal Bank of Canada 0.00% due 8/28/2023

Royal Bank of Canada 16.2% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 50% coupon barrier level on quarterly observation date due 7/25/2024

Royal Bank of Canada 0.00% due 1/24/2025

Royal Bank of Canada 0.00% due 7/24/2024

Royal Bank of Canada 0.00% due 9/20/2024

Royal Bank of Canada 15% per year, paid quarterly if stock closes above coupon barrier related observation date for that period; Coupon barrier levels: $40.72, 50.5% of initial level due 7/24/2024

Royal Bank of Canada SOFR, subject to minimum coupon of 3.6% and maximum coupon of 6%; payable quarterly due 7/21/2025

Royal Bank of Canada 0.00% due 8/22/2023

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2025

Royal Bank of Canada 9.6%, payable monthly if stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $68.13, 60% of initial level due 7/18/2023

Royal Bank of Canada 10.4%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $97.61, 65% of initial level due 7/18/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2025

Royal Bank of Canada 10.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2025

Royal Bank of Canada 9.1%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 8,388.53; 70% of initial level due 7/18/2025

Royal Bank of Canada 17.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $21.53, 50% of initial level due 7/18/2025

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 7/18/2025

Royal Bank of Canada 10% annual rate, payable quarterly if basket closes at or above trigger price on observation date for that quarter; previously unpaid coupons will also be paid due 7/18/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; previously unpaid coupons will also be paid due 7/18/2025

Royal Bank of Canada 13.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $52.30, 50% of initial level due 7/18/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $79.49; 70% of initial share price due 7/18/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupons; Coupon barrier price: $6.53; 55% of initial share price due 7/18/2025

Royal Bank of Canada 0.00% due 7/18/2025

Royal Bank of Canada 0.00% due 7/18/2025

Royal Bank of Canada 0.00% due 7/20/2026

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 7/20/2023

Royal Bank of Canada 7.25% due 7/20/2023

Royal Bank of Canada 12.00% due 9/1/2023

Royal Bank of Canada 12.70% due 7/20/2023

Royal Bank of Canada 0.00% due 7/20/2027

Royal Bank of Canada 0.00% due 7/20/2027

Royal Bank of Canada SOFR, subject to minimum coupon of 3.29% and maximum coupon of 3.75%; payable quarterly due 10/18/2023

Royal Bank of Canada 12.90% due 7/28/2023

Royal Bank of Canada 8.10% due 4/6/2023

Royal Bank of Canada 8.45% due 7/17/2025

Royal Bank of Canada 8.65% due 7/17/2024

Royal Bank of Canada 8.65% due 7/17/2024

Royal Bank of Canada 5.00% due 1/11/2024

Royal Bank of Canada 0.00% due 5/15/2024

Royal Bank of Canada 15.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $14.00, or 50% of initial share price due 7/11/2024

Royal Bank of Canada 0.00% due 7/17/2023

Royal Bank of Canada 0.00% due 7/11/2025

Royal Bank of Canada SOFR, subject to minimum coupon of 2.5% and maximum coupon of 3.25%; payable quarterly due 1/13/2023

Royal Bank of Canada 0.00% due 2/9/2024

Royal Bank of Canada 0.00% due 4/17/2024

Royal Bank of Canada 0.00% due 7/13/2027

Royal Bank of Canada 0.00% due 12/15/2022

Royal Bank of Canada 0.00% due 12/15/2022

Royal Bank of Canada 0.00% due 7/11/2023

Royal Bank of Canada 0.00% due 2/29/2028

Royal Bank of Canada 19.70% due 7/7/2023

Royal Bank of Canada 0.00% due 6/7/2024

Royal Bank of Canada 0.00% due 7/5/2024

Royal Bank of Canada SOFR, subject to minimum coupon of 3% and maximum coupon of 3.5%; payable quarterly due 7/5/2023

Royal Bank of Canada 11.60% due 7/5/2023

Royal Bank of Canada 9.15% due 9/1/2023

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/3/2025

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $192.36, 75% of initial level due 7/3/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/3/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/3/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/3/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 7/3/2025

Royal Bank of Canada 11.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $69.35, 50% of initial level due 7/3/2025

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $89.80, 50% of initial share price due 7/3/2025

Royal Bank of Canada 13.25%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier: 50% of initial level due 7/3/2025

Royal Bank of Canada 0.00% due 7/2/2026

Royal Bank of Canada 0.00% due 8/1/2023

Royal Bank of Canada 6.75% due 7/3/2023

Royal Bank of Canada 13.25% due 7/3/2023

Royal Bank of Canada 0.00% due 7/1/2027

Royal Bank of Canada 0.00% due 7/1/2027

Royal Bank of Canada 0.00% due 7/1/2027

Royal Bank of Canada 0.00% due 6/30/2028

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 0.00% due 6/30/2025

Royal Bank of Canada 0.00% due 6/30/2025

Royal Bank of Canada 0.00% due 1/2/2024

Royal Bank of Canada 0.00% due 7/1/2027

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 0.00% due 6/30/2027

Royal Bank of Canada 0.00% due 6/30/2027

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 7/12/2023

Royal Bank of Canada 0.00% due 9/18/2028

Royal Bank of Canada 13.6% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $31.88; 60% of initial level due 6/27/2024

Royal Bank of Canada 0.00% due 10/27/2023

Royal Bank of Canada 15.26% annual rate, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 6/27/2024

Royal Bank of Canada 0.00% due 8/25/2023

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 8/14/2024

Royal Bank of Canada 8.50% due 7/7/2023

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 9/26/2023

Royal Bank of Canada 0.00% due 7/6/2023

Royal Bank of Canada swap rate plus 0 bps, subject to floor of 3.25%; payable quarterly due 6/23/2025

Royal Bank of Canada 10.1% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/21/2024

Royal Bank of Canada 0.00% due 12/21/2023

Royal Bank of Canada 0.00% due 6/22/2027

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 6/21/2024

Royal Bank of Canada Payable quarterly; based on total dividends on the basket components during preceding interest calculation period due 6/21/2024

Royal Bank of Canada five-year SOFR ICE swap rate plus 125 bps, subject to minimum coupon of 1% per annum; payable quarterly due 6/21/2032

Royal Bank of Canada 0.00% due 6/28/2023

Royal Bank of Canada 0.00% due 6/20/2025

Royal Bank of Canada 11% per year, paid quarterly if ETF closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $261.71; 70% of initial level due 6/20/2024

Royal Bank of Canada 9.36% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 2,842.49; 75% of initial level due 6/20/2025

Royal Bank of Canada 0.00% due 6/21/2027

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/20/2025

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/20/2025

Royal Bank of Canada 13.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/20/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/20/2025

Royal Bank of Canada 10.65% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 6/20/2024

Royal Bank of Canada 14.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 15.25% per year, payable quarterly if the basket closes at or above coupon barrier level on the relevant observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier level: 60% of initial level due 6/20/2025

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 13.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 6/20/2025

Royal Bank of Canada 7.30% due 6/20/2023

Royal Bank of Canada 18% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 6/18/2024

Royal Bank of Canada 10.75% due 6/15/2023

Royal Bank of Canada 11.50% due 6/15/2023

Royal Bank of Canada 0.00% due 6/15/2028

Royal Bank of Canada 3.848% annualized, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,950.43, 50% of initial level due 12/15/2022

Royal Bank of Canada 8.25% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $240.86, 60% of initial level due 6/13/2024

Royal Bank of Canada 0.00% due 8/12/2024

Royal Bank of Canada 14%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/13/2024

Royal Bank of Canada 7% per year, paid quarterly if ETF closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $246.73; 60% of initial level due 6/12/2025

Royal Bank of Canada 10.00%

Royal Bank of Canada 11.9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/13/2024

Royal Bank of Canada 0.00% due 5/8/2024

Royal Bank of Canada 0.00% due 7/13/2023

Royal Bank of Canada 0.00% due 7/13/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 3% and maximum coupon of 6.25%; payable quarterly due 6/9/2025

Royal Bank of Canada 0.00% due 10/11/2023

Royal Bank of Canada 15.85% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $29.85; 50% of initial share price due 6/6/2024

Royal Bank of Canada 15.85% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 6/6/2024

Royal Bank of Canada 0.00% due 6/8/2027

Royal Bank of Canada 11%, payable monthly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 70% of initial level due 6/6/2024

Royal Bank of Canada 3.3% until Sept. 3, 2023; after that, SOFR plus 95 bps, subject to floor of 0%; payable quarterly due 6/3/2025

Royal Bank of Canada 0.00% due 1/24/2024

Royal Bank of Canada 21% per year, payable quarterly if each ETF closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $70.82 for energy and $113.17 for technology, or 80% of initial prices due 5/30/2025

Royal Bank of Canada 0.00% due 11/6/2023

Royal Bank of Canada 0.00% due 12/4/2023

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/30/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/30/2025

Royal Bank of Canada 11.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/30/2025

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/30/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/30/2025

Royal Bank of Canada 12.15%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 5/20/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/30/2025

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $1,332.93 60% of initial share price due 5/30/2025

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupons due 5/30/2025

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $29.48; 50% of initial share price due 5/30/2025

Royal Bank of Canada 15.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier price: $353.87; 50% of initial share price due 5/30/2025

Royal Bank of Canada 3.54% a year for first two years, then two-year U.S. dollar SOFR ICE swap rate with floor of 3.54%; payable quarterly due 5/31/2027

Royal Bank of Canada 0.00% due 7/24/2023

Royal Bank of Canada 0.00% due 8/7/2024

Royal Bank of Canada 0.00% due 5/30/2025

Royal Bank of Canada 0.00% due 5/27/2027

Royal Bank of Canada 0.00% due 5/27/2027

Royal Bank of Canada 0.00% due 5/27/2027

Royal Bank of Canada 0.00% due 5/30/2028

Royal Bank of Canada 0.00% due 5/30/2028

Royal Bank of Canada 0.00% due 4/5/2027

Royal Bank of Canada 0.00% due 11/29/2023

Royal Bank of Canada 0.00% due 5/27/2027

Royal Bank of Canada 0.00% due 8/24/2023

Royal Bank of Canada 0.00% due 7/24/2024

Royal Bank of Canada 7.00% due 5/25/2023

Royal Bank of Canada 0.00% due 5/24/2027

Royal Bank of Canada 0.00% due 5/23/2024

Royal Bank of Canada 9.3% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 6/6/2023

Royal Bank of Canada 17.2% annualized, paid quarterly, plus any previously unpaid coupons if ETF closes at or above trigger level on quarterly observation date due 6/7/2023

Royal Bank of Canada 0.00% due 5/25/2027

Royal Bank of Canada 10.80% due 5/24/2023

Royal Bank of Canada 3.3% until Aug. 23, 2023; after that, SOFR plus 95 bps, subject to floor of 0%; payable quarterly due 5/23/2025

Royal Bank of Canada 12.63% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $48.13; 70% of initial level due 5/24/2023

Royal Bank of Canada two-year SOFR ICE swap rate, subject to floor of 3.15%; payable quarterly due 5/20/2025

Royal Bank of Canada 0.00% due 5/15/2024

Royal Bank of Canada 0.00% due 7/3/2028

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/16/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $147.90; 70% of initial share price due 5/16/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/16/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/16/2025

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $195.84, 75% of initial level due 5/16/2025

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/16/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 5/16/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 5/16/2025

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 5/16/2025

Royal Bank of Canada 16.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 5/16/2025

Royal Bank of Canada 0.00% due 12/20/2027

Royal Bank of Canada 14.2% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above buffer level on quarterly observation date due 6/1/2023

Royal Bank of Canada SOFR, subject to minimum coupon of 3% and maximum coupon of 5%; payable quarterly due 5/19/2025

Royal Bank of Canada 10.50% due 5/16/2024

Royal Bank of Canada 15% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $21.63; 63.4% of initial level due 1/18/2023

Royal Bank of Canada 12.5% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $147.90; 70% of initial level due 1/18/2023

Royal Bank of Canada 10.8% annual rate, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 2,592.39; 70% of initial price due 5/16/2025

Royal Bank of Canada 7.8% annual rate, payable quarterly if each index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 2,816.72; 70% of initial price due 5/16/2025

Royal Bank of Canada 0.00% due 5/18/2027

Royal Bank of Canada 0.00% due 5/18/2027

Royal Bank of Canada 0.00% due 5/15/2026

Royal Bank of Canada 0.00% due 5/17/2023

Royal Bank of Canada 0.00% due 7/16/2024

Royal Bank of Canada 10.00% due 5/26/2023

Royal Bank of Canada 13.65% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $60.41; 70% of initial level due 5/17/2023

Royal Bank of Canada 23.9% annual rate, payable monthly if stock closes at or above coupon barrier on observation date for that period; Coupon barrier: $74.06, 60% of initial level due 5/16/2024

Royal Bank of Canada 16.4% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $12.20; 50% of initial level due 5/16/2023

Royal Bank of Canada 0.00% due 5/31/2023

Royal Bank of Canada 0.00% due 5/15/2024

Royal Bank of Canada 0.00% due 5/11/2027

Royal Bank of Canada 15.25% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 5/9/2024

Royal Bank of Canada 8.95% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 5/9/2024

Royal Bank of Canada SOFR, subject to minimum coupon of 2.9% and maximum coupon of 6.1%; payable quarterly due 5/13/2025

Royal Bank of Canada 0.00% due 7/10/2023

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/18/2023

Royal Bank of Canada 0.00% due 5/12/2023

Royal Bank of Canada 0.00% due 5/4/2026

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 5/1/2026

Royal Bank of Canada 0.00% due 4/26/2024

Royal Bank of Canada 0.00% due 10/19/2023

Royal Bank of Canada 0.00% due 11/3/2023

Royal Bank of Canada 0.00% due 11/3/2023

Royal Bank of Canada 10% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 5/15/2023

Royal Bank of Canada 13.20% due 5/12/2023

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/1/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/1/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/1/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/1/2025

Royal Bank of Canada 8.15%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 11/1/2027

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 5/1/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons; Coupon barrier price:

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 3.35% a year for first two years, then two-year U.S. dollar SOFR ICE swap rate with floor of 3.35%; payable quarterly due 4/29/2026

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/1/2025

Royal Bank of Canada 20.5% annual rate, payable monthly if stock closes at or above trigger price on the corresponding observation date due 5/1/2023

Royal Bank of Canada 0.00% due 4/29/2027

Royal Bank of Canada 0.00% due 10/29/2027

Royal Bank of Canada 0.00% due 4/29/2027

Royal Bank of Canada 0.00% due 5/1/2024

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 4/30/2025

Royal Bank of Canada 5% annualized, payable quarterly if each index closes at or above coupon barrier on review date on the relevant review date; Coupon barrier levels: 3,340.16 for S&P, 1,512.38 for Russell; 80% of initial levels due 5/1/2024

Royal Bank of Canada 0.00% due 10/31/2023

Royal Bank of Canada 0.00% due 4/29/2027

Royal Bank of Canada 0.00% due 6/29/2023

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $106.94; 69% of initial level due 4/25/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $175.60; 63% of initial level due 4/25/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $48.99; 55% of initial level due 4/25/2025

Royal Bank of Canada 0.00% due 6/2/2023

Royal Bank of Canada 8.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 10/21/2027

Royal Bank of Canada 0.00% due 11/5/2024

Royal Bank of Canada 0.00% due 4/21/2027

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/24/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/24/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/24/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/24/2025

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/24/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/24/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/24/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/24/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/24/2025

Royal Bank of Canada 11.5%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date, plus any previously unpaid coupon; Coupon barrier: 60% of initial level due 4/24/2025

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date; coupon payment events will automatically include any previously unpaid coupons due 4/24/2025

Royal Bank of Canada 0.00% due 6/20/2023

Royal Bank of Canada 9.25% due 4/28/2023

Royal Bank of Canada 18% per year, paid monthly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $552.08; 54% of initial level due 10/18/2023

Royal Bank of Canada 0.00% due 4/18/2024

Royal Bank of Canada 0.00% due 4/19/2027

Royal Bank of Canada 7.55% due 4/17/2025

Royal Bank of Canada 0.00% due 7/13/2023

Royal Bank of Canada two-year U.S. dollar SOFR ICE swap rate plus 45 bps, floor of 0%; payable quarterly due 4/14/2025

Royal Bank of Canada 12.45% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier: $17.63; 55% of initial share price due 4/13/2023

Royal Bank of Canada 10% annualized, paid quarterly if stock closes at or above trigger level on quarterly observation date; coupon payment events will automatically include any previously unpaid coupons due 4/24/2023

Royal Bank of Canada 0.00% due 10/5/2022

Royal Bank of Canada 10.85% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier: $41.72; 65% of initial share price due 4/4/2025

Royal Bank of Canada 0.00% due 2/2/2024

Royal Bank of Canada 0.00% due 4/4/2025

Royal Bank of Canada 0.00% due 4/4/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/3/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2025

Royal Bank of Canada 11.8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/4/2024

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/3/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2025

Royal Bank of Canada 7.75% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 10/4/2027

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 4/3/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date, plus any previously unpaid coupon due 4/3/2025

Royal Bank of Canada 10.75%, payable quarterly if basket closes at or above trigger price on observation date for that quarter; previously unpaid coupons will also be paid due 4/3/2025

Royal Bank of Canada 11.00% due 4/3/2024

Royal Bank of Canada 0.00% due 5/3/2024

Royal Bank of Canada 0.00% due 4/2/2025

Royal Bank of Canada 0.00% due 4/2/2027

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 0.00% due 4/2/2027

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 12.3% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above barrier level on quarterly observation date due 4/3/2024

Royal Bank of Canada 0.00% due 4/13/2023

Royal Bank of Canada 10% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above barrier level on quarterly observation date due 4/13/2023

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 17% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/28/2023

Royal Bank of Canada 0.00% due 3/27/2025

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 9.00% due 4/10/2023

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/27/2025

Royal Bank of Canada 0.00% due 12/17/2027

Royal Bank of Canada 0.00% due 9/26/2024

Royal Bank of Canada 7.3%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 3/21/2025

Royal Bank of Canada 0.00% due 6/23/2023

Royal Bank of Canada 0.00% due 3/23/2027

Royal Bank of Canada 12% annualized, plus any previously unpaid coupons, if stock closes at or above 68.1% coupon barrier level on quarterly observation date due 4/5/2023

Royal Bank of Canada 0.00% due 3/21/2024

Royal Bank of Canada 0.00% due 4/3/2023

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 5/21/2024

Royal Bank of Canada 0.00% due 10/25/2023

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 13.5% annual rate, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 3/20/2025

Royal Bank of Canada 14.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/20/2025

Royal Bank of Canada 19.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 16% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/20/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 7% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 3/20/2025

Royal Bank of Canada 8% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 9/21/2027

Royal Bank of Canada 15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 3/20/2025

Royal Bank of Canada 2.05% until June 18, 2023; after that, SOFR plus 100 bps, subject to floor of 1%; payable quarterly due 3/18/2025

Royal Bank of Canada SOFR ICE swap rate, floor of 2.25%; payable quarterly due 3/18/2025

Royal Bank of Canada 1.8% until June 17, 2023; after that, SOFR plus 180 bps, subject to floor of 0%; payable quarterly due 3/17/2025

Royal Bank of Canada 0.00% due 3/19/2026

Royal Bank of Canada 0.00% due 3/18/2025

Royal Bank of Canada 0.00% due 12/20/2023

Royal Bank of Canada 0.00% due 6/14/2023

Royal Bank of Canada 0.00% due 3/16/2027

Royal Bank of Canada 0.00% due 10/6/2023

Royal Bank of Canada 0.00% due 4/10/2023

Royal Bank of Canada 0.00% due 3/16/2027

Royal Bank of Canada 9.2%, payable monthly if basket closes at or above 75% coupon trigger price on observation date for that month due 3/15/2027

Royal Bank of Canada 10.00% due 3/24/2023

Royal Bank of Canada 0.00% due 3/11/2027

Royal Bank of Canada 0.00% due 3/11/2027

Royal Bank of Canada 0.00% due 10/23/2023

Royal Bank of Canada 0.00% due 6/12/2024

Royal Bank of Canada 0.00% due 1/20/2028

Royal Bank of Canada 0.00% due 3/21/2023

Royal Bank of Canada 8.1% annual rate, paid quarterly, if the underlying stock closes at or above its downside threshold on the related observation date due 3/7/2025

Royal Bank of Canada 0.00% due 2/8/2024

Royal Bank of Canada 0.00% due 3/9/2027

Royal Bank of Canada 12.52% annualized, paid quarterly if stock closes at or above trigger level on quarterly observation date; coupon payment events will automatically include any previously unpaid coupons due 3/21/2023

Royal Bank of Canada 8.2% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 3,246.65; 75% of initial level due 3/7/2024

Royal Bank of Canada 10.76% per year, paid quarterly if the index closes at or above its coupon barrier on the related observation date; Coupon barrier level: 3,246.65; 75% of initial level due 3/7/2024

Royal Bank of Canada 0.00% due 3/9/2027

Royal Bank of Canada 0.00% due 11/17/2023

Royal Bank of Canada 0.00% due 8/25/2027

Royal Bank of Canada 0.00% due 5/17/2024

Royal Bank of Canada 0.00% due 9/6/2023

Royal Bank of Canada 0.00% due 2/1/2023

Royal Bank of Canada 0.00% due 3/2/2027

Royal Bank of Canada 0.00% due 3/3/2025

Royal Bank of Canada 0.00% due 3/1/2027

Royal Bank of Canada 12.07% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $302.60, 65% of initial level due 2/29/2024

Royal Bank of Canada 12.19% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $37.88, 70% of initial level due 2/29/2024

Royal Bank of Canada 0.00% due 3/1/2027

Royal Bank of Canada 16.08% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 3/15/2023

Royal Bank of Canada 10.25%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 2/27/2025

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $54.95; 60% of initial share price due 2/27/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 6.75%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/27/2025

Royal Bank of Canada 7.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/27/2027

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 13.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/27/2025

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero; Dividend amount: For each stock, equals (a) $1,000 divided by the initial price of the applicable stock multiplied by (b) the applicable component weighting multiplied by (c) 100% of the gross cash distributions (including ordinary and extraordinary dividends) per share declared by the applicable stock issuer where the date that the applicable stock has commenced trading ex-dividend on its primary U.S. securities exchange as to each relevant distribution occurs during the relevant interest calculation period due 3/29/2023

Royal Bank of Canada 7.14% due 5/30/2023

Royal Bank of Canada 5.21% due 5/30/2023

Royal Bank of Canada 19.1%, payable monthly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier/trigger levels: 85.15 for index, $120.82 for fund; 80% of initial levels due 2/27/2025

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 0.00% due 2/25/2028

Royal Bank of Canada 0.00% due 5/25/2028

Royal Bank of Canada 0.00% due 2/25/2028

Royal Bank of Canada 10% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $48.93; 57% of initial level due 2/27/2024

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 15.64% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 3/8/2023

Royal Bank of Canada 11.45% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/23/2023

Royal Bank of Canada 0.00% due 3/22/2023

Royal Bank of Canada 19%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupon; Coupon barrier: $10.87, 55% of initial level due 2/21/2023

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 11.6%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 2/21/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 6.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/21/2025

Royal Bank of Canada 6.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/19/2027

Royal Bank of Canada 16.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/21/2025

Royal Bank of Canada 10.00% due 2/20/2024

Royal Bank of Canada 0.00% due 4/15/2024

Royal Bank of Canada 0.00% due 2/18/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/20/2025

Royal Bank of Canada 0.00% due 10/18/2023

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/16/2023

Royal Bank of Canada 1.25% until May 18, 2023; after that, SOFR plus 58 bps, subject to floor of zero; payable quarterly due 2/18/2025

Royal Bank of Canada SOFR ICE swap rate, floor of 1%; payable quarterly due 2/18/2025

Royal Bank of Canada 0.00% due 6/5/2023

Royal Bank of Canada SOFR ICE swap rate plus 28 bps, floor of 0%, cap of 2% in the first year, 3% in the second and 3.5% in the third; payable quarterly due 2/14/2025

Royal Bank of Canada 0.00% due 8/9/2023

Royal Bank of Canada 16% annual rate, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $54.62 for Energy, $128.40 for Technology; 80% of initial prices due 2/13/2025

Royal Bank of Canada 17.9%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 91.28 for index, $128.40 for fund; 80% of initial levels due 2/13/2025

Royal Bank of Canada 6.40% due 2/13/2024

Royal Bank of Canada 12% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $25.29; 65% of initial level due 2/13/2024

Royal Bank of Canada 6.4%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/9/2027

Royal Bank of Canada 0.00% due 2/23/2023

Royal Bank of Canada 18% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 2/23/2023

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/8/2023

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 2/8/2023

Royal Bank of Canada 0.00% due 9/28/2027

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $25.36; 65% of initial share price due 2/6/2024

Royal Bank of Canada 7.25% per year, paid monthly if index closes at or above coupon barrier on the related observation date; Coupon barrier level: 3,409.91; 75% of initial level due 8/4/2023

Royal Bank of Canada 0.00% due 1/31/2024

Royal Bank of Canada 0.00% due 3/31/2023

Royal Bank of Canada 13% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 10.15%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 1/30/2025

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 6.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/30/2025

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 0.00% due 3/2/2023

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 1/30/2026

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 10.3% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period; previously unpaid coupons will also be paid due 2/1/2023

Royal Bank of Canada 0.00% due 4/26/2024

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $143.47; 63.5% of initial level due 1/30/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $145.34; 68.5% of initial level due 1/30/2025

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 9.80% due 1/30/2023

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 0.00% due 1/31/2028

Royal Bank of Canada 0.00% due 1/31/2028

Royal Bank of Canada 0.00% due 5/1/2028

Royal Bank of Canada 0.00% due 2/7/2023

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/29/2027

Royal Bank of Canada 8.5% annual rate, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: 3,044.95, 70% of initial price due 1/30/2025

Royal Bank of Canada 6.15% annual rate, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: 3,044.95, 70% of initial price due 1/30/2025

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/30/2025

Royal Bank of Canada 13.5%, payable monthly if ETF closes at or above coupon barrier on observation date for that period; previously unpaid coupons will also be paid; Coupon barrier: $373.86, or 85% of initial level due 1/30/2023

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 1/26/2023

Royal Bank of Canada 1.00% due 1/25/2024

Royal Bank of Canada 0.00% due 12/13/2023

Royal Bank of Canada 0.00% due 1/25/2027

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 11.4% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/24/2024

Royal Bank of Canada 6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/24/2025

Royal Bank of Canada 8.88%, payable each quarter plus any previously unpaid coupons if index closes at or above coupon barrier on related observation date; Coupon barrier: 11,408.07, 75% of initial price due 2/3/2023

Royal Bank of Canada 9%, payable monthly if stock closes at or above coupon barrier on observation date for that month; Coupon barrier price: $135.84, 80% of initial share price due 1/23/2023

Royal Bank of Canada 11%, payable monthly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 60% of initial level due 1/24/2025

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/24/2025

Royal Bank of Canada 5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/24/2025

Royal Bank of Canada 6.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 7/22/2027

Royal Bank of Canada 11.4% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above 50% coupon barrier level on quarterly observation date due 1/19/2024

Royal Bank of Canada 0.00% due 1/21/2027

Royal Bank of Canada 6.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 17.15%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: 87.30 for index, $132.61 for fund; 80% of initial stock prices due 1/17/2025

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 7.35% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 7.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/17/2025

Royal Bank of Canada 5.70% due 1/19/2023

Royal Bank of Canada 14.25% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $53.95; 65% of initial level due 1/19/2024

Royal Bank of Canada 0.00% due 12/13/2023

Royal Bank of Canada 0.00% due 5/4/2023

Royal Bank of Canada 0.00% due 1/20/2027

Royal Bank of Canada 0.00% due 1/20/2027

Royal Bank of Canada 0.00% due 3/31/2023

Royal Bank of Canada 8.00% due 1/26/2023

Royal Bank of Canada 0.00% due 3/15/2023

Royal Bank of Canada 15%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $180.81; 65% of initial level due 1/17/2024

Royal Bank of Canada 15.25%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $48.92 for Energy, $132.77 for Technology; 80% of initial prices due 1/15/2025

Royal Bank of Canada 0.00% due 1/14/2027

Royal Bank of Canada 14.85%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $49.07 for Energy, $132.74 for Technology; 80% of initial prices due 1/10/2025

Royal Bank of Canada 0.00% due 1/12/2027

Royal Bank of Canada 0.00% due 10/17/2023

Royal Bank of Canada 0.00% due 1/3/2025

Royal Bank of Canada 5.05% due 1/4/2024

Royal Bank of Canada 4.65% due 1/4/2024

Royal Bank of Canada 4.05% due 1/3/2025

Royal Bank of Canada 0.00% due 4/12/2024

Royal Bank of Canada 0.00% due 12/15/2023

Royal Bank of Canada 0.00% due 6/9/2023

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $158.57; 72.5% of initial level due 1/3/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $397.16; 65.05% of initial level due 1/3/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $84.59; 75.15% of initial level due 1/3/2025

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $127.30, 68% of initial level due 1/3/2025

Royal Bank of Canada 0.00% due 12/31/2026

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/3/2025

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 1/3/2025

Royal Bank of Canada 0.00% due 12/31/2026

Royal Bank of Canada 0.00% due 12/29/2026

Royal Bank of Canada 7.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 5.9%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/27/2024

Royal Bank of Canada 9.65% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/27/2024

Royal Bank of Canada SOFR plus 79 bps, floor of 0%, cap of 3%; payable quarterly due 12/29/2026

Royal Bank of Canada 13% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $47.77, 65% of initial level due 12/29/2023

Royal Bank of Canada 0.00% due 12/30/2026

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 0.00% due 3/27/2028

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 12/28/2026

Royal Bank of Canada 12.50% due 1/6/2023

Royal Bank of Canada 5.40% due 12/27/2024

Royal Bank of Canada 0.00% due 7/26/2023

Royal Bank of Canada 9.6%, payable monthly if ETF closes at or above coupon barrier on observation date for that period; previously unpaid coupons will also be paid; Coupon barrier: $386.73; 85% of initial level due 12/27/2022

Royal Bank of Canada 0.00% due 12/27/2023

Royal Bank of Canada 9%, payable monthly if ETF closes at or above coupon barrier on observation date for that period; previously unpaid coupons will also be paid; Coupon barrier: $390.89; 85% of initial level due 12/23/2022

Royal Bank of Canada 0.00% due 6/9/2023

Royal Bank of Canada 7.7%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 11,851.10, 75% of initial price due 12/22/2025

Royal Bank of Canada 4.50% due 12/21/2023

Royal Bank of Canada 7.50% due 12/20/2024

Royal Bank of Canada 14% annual rate, payable quarterly if stock closes at or above coupon threshold level on determination date for that period; Coupon threshold level: $110.54; 70% of initial price due 12/20/2024

Royal Bank of Canada 7.7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/22/2022

Royal Bank of Canada 14.75% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 12/20/2024

Royal Bank of Canada 0.00% due 6/21/2023

Royal Bank of Canada 17.5% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 1/5/2023

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $103.52, 75.5% of initial price due 12/20/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $2,465.25, 72.5% of initial price due 12/20/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $186.54, 73.5% of initial price due 12/20/2024

Royal Bank of Canada 0.00% due 6/22/2023

Royal Bank of Canada 10.10% due 12/21/2023

Royal Bank of Canada 9.00% due 12/21/2023

Royal Bank of Canada 0.00% due 12/18/2026

Royal Bank of Canada 0.00% due 12/18/2026

Royal Bank of Canada 0.00% due 2/21/2023

Royal Bank of Canada 0.00% due 5/10/2023

Royal Bank of Canada 0.00% due 6/20/2023

Royal Bank of Canada 9.70% due 12/19/2022

Royal Bank of Canada 5.35% due 12/19/2024

Royal Bank of Canada 5.00% due 12/19/2023

Royal Bank of Canada 7.35% due 12/19/2023

Royal Bank of Canada 12.15% due 12/19/2022

Royal Bank of Canada 8.15%, payable monthly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 75% of initial level due 12/17/2026

Royal Bank of Canada 10.5%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 60% of initial level due 12/18/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/4/2023

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 9.85% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 5.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 6/17/2027

Royal Bank of Canada 5.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 6/17/2027

Royal Bank of Canada 6.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/18/2024

Royal Bank of Canada 10.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/18/2024

Royal Bank of Canada 12.5%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $12.26, 65% of initial price due 12/18/2024

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 10.8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $112.81, 75% of initial level due 12/15/2022

Royal Bank of Canada 0.00% due 12/16/2024

Royal Bank of Canada Amount of each quarterly coupon will equal the sum of the dividend amounts for each of the stocks multiplied by 97.8%; coupon payments will be less than the dividend amounts due 12/19/2022

Royal Bank of Canada Amount of each quarterly coupon will equal the sum of the dividend amounts for each of the stocks multiplied by 99.05%; coupon payments will be less than the dividend amounts due 12/19/2022

Royal Bank of Canada 13.8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon payments will include any previously unpaid coupons; Coupon barrier: $112.81, 75% of initial level due 12/29/2022

Royal Bank of Canada 8.75% due 12/13/2022

Royal Bank of Canada 0.00% due 6/23/2023

Royal Bank of Canada 0.00% due 12/15/2022

Royal Bank of Canada 9.3% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $74.48; 80% of initial level due 12/13/2023

Royal Bank of Canada 10.8% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $128.57; 80% of initial level due 12/13/2023

Royal Bank of Canada 14.20% due 12/12/2022

Royal Bank of Canada 0.00% due 12/8/2023

Royal Bank of Canada 7.36% due 12/12/2022

Royal Bank of Canada 10% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $56.12, 60% of initial level due 12/6/2024

Royal Bank of Canada 6.25% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 12/6/2024

Royal Bank of Canada 8% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 12/7/2023

Royal Bank of Canada 6.26% due 12/7/2023

Royal Bank of Canada 4.91% due 12/7/2023

Royal Bank of Canada 4.6%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; previously unpaid coupons will also be paid; Coupon barrier level: 2,933.48; 65% of initial level due 12/19/2022

Royal Bank of Canada 0.00% due 12/5/2025

Royal Bank of Canada 5.45% due 2/6/2023

Royal Bank of Canada 0.00% due 2/3/2023

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 12/6/2022

Royal Bank of Canada 16.5%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $44.7 for Energy, $136.11 for Technology; 80% of initial stock prices due 12/4/2024

Royal Bank of Canada 9.6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $138.95, 70% of initial level due 12/4/2023

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 18.65%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $46.33 for fund, 80.03 for index; 80% of initial levels due 11/28/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 8.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 6.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 11/29/2024

Royal Bank of Canada 10.1% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 12.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/29/2024

Royal Bank of Canada 11% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $27.84, 65% of initial level due 11/29/2023

Royal Bank of Canada 0.00% due 11/30/2026

Royal Bank of Canada 0.00% due 11/29/2023

Royal Bank of Canada 0.00% due 11/30/2026

Royal Bank of Canada 0.00% due 11/29/2027

Royal Bank of Canada 0.00% due 11/29/2027

Royal Bank of Canada 0.00% due 2/28/2028

Royal Bank of Canada 0.00% due 5/26/2023

Royal Bank of Canada 0.00% due 12/29/2022

Royal Bank of Canada 7.50% due 11/29/2023

Royal Bank of Canada 0.00% due 11/27/2026

Royal Bank of Canada 14.75%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier level: $44.51 for Energy, $135.52 for Technology; 80% of initial stock prices due 11/27/2024

Royal Bank of Canada 14% annual rate, payable monthly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $694.12; 60% of initial share price due 11/28/2022

Royal Bank of Canada 4.4% annual rate, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 11/22/2024

Royal Bank of Canada 6% per year, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 11/22/2024

Royal Bank of Canada 8.4% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 11/22/2024

Royal Bank of Canada 0.00% due 1/23/2024

Royal Bank of Canada 8.8% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $38.27, 70% of initial level due 11/24/2023

Royal Bank of Canada 13% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $49.45, 65% of initial level due 11/24/2023

Royal Bank of Canada 9.3% per year, paid quarterly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier level: 75% of initial level due 11/24/2023

Royal Bank of Canada 7.3% per year, paid quarterly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier level: 75% of initial level due 11/24/2023

Royal Bank of Canada 5.00% due 11/23/2022

Royal Bank of Canada 0.00% due 11/27/2026

Royal Bank of Canada two-year CMS rate for first year, then SOFR plus 0.4%, floor of 0% in each case; payable quarterly due 11/18/2027

Royal Bank of Canada 0.00% due 5/24/2023

Royal Bank of Canada 0.00% due 11/9/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $24.82; 65% of initial share price due 11/20/2024

Royal Bank of Canada 13.6%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $46.42 for Energy, $133.71 for Technology; 80% of initial stock prices due 11/20/2024

Royal Bank of Canada 10.8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/20/2024

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/20/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $29.78; 65% of initial share price due 11/20/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/20/2024

Royal Bank of Canada 6% per year, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 5/20/2027

Royal Bank of Canada 8.15% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/20/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/20/2024

Royal Bank of Canada 10.8% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/20/2024

Royal Bank of Canada 11.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/20/2024

Royal Bank of Canada 6.75% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $38.31; 75% of initial share price due 11/20/2024

Royal Bank of Canada 9.25% due 11/20/2023

Royal Bank of Canada 9.50% due 11/20/2023

Royal Bank of Canada 0.00% due 11/17/2023

Royal Bank of Canada 0.00% due 11/18/2026

Royal Bank of Canada 5.25%, payable quarterly if worst performing index closes at or above coupon barrier on the relevant observation date; Coupon barriers: 1,567.654 for Russell, 3,043.85 for S&P, 2,840.71 for Stoxx; 65% of initial levels due 5/17/2027

Royal Bank of Canada 0.00% due 11/17/2026

Royal Bank of Canada 0.00% due 3/3/2023

Royal Bank of Canada 0.00% due 5/16/2024

Royal Bank of Canada 12.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $22.93; 70% of initial level due 11/16/2023

Royal Bank of Canada 13.1% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $37.37; 75% of initial level due 11/16/2023

Royal Bank of Canada 7% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $107.99; 72% of initial level due 11/15/2024

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $77.20; 71.25% of initial level due 11/15/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/14/2024

Royal Bank of Canada 11.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/14/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/14/2024

Royal Bank of Canada 12.25% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 11/28/2022

Royal Bank of Canada 0.00% due 12/13/2023

Royal Bank of Canada 0.00% due 5/11/2023

Royal Bank of Canada 0.00% due 1/11/2024

Royal Bank of Canada 13.35% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/10/2022

Royal Bank of Canada 14% per year, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $12.54, or 65% of initial share price due 11/9/2023

Royal Bank of Canada 8.35% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 11/8/2024

Royal Bank of Canada 11.65% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $173.87, 65% of initial level due 11/9/2023

Royal Bank of Canada 10.8% annualized, paid quarterly, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 11/23/2022

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/7/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 11/7/2024

Royal Bank of Canada 9% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $2,650.20; 80% of initial level due 11/7/2023

Royal Bank of Canada 10% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $2,650.20; 80% of initial level due 11/7/2023

Royal Bank of Canada 11.8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/3/2022

Royal Bank of Canada 0.00% due 12/23/2022

Royal Bank of Canada 7.00% due 11/2/2023

Royal Bank of Canada 0.00% due 1/24/2024

Royal Bank of Canada 8.00% due 11/14/2022

Royal Bank of Canada 7.60% due 10/31/2022

Royal Bank of Canada 6.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 5.8% per year, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 4/30/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/31/2024

Royal Bank of Canada 8.00% due 11/1/2023

Royal Bank of Canada 0.00% due 8/16/2023

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $90.44, 72.25% of initial price due 10/31/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $127.97, 76.25% of initial price due 10/31/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $44.36, 65% of initial price due 10/31/2024

Royal Bank of Canada 0.00% due 10/30/2026

Royal Bank of Canada 0.00% due 10/30/2026

Royal Bank of Canada 13%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that period; Coupon barrier levels: $32.48 for fund, 82.78 for index; 80% of initial levels due 10/31/2024

Royal Bank of Canada 0.00% due 10/29/2027

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 0.00% due 1/31/2028

Royal Bank of Canada 8% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $36.21, 75% of initial level due 10/31/2023

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/30/2024

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 10/27/2022

Royal Bank of Canada 14.75% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $75.31, 70% of initial level due 10/26/2023

Royal Bank of Canada 0.00% due 1/24/2024

Royal Bank of Canada 8.60% due 10/26/2022

Royal Bank of Canada 0.00% due 4/25/2024

Royal Bank of Canada 12% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $48.80; 60% of initial level due 10/24/2022

Royal Bank of Canada 6.1% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 9.25%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 10/18/2024

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/18/2024

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 5.75%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 4/20/2027

Royal Bank of Canada 5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 10/18/2024

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/18/2024

Royal Bank of Canada 0.00% due 10/18/2024

Royal Bank of Canada 0.00% due 10/20/2027

Royal Bank of Canada 0.00% due 10/19/2023

Royal Bank of Canada 10.25% annualized, payable quarterly if the stock closes at or above coupon barrier on the corresponding review date; Coupon barrier: $36.29; 75% of initial price due 10/20/2022

Royal Bank of Canada 0.00% due 6/28/2023

Royal Bank of Canada 0.00% due 10/21/2024

Royal Bank of Canada 12% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on related observation date due 11/2/2022

Royal Bank of Canada 10.6% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above barrier level on related observation date due 11/2/2022

Royal Bank of Canada 9% per year, paid quarterly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier level: 75% of initial level due 10/19/2023

Royal Bank of Canada 7% per year, paid quarterly if the basket closes at or above coupon barrier on the related observation date; Coupon barrier level: 75% of initial level due 10/19/2023

Royal Bank of Canada 8% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 10/19/2023

Royal Bank of Canada 0.00% due 12/13/2023

Royal Bank of Canada 7.35% due 10/17/2024

Royal Bank of Canada 7.10% due 10/19/2022

Royal Bank of Canada 6.25% due 10/19/2022

Royal Bank of Canada 0.00% due 10/12/2023

Royal Bank of Canada 13%, payable quarterly if each underlier closes at or above coupon barrier on the corresponding observation date; Coupon barriers: $30.26 for ETF, 78.42 for index; 80% of initial levels due 10/9/2024

Royal Bank of Canada 0.00% due 4/6/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/6/2022

Royal Bank of Canada 9.50% due 10/6/2022

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 10/4/2024

Royal Bank of Canada 13.05% annualized per quarter, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 10/19/2022

Royal Bank of Canada 0.00% due 2/10/2023

Royal Bank of Canada 9.4% per year, paid quarterly if stock closes at or above coupon barrier on the related observation date; Coupon barrier level: $15.13; 70% of initial level due 10/5/2023

Royal Bank of Canada 0.00% due 4/5/2023

Royal Bank of Canada 5.3%, payable each quarter plus any previously unpaid coupons if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,046.84, 70% of initial price due 10/14/2022

Royal Bank of Canada 9% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $101.15; 60% of initial level due 10/3/2024

Royal Bank of Canada 6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/3/2024

Royal Bank of Canada 7% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $30.21; 70% of initial level due 10/3/2024

Royal Bank of Canada 7.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $150.41; 75% of initial level due 10/3/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 10/3/2024

Royal Bank of Canada 8.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2024

Royal Bank of Canada 10%, payable quarterly if worst performing ETF closes at or above coupon barrier on the relevant observation date; Coupon barriers: $30.48 for Financial Sector SPDR, $120.47 for Technology Select Sector SPDR; 80% of initial levels due 10/3/2024

Royal Bank of Canada 10%, payable quarterly if each fund closes at or above 80% coupon barrier level on observation date for that quarter due 10/3/2024

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2024

Royal Bank of Canada 8.15% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2024

Royal Bank of Canada 6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 4/2/2027

Royal Bank of Canada 6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 10/3/2024

Royal Bank of Canada 9.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $46.96; 70% of initial level due 10/3/2024

Royal Bank of Canada 12% annual rate, payable monthly if stock closes at or above trigger price on observation date for that month due 10/3/2024

Royal Bank of Canada 7.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $33.68; 70% of initial level due 10/3/2024

Royal Bank of Canada 0.00% due 10/13/2022

Royal Bank of Canada 9.6% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $65.99; 65% of initial level due 10/3/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $156.44, 73.7% of initial price due 10/3/2024

Royal Bank of Canada 11.11% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $145.12, 60% of initial price due 10/3/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $36.18, 67% of initial price due 10/3/2024

Royal Bank of Canada 0.00% due 9/30/2026

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 0.00% due 10/2/2024

Royal Bank of Canada 0.00% due 12/30/2027

Royal Bank of Canada 0.00% due 10/13/2022

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/27/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/27/2024

Royal Bank of Canada 6.05%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 9/27/2024

Royal Bank of Canada 13.5% annualized per quarter, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 10/13/2022

Royal Bank of Canada 10% annualized, paid quarterly if stock closes at or above trigger level on quarterly observation date; coupon payment events will automatically include any previously unpaid coupons due 10/13/2022

Royal Bank of Canada 10% annualized per quarter, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 10/13/2022

Royal Bank of Canada 16.7% annualized per quarter, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 10/13/2022

Royal Bank of Canada 8.7% annual rate, payable quarterly if ETF closes at or above trigger price on the corresponding observation date due 3/28/2023

Royal Bank of Canada 0.00% due 9/26/2024

Royal Bank of Canada 0.00% due 3/29/2027

Royal Bank of Canada 8.3%, payable each quarter plus any previously unpaid coupons if index closes at or above coupon barrier on related observation date; Coupon barrier: 3,483.35, 80% of initial price due 10/7/2022

Royal Bank of Canada 0.00% due 9/26/2024

Royal Bank of Canada 0.00% due 10/19/2023

Royal Bank of Canada 7.40% due 9/26/2022

Royal Bank of Canada 8.00% due 9/26/2022

Royal Bank of Canada 0.00% due 10/5/2022

Royal Bank of Canada 0.00% due 10/5/2022

Royal Bank of Canada 0.00% due 9/21/2023

Royal Bank of Canada 0.00% due 9/21/2023

Royal Bank of Canada 0.00% due 7/20/2023

Royal Bank of Canada 9.5%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 65% of initial level due 9/19/2024

Royal Bank of Canada 6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 9.1% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $52.16, 60% of initial share price due 9/19/2024

Royal Bank of Canada 8.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 10.35% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 9.1% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 8.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 8.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 3/18/2027

Royal Bank of Canada 6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 9/19/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 10.2% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/19/2024

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 8.50% due 9/20/2023

Royal Bank of Canada 8.25% due 9/20/2023

Royal Bank of Canada 0.00% due 12/13/2023

Royal Bank of Canada 9% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $2,280.71; 80% of initial level due 9/19/2023

Royal Bank of Canada 8.35% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier level: $2,587.50, 75% of initial price due 9/19/2023

Royal Bank of Canada 9.7% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier level: $190.78, 75% of initial price due 9/19/2023

Royal Bank of Canada 12.75% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier level: $25.36, 65% of initial price due 9/19/2023

Royal Bank of Canada 0.00% due 12/19/2022

Royal Bank of Canada 0.00% due 9/17/2024

Royal Bank of Canada 4.25%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 9/13/2024

Royal Bank of Canada 16.9% annualized, plus any previously unpaid coupons, if index closes at or above 80% coupon barrier level on quarterly observation date due 9/28/2022

Royal Bank of Canada 0.00% due 9/27/2022

Royal Bank of Canada 0.00% due 3/14/2024

Royal Bank of Canada 17.05% annualized, paid quarterly, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 9/28/2022

Royal Bank of Canada 0.00% due 9/12/2024

Royal Bank of Canada 5.65% due 10/13/2022

Royal Bank of Canada 0.00% due 5/10/2023

Royal Bank of Canada two-year CMS rate, subject to a floor of zero and a cap of 0.5% for the first year, 0.75% for the second year and 1.1% for the third year; payable quarterly due 9/9/2024

Royal Bank of Canada 0.00% due 9/11/2023

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/9/2022

Royal Bank of Canada 7.05% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,608.54; 75% of initial level due 9/8/2023

Royal Bank of Canada 0.00% due 5/24/2023

Royal Bank of Canada 0.00% due 9/15/2022

Royal Bank of Canada 0.00% due 9/8/2023

Royal Bank of Canada 12.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 9/6/2022

Royal Bank of Canada 0.00% due 3/3/2023

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 11.25%, payable quarterly if basket closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 8/30/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 10.1% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 7.5%, payable quarterly if basket closes at or above its coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial level due 8/30/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 6.1%, payable quarterly if the index closes at or above coupon barrier level on the relevant observation date; Coupon barrier level: 1,821.721; 80% of initial level due 9/2/2025

Royal Bank of Canada 5.4%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 3/3/2027

Royal Bank of Canada 5.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/30/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/30/2024

Royal Bank of Canada 0.00% due 5/17/2023

Royal Bank of Canada 0.00% due 8/31/2027

Royal Bank of Canada 0.00% due 8/31/2027

Royal Bank of Canada 0.00% due 12/1/2027

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 0.00% due 2/28/2023

Royal Bank of Canada 0.00% due 10/31/2022

Royal Bank of Canada 7%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupn barrier: $2,487.00; 75% of initial level due 2/29/2024

Royal Bank of Canada 8.45% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $110.66; 75% of initial level due 8/31/2023

Royal Bank of Canada 0.00% due 8/30/2023

Royal Bank of Canada 0.00% due 8/25/2026

Royal Bank of Canada 10.2% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 8/25/2022

Royal Bank of Canada 11.15% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier: $68.02, 65% of initial price due 8/23/2024

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/24/2026

Royal Bank of Canada 13.1% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $15.20; 60% of initial level due 8/24/2023

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/22/2024

Royal Bank of Canada 0.00% due 9/16/2022

Royal Bank of Canada 11.25% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 8/22/2023

Royal Bank of Canada 0.00% due 5/17/2023

Royal Bank of Canada 9.4% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $120.90; 80% of initial level due 8/21/2023

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/16/2024

Royal Bank of Canada 6.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/16/2024

Royal Bank of Canada 7.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/16/2024

Royal Bank of Canada 8.6% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/16/2024

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/16/2024

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/16/2024

Royal Bank of Canada 11.25% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 8/16/2024

Royal Bank of Canada 12.75% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/16/2024

Royal Bank of Canada 5.35%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/16/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/24/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/16/2024

Royal Bank of Canada 0.00% due 3/5/2024

Royal Bank of Canada 8.00% due 8/17/2023

Royal Bank of Canada 9.50% due 8/17/2023

Royal Bank of Canada 7.5% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,635.18; 80% of initial level due 8/17/2023

Royal Bank of Canada 8.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $17.01; 60% of initial level due 8/16/2024

Royal Bank of Canada 10.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $41.04; 55% of initial level due 8/16/2024

Royal Bank of Canada 0.00% due 1/19/2023

Royal Bank of Canada 0.00% due 6/9/2023

Royal Bank of Canada 0.00% due 8/17/2023

Royal Bank of Canada 9% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 8/17/2023

Royal Bank of Canada 8.50% due 8/26/2022

Royal Bank of Canada 0.00% due 8/17/2026

Royal Bank of Canada 8.75% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $109.40; 75% of initial level due 8/16/2023

Royal Bank of Canada 9.15%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $384.30, 75% of initial level due 8/16/2023

Royal Bank of Canada 9.3%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $207.31, 75% of initial level due 8/16/2023

Royal Bank of Canada 0.00% due 8/15/2023

Royal Bank of Canada 10.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $191.62; 68.5% of initial level due 8/14/2023

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/11/2022

Royal Bank of Canada 0.00% due 8/24/2022

Royal Bank of Canada 0.00% due 8/24/2022

Royal Bank of Canada 0.00% due 8/24/2022

Royal Bank of Canada 0.00% due 9/7/2023

Royal Bank of Canada 10% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $42.24; 73% of initial level due 8/10/2023

Royal Bank of Canada 10.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $8.97; 65% of initial level due 8/10/2023

Royal Bank of Canada 10.65% per year, paid quarterly if stock closes above coupon barrier on related observation date; Coupon barrier level: $23.80; 60% of initial level due 8/10/2023

Royal Bank of Canada 0.00% due 8/12/2024

Royal Bank of Canada 12.52% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 8/24/2022

Royal Bank of Canada 8% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $111.51; 55% of initial level due 8/8/2024

Royal Bank of Canada 0.00% due 5/31/2023

Royal Bank of Canada 8% annualized, paid quarterly plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 8/9/2023

Royal Bank of Canada 4.8%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/9/2027

Royal Bank of Canada 8% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 8/9/2023

Royal Bank of Canada 0.00% due 2/8/2023

Royal Bank of Canada 0.00% due 8/30/2023

Royal Bank of Canada 0.00% due 8/6/2026

Royal Bank of Canada 0.00% due 11/3/2022

Royal Bank of Canada 0.00% due 12/13/2022

Royal Bank of Canada 0.00% due 10/26/2023

Royal Bank of Canada 0.00% due 8/4/2023

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 7/28/2023

Royal Bank of Canada 0.00% due 7/28/2023

Royal Bank of Canada 0.00% due 7/28/2023

Royal Bank of Canada 0.00% due 7/28/2023

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 6.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 4.8%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 2/2/2027

Royal Bank of Canada 5.6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 8/1/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 8/1/2024

Royal Bank of Canada 11%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $42.63, 65% of initial price due 8/1/2024

Royal Bank of Canada 5.50% due 8/1/2022

Royal Bank of Canada 0.00% due 7/30/2027

Royal Bank of Canada 0.00% due 7/30/2027

Royal Bank of Canada 0.00% due 11/1/2027

Royal Bank of Canada 0.00% due 9/23/2022

Royal Bank of Canada 0.00% due 9/1/2022

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 4/19/2023

Royal Bank of Canada 8% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $37.99; 65.7% of initial level due 8/1/2023

Royal Bank of Canada 6.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/31/2024

Royal Bank of Canada 0.00% due 7/28/2027

Royal Bank of Canada 0.00% due 8/10/2022

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 7/26/2024

Royal Bank of Canada 0.00% due 3/29/2023

Royal Bank of Canada 8.3% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $2,742.48; 75% of initial level due 7/27/2023

Royal Bank of Canada 0.00% due 1/26/2023

Royal Bank of Canada 0.00% due 1/26/2023

Royal Bank of Canada 1% in years one through five and 2.5% in years six and seven; payable quarterly due 7/27/2028

Royal Bank of Canada 7.30% due 7/27/2022

Royal Bank of Canada 0.00% due 11/24/2023

Royal Bank of Canada 6.5%, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,536.009 for Russell, 3,026.14 for S&P, 10,309.75 for Nasdaq; 70% of initial levels due 7/25/2024

Royal Bank of Canada 9.50% due 7/25/2023

Royal Bank of Canada 0.00% due 12/28/2022

Royal Bank of Canada 0.00% due 6/26/2026

Royal Bank of Canada 11.5%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 7/24/2023

Royal Bank of Canada 8.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $55.83, 65% of initial price due 7/19/2024

Royal Bank of Canada 5.75% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 6.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 9.75% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 65% of initial level due 7/19/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 9.3% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 6.75% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/22/2027

Royal Bank of Canada 5.65%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/22/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/19/2024

Royal Bank of Canada 0.00% due 2/5/2024

Royal Bank of Canada 12.25%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier: $19.73, 70% of initial price due 7/20/2023

Royal Bank of Canada 8.15% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier level: $42.99; 75% of initial share price due 7/21/2022

Royal Bank of Canada 0.00% due 9/20/2023

Royal Bank of Canada 1.25% in years one through four, 1.5% in years five and six and 2% in year seven; payable quarterly due 7/20/2028

Royal Bank of Canada 0.00% due 7/20/2026

Royal Bank of Canada 0.00% due 7/20/2026

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2024

Royal Bank of Canada 8.4% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2024

Royal Bank of Canada 5.4%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/18/2026

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2024

Royal Bank of Canada 0.00% due 7/20/2023

Royal Bank of Canada 12.50% due 7/29/2022

Royal Bank of Canada 6.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/18/2024

Royal Bank of Canada 14% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $15.02, 70% of initial level due 7/19/2022

Royal Bank of Canada 0.00% due 1/20/2023

Royal Bank of Canada 9.8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $166.80, 70% of initial level due 7/18/2023

Royal Bank of Canada 0.00% due 8/16/2023

Royal Bank of Canada 6.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 7/17/2024

Royal Bank of Canada 6.2%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 3,277.16 for S&P, 11,119.57 for Nasdaq, 1,710.004 for Russell; 75% of initial levels due 7/14/2026

Royal Bank of Canada 8.75% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier: $44.07, 75% of initial share price due 7/14/2022

Royal Bank of Canada 0.00% due 8/9/2023

Royal Bank of Canada 6%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 1/12/2027

Royal Bank of Canada 13% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $63.38; 70% of initial level due 7/12/2023

Royal Bank of Canada 10% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $46.69; 75% of initial level due 7/12/2023

Royal Bank of Canada 11.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $79.04; 70% of initial level due 7/12/2023

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 9.45% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $41.27; 70% of initial level due 7/7/2023

Royal Bank of Canada 9.05% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $69.02; 75% of initial level due 7/7/2023

Royal Bank of Canada 0.00% due 10/6/2022

Royal Bank of Canada 5.05% due 9/1/2022

Royal Bank of Canada 7.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/5/2023

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/5/2023

Royal Bank of Canada 7%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 7/5/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/5/2023

Royal Bank of Canada 8.6% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 8.15%, payable each quarter that basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 60% of initial level due 7/3/2024

Royal Bank of Canada 8.75% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 9.75% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 5.35%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/31/2026

Royal Bank of Canada 4.75%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/31/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 8.15% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/3/2024

Royal Bank of Canada 5.7%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $30.15, 65% of initial share price due 6/28/2024

Royal Bank of Canada 0.00% due 6/30/2026

Royal Bank of Canada 0.00% due 6/30/2027

Royal Bank of Canada 0.00% due 6/30/2027

Royal Bank of Canada 0.00% due 9/30/2027

Royal Bank of Canada 9.3% per year, payable quarterly if shares close at or above coupon barrier level on the relevant observation date; Coupon barrier: $51.73; 80% of initial share price due 6/30/2022

Royal Bank of Canada 5.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $418.68; 55% of initial level due 6/30/2022

Royal Bank of Canada 0.00% due 7/12/2023

Royal Bank of Canada 0.00% due 8/26/2022

Royal Bank of Canada 0.00% due 8/26/2022

Royal Bank of Canada 0.00% due 8/26/2022

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 8/26/2022

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/27/2024

Royal Bank of Canada 8.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $100.06; 75% of initial level due 6/29/2023

Royal Bank of Canada 11.50% due 7/8/2022

Royal Bank of Canada 13.00% due 7/8/2022

Royal Bank of Canada 0.00%

Royal Bank of Canada 0.00% due 6/26/2026

Royal Bank of Canada 0.00% due 6/28/2023

Royal Bank of Canada 7.2% annual rate, payable monthly if stock closes at or above coupon barrier price on observation date for that quarter, including any previously unpaid coupons; Coupon barrier price: $100.49; 75% of initial share price due 6/27/2023

Royal Bank of Canada 0.00% due 2/27/2023

Royal Bank of Canada 8% per year, paid quarterly if stock closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $100.49; 75% of initial level due 6/27/2023

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/26/2023

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 6/23/2022

Royal Bank of Canada 9.75% due 6/22/2023

Royal Bank of Canada 0.00% due 7/7/2022

Royal Bank of Canada 10.1% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $398.23; 65% of initial level due 6/22/2023

Royal Bank of Canada 11.05% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $45.16; 65% of initial level due 6/22/2023

Royal Bank of Canada 0.00% due 8/3/2022

Royal Bank of Canada 0.00% due 6/29/2022

Royal Bank of Canada 0.00% due 6/29/2022

Royal Bank of Canada 9% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $363.31; 72.55% of initial level due 6/21/2024

Royal Bank of Canada 7% per year, paid quarterly if the stock closes at or above its coupon barrier on the related observation date; Coupon barrier level: $48.64; 76.75% of initial level due 6/21/2024

Royal Bank of Canada 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/20/2024

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/20/2024

Royal Bank of Canada 5% per year, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/21/2026

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/20/2024

Royal Bank of Canada 7.65%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/20/2024

Royal Bank of Canada 0.00% due 4/20/2023

Royal Bank of Canada 0.00% due 6/21/2023

Royal Bank of Canada 9.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $91.07; 60% of initial level due 6/20/2024

Royal Bank of Canada 8.25% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 6/20/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/20/2024

Royal Bank of Canada 8% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 6/20/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/20/2024

Royal Bank of Canada 10.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $13.67; 60% of initial level due 6/20/2024

Royal Bank of Canada 9% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $15.72; 65% of initial level due 6/20/2024

Royal Bank of Canada 10.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $37.37; 60% of initial level due 6/20/2024

Royal Bank of Canada 9.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $148.04; 65% of initial level due 6/20/2024

Royal Bank of Canada 8% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $81.51; 65% of initial level due 6/20/2024

Royal Bank of Canada 0.00% due 6/18/2026

Royal Bank of Canada 13.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/19/2023

Royal Bank of Canada 9.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $2,707.10; 80% of initial level due 6/19/2023

Royal Bank of Canada 10.75% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $2,707.10; 80% of initial level due 6/19/2023

Royal Bank of Canada 9.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $164.26; 75% of initial level due 6/19/2023

Royal Bank of Canada 9.1% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $42.55; 70% of initial level due 6/19/2023

Royal Bank of Canada 11% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $196.94; 65% of initial level due 6/19/2023

Royal Bank of Canada 10% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $33.86; 75% of initial level due 6/19/2023

Royal Bank of Canada 6.5%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $95.51, 75% of initial share price due 6/14/2024

Royal Bank of Canada 7.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $121.02, 80% of initial share price due 6/14/2024

Royal Bank of Canada 0.00% due 6/16/2031

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid contingent interest payments; Coupon barrier: $394.48, 80.56% of initial level due 6/15/2023

Royal Bank of Canada 0.00% due 7/6/2023

Royal Bank of Canada 0.00% due 8/26/2022

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/13/2024

Royal Bank of Canada 4.5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/15/2026

Royal Bank of Canada 8.75% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $1,948.10; 80% of initial level due 6/15/2023

Royal Bank of Canada 8.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $94.58; 75% of initial level due 6/15/2023

Royal Bank of Canada 10.25% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $57.67; 75% of initial level due 6/15/2023

Royal Bank of Canada 7% per year, paid quarterly if ETF closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $75.89; 80% of initial level due 6/15/2023

Royal Bank of Canada 11.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $36.57; 65% of initial level due 6/15/2023

Royal Bank of Canada two-year CMS rate, subject to a floor of 0.75% for first year, payable quarterly; converts to fixed rate of 0.75% in second year and thereafter due 6/11/2025

Royal Bank of Canada 9.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $45.42, 60% of initial price due 6/13/2023

Royal Bank of Canada 8.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter, in which case any previously unpaid coupons will be paid due 6/13/2022

Royal Bank of Canada 11% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 12/8/2022

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 6/9/2022

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 6/9/2022

Royal Bank of Canada 5.00% due 6/8/2022

Royal Bank of Canada 10.04% annualized, paid quarterly if stock closes at or above barrier level on quarterly observation date; coupon payments will include any previously unpaid coupons due 6/22/2022

Royal Bank of Canada 7.5% per year, paid quarterly if the basket closes at or above the coupon barrier on the related observation date; Coupon barrier level: 75% of initial level due 6/8/2023

Royal Bank of Canada 9.35% per year, paid quarterly if the basket closes at or above the coupon barrier on the related observation date; Coupon barrier level: 75% of initial level due 6/8/2023

Royal Bank of Canada 0.00% due 6/8/2027

Royal Bank of Canada 0.00% due 7/20/2022

Royal Bank of Canada 7.2% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 6/6/2024

Royal Bank of Canada 8% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $141.60; 80% of initial level due 6/7/2023

Royal Bank of Canada 0.00% due 4/19/2023

Royal Bank of Canada 12.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $41.81, 75% of initial price due 6/3/2022

Royal Bank of Canada 9.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $54.69, 65% of initial price due 6/3/2022

Royal Bank of Canada 12% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 6/3/2022

Royal Bank of Canada 9.75% per year, paid quarterly if stock closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $41.52; 70% of initial level due 6/2/2023

Royal Bank of Canada 0.00% due 9/6/2022

Royal Bank of Canada 0.00% due 9/6/2022

Royal Bank of Canada 0.00% due 6/2/2023

Royal Bank of Canada 10.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/2/2023

Royal Bank of Canada 9.5%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 60% of initial level due 5/31/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 9.5%, payable quarterly if the basket closes at or above coupon barrier on the corresponding observation date; Coupon barrier: 50% of initial level due 5/31/2024

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 10.15% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 10.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 5%, payable quarterly if worst performing index closes at or above trigger level on the relevant observation date due 12/1/2026

Royal Bank of Canada 7.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/31/2024

Royal Bank of Canada 0.00% due 5/28/2027

Royal Bank of Canada 0.00% due 5/28/2027

Royal Bank of Canada 0.00% due 5/28/2027

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 10% per year, paid quarterly if ETF closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $196.00; 80% of initial level due 5/31/2023

Royal Bank of Canada 8% annualized, paid quarterly plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 5/31/2023

Royal Bank of Canada 0.00% due 5/30/2023

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 5/26/2022

Royal Bank of Canada 0.00% due 6/2/2022

Royal Bank of Canada 0.00% due 6/28/2023

Royal Bank of Canada 9% per year, paid quarterly if stock closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $221.36; 70% of initial level due 5/25/2023

Royal Bank of Canada 0.00% due 7/12/2023

Royal Bank of Canada 0.00% due 11/25/2022

Royal Bank of Canada 12.1% per year, paid quarterly if stock closes above coupon barrier on the related observation date for that quarter; Coupon barrier level: $41.63; 75% of initial level due 5/25/2023

Royal Bank of Canada 0.00% due 9/14/2023

Royal Bank of Canada 0.00% due 9/14/2022

Royal Bank of Canada 0.00% due 5/26/2026

Royal Bank of Canada 7.05% due 5/25/2022

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $219.51; 70% of initial level due 5/24/2023

Royal Bank of Canada 0.00% due 7/12/2022

Royal Bank of Canada 0.00% due 6/22/2022

Royal Bank of Canada 9.75% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 5/22/2024

Royal Bank of Canada 9.5% annual rate, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 5/22/2024

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/22/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/22/2024

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/22/2024

Royal Bank of Canada 8.6% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/22/2024

Royal Bank of Canada 11% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 50% of initial level due 5/22/2024

Royal Bank of Canada 7% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/22/2024

Royal Bank of Canada 5.5% annual rate, payable quarterly if least-performing index closes at or above trigger level on observation date for that quarter due 11/20/2026

Royal Bank of Canada 9.00% due 5/22/2023

Royal Bank of Canada 0.00% due 11/22/2023

Royal Bank of Canada 0.00% due 6/2/2022

Royal Bank of Canada 0.00% due 5/18/2023

Royal Bank of Canada 0.00% due 5/18/2023

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,578.32; 80% of initial level due 5/19/2022

Royal Bank of Canada 0.00% due 9/6/2022

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 11.8% annualized, paid quarterly plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 5/17/2024

Royal Bank of Canada 10% per year, paid quarterly if the stock closes at or above its coupon barrier on any related observation date; Coupon barrier level: $107.71; 56.5% of initial level due 5/17/2024

Royal Bank of Canada 8% per year, paid quarterly if the stock closes at or above its coupon barrier on any related observation date; Coupon barrier level: $83.22; 74% of initial level due 5/17/2024

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 9% annualized, paid quarterly plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 5/18/2023

Royal Bank of Canada 10% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 7/7/2022

Royal Bank of Canada 0.00% due 5/17/2027

Royal Bank of Canada 9.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/16/2023

Royal Bank of Canada 5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,751.19 for S&P, 2,622.26 for Stoxx, 1,476.559 for Russell; 65% of initial levels due 11/13/2026

Royal Bank of Canada 5.1% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,539.56 for S&P, 2,420.55 for Stoxx, 1,362.977 for Russell; 60% of initial levels due 11/13/2026

Royal Bank of Canada 15.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $37.65, 70% of initial share price due 5/12/2022

Royal Bank of Canada 0.00% due 2/10/2023

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/9/2023

Royal Bank of Canada 0.00% due 5/18/2022

Royal Bank of Canada 0.00% due 6/7/2022

Royal Bank of Canada 0.00% due 4/30/2027

Royal Bank of Canada 0.00% due 5/18/2022

Royal Bank of Canada 0.00% due 2/8/2023

Royal Bank of Canada 0.00% due 11/6/2023

Royal Bank of Canada 0.00% due 6/24/2022

Royal Bank of Canada 0.00% due 6/24/2022

Royal Bank of Canada 11.6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $34.26, 60% of initial level due 5/2/2024

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 10.50% due 5/13/2022

Royal Bank of Canada 9.25% annual rate, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 5/2/2024

Royal Bank of Canada 10%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 5/2/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/2/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above coupon barrier on the corresponding observation date; Coupon barrier price: $17.25; 65% of initial share price due 5/2/2024

Royal Bank of Canada 10.75% annual rate, payable quarterly if stock closes at or above trigger price on the corresponding observation date due 5/2/2024

Royal Bank of Canada 9.15% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/2/2024

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/2/2024

Royal Bank of Canada 0.00% due 5/3/2027

Royal Bank of Canada 0.00% due 4/30/2024

Royal Bank of Canada 9.00% due 5/3/2023

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 5% for first three years; after that, six times the 30-year CMS rate over the five-year CMS rate, subject to a 0% floor and a maximum rate of 7%; payable quarterly due 4/30/2041

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 7.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $100.79, 70% of initial share price due 5/2/2024

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $751.98, 65% of initial level due 5/2/2024

Royal Bank of Canada 0.00% due 4/30/2027

Royal Bank of Canada 0.00% due 4/30/2027

Royal Bank of Canada 8% annualized, paid quarterly, plus any previously unpaid coupons if stock closes at or above trigger level on quarterly observation date due 5/2/2023

Royal Bank of Canada 0.00% due 4/27/2023

Royal Bank of Canada 6.5% annual rate, payable quarterly if worst performing index closes at or above coupon barrier level on the relevant observation date; Coupon barrier levels: 1,703.892 for Russell, 3,135.13 for S&P, 10,456.08 for Nasdaq; 75% of initial levels due 4/28/2025

Royal Bank of Canada two-year CMS rate, subject to a floor of 0% and a cap of 0.55% for the first two years, after which the cap will rise to 1%; payable quarterly due 4/30/2024

Royal Bank of Canada 8.7% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 4/26/2024

Royal Bank of Canada 0.00% due 10/27/2022

Royal Bank of Canada 0.00% due 11/9/2022

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above barrier price on quarterly observation date due 5/11/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $2,514.01, 75.25% of initial price due 4/26/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $38.04, 61.25% of initial price due 4/26/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $33.42, 62% of initial price due 4/26/2024

Royal Bank of Canada 0.00% due 8/17/2022

Royal Bank of Canada 0.00% due 5/24/2023

Royal Bank of Canada 9.6% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/24/2024

Royal Bank of Canada 0.00% due 4/12/2027

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/21/2022

Royal Bank of Canada 0.984% annualized, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,092.74, 50% of initial price due 12/9/2021

Royal Bank of Canada 0.00% due 5/3/2022

Royal Bank of Canada 0.00% due 5/3/2022

Royal Bank of Canada 0.00% due 4/19/2024

Royal Bank of Canada 0.00% due 9/14/2022

Royal Bank of Canada 10% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $46.51, 60% of initial level due 4/20/2023

Royal Bank of Canada 7%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/21/2022

Royal Bank of Canada 0.00% due 8/3/2022

Royal Bank of Canada 9.25%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 4/18/2024

Royal Bank of Canada 8.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $87.37, 65% of initial level due 4/18/2024

Royal Bank of Canada 7.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $150.6, 60% of initial level due 4/18/2024

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $7.34, 60% of initial level due 4/18/2024

Royal Bank of Canada 7.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $13.39, 60% of initial level due 4/18/2024

Royal Bank of Canada 8%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 4/18/2024

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $58.68, 60% of initial level due 4/18/2024

Royal Bank of Canada 5.1%, payable quarterly if lesser-performing index closes at or above trigger level on observation date for that quarter due 4/18/2024

Royal Bank of Canada 8.6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $12.66, 60% of initial level due 4/18/2024

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $36.44, 60% of initial level due 4/18/2024

Royal Bank of Canada 10.50% due 4/20/2023

Royal Bank of Canada 0.00% due 4/20/2026

Royal Bank of Canada 0.00% due 4/20/2026

Royal Bank of Canada 0.00% due 2/15/2023

Royal Bank of Canada 16.5% annual rate, payable quarterly if stock closes at or above coupon barrier price on the corresponding observation date; Coupon barrier price: $25.42; 70% of initial share price due 4/19/2023

Royal Bank of Canada 12.5% per year, paid quarterly if stock closes above coupon barrier on the related observation date; Coupon barrier level: $7.32; 60% of initial level due 8/10/2023

Royal Bank of Canada 9.25% per year, paid quarterly if the stock closes above the coupon barrier on the related observation date for that quarter; Coupon barrier level: $104.99; 60% of initial level due 4/13/2023

Royal Bank of Canada 13.5% per year, paid quarterly if the stock closes above the coupon barrier on the related observation date for that quarter; Coupon barrier level: $8.13; 65% of initial level due 4/13/2023

Royal Bank of Canada 1.8% for the first two years; after that, two-year CMS rate, subject to floor of zero and cap of 2.75%; payable quarterly due 4/13/2028

Royal Bank of Canada 8.35% per year, paid quarterly if stock closes above coupon barrier on the related observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier level: $69.73; 75% of initial level due 4/13/2022

Royal Bank of Canada 6.00% due 7/12/2022

Royal Bank of Canada 4.15% due 7/12/2022

Royal Bank of Canada 6%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 4/11/2024

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 4/12/2023

Royal Bank of Canada 0.00% due 2/8/2023

Royal Bank of Canada 0.00% due 12/6/2022

Royal Bank of Canada 0.00% due 4/20/2022

Royal Bank of Canada 13% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 4/20/2022

Royal Bank of Canada 4.00% due 7/7/2022

Royal Bank of Canada 6.00% due 7/7/2022

Royal Bank of Canada 8.3% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $71.37, 80% of initial level due 4/5/2023

Royal Bank of Canada 0.00% due 4/6/2027

Royal Bank of Canada 11.1%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $201.60, 70% of initial price due 4/4/2023

Royal Bank of Canada 12%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $359.37, 70% of initial price due 4/4/2023

Royal Bank of Canada 0.00% due 5/23/2022

Royal Bank of Canada 10.5%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 4/3/2024

Royal Bank of Canada 8.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 8.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 10%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 4/3/2024

Royal Bank of Canada 6%, payable each quarter that lesser performing index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,581.21 for S&P, 1,403.143 for Russell, 65% of initial levels due 4/3/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/3/2024

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter, plus any previously unpaid coupon due 4/1/2022

Royal Bank of Canada 8.00% due 4/3/2023

Royal Bank of Canada 10.00% due 4/3/2023

Royal Bank of Canada 0.00% due 3/31/2026

Royal Bank of Canada 0.00% due 3/31/2026

Royal Bank of Canada 7.2% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $93.14, 70% of initial level due 4/1/2024

Royal Bank of Canada 0.00% due 4/2/2027

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 0.00% due 4/1/2027

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 4/14/2022

Royal Bank of Canada 11.75% due 3/30/2023

Royal Bank of Canada 0.00% due 4/12/2023

Royal Bank of Canada 10.2% annual rate, payable quarterly if basket closes at or above coupon barrier on related observation date; Coupon barrier: 75% of initial level due 3/30/2023

Royal Bank of Canada 0.00% due 3/31/2026

Royal Bank of Canada 0.00% due 5/27/2022

Royal Bank of Canada 0.00% due 5/27/2022

Royal Bank of Canada 0.00% due 5/27/2022

Royal Bank of Canada 0.00% due 3/31/2023

Royal Bank of Canada 0.00% due 5/27/2022

Royal Bank of Canada 0.00% due 5/27/2022

Royal Bank of Canada 0.00% due 5/27/2022

Royal Bank of Canada 0.00% due 10/17/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,284.70; 75% of initial level due 3/30/2023

Royal Bank of Canada 6.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $90.44; 75% of initial level due 3/30/2023

Royal Bank of Canada 7.65%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $174.26; 75% of initial level due 3/30/2023

Royal Bank of Canada 6%, payable quarterly if lesser-performing index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,420.697 for Russell, 2,541.84 for S&P, or 65% of initial levels due 3/28/2024

Royal Bank of Canada 0.00% due 9/23/2022

Royal Bank of Canada 0.00% due 9/23/2022

Royal Bank of Canada 0.00% due 9/22/2023

Royal Bank of Canada 9.25% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $27.55, 80% of initial level due 3/22/2023

Royal Bank of Canada 8% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $77.84, 80% of initial level due 3/22/2023

Royal Bank of Canada 0.00% due 9/21/2022

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/20/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/20/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/20/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/20/2024

Royal Bank of Canada 8.5% annual rate, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 3/20/2024

Royal Bank of Canada 6.25% annual rate, payable each quarter that lesser performing index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,579.81 for S&P, 1,534.109 for Russell, 65% of initial level due 3/20/2024

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier level: $49.10, 60% of initial share price due 3/20/2024

Royal Bank of Canada 9.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $38.54, 70% of initial price due 2/29/2024

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $137.73, 70% of initial share price due 3/20/2024

Royal Bank of Canada 10.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $41.16, 60% of initial price due 3/20/2024

Royal Bank of Canada 10.5%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; previously unpaid coupons will also be paid; Coupon barrier level: 60% of initial level due 3/20/2024

Royal Bank of Canada 0.00% due 3/18/2026

Royal Bank of Canada 12.50% due 3/20/2023

Royal Bank of Canada 0.00% due 3/17/2025

Royal Bank of Canada 0.00% due 3/20/2024

Royal Bank of Canada 12.4% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier price: $1,640, 80% of initial price due 3/16/2023

Royal Bank of Canada 16.5% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $31.98, 80% of initial level due 3/16/2023

Royal Bank of Canada 0.00% due 6/21/2023

Royal Bank of Canada 8% for first year; after that, 6 times the 30-year CMS rate over the five-year CMS rate, subject to a 0% floor and a maximum rate of 8%; payable quarterly due 3/15/2041

Royal Bank of Canada 5.03% due 6/16/2022

Royal Bank of Canada 7.20% due 6/16/2022

Royal Bank of Canada 11.2% annual rate, paid quarterly if stock closes above coupon barrier on related observation date; Coupon barrier level: $185.94, 80% of initial level due 3/15/2022

Royal Bank of Canada 5.80% due 3/10/2022

Royal Bank of Canada 7.3%, payable quarterly if index closes at or above 80% coupon barrier level on observation date for that quarter due 3/10/2025

Royal Bank of Canada 5.45%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,222.91 for Euro Stoxx 50, 7,478.402 for Nasdaq-100, 60% of initial levels due 3/9/2026

Royal Bank of Canada 6.4%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,515.69, 65% of initial price due 3/7/2024

Royal Bank of Canada 5.7%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,322.17, 60% of initial price due 3/7/2024

Royal Bank of Canada 0.00% due 3/16/2022

Royal Bank of Canada 10% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 3/3/2022

Royal Bank of Canada 0.00% due 9/5/2023

Royal Bank of Canada 9%, payable quarterly plus any previously unpaid coupons if stock closes at or above trigger price on observation date for that quarter due 3/2/2022

Royal Bank of Canada 9.8% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $59.60, 80% of initial level due 3/2/2023

Royal Bank of Canada 9.7% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $59.60, 80% of initial level due 3/2/2023

Royal Bank of Canada 14.5% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $177.06, 75% of initial level due 3/2/2023

Royal Bank of Canada 0.00% due 4/12/2023

Royal Bank of Canada 8.25% due 2/28/2022

Royal Bank of Canada 0.00% due 3/1/2023

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $52.16, 60% of initial price due 2/29/2024

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,369.65, 75% of initial price due 3/1/2023

Royal Bank of Canada 10.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $32.80, 60% of initial price due 2/29/2024

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $38.21, 60% of initial price due 2/29/2024

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $20.42, 60% of initial price due 2/29/2024

Royal Bank of Canada 10%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial level due 2/29/2024

Royal Bank of Canada 11.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $22.46, 60% of initial price due 2/29/2024

Royal Bank of Canada 6%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,355.26 for S&P 500, 1,370.629 for Russell 2000, 60% of initial levels due 2/29/2024

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $34.42, 70% of initial price due 2/29/2024

Royal Bank of Canada 9.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $26.80, 70% of initial price due 2/29/2024

Royal Bank of Canada 10.00% due 3/1/2022

Royal Bank of Canada 0.00% due 3/1/2023

Royal Bank of Canada 0.00% due 9/28/2022

Royal Bank of Canada 12.15% due 3/1/2023

Royal Bank of Canada 1.125% initially, stepping up to 1.15% in year five, 1.2% in year six, 1.25% in year seven and 1.5% in year eight; payable semiannually due 2/26/2029

Royal Bank of Canada 9.25% annual rate, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier level: $16.86, 65% of initial price due 3/2/2023

Royal Bank of Canada 12.45% annual rate, payable monthly if index closes at or above coupon barrier on related observation date; Coupon barrier: 1,827.505, 80% of initial level due 3/2/2022

Royal Bank of Canada 0.00% due 2/26/2026

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 0.00% due 8/27/2024

Royal Bank of Canada 0.00% due 2/28/2022

Royal Bank of Canada 0.00% due 8/27/2024

Royal Bank of Canada 0.00% due 2/25/2027

Royal Bank of Canada 0.00% due 3/4/2022

Royal Bank of Canada 0.00% due 8/24/2026

Royal Bank of Canada 0.00% due 3/9/2022

Royal Bank of Canada 10.00% due 2/25/2022

Royal Bank of Canada 10.00% due 2/25/2022

Royal Bank of Canada 0.00% due 4/24/2022

Royal Bank of Canada 0.00% due 4/24/2022

Royal Bank of Canada 9%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 2/22/2023

Royal Bank of Canada 7.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $90.73, 70% of initial share price due 2/15/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $340.42, 70% of initial share price due 2/15/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $144.85, 70% of initial share price due 2/15/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $170.95, 65% of initial share price due 2/15/2024

Royal Bank of Canada 11.5%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 2/15/2024

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $361.74, 65% of initial share price due 2/15/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $359.07, 60% of initial share price due 2/15/2024

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $29.09, 60% of initial share price due 2/15/2024

Royal Bank of Canada 5.75%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,360.93 for S&P 500, 1,373.614 for Russell 2000, 60% of initial levels due 2/15/2024

Royal Bank of Canada 9.3%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $33.37, 65% of initial share price due 2/15/2024

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $131.37, 70% of initial share price due 2/15/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $20.12, 65% of initial share price due 2/15/2024

Royal Bank of Canada 0.00% due 2/15/2023

Royal Bank of Canada 0.00% due 2/16/2023

Royal Bank of Canada 12.25% annualized, plus any previously unpaid coupons, if index closes at or above trigger level on quarterly observation date due 3/1/2022

Royal Bank of Canada 0.00% due 2/17/2026

Royal Bank of Canada 0.00% due 2/15/2023

Royal Bank of Canada 5.55% due 2/14/2022

Royal Bank of Canada 0.00% due 10/20/2022

Royal Bank of Canada 5.45% annual rate, payable quarterly if lowest performing index closes at or above trigger price on observation date for that quarter due 2/12/2026

Royal Bank of Canada 0.00% due 5/9/2023

Royal Bank of Canada 16% annual rate, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 2/11/2022

Royal Bank of Canada 11.3% per year, payable quarterly if stock closes at or above coupon barrier on related observation date for that period; Coupon barrier price: $95.84, 70% of initial price due 2/13/2023

Royal Bank of Canada 7.75%, payable each quarter that ETF closes at or above trigger price on observation date for that quarter due 2/8/2024

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 2/10/2022

Royal Bank of Canada 13% per year, payable quarterly if stock closes at or above coupon barrier on related observation date for that period; Coupon barrier price: $95.73, 70% of initial price due 2/9/2023

Royal Bank of Canada 0.00% due 5/16/2022

Royal Bank of Canada 0.00% due 2/9/2023

Royal Bank of Canada 12%, payable each quarter that stock closes at or above trigger price on observation date for that quarter due 2/1/2024

Royal Bank of Canada 10.75% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $67.82, 80% of initial level due 2/2/2023

Royal Bank of Canada 11.4% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $56.51, 80% of initial level due 2/2/2023

Royal Bank of Canada 0.00% due 5/5/2022

Royal Bank of Canada 0.00% due 3/25/2022

Royal Bank of Canada 0.00% due 3/25/2022

Royal Bank of Canada 0.00% due 3/25/2022

Royal Bank of Canada 10.50% due 2/11/2022

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $41.58, 70% of initial share price due 2/1/2024

Royal Bank of Canada 6.25%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,438.0 for S&P 500, 1,370.652 for Russell 2000, 65% of initial levels due 2/1/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $32.14, 60% of initial share price due 2/1/2024

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $35.24, 60% of initial share price due 2/1/2024

Royal Bank of Canada 0.00% due 1/30/2025

Royal Bank of Canada 10% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier price: $31.91, 60% of initial price due 2/1/2024

Royal Bank of Canada 0.00% due 1/19/2023

Royal Bank of Canada 0.00% due 1/27/2023

Royal Bank of Canada 1% in years one through five, stepping up to 1.1% in year six, then 1.2% in year seven, then 1.5% in year eight; payable semiannually due 1/29/2029

Royal Bank of Canada 9.18%, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 2,813.08, 75% of initial level due 1/31/2023

Royal Bank of Canada 0.00% due 10/25/2022

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/30/2024

Royal Bank of Canada 8.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/30/2024

Royal Bank of Canada 12.00% due 1/30/2023

Royal Bank of Canada 7.50% due 1/30/2023

Royal Bank of Canada 10.5%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 1/25/2024

Royal Bank of Canada 22.00% due 2/25/2022

Royal Bank of Canada 5.5% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $230.54, 60% of initial level due 1/25/2024

Royal Bank of Canada 0.00% due 3/15/2023

Royal Bank of Canada 9.35% due 2/25/2022

Royal Bank of Canada 12.15% due 2/25/2022

Royal Bank of Canada 12.50% due 2/25/2022

Royal Bank of Canada 14.25% due 1/24/2023

Royal Bank of Canada 5.5% annual rate, paid quarterly if fund closes above coupon barrier on related observation date; Coupon barrier level: $225.42, 60% of initial level due 1/19/2024

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $89.00, 70% of initial share price due 1/19/2024

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $58.66, 60% of initial share price due 1/19/2024

Royal Bank of Canada 11.4%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 1/19/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $48.43, 60% of initial share price due 1/19/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $348.59, 70% of initial share price due 1/19/2024

Royal Bank of Canada 6%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,449.36 for S&P 500, 1,380.081 for Russell 2000, 65% of initial levels due 1/21/2026

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $30.33, 65% of initial share price due 1/19/2024

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $34.24, 70% of initial share price due 1/19/2024

Royal Bank of Canada 6.00% due 1/20/2023

Royal Bank of Canada 0.00% due 3/17/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $24.33, 70% of initial share price due 1/19/2024

Royal Bank of Canada 0.00% due 8/24/2022

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $23.66, 70% of initial share price due 1/19/2023

Royal Bank of Canada 0.00% due 3/15/2023

Royal Bank of Canada 5.50% due 1/19/2024

Royal Bank of Canada 0.00% due 1/16/2026

Royal Bank of Canada 0.00% due 1/16/2026

Royal Bank of Canada 5.2%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,294.81 for S&P 500, 1,254.995 for Russell 2000, 60% of initial levels due 1/13/2026

Royal Bank of Canada 10.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/12/2023

Royal Bank of Canada 6.00% due 1/12/2023

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above trigger level on quarterly observation date due 1/26/2022

Royal Bank of Canada 0.00% due 1/12/2023

Royal Bank of Canada 6.1%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,472.46 for S&P 500, 1,362.975 for Russell 2000, 65% of initial levels due 1/11/2024

Royal Bank of Canada 0.00% due 3/15/2023

Royal Bank of Canada 0.00% due 1/10/2023

Royal Bank of Canada 9.75%, payable quarterly if ETF closes at or above trigger level on observation date for that quarter due 1/11/2023

Royal Bank of Canada 12.85% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier price: $194.72, 75% of initial price due 1/6/2023

Royal Bank of Canada 0.00% due 3/24/2022

Royal Bank of Canada 0.00% due 4/5/2022

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $54.37, 60% of initial share price due 1/4/2024

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $94.41, 70% of initial share price due 1/4/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $9.58, 60% of initial share price due 1/4/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $211.93, 60% of initial share price due 1/4/2024

Royal Bank of Canada 8% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/4/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $27.73, 50% of initial share price due 1/4/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $20.85, 70% of initial share price due 1/4/2024

Royal Bank of Canada 6.75%, payable monthly due 1/4/2023

Royal Bank of Canada 0.00% due 2/28/2022

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 7.25% due 12/31/2021

Royal Bank of Canada 7.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/3/2024

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/3/2023

Royal Bank of Canada 6.5% annual rate, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 1/2/2026

Royal Bank of Canada 10.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/3/2024

Royal Bank of Canada 8.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/3/2024

Royal Bank of Canada 9.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/3/2024

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 9% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 1/3/2023

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 0.00% due 6/29/2022

Royal Bank of Canada 6% annual rate, payable quarterly if lowest performing index closes at or above trigger level on observation date for that quarter due 12/29/2025

Royal Bank of Canada 0.00% due 6/28/2023

Royal Bank of Canada 0.00% due 6/26/2026

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above downside threshold level on determination date for that period due 12/29/2023

Royal Bank of Canada 0.00% due 12/19/2025

Royal Bank of Canada 0.00% due 12/22/2022

Royal Bank of Canada 8.40% due 1/7/2022

Royal Bank of Canada 0.00% due 6/25/2026

Royal Bank of Canada 0.00% due 12/28/2026

Royal Bank of Canada 0.00% due 6/27/2023

Royal Bank of Canada 0.00% due 6/27/2023

Royal Bank of Canada 0.00% due 1/26/2022

Royal Bank of Canada 10.85%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon/barrier price: $161.82, 70% of initial price due 12/28/2022

Royal Bank of Canada 9.5% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/22/2022

Royal Bank of Canada 0.00% due 12/23/2025

Royal Bank of Canada 0.00% due 1/5/2022

Royal Bank of Canada 0.00% due 1/25/2022

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above coupon barrier on related observation date for that period; Coupon barrier price: $88.66, 70% of initial price due 12/22/2022

Royal Bank of Canada 13.75% per year, payable quarterly if stock closes at or above coupon barrier on related observation date for that period; Coupon barrier price: $371.62, 70% of initial price due 12/22/2022

Royal Bank of Canada 0.00% due 7/13/2022

Royal Bank of Canada 11% annualized, plus any previously unpaid coupons, if stock closes at or above barrier price on quarterly observation date; Coupon barrier/trigger price: $182, 70% of initial price due 1/5/2022

Royal Bank of Canada 6.4% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $266.83, 50% of initial share price due 12/21/2023

Royal Bank of Canada 0.00% due 1/27/2022

Royal Bank of Canada 0.00% due 9/22/2025

Royal Bank of Canada 9.6% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier price: $48.42, 50% of initial price due 12/22/2021

Royal Bank of Canada 10% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier level: $158.14, 70% of initial price due 12/22/2022

Royal Bank of Canada 0.00% due 10/12/2022

Royal Bank of Canada 9%, payable monthly if stock closes at or above coupon barrier price on observation date for that month, plus any previously unpaid coupon; Coupon barrier price: $95.91, 75% of initial share price due 12/20/2022

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 10.28%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $46.41, 75% of initial level due 12/17/2021

Royal Bank of Canada 12.62%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $29.41, 75% of initial level due 12/17/2021

Royal Bank of Canada 11.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $54.99, 60% of initial price due 12/14/2023

Royal Bank of Canada 9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $25.21, 65% of initial price due 12/14/2023

Royal Bank of Canada 7.5%, payable each month that stock closes at or above coupon barrier on observation date for that month; Coupon barrier: 79.57, 65% of initial price due 12/14/2023

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above trigger price on observation date for that quarter due 12/14/2023

Royal Bank of Canada 9.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $61.51, 50% of initial price due 12/14/2023

Royal Bank of Canada 4.4%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,000.6, 80% of initial level due 12/14/2023

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $11.47, 50% of initial price due 12/14/2023

Royal Bank of Canada 10.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $30.65, 60% of initial price due 12/14/2023

Royal Bank of Canada 0.00% due 12/30/2021

Royal Bank of Canada 0.00% due 12/30/2021

Royal Bank of Canada 0.00% due 12/29/2021

Royal Bank of Canada 0.00% due 12/30/2021

Royal Bank of Canada 0.00% due 12/30/2021

Royal Bank of Canada 14%, payable monthly if stock closes at or above downside threshold level on determination date for that month due 6/16/2021

Royal Bank of Canada 5.75% due 12/15/2022

Royal Bank of Canada 12.2% annualized, plus any previously unpaid coupons, if stock closes at or above barrier price on quarterly observation date due 12/30/2021

Royal Bank of Canada 8.9% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 12/30/2021

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $18.78, 65.75% of initial price due 12/14/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $49.21, 68.75% of initial price due 12/14/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $33.44, 67.25% of initial price due 12/14/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/15/2022

Royal Bank of Canada 10% per year, payable quarterly if the stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $141.21, or 65% of initial share price due 12/15/2022

Royal Bank of Canada 10% per year, payable quarterly if the stock closes at or above coupon barrier on observation date for that period; Coupon barrier: $141.21, or 65% of initial share price due 12/15/2022

Royal Bank of Canada 11.5% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier price: $1,414.12, 80% of initial price due 12/15/2022

Royal Bank of Canada 16.2% per year, payable quarterly if stock closes at or above coupon barrier on related observation date for that period; Coupon barrier price: $98.59, 80% of initial price due 12/15/2022

Royal Bank of Canada 0.00% due 1/12/2022

Royal Bank of Canada 0.00% due 3/14/2022

Royal Bank of Canada 0.00% due 5/5/2022

Royal Bank of Canada 0.00% due 6/12/2025

Royal Bank of Canada 0.00% due 1/13/2022

Royal Bank of Canada 0.00% due 10/12/2022

Royal Bank of Canada 11.25% per year, paid quarterly if stock closes at or above coupon barrier on related observation date for that quarter; Coupon barrier price: $159.50, 70% of initial price due 12/13/2022

Royal Bank of Canada 11.75% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/12/2022

Royal Bank of Canada 0.00% due 6/12/2025

Royal Bank of Canada 0.00% due 12/12/2022

Royal Bank of Canada 7.5% annual rate, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $150.56, 80% of initial price due 12/12/2022

Royal Bank of Canada 11.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/7/2023

Royal Bank of Canada 0.00% due 12/22/2021

Royal Bank of Canada 8.3% annualized, plus any previously unpaid coupons, if index closes at or above 80% coupon barrier level on quarterly observation date due 12/7/2021

Royal Bank of Canada 0.00% due 12/8/2025

Royal Bank of Canada 0.00% due 12/8/2025

Royal Bank of Canada 0.00% due 12/10/2021

Royal Bank of Canada 0.00% due 3/3/2022

Royal Bank of Canada 0.00% due 3/3/2022

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $52.03, 60% of initial price due 11/30/2023

Royal Bank of Canada 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,229.55, 70% of initial price due 11/30/2023

Royal Bank of Canada 10.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $26.18, 60% of initial price due 11/30/2023

Royal Bank of Canada 11.85%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $47.57, 60% of initial price due 11/30/2023

Royal Bank of Canada 9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $291.00, 60% of initial price due 11/30/2023

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $339.50, 70% of initial price due 11/30/2023

Royal Bank of Canada 5.70% due 11/30/2022

Royal Bank of Canada 1.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/9/2022

Royal Bank of Canada 4.2%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $32.40, 65% of initial price due 11/30/2023

Royal Bank of Canada 0.00% due 11/30/2026

Royal Bank of Canada 0.00% due 11/30/2026

Royal Bank of Canada 0.00% due 12/1/2021

Royal Bank of Canada 0.00% due 11/28/2025

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 7.70% due 11/30/2021

Royal Bank of Canada 8.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/29/2022

Royal Bank of Canada 0.00% due 12/8/2021

Royal Bank of Canada 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/26/2021

Royal Bank of Canada 0.00% due 12/8/2021

Royal Bank of Canada 6.00% due 11/25/2022

Royal Bank of Canada 14.25% per year, paid quarterly if stock closes above coupon barrier level on related observation date for that quarter; Coupon barrier level: $189.52, 70% of initial level due 11/25/2022

Royal Bank of Canada 10.4% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $34.04, 75% of initial level due 11/25/2022

Royal Bank of Canada 10.25% per year, paid quarterly if stock closes above coupon barrier on related observation date for that quarter; Coupon barrier level: $17.84, 70% of initial level due 11/26/2021

Royal Bank of Canada 10.5%, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,339.006, 75% of initial level due 11/25/2022

Royal Bank of Canada 8%, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 1,339.006, 75% of initial level due 11/25/2022

Royal Bank of Canada 11.75% per year, paid quarterly if stock closes above coupon barrier related observation date for that quarter; Coupon barrier level: $2,181.91, 70% of initial level due 11/25/2022

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 11/25/2022

Royal Bank of Canada 0.00% due 1/5/2023

Royal Bank of Canada 0.00% due 5/22/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 7.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 8.5%, payable quarterly if basket closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/21/2023

Royal Bank of Canada 6.00% due 11/21/2022

Royal Bank of Canada 11% per year, paid quarterly if stock closes above coupon barrier related observation date for that quarter; Coupon barrier level: $2,191.74, 70% of initial level due 11/21/2022

Royal Bank of Canada 11.85%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,346.61, 75% of initial price due 11/17/2022

Royal Bank of Canada 8%, payable each quarter that stock closes at or above coupon barrier on observation date; Coupon barrier: $19.31, 70% of initial price due 11/21/2023

Royal Bank of Canada 11%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/1/2021

Royal Bank of Canada 0.00% due 12/1/2021

Royal Bank of Canada 0.00% due 12/1/2021

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above trigger price on quarterly observation date due 11/17/2022

Royal Bank of Canada 14.15%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/17/2022

Royal Bank of Canada 0.00% due 7/25/2022

Royal Bank of Canada 0.00% due 8/16/2027

Royal Bank of Canada 7%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $40.25, 72.5% of initial level due 11/9/2023

Royal Bank of Canada 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $44.95, 63.8% of initial level due 11/9/2023

Royal Bank of Canada 11.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $21.99, 51% of initial level due 11/9/2023

Royal Bank of Canada 0.00% due 6/15/2022

Royal Bank of Canada 0.00% due 10/5/2023

Royal Bank of Canada 4.20% due 11/3/2022

Royal Bank of Canada 8.3%, payable quarterly if index closes at or above coupon barrier on related quarterly observation date; Coupon barrier: 2,228.97, 70% of initial level due 11/3/2022

Royal Bank of Canada 11.2%, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 2,228.97, 70% of initial level due 11/3/2022

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 8.60% due 11/12/2021

Royal Bank of Canada 6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $1,581.39, 50% of initial share price due 11/2/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $77.84, 70% of initial share price due 11/2/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $39.14, 70% of initial share price due 11/2/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $112.99, 70% of initial share price due 11/2/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $33.30, 70% of initial share price due 11/2/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $291.74, 60% of initial share price due 11/2/2023

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $303.05, 60% of initial share price due 11/2/2023

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $154.98, 65% of initial share price due 11/2/2023

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 11.85%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $107.32, 70% of initial price due 11/2/2022

Royal Bank of Canada 9%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $107.32, 70% of initial price due 11/2/2022

Royal Bank of Canada 0.00% due 5/2/2023

Royal Bank of Canada 0.00% due 6/16/2022

Royal Bank of Canada 0.00% due 10/29/2025

Royal Bank of Canada 5%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,040.58, 60% of initial level due 4/30/2026

Royal Bank of Canada 0.00% due 10/27/2022

Royal Bank of Canada 0.00% due 11/10/2021

Royal Bank of Canada 0.00% due 10/28/2025

Royal Bank of Canada 6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $1,588.20, 50% of initial share price due 10/26/2023

Royal Bank of Canada 0.00% due 4/27/2021

Royal Bank of Canada 0.00% due 3/16/2022

Royal Bank of Canada 0.00% due 9/14/2022

Royal Bank of Canada 0.00% due 10/21/2025

Royal Bank of Canada 10.5% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 10/19/2022

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 8% annual rate, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $84.12, 70% of initial level due 10/19/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2023

Royal Bank of Canada 5% per year, paid quarterly if index closes above coupon barrier related observation date for that quarter; Coupon barrier level: 2,093.20, 60% of initial level due 4/17/2026

Royal Bank of Canada 10.25% due 10/18/2021

Royal Bank of Canada 12%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $34.18, 70% of initial share price due 10/14/2021

Royal Bank of Canada 11.80% due 10/14/2021

Royal Bank of Canada 11.65% due 10/14/2021

Royal Bank of Canada 11.15% annual rate, paid quarterly if fund closes above coupon barriers on related observation date; Coupon barrier level: $20.01, 65% of initial levels due 10/14/2022

Royal Bank of Canada 0.00% due 1/13/2022

Royal Bank of Canada 0.625% until July 9, 2025; after that, CMS rate, with 0.625% floor; payable quarterly due 10/9/2025

Royal Bank of Canada 8.25%, payable quarterly if stock closes at or above barrier price on observation date for that quarter, plus any previously unpaid coupon due 10/8/2021

Royal Bank of Canada 7%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,718.75, 55% of initial price due 10/5/2023

Royal Bank of Canada 11.00% due 10/6/2021

Royal Bank of Canada 9.80% due 10/6/2021

Royal Bank of Canada 8.75% annualized, plus any previously unpaid coupons, if ETF closes at or above 80% coupon barrier level on quarterly observation date due 10/5/2021

Royal Bank of Canada 12.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/5/2022

Royal Bank of Canada 10.15%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/5/2022

Royal Bank of Canada 0.00% due 2/4/2022

Royal Bank of Canada 0.00% due 7/5/2022

Royal Bank of Canada 13.50% due 10/5/2021

Royal Bank of Canada 5%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: 2,001.28, 60% of initial level due 4/2/2026

Royal Bank of Canada 11.00% due 10/4/2021

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2023

Royal Bank of Canada 11%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2023

Royal Bank of Canada 9% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2023

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $24.21, 65% of initial share price due 10/3/2023

Royal Bank of Canada 8.75% annual rate, payable quarterly if basket closes at or above 60% trigger price on observation date for that quarter due 10/3/2023

Royal Bank of Canada 12.25% annual rate, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/3/2023

Royal Bank of Canada 8.65%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $67.37, 60% of initial share price due 9/29/2022

Royal Bank of Canada 13.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/29/2022

Royal Bank of Canada 0.00% due 9/30/2026

Royal Bank of Canada 0.00% due 9/30/2025

Royal Bank of Canada 0.00% due 9/29/2022

Royal Bank of Canada 0.00% due 9/29/2022

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/29/2022

Royal Bank of Canada 15%, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 9/29/2022

Royal Bank of Canada 11.4%, payable quarterly if ETF closes at or above trigger level on observation date for that quarter due 9/29/2022

Royal Bank of Canada 0.00% due 9/28/2023

Royal Bank of Canada 0.00% due 11/26/2021

Royal Bank of Canada 0.00% due 11/26/2021

Royal Bank of Canada 0.00% due 11/26/2021

Royal Bank of Canada 11%, payable each month that stock closes at or above coupon barrier on observation date for that month; Coupon barrier: $15.17, 65% of initial price due 12/30/2021

Royal Bank of Canada 7.40% due 9/29/2022

Royal Bank of Canada 9.5% annualized, plus any previously unpaid coupons, if ETF closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $211.33; 80% of initial price due 9/28/2021

Royal Bank of Canada 9.8% annualized, plus any previously unpaid coupons, if index closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $258.11; 80% of initial price due 9/28/2021

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $2,113.85, 70% of initial price due 9/29/2022

Royal Bank of Canada 0.00% due 10/12/2021

Royal Bank of Canada 7.25%, payable quarterly if index closes at or above trigger level on observation date for that quarter due 9/28/2023

Royal Bank of Canada 10.00% due 9/29/2021

Royal Bank of Canada 12.50% due 10/8/2021

Royal Bank of Canada 12.3%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,249.90, 75% of initial price due 9/28/2022

Royal Bank of Canada 15.05%, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 9/28/2022

Royal Bank of Canada 5%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,942.15, 60% of initial level due 3/19/2026

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 9/29/2022

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $14.72, 50% of initial price due 9/27/2023

Royal Bank of Canada 0.00% due 3/25/2022

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 0.00% due 3/23/2027

Royal Bank of Canada 0.00% due 9/23/2025

Royal Bank of Canada 12.5% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 3/23/2021

Royal Bank of Canada 4.00% due 12/23/2021

Royal Bank of Canada 0.00% due 3/23/2022

Royal Bank of Canada 9.25% due 9/23/2021

Royal Bank of Canada 10.4%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $152.18, 75% of initial level due 9/22/2022

Royal Bank of Canada 0.00% due 5/19/2022

Royal Bank of Canada 0.00% due 7/20/2022

Royal Bank of Canada 10% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,209.29, 70% of initial price due 9/20/2023

Royal Bank of Canada 9.25%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 9/20/2023

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $142.00, 60% of initial price due 9/20/2023

Royal Bank of Canada 8.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $69.50, 70% of initial price due 9/20/2023

Royal Bank of Canada 11%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $297.59, 60% of initial price due 9/20/2023

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $259.82, 50% of initial price due 9/20/2023

Royal Bank of Canada 0.00% due 10/21/2021

Royal Bank of Canada 5%, payable quarterly if index closes at or above trigger level on observation date for that quarter due 3/19/2026

Royal Bank of Canada 12.5% annualized, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 9/21/2022

Royal Bank of Canada 20% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 10/6/2021

Royal Bank of Canada 0.00% due 9/19/2022

Royal Bank of Canada 0.00% due 9/15/2021

Royal Bank of Canada 0.00% due 9/14/2022

Royal Bank of Canada 14.75%, payable each month that stock closes at or above coupon barrier on observation date for that month along with any previously unpaid contingent coupons; Coupon barrier: $225.69, 75% of initial price due 9/14/2022

Royal Bank of Canada 14%, payable quarterly if stock closes at or above buffer price on observation date for that quarter, in which case any previously unpaid coupons will also be paid due 9/22/2021

Royal Bank of Canada 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 9/8/2023

Royal Bank of Canada 15% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 9/10/2021

Royal Bank of Canada 5% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 3/5/2026

Royal Bank of Canada 15.85% due 9/8/2021

Royal Bank of Canada 0.00% due 3/24/2022

Royal Bank of Canada 14.25% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,415.67, 70% of initial price due 9/3/2021

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $76.19, 75% of initial level due 9/6/2022

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $26.04, 68.5% of initial level due 9/6/2022

Royal Bank of Canada 0.00% due 12/3/2021

Royal Bank of Canada 12.25% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $41.90, 50% of initial share price due 8/31/2023

Royal Bank of Canada 10.25% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $350.03, 70% of initial share price due 8/31/2023

Royal Bank of Canada 9.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/31/2023

Royal Bank of Canada 11.25% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $205.25, 70% of initial share price due 8/31/2023

Royal Bank of Canada 13% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $17.81, 60% of initial share price due 9/1/2021

Royal Bank of Canada 8.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/31/2023

Royal Bank of Canada 10% per year, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 55% of initial prices due 8/31/2023

Royal Bank of Canada 9.6% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $24.91, 65% of initial share price due 8/31/2023

Royal Bank of Canada 10.5% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $77.81, 50% of initial price due 8/31/2023

Royal Bank of Canada 10.5% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $26.72, 50% of initial share price due 8/31/2023

Royal Bank of Canada 0.00% due 10/6/2021

Royal Bank of Canada 0.00% due 8/31/2026

Royal Bank of Canada 0.00% due 8/31/2026

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 0.00% due 9/23/2021

Royal Bank of Canada 0.00% due 2/25/2022

Royal Bank of Canada 0.00% due 2/25/2022

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above trigger level on quarterly observation date due 8/25/2022

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 8/25/2022

Royal Bank of Canada 0.00% due 8/25/2022

Royal Bank of Canada 8% per year, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 8/23/2023

Royal Bank of Canada 0.00% due 2/24/2023

Royal Bank of Canada 9% annualized, plus any previously unpaid coupons, if index closes at or above trigger level on quarterly observation date due 8/24/2022

Royal Bank of Canada 7.10% due 8/20/2021

Royal Bank of Canada 9.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/17/2023

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/17/2023

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/17/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/17/2023

Royal Bank of Canada 10% annual rate, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $26.23, 65% of initial level due 8/17/2023

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/17/2023

Royal Bank of Canada 0.55% until May 18, 2025; after that, CMS rate, with 0.55% floor; payable quarterly due 8/18/2025

Royal Bank of Canada 12.6%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/18/2022

Royal Bank of Canada 0.00% due 11/15/2021

Royal Bank of Canada 13.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/16/2022

Royal Bank of Canada 12% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 8/16/2022

Royal Bank of Canada 10.15% due 8/12/2021

Royal Bank of Canada 0.00% due 8/25/2021

Royal Bank of Canada 8% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/12/2021

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 8/11/2022

Royal Bank of Canada 11.75% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/11/2022

Royal Bank of Canada 5% per year, payable quarterly if index closes at or above 60% coupon barrier on observation date for that quarter due 2/12/2026

Royal Bank of Canada 13% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 8/11/2022

Royal Bank of Canada 0.00% due 9/12/2022

Royal Bank of Canada 0.00% due 1/13/2022

Royal Bank of Canada 0.00% due 8/25/2021

Royal Bank of Canada 14.25% per year, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $237.56, 75% of initial share price due 8/4/2022

Royal Bank of Canada 11.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/10/2022

Royal Bank of Canada 10.06% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $128.67, 65% of initial share price due 8/4/2022

Royal Bank of Canada 0.00% due 10/5/2021

Royal Bank of Canada 0.00% due 2/3/2022

Royal Bank of Canada 0.00% due 8/4/2022

Royal Bank of Canada 0.00% due 11/3/2021

Royal Bank of Canada 12.25% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 8/18/2021

Royal Bank of Canada 16% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 8/18/2021

Royal Bank of Canada 0.00% due 8/3/2022

Royal Bank of Canada 0.00% due 9/24/2021

Royal Bank of Canada 0.00% due 9/24/2021

Royal Bank of Canada 0.00% due 9/24/2021

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/4/2022

Royal Bank of Canada 0.00% due 9/24/2021

Royal Bank of Canada 0.00% due 6/22/2022

Royal Bank of Canada 0.00% due 8/3/2022

Royal Bank of Canada 7.50% due 8/13/2021

Royal Bank of Canada 9% per year, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 8/3/2023

Royal Bank of Canada 10.1% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,123.47, 70% of initial price due 8/3/2023

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/3/2023

Royal Bank of Canada 9.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/3/2023

Royal Bank of Canada 11.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/3/2023

Royal Bank of Canada 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/3/2023

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 10% per year, payable quarterly if ETF closes at or above trigger level on observation date for that quarter due 8/3/2022

Royal Bank of Canada 5% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 2/3/2026

Royal Bank of Canada 0.00% due 7/31/2026

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 8% annualized, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 8/3/2022

Royal Bank of Canada 8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/27/2023

Royal Bank of Canada 9% annual rate, payable each quarter that Alibaba stock closes at or above downside threshold level on determination date for that quarter due 7/27/2023

Royal Bank of Canada 13% annualized, plus any previously unpaid coupons, if stock closes at or above trigger level on quarterly observation date due 8/11/2021

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $84.61, 61.5% of initial price due 7/27/2023

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $31.78, 68.5% of initial price due 7/27/2023

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $342.87, 70% of initial share price due 7/27/2021

Royal Bank of Canada 0.00% due 8/23/2021

Royal Bank of Canada 0.00% due 12/30/2020

Royal Bank of Canada 5% per year, payable quarterly if index closes at or above trigger level on observation date for that quarter due 1/23/2026

Royal Bank of Canada 0.00% due 7/21/2026

Royal Bank of Canada 0.00% due 11/17/2021

Royal Bank of Canada 8.6% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/20/2023

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/20/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/20/2023

Royal Bank of Canada 10% per year, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 7/20/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/20/2023

Royal Bank of Canada 11%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/20/2023

Royal Bank of Canada 0.00% due 7/20/2023

Royal Bank of Canada 0.00% due 8/19/2021

Royal Bank of Canada 6.5%, payable quarterly if index closes at or above trigger price on observation date for that quarter due 7/18/2023

Royal Bank of Canada 0.00% due 9/14/2022

Royal Bank of Canada 0.00% due 6/8/2022

Royal Bank of Canada 0.00% due 9/14/2022

Royal Bank of Canada 0.00% due 7/16/2025

Royal Bank of Canada 0.00% due 7/14/2022

Royal Bank of Canada 15%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 50% of initial basket level due 7/13/2023

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/12/2021

Royal Bank of Canada 0.00% due 9/29/2022

Royal Bank of Canada 0.00% due 7/25/2022

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $2,023.21, 70% of initial price due 7/7/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $286.13, 60% of initial share price due 7/7/2023

Royal Bank of Canada 12%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $56.70, 50% of initial price due 7/7/2023

Royal Bank of Canada 0.00% due 7/20/2021

Royal Bank of Canada 10% annual rate, payable each quarter that Netflix stock closes at or above downside threshold level on determination date for that quarter due 7/8/2021

Royal Bank of Canada 5%, payable quarterly if index closes at or above trigger level on observation date for that quarter due 1/7/2026

Royal Bank of Canada 12.75%, payable quarterly if stock closes at or above trigger level on observation date for that quarter; any previously unpaid coupons will also be paid due 7/8/2021

Royal Bank of Canada 12.65%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 7/6/2022

Royal Bank of Canada 0.00% due 7/6/2022

Royal Bank of Canada 9.4% annualized, plus any previously unpaid coupons, if index closes at or above buffer level on quarterly observation date due 7/1/2021

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $13.89, 60% of initial share price due 6/22/2023

Royal Bank of Canada 8.75%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 6/29/2023

Royal Bank of Canada 11%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 6/29/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $168.71, 70% of initial share price due 6/29/2023

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $22.43, 70% of initial share price due 6/29/2023

Royal Bank of Canada 9.7%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $128.22, 70% of initial share price due 6/29/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $50.10, 70% of initial share price due 6/29/2023

Royal Bank of Canada 11.25%, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 17,510.89, 70% of initial price due 6/30/2022

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 8/27/2021

Royal Bank of Canada 0.00% due 8/27/2021

Royal Bank of Canada 0.00% due 8/27/2021

Royal Bank of Canada 0.00% due 8/27/2021

Royal Bank of Canada 0.00% due 6/30/2026

Royal Bank of Canada 0.00% due 6/30/2026

Royal Bank of Canada 9.8% annualized, plus any previously unpaid coupons, if index closes at or above coupon barrier level on quarterly observation date; Coupon barrier level: $194.97, or 80% of initial price due 6/29/2021

Royal Bank of Canada 10.6% annualized, plus any previously unpaid coupons, if index closes at or above coupon barrier level on monthly observation date; Coupon barrier level: $194.97, or 80% of initial price due 6/29/2021

Royal Bank of Canada 12.3% annualized, plus any previously unpaid coupons, if index closes at or above buffer level on monthly observation date due 6/29/2021

Royal Bank of Canada 10.5% annualized, plus any previously unpaid coupons, if index closes at or above buffer level on quarterly observation date due 6/29/2021

Royal Bank of Canada 11% annualized, plus any previously unpaid coupons, if index closes at or above coupon barrier level on monthly observation date; Coupon barrier level: $243.27; 80% of initial price due 6/29/2021

Royal Bank of Canada 10.2% annualized, plus any previously unpaid coupons, if index closes at or above buffer level on quarterly observation date due 6/29/2021

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 0.00% due 6/27/2025

Royal Bank of Canada 0.00% due 3/29/2022

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date due 6/30/2022

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 6/30/2022

Royal Bank of Canada 9% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date due 6/30/2022

Royal Bank of Canada 6.6% per year, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 736.03, 70% of initial price due 6/29/2023

Royal Bank of Canada 0.00% due 3/24/2022

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 6/26/2025

Royal Bank of Canada 0.00% due 7/8/2021

Royal Bank of Canada 7.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $136.61, 70% of initial share price due 6/22/2023

Royal Bank of Canada 11% per year, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 18,110.02, 70% of initial price due 6/23/2022

Royal Bank of Canada 9%, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: 18,110.02, 70% of initial price due 6/23/2022

Royal Bank of Canada 8.25% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,857.79, 70% of initial price due 6/22/2023

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $153.36, 65% of initial share price due 6/22/2023

Royal Bank of Canada 10.25% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $269.92, 60% of initial share price due 6/22/2023

Royal Bank of Canada 10.25% per year, payable quarterly if index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,187.32, 70% of initial level due 6/21/2021

Royal Bank of Canada 0.00% due 2/23/2022

Royal Bank of Canada 0.00% due 6/18/2026

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 6/20/2022

Royal Bank of Canada 10.00% due 6/21/2021

Royal Bank of Canada 9.75% due 6/21/2021

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $61.01, 60% of initial share price due 6/15/2023

Royal Bank of Canada 10.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $33.46, 65% of initial price due 6/15/2023

Royal Bank of Canada 8.5%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 6/15/2023

Royal Bank of Canada 10.75%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 6/15/2023

Royal Bank of Canada 12.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $43.36, 50% of initial price due 6/15/2023

Royal Bank of Canada 10.33%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $57.29, 75% of initial share price due 6/16/2022

Royal Bank of Canada 15.5% per year, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $16.12, 50% of initial price due 6/15/2023

Royal Bank of Canada 10.34%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $199.61, 70% of initial price due 6/16/2022

Royal Bank of Canada 0.00% due 3/26/2021

Royal Bank of Canada Two-year CMS rate, floor of 1%; payable quarterly due 6/8/2022

Royal Bank of Canada 11.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $23.85, 75% of initial level due 6/9/2022

Royal Bank of Canada 0.00% due 7/13/2022

Royal Bank of Canada 0.00% due 3/26/2021

Royal Bank of Canada 0.00% due 11/30/2020

Royal Bank of Canada 0.00% due 10/20/2021

Royal Bank of Canada 0.00% due 6/3/2022

Royal Bank of Canada 0.00% due 6/3/2022

Royal Bank of Canada 0.00% due 2/24/2022

Royal Bank of Canada 0.00% due 6/3/2022

Royal Bank of Canada 0.00% due 6/14/2021

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $75.89, 65% of initial level due 6/3/2022

Royal Bank of Canada 0.00% due 5/31/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 6/2/2023

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $60.82, 60% of initial share price due 6/2/2023

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $55.02, 70% of initial share price due 6/2/2023

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $16.54, 50% of initial share price due 6/2/2023

Royal Bank of Canada 0.00% due 6/1/2026

Royal Bank of Canada 0.00% due 6/1/2026

Royal Bank of Canada 0.00% due 5/30/2025

Royal Bank of Canada 0.00% due 3/2/2023

Royal Bank of Canada 0.00% due 5/28/2025

Royal Bank of Canada 0.00% due 5/26/2021

Royal Bank of Canada 0.00% due 5/29/2025

Royal Bank of Canada 7%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 6,564.594, 70% of initial price due 5/25/2023

Royal Bank of Canada 7%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 725.75, 70% of initial price due 5/25/2023

Royal Bank of Canada 0.00% due 5/27/2025

Royal Bank of Canada Two-year CMS rate, floor of 1%; payable quarterly due 11/28/2022

Royal Bank of Canada 0.00% due 12/21/2021

Royal Bank of Canada Two-year CMS rate, floor of 1.15%; payable quarterly due 5/22/2023

Royal Bank of Canada 0.00% due 9/29/2021

Royal Bank of Canada 0.00% due 5/22/2025

Royal Bank of Canada 11.50% due 5/24/2021

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $215.40, 70% of initial share price due 5/18/2023

Royal Bank of Canada 11.25%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 5/18/2023

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $49.57, 65% of initial share price due 5/18/2023

Royal Bank of Canada 11%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 5/18/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $70.88, 65% of initial share price due 5/18/2023

Royal Bank of Canada 0.00% due 5/19/2026

Royal Bank of Canada 0.00% due 8/19/2026

Royal Bank of Canada 0.00% due 5/18/2022

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 0.00% due 1/19/2022

Royal Bank of Canada 0.00% due 5/16/2025

Royal Bank of Canada 0.00% due 5/18/2022

Royal Bank of Canada Two-year CMS rate, floor of 1.05%; payable quarterly due 11/15/2022

Royal Bank of Canada 14.1%, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $22.03, 65% of initial level due 5/16/2022

Royal Bank of Canada 0.00% due 5/24/2021

Royal Bank of Canada 0.00% due 5/24/2021

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $158.90, 50% of initial share price due 5/11/2023

Royal Bank of Canada 10%, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $63.69, 65% of initial price due 5/11/2023

Royal Bank of Canada 9.5%, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $20.22, 60% of initial price due 5/11/2023

Royal Bank of Canada 0.00% due 5/18/2022

Royal Bank of Canada 15% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: $16.05; 70% of initial price due 5/19/2021

Royal Bank of Canada 0.00% due 5/20/2021

Royal Bank of Canada 0.00% due 5/20/2021

Royal Bank of Canada 0.00% due 7/20/2022

Royal Bank of Canada 2% for the first two quarters; after that, SOFR plus 80 bps; payable quarterly due 5/6/2022

Royal Bank of Canada 2% for the first six months; after that, the SOFR plus 80 bps; payable quarterly due 5/6/2022

Royal Bank of Canada 11.5% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date; Barrier level: $1,600.23, 70% of initial price due 5/19/2021

Royal Bank of Canada 0.00% due 5/17/2021

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,619.86, 70% of initial price due 5/3/2023

Royal Bank of Canada 10.25%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 5/3/2023

Royal Bank of Canada 12%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $242.30, 60% of initial share price due 5/3/2023

Royal Bank of Canada 7.6%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 2,004.37, 70% of initial price due 5/3/2023

Royal Bank of Canada 0.00% due 5/17/2021

Royal Bank of Canada 2.25% in years one and two, 2.5% in years three and four and 3% in year five; payable semiannually due 4/30/2025

Royal Bank of Canada 0.00% due 10/30/2025

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 0.00% due 4/30/2026

Royal Bank of Canada 0.00% due 6/30/2021

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 5/1/2025

Royal Bank of Canada 0.00% due 6/30/2021

Royal Bank of Canada 10.00% due 5/3/2021

Royal Bank of Canada 9.00% due 5/3/2021

Royal Bank of Canada 0.00% due 10/28/2021

Royal Bank of Canada 10.8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $169.78, 60% of initial price due 4/28/2022

Royal Bank of Canada 10.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $47.12, 60% of initial share price due 4/26/2023

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $164.51, 60% of initial share price due 4/26/2023

Royal Bank of Canada 10.1% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: $63.35, 60% of initial price due 5/5/2021

Royal Bank of Canada 0.00% due 5/4/2021

Royal Bank of Canada 0.00% due 5/4/2021

Royal Bank of Canada 0.00% due 4/22/2025

Royal Bank of Canada 0.00% due 4/22/2025

Royal Bank of Canada 0.00% due 5/3/2021

Royal Bank of Canada 0.00% due 5/3/2021

Royal Bank of Canada 0.00% due 10/18/2023

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $39.36, 65% of initial share price due 4/20/2023

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $265.05, 60% of initial share price due 4/20/2023

Royal Bank of Canada 0.00% due 4/20/2026

Royal Bank of Canada 0.00% due 4/20/2026

Royal Bank of Canada 7.25% due 4/19/2021

Royal Bank of Canada 7.5%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 4/19/2023

Royal Bank of Canada 10.25%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 4/19/2023

Royal Bank of Canada 0.00% due 4/29/2021

Royal Bank of Canada 8.00% due 4/20/2022

Royal Bank of Canada 8.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $160.79, 60% of initial share price due 4/13/2023

Royal Bank of Canada 0.00% due 4/14/2025

Royal Bank of Canada 0.00% due 10/15/2024

Royal Bank of Canada 0.00% due 4/17/2023

Royal Bank of Canada 0.00% due 4/11/2025

Royal Bank of Canada 0.00% due 7/28/2021

Royal Bank of Canada 0.00% due 4/22/2021

Royal Bank of Canada 0.00% due 7/9/2021

Royal Bank of Canada 0.00% due 5/10/2022

Royal Bank of Canada 9%, payable each quarter that index closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 1,742.06, 70% of initial price due 4/8/2025

Royal Bank of Canada 0.00% due 8/4/2021

Royal Bank of Canada 0.00% due 4/1/2025

Royal Bank of Canada 8%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 70% of initial basket level due 3/30/2023

Royal Bank of Canada 9.75%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 60% of initial basket level due 3/30/2023

Royal Bank of Canada 8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: 70% of initial prices due 3/30/2023

Royal Bank of Canada 0.00% due 3/31/2026

Royal Bank of Canada 0.00% due 3/30/2023

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 7.00% due 3/31/2022

Royal Bank of Canada 0.00% due 3/31/2026

Royal Bank of Canada 0.00% due 5/28/2021

Royal Bank of Canada 0.00% due 5/28/2021

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $155.06 for Apple, $63.22 for Disney, $217.79 for Netflix; 60% of initial prices due 3/2/2023

Royal Bank of Canada 0.00% due 7/1/2025

Royal Bank of Canada 0.00% due 3/31/2025

Royal Bank of Canada 0.00% due 3/31/2025

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 0.00% due 5/28/2021

Royal Bank of Canada 1.5% for the first three years; after that, equal to the two-year CMS rate, subject to an interest rate floor of 1.5% due 3/27/2025

Royal Bank of Canada 1.5% in years one and two, 1.75% in year three, 2% in year four and 2.5% in year five; payable semiannually due 3/27/2025

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 5.75% due 3/23/2023

Royal Bank of Canada 0.00% due 4/26/2021

Royal Bank of Canada 0.00% due 3/20/2025

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,013.49 for Amazon, $87.61 for Facebook, $643.80 for Alphabet and $179.30 for Netflix; 60% of initial prices due 3/21/2023

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,097.95 for Amazon, $60.96 for Target, $69.39 for Walmart; 65% of initial prices due 3/21/2023

Royal Bank of Canada 10.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $169.55 for Apple, $94.79 for Microsoft; 70% of initial prices due 3/21/2023

Royal Bank of Canada 10.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $13.29 for BofA, $57.43 for JPMorgan, $$26.77 for Citi; 65% of initial prices due 3/21/2023

Royal Bank of Canada 10.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $51.00 for PayPal, $22.70 for Square; 55% of initial prices due 3/21/2023

Royal Bank of Canada 11.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $24.98 for Valero, $20.69 for Exxon; 60% of initial prices due 3/21/2023

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $27.40, 50% of initial share price due 3/21/2023

Royal Bank of Canada 0.00% due 8/25/2021

Royal Bank of Canada 6%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 726.081 for Russell, 1,626.61 for S&P; 60% of initial levels due 9/18/2025

Royal Bank of Canada 0.00% due 3/16/2023

Royal Bank of Canada 0.00% due 3/18/2025

Royal Bank of Canada 0.00% due 4/5/2022

Royal Bank of Canada 0.00% due 3/14/2025

Royal Bank of Canada 18.2% per year, payable quarterly if least performing index closes at or above coupon barrier level on every day that quarter; Coupon barrier: 1,736.45 for S&P, 786.051 for Russell, 5,084.557 for Nasdaq, 70% of initial level due 3/17/2021

Royal Bank of Canada 3.25% until June 17, 2021, then SOFR plus 89 bps, subject to coupon floor of zero; payable quarterly due 3/17/2023

Royal Bank of Canada 15% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,918.97 for S&P, 5,604.283 for Nasdaq, 695.363 for Russell; 70% of initial levels due 9/15/2022

Royal Bank of Canada 0.00% due 3/13/2025

Royal Bank of Canada 12%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $186.32 for Apple, $105.43 for Microsoft; 70% of initial prices due 3/14/2023

Royal Bank of Canada 12%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $186.32 for Apple, $105.43 for Microsoft; 70% of initial prices due 3/14/2023

Royal Bank of Canada 0.00% due 3/12/2026

Royal Bank of Canada 0.00% due 4/9/2021

Royal Bank of Canada 0.00% due 3/12/2025

Royal Bank of Canada 10.6%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 5,971.236 for Nasdaq, 1,014.455 for Russell; 70% of initial levels due 3/9/2023

Royal Bank of Canada 12.25%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 2,080.66 for S&P, 1,014.455 for Russell; 70% of initial levels due 3/10/2022

Royal Bank of Canada 0.00% due 3/10/2025

Royal Bank of Canada 9.50% due 3/10/2022

Royal Bank of Canada 5.25%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,878.07 for S&P, 16,254.52 for Dow, 918.718 for Russell; 60% of initial levels due 9/9/2025

Royal Bank of Canada 5.3%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,802.02 for S&P, 15,550.45 for Dow, 891.650 for Russell; 60% of initial levels due 9/8/2025

Royal Bank of Canada 7.46%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,412.81, 75% of initial price due 3/3/2022

Royal Bank of Canada 9.2%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $144.35, 75% of initial share price due 3/3/2022

Royal Bank of Canada 0.00% due 3/4/2026

Royal Bank of Canada 0.00% due 3/6/2025

Royal Bank of Canada 10.75% annual rate, payable each quarter that Uber stock closes at or above coupon threshold level on determination date for that quarter; Coupon threshold: $22.02, 65% of initial share price due 3/4/2021

Royal Bank of Canada 0.00% due 6/3/2021

Royal Bank of Canada 12.50% due 3/13/2021

Royal Bank of Canada 13.6% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier level: $20.87 54.75% of initial price due 3/17/2021

Royal Bank of Canada 9.55% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,085.13 for S&P, 5,905.666 for Nasdaq, 1,048.509 for Russell; 70% of initial levels due 3/2/2023

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $53.05 for AbbVie, $44.82 for Gilead, $47.96 for Merck; 60% of initial prices due 3/2/2023

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,187.75 for Amazon, $118.32 for Facebook, $834.28 for Alphabet and $227.54 for Netflix; 60% of initial prices due 3/2/2023

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $21.44 for BofA, $88.65 for JPMorgan, $47.73for Citi; 70% of initial prices due 3/2/2023

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $19.91 for BofA, $82.32 for JPMorgan, $32.28 for U.S. Bancorp; 65% of initial prices due 3/2/2023

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $183.35 for Boeing, $6.57 for General Electric; 60% of initial prices due 3/2/2023

Royal Bank of Canada 10.00% due 3/2/2023

Royal Bank of Canada 0.00% due 8/29/2024

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 5.4%, payable each quarter that basket closes at or above coupon barrier on observation date for that quarter; Coupon barrier: 75% of initial basket level due 3/2/2023

Royal Bank of Canada 9.00% due 3/4/2021

Royal Bank of Canada 12.35%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $49.07 for Gilead, $146.83 for L3Harris; 70% of initial prices due 3/2/2022

Royal Bank of Canada 9%, payable quarterly if ETFs close at or above coupon barrier on observation date for that quarter; any previously unpaid coupons will also be paid; Coupon barriers: $87.66 for semiconductor ETF, $59.20 for biotech ETF, 65% of initial levels due 3/2/2023

Royal Bank of Canada 0.00% due 3/2/2026

Royal Bank of Canada 0.00% due 8/28/2025

Royal Bank of Canada 0.00% due 2/28/2025

Royal Bank of Canada 0.00% due 8/28/2025

Royal Bank of Canada 0.00% due 3/2/2026

Royal Bank of Canada 0.00% due 2/28/2025

Royal Bank of Canada 12.4% annualized, plus any previously unpaid coupons, if stock closes at or above barrier level on quarterly observation date; Barrier level: $22.61, 80% of initial price due 3/10/2021

Royal Bank of Canada 7% per year, payable each quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 2,271.54 for S&P, 1,141.490 for Russell; 70% of initial levels due 3/1/2021

Royal Bank of Canada 1.9% for the first year; after that, the SOFR plus 29.5 bps; payable quarterly due 2/27/2023

Royal Bank of Canada 9.00% due 2/25/2021

Royal Bank of Canada 9.30% due 2/25/2021

Royal Bank of Canada 9.25% due 2/26/2021

Royal Bank of Canada 0.00% due 8/26/2021

Royal Bank of Canada 0.00% due 8/26/2021

Royal Bank of Canada 10% per year, payable quarterly plus any previously unpaid contingent coupons if shares close at or above coupon barrier price on any quarterly observation date; Coupon barrier: $36.03, 78% of initial share price due 3/10/2021

Royal Bank of Canada 7%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barriers: $126.61 for iShares Russell, $41.09 for Energy, $76.29 for Technology, 75% of initial levels due 2/25/2025

Royal Bank of Canada 8.00% due 2/25/2021

Royal Bank of Canada 8.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; $194.97 for Apple, $40.36 for Intel, $111.21 for Microsoft, 60% of initial prices due 2/17/2023

Royal Bank of Canada 8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $22.95 for AT&T, 90.02p for Vodafone, $35.11 for Verizon; 60% of initial prices due 2/17/2023

Royal Bank of Canada 8.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $24.40 for BofA, $55.15 for Citi, $96.22 for JPMorgan; 70% of initial prices due 2/17/2023

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $204.29 for Valero, $7.70 for Exxon; 60% of initial prices due 2/17/2023

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $82.79 for Caterpillar, $29.18 for Dow; 60% of initial prices due 2/17/2023

Royal Bank of Canada 10.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $77.06 for Chevron, $97.68 for Disney, $38.58 for U.S. Bancorp; 70% of initial prices due 2/17/2022

Royal Bank of Canada 8.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $206.90 for Costco, $75.81 for Target, $76.63 for Walmart; 65% of initial prices due 2/17/2023

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $67.64 for PayPal, $45.02 for Square; 55% of initial prices due 2/17/2023

Royal Bank of Canada 8.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $113.97 for salesforce, $213.70 for ServiceNow; 60% of initial prices due 2/17/2023

Royal Bank of Canada 11%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $23.80, 60% of initial price due 2/17/2023

Royal Bank of Canada 0.00% due 2/20/2026

Royal Bank of Canada 12% annual rate, payable each quarter that Uber stock closes at or above coupon threshold level on determination date for that quarter; Coupon threshold: $27.76, 70% of initial share price due 8/19/2020

Royal Bank of Canada 4.00% due 2/20/2025

Royal Bank of Canada 0.00% due 5/19/2021

Royal Bank of Canada 7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 2,366.11 for S&P, 1,181.309 for Russell; 70% of initial levels due 2/17/2022

Royal Bank of Canada 4.25%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,024.36 for S&P, 17,653.99 for Dow; 60% of initial levels due 2/19/2027

Royal Bank of Canada 0.00% due 5/18/2021

Royal Bank of Canada 8.20% due 2/18/2021

Royal Bank of Canada 5.25%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 2,196.64 for S&P, 19,208.42 for Dow, 1,098.095 for Russell; 65% of initial levels due 8/15/2025

Royal Bank of Canada 4.40% due 2/16/2022

Royal Bank of Canada 5.25% due 2/16/2022

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $206.80 for Boeing, $35.51 for Cardinal, $32.05 for Walgreens; 60% of initial prices due 2/15/2022

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $43.42, 65% of initial share price due 2/11/2021

Royal Bank of Canada 5.5% per year, payable semiannually if each ETF closes at or above trigger level on observation date for that period; Trigger levels: $215.93 for S&P, $148.98 for QQQ, $28.18 for EM; 65% of initial share prices due 2/10/2023

Royal Bank of Canada 0.00% due 2/12/2024

Royal Bank of Canada 0.00% due 6/9/2022

Royal Bank of Canada 12% per year, payable quarterly plus any previously unpaid contingent coupons if shares close at or above coupon barrier price on any quarterly observation date; Coupon barrier/trigger price: $250.32, 68.25% of initial share price due 2/24/2021

Royal Bank of Canada 6.25%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon barrier/thresholds: 6,580.769 for Nasdaq, 1,159.745 for Russell and 2,329.40 for S&P; 70% of initial levels due 2/10/2022

Royal Bank of Canada 0.00% due 2/23/2021

Royal Bank of Canada 2.05% for the first six months; after that, the interest rate is Libor plus 25 bps, subject to a coupon floor of 0.25%; payable quarterly due 2/10/2023

Royal Bank of Canada 16.6% annualized, plus any previously unpaid coupons, if stock closes at or above barrier price on quarterly observation date; Barrier price: $37.09, 60% of initial price due 2/22/2021

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; any previously unpaid coupons will also be paid; Coupon barrier: $25.22, 75% of initial levels due 2/9/2022

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $60.10, 80% of initial level due 2/8/2022

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $26.38, 80% of initial price due 2/8/2021

Royal Bank of Canada 0.00% due 2/3/2022

Royal Bank of Canada 0.00% due 2/3/2023

Royal Bank of Canada 9.5% annual rate, payable each quarter that Alcoa stock closes at or above downside threshold level on determination date for that quarter; Downside threshold: $8.37, 60% of initial share price due 2/4/2021

Royal Bank of Canada 11.15% annual rate, payable each quarter that Shake Shack stock closes at or above downside threshold level on determination date for that quarter; Downside threshold: $40.47, 60% of initial share price due 2/4/2021

Royal Bank of Canada 8% annual rate, payable each quarter that Twitter stock closes at or above coupon threshold level on determination date for that quarter; Coupon threshold: $19.49, 60% of initial share price due 2/4/2021

Royal Bank of Canada 16.5% annual rate, payable each quarter that Uber stock closes at or above coupon threshold level on determination date for that quarter; Coupon threshold: $27.22, 75% of initial share price due 2/3/2022

Royal Bank of Canada 12% per year, payable quarterly if the shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $23.59, 65% of initial share price due 2/4/2021

Royal Bank of Canada 11% per year, payable quarterly if the shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $75.70, 60% of initial share price due 2/4/2021

Royal Bank of Canada 9.05%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $105.89, 80% of initial level due 2/3/2022

Royal Bank of Canada 11.23%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $224.31, 65% of initial level due 2/3/2022

Royal Bank of Canada 0.00% due 2/6/2023

Royal Bank of Canada 0.00% due 7/8/2021

Royal Bank of Canada 0.00% due 3/25/2021

Royal Bank of Canada 6.16% per year, payable quarterly if each index closes at or above its coupon barrier on the observation date for that quarter; Coupon barriers: 20,114.12 for Dow, 6,371.129 Nasdaq, 1,154.455 for Russell; 70% of initial levels due 2/3/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $136.29 for Amgen, $75.29 for Texas Instruments, $169.74 for UnitedHealth; 60% of initial prices due 2/2/2023

Royal Bank of Canada 10.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $27.65 for Micron, $122.77 for Nvidia; 50% of initial prices due 2/2/2023

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $18.52, 50% of initial price due 2/2/2023

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $56.20 for Valero, $41.67 for Exxon; 65% of initial prices due 2/2/2023

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada 0.00% due 1/25/2024

Royal Bank of Canada 2.25% in years one through three, 2.5% in years four through six, 3% in years seven and eight and 3.25% in years nine and 10; payable semiannually due 1/31/2030

Royal Bank of Canada 2% in years one through 2.5, 2.1% in years 2.5 to three and 2.25% for years three to 3.5; payable semiannually due 7/31/2023

Royal Bank of Canada 7.85%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $51.72, 80% of initial price due 2/2/2021

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $190.61 for Apple, $83.02 for Disney, $209.11 for Netflix; 60% of initial prices due 2/2/2023

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $190.61 for Apple, $83.02 for Disney, $209.11 for Netflix; 60% of initial prices due 2/2/2023

Royal Bank of Canada 8%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $26.62 for iShares China, $18.40 for Market Vectors Gold, 65% of initial levels due 2/2/2023

Royal Bank of Canada 8.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $40.67 for Lennar, $262.30 for Lockheed, $23.15 for AT&T; 60% of initial prices due 2/2/2023

Royal Bank of Canada 8.15%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $36.03 for banking ETF, $59.66 for biotech ETF, 65% of initial levels due 2/2/2022

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $69.53 for Walmart, $68.56 for Target, $72.25 for Lowe’s; 60% of initial prices due 2/2/2023

Royal Bank of Canada 0.00% due 2/2/2022

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 2/2/2026

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 11/2/2023

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 2/2/2026

Royal Bank of Canada 12.75%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon barrier price: $15.46, 70% of initial price due 2/2/2022

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 2.3% in years one through three, 2.45% in year four and 2.6% in year five; payable semiannually due 1/30/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 13.6%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $33.18, 60% of initial price due 2/3/2022

Royal Bank of Canada 0.00% due 2/1/2022

Royal Bank of Canada 0.00% due 2/1/2022

Royal Bank of Canada 0.00% due 1/27/2023

Royal Bank of Canada 5.25% per year, paid quarterly if all indexes close above coupon barriers any observation date for that quarter; Coupon barrier levels: 1,977.28 for S&P 500, 997.339 for Russell and 17,393.84 for Dow and 5,484.880 for Nasdaq, 60% of initial levels due 7/29/2025

Royal Bank of Canada 12% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier price: $83.41, 61.9% of initial price due 1/27/2022

Royal Bank of Canada 8.3% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,327.88 for S&P, 6,451.889 for Nasdaq, 1,179.508 for Russell; 70% of initial levels due 7/28/2022

Royal Bank of Canada 2% in year one; in years two and three, SOFR plus 40 bps, subject to coupon floor of zero; payable quarterly due 1/30/2023

Royal Bank of Canada 9.9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $18.52, 50% of initial price due 1/26/2023

Royal Bank of Canada 5.75%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $31.54, 70% of initial price due 1/27/2023

Royal Bank of Canada 9.00% due 1/25/2021

Royal Bank of Canada 7.75% due 1/25/2021

Royal Bank of Canada 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $163.64, 77% of initial price due 1/22/2021

Royal Bank of Canada 0.00% due 1/22/2024

Royal Bank of Canada 1.8% for the first six months; after that, the interest rate is SOFR plus 40 bps; payable quarterly due 1/24/2022

Royal Bank of Canada 0.00% due 5/6/2021

Royal Bank of Canada 0.00% due 5/5/2021

Royal Bank of Canada 0.00% due 5/5/2021

Royal Bank of Canada 14.12% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $31.73, 50% of initial price due 2/3/2021

Royal Bank of Canada 0.00% due 1/21/2022

Royal Bank of Canada 9.4%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $92.32, 80% of initial price due 1/22/2021

Royal Bank of Canada 0.00% due 1/22/2026

Royal Bank of Canada 0.00% due 1/26/2022

Royal Bank of Canada 11.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $24.27, 50% of initial price due 1/20/2023

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $186.80 for Apple, $77.53 for Intel, $97.91 for Microsoft; 60% of initial prices due 1/20/2023

Royal Bank of Canada 8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $22.72 for AT&T, £94.78 for Vodafone, $35.46 for Verizon; 60% of initial prices due 1/20/2023

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $181.39 for Boeing, $6.53 for General Electric; 55% of initial prices due 1/20/2023

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $23.54, 50% of initial price due 1/20/2023

Royal Bank of Canada 12%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $259.25, 50% of initial price due 1/20/2023

Royal Bank of Canada 0.00% due 3/16/2022

Royal Bank of Canada 9.1%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $28.26, 80% of initial price due 1/20/2022

Royal Bank of Canada 8.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,298.21 for S&P, 6,323.394 for Nasdaq, 1,173.019 for Russell; 70% of initial levels due 1/20/2023

Royal Bank of Canada 0.00% due 1/26/2022

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $157.71, 75% of initial price due 1/14/2021

Royal Bank of Canada 11.25%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon/barrier price: $23.03, 75% of initial price due 1/13/2022

Royal Bank of Canada 0.00% due 1/13/2022

Royal Bank of Canada 6.7% per year, payable quarterly if each ETF closes at or above its coupon barrier on observation date that period; Coupon barriers: $115.72 for Russell, $152.01 for QQQ; 70% of initial levels due 1/12/2023

Royal Bank of Canada 2% in year one; in year two, Libor plus 12 bps; payable quarterly due 1/10/2022

Royal Bank of Canada 0.00% due 2/19/2021

Royal Bank of Canada 0.00% due 1/21/2021

Royal Bank of Canada 0.00% due 1/3/2024

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $1,121.88 for Amazon, $77.53 for Target, $71.75 for Walmart; 60% of initial prices due 12/30/2022

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $173.88 for Apple, $36.05 for Intel, $95.38 for Microsoft; 60% of initial prices due 12/29/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $181.58 for Boeing, $6.15 for GE; 55% of initial prices due 12/30/2022

Royal Bank of Canada 7.25%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $31.55 for ETF, 2,268.01 for S&P 500, 2,647.59 for Euro Stoxx 50, 70% of initial levels due 12/31/2026

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter in which case a coupon will also be paid for any previously unpaid quarter; Coupon barrier/triggers: $53.28 for Qualcomm and $139.96 for Palo Alto Networks; 60% of initial prices due 12/30/2021

Royal Bank of Canada 9.1%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $78.24 for semiconductor, $12.86 for oil and gas, 55% of initial levels due 12/30/2021

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $15.09, 50% of initial price due 12/30/2022

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 14% per year, payable monthly if the shares close at or above downside threshold level on determination date for that month; Downside threshold: $246.82, 75% of initial share price due 7/2/2020

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 5.12% due 12/10/2020

Royal Bank of Canada 0.00% due 1/5/2023

Royal Bank of Canada 6.3%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 19,757.79 for Hang Seng, 2,268.01 for S&P; 70% of initial levels due 1/2/2025

Royal Bank of Canada 0.00% due 10/1/2025

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 10/13/2021

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 0.00% due 12/30/2024

Royal Bank of Canada 0.00% due 12/31/2024

Royal Bank of Canada 8.5% annualized rate, payable monthly if each stock closes at or above coupon barrier price, on valuation for that period; Coupon barrier prices: $184.60 for Apple, $89.18 for JPMorgan, $127.53 for McDonald’s, 65% of initial levels due 12/29/2022

Royal Bank of Canada 9%, payable monthly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barriers: $43.39 for Energy, $44.79 for Utilities, $16.60 for Oil, 70% of initial levels due 12/29/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $33.38 for Lennar, $235.14 for Lockheed, $23.44 for AT&T; 60% of initial prices due 12/29/2022

Royal Bank of Canada 5.6%, payable monthly if each fund closes at or above coupon barrier level on observation date for that period; Coupon barrier/trigger prices: $22.22 for Gold, $13.02 for Silver; 80% of initial stock prices due 12/27/2024

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 12/29/2025

Royal Bank of Canada 9.4%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon/barrier price: $169.99, 60% of initial price due 12/29/2021

Royal Bank of Canada 12.75%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon/barrier price: $84.14, 60% of initial price due 12/29/2021

Royal Bank of Canada 7.75%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 1,253.927 for Russell, 2,415.92 for S&P, 2,832.42 for Stoxx, 75% of initial levels due 12/22/2022

Royal Bank of Canada 6.6%, payable quarterly if each ETF closes at or above coupon barrier on quarterly observation date; Coupon barriers: $31.23 for EM ETF, $116.18 for Russell ETF; 70% of initial levels due 12/23/2022

Royal Bank of Canada 7.75%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 2,254.85 for S&P, 6,074.944 for Nasdaq; 70% of initial levels due 12/23/2022

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 0.00% due 5/23/2022

Royal Bank of Canada 0.00% due 2/25/2021

Royal Bank of Canada 2.4% per year in years one through five, 2.6% per year in years six and seven, 3% per year in year eight and 3.25% per year during the last six months; payable semiannually due 6/23/2028

Royal Bank of Canada 7.50% due 1/8/2021

Royal Bank of Canada 9% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 2,404.03 for S&P 500 and 1,250.231 for Russell 2000, or 75% of initial levels due 12/23/2021

Royal Bank of Canada 7.00% due 12/23/2021

Royal Bank of Canada 0.00% due 1/5/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,056.56 for Amazon, $76.33 for Target, $72.17 for Walmart; 60% of initial prices due 12/16/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $165.09 for Apple, $34.67 for Intel, $92.72 for Microsoft; 60% of initial prices due 12/16/2022

Royal Bank of Canada 8.5%, payable quarterly if all stocks finish above their 60% coupon barriers on related observation date due 12/16/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $24.11 for Bank of America, $53.47 for Citigroup and $95.77 for JPMorgan, or 70% of initial share prices due 12/16/2022

Royal Bank of Canada 10.75%, payable quarterly if each stock closes at or above trigger level on observation date for that quarter; Trigger levels: $34.63 for Dow and $109.71 for 3M, 65% of initial share prices due 12/16/2022

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $23.38, 50% of initial share price due 12/16/2022

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $64.89, 50% of initial share price due 12/16/2022

Royal Bank of Canada 0.00% due 1/5/2022

Royal Bank of Canada 14.18% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/buffer price: $32.73, 70% of initial price due 12/30/2020

Royal Bank of Canada 6.5% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 1,146.583 for Russell 2000 and 2,611.75 for Euro Stoxx 50, or 70% of initial levels due 12/16/2022

Royal Bank of Canada 9.64% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 2,376.60 for S&P 500 and 1,228.482 for Russell 2000, or 75% of initial levels due 12/16/2021

Royal Bank of Canada 7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 2,218.16 for S&P, 19,381.43 for Hang Seng; 70% of initial levels due 12/16/2022

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $39.52, 60% of initial price due 12/17/2020

Royal Bank of Canada 0.00% due 12/16/2021

Royal Bank of Canada 0.00% due 9/9/2021

Royal Bank of Canada 0.00% due 6/15/2023

Royal Bank of Canada 0.00% due 6/15/2023

Royal Bank of Canada 5.00% due 12/10/2020

Royal Bank of Canada 10.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $158.47, 70% of initial share price due 12/9/2021

Royal Bank of Canada 9.4%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger prices: $61.38 for SPDR Biotech, $57.04 for Technology Select Sector; 65% of initial stock prices due 12/9/2021

Royal Bank of Canada 0.00% due 6/10/2021

Royal Bank of Canada 12%, contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 2,359.43 for S&P 500, 1,225.378 for Russell and 6,298.025 for Nasdaq, 75% of initial levels due 12/9/2021

Royal Bank of Canada 8% per year, payable quarterly if each index closes at or above downside threshold on observation date for that quarter; Downside thresholds: 2,359.43 for S&P 500 and 1,225.378 for Russell 2000, or 75% of initial levels due 12/9/2021

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $880.35 for Amazon, $99.36 for Facebook, $659.47 for Alphabet and $152.16 for Netflix; 50% of initial prices due 12/9/2024

Royal Bank of Canada 10.4%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon/barrier price: $1,408.55, 80% of initial price due 12/9/2021

Royal Bank of Canada 11%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Coupon/barrier price: $105.87, 80% of initial price due 12/9/2021

Royal Bank of Canada 10.1%, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter; Coupon/barrier price: $119.88, 80% of initial price due 12/9/2021

Royal Bank of Canada 7.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $64.89, 75% of initial share price due 12/7/2021

Royal Bank of Canada 0.00% due 3/3/2021

Royal Bank of Canada 0.00% due 1/5/2021

Royal Bank of Canada 8.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,078.16 for Amazon, $116.82 for Alibaba; 60% of initial prices due 12/1/2022

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $132.15 for Apple, $75.82 for Disney, $156.25 for Netflix; 50% of initial prices due 12/1/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $186.76 for Boeing and $5.68 for GE; 50% of initial prices due 12/1/2022

Royal Bank of Canada 8.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $87.65 for Caterpillar, $101.54 for 3M; 60% of initial prices due 12/1/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that period; Coupon barriers: $37.73 for Coca-Cola, $135.81 for McDonald's and $59.19 Starbucks; 70% of initial prices due 12/1/2022

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $55.07 for Discover, $99.38 for PNC; 65% of initial prices due 6/1/2022

Royal Bank of Canada 12.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier price: $24.50, 50% of initial share price due 12/1/2022

Royal Bank of Canada 0.00% due 12/2/2022

Royal Bank of Canada 0.00% due 12/2/2025

Royal Bank of Canada 0.00% due 8/28/2025

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 12/1/2025

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 12/1/2025

Royal Bank of Canada 0.00% due 1/29/2021

Royal Bank of Canada 5.75% contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 2,036.87 for S&P, 1,054.238 for Russell, 5,441.753 for Nasdaq, 65% of initial levels due 5/30/2025

Royal Bank of Canada 10.5%, contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 2,350.23 for S&P 500, 1,216.428 for Russell and 6,278.946 for Nasdaq, 75% of initial levels due 12/1/2021

Royal Bank of Canada 0.00% due 12/1/2025

Royal Bank of Canada 2.1% in years one through three, 2.3% in year four and 2.75% in year five; payable semiannually due 11/27/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 0.00% due 11/29/2024

Royal Bank of Canada 10%, payable monthly if each stock closes at or above coupon barrier on observation date for that month; Coupon barriers: $22.65 for AT&T, $35.27 for Lennar, $324.44 for Lockheed Martin; 60% of initial prices due 11/28/2022

Royal Bank of Canada 9.2%, payable monthly if each stock closes at or above coupon barrier on observation date for that month; Coupon barriers: $19.91 for BofA, $132.17 for Goldman, $32.57 for Wells; 60% of initial prices due 11/28/2022

Royal Bank of Canada 7.4%, payable monthly if each stock closes at or above coupon barrier on observation date for that month; Coupon barriers: $19.91 for BofA, $78.47 for JPMorgan, $36.03 for U.S. Bancorp; 60% of initial prices due 11/28/2022

Royal Bank of Canada 8.1%, payable each quarter that ETF closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $30.21, 70% of initial price due 11/27/2020

Royal Bank of Canada 8.5%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,332.72 for S&P, 1,191.707 for Russell, 6,204.040 for Nasdaq, 75% of initial levels due 11/26/2021

Royal Bank of Canada 0.00% due 11/28/2022

Royal Bank of Canada 0.00% due 11/28/2022

Royal Bank of Canada 0.00% due 11/28/2023

Royal Bank of Canada 8.65% per year, payable monthly if the shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $259.94, 70% of initial share price due 11/27/2020

Royal Bank of Canada 1.00% due 11/28/2023

Royal Bank of Canada 9.00% due 11/26/2021

Royal Bank of Canada 8% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $993.67, 76.81% of initial price due 12/9/2020

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $34.50, 76.92% of initial price due 12/9/2020

Royal Bank of Canada 2.5% in years one through five, 2.75% in years six through seven and 3% in year eight; payable semiannually due 11/26/2027

Royal Bank of Canada 2.5% in years one through four, 2.75% in years five through seven, 3.25% in years eight through 10 and 4% in years 11 through 12; payable semiannually due 11/26/2031

Royal Bank of Canada 2% in years one and two, 2.25% in year three and 2.5% onwards; payable semiannually due 5/26/2023

Royal Bank of Canada 3.75% for first two years; after that, 10 times the 30-year CMS rate over the five-year CMS rate, subject to a 0% floor and a maximum rate of 5%; payable quarterly due 11/27/2034

Royal Bank of Canada 3.75% for first two years; after that, 10 times spread of 30-year CMS rate over five-year CMS rate, subject to minimum of zero and maximum of 5% per year; payable annually due 11/27/2034

Royal Bank of Canada 8.15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $233.84 for S&P, $119.19 for Russell, $152.18 for Invesco; 75% of initial share prices due 11/19/2020

Royal Bank of Canada 7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: $110.96 for Russell, $142.15 for Invesco; 70% of initial levels due 11/23/2022

Royal Bank of Canada 9.15%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $172.74 for Apple and $126.82 for Facebook, 65% of initial share prices due 11/18/2022

Royal Bank of Canada 8.5%, payable quarterly if all stocks finish above their 60% coupon barriers on related observation date due 11/18/2022

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $21.40 for Bank of America, $143.16 for Goldman Sachs and $84.19 for JPMorgan, or 65% of initial share prices due 11/18/2022

Royal Bank of Canada 10.75%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $169.36 for Biogen and $39.04 for Gilead Sciences, or 60% of initial share prices due 11/18/2022

Royal Bank of Canada 8.8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $122.51, or 60% of initial share price due 11/18/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $127.41 for UnitedHealth Group and $175.11 for Cigna; 65% of initial prices due 11/18/2022

Royal Bank of Canada 8% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $23.37, 70.97% of initial price due 11/17/2021

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $64.10, 75.5% of initial price due 11/18/2022

Royal Bank of Canada 5.75%, payable quarterly if ETF closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $216.69, 70% of initial price due 11/17/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $59.35, 64.15% of initial price due 11/18/2022

Royal Bank of Canada 11.20% due 11/19/2020

Royal Bank of Canada 0.00% due 1/19/2021

Royal Bank of Canada 7.1%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 2,473.47 for S&P 500, 1,276.094 for Russell 2000, 80% of initial levels due 11/17/2020

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupons; coupon barriers: $27.42 for AT&T, $33.86 for Cisco, 70% of initial levels due 5/17/2021

Royal Bank of Canada 0.00% due 12/3/2020

Royal Bank of Canada 8.25% due 11/16/2020

Royal Bank of Canada 10.35% due 11/16/2020

Royal Bank of Canada 8% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $103.51 for Cigna, $141.33 for UnitedHealth, or 55% of initial share prices due 11/14/2024

Royal Bank of Canada 15% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $122.22, 61.7% of initial price due 11/25/2020

Royal Bank of Canada 9.47%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,115.793 for Russell, 5,753.752 for Nasdaq; 70% of initial levels due 11/10/2022

Royal Bank of Canada 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,159.63 for S&P, 5,753.752 for Nasdaq, 1,115.793 for Russell; 70% of initial levels due 2/10/2023

Royal Bank of Canada 0.00% due 8/26/2021

Royal Bank of Canada 0.00% due 1/13/2022

Royal Bank of Canada 0.00% due 1/12/2022

Royal Bank of Canada 0.00% due 4/7/2021

Royal Bank of Canada 14.4% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $32.09 for bank ETF, $58.20 for biotech ETF, $59.58 for tech ETF; 70% of initial share prices due 11/9/2021

Royal Bank of Canada 4.08% due 2/9/2021

Royal Bank of Canada 10.5% per year, payable monthly if the shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $12.36, 60% of initial share price due 11/5/2020

Royal Bank of Canada 7.55%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $107.53, 75% of initial price due 11/3/2021

Royal Bank of Canada 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $67.16, 75% of initial price due 11/3/2021

Royal Bank of Canada 0.00% due 1/7/2021

Royal Bank of Canada 0.00% due 11/5/2021

Royal Bank of Canada 0.00% due 11/4/2021

Royal Bank of Canada 12%, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; coupon barrier: $19.22, 70% of initial level due 11/3/2021

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $145.97 for Apple, $33.80 for Intel, $85.70 for Microsoft; 60% of initial prices due 11/3/2022

Royal Bank of Canada 8.5% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $106.79 for Cigna and $151.37 for UnitedHealth, or 60% of initial share prices due 11/3/2022

Royal Bank of Canada 9.3% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $77.36 for J.B. Hunt and $110.62 for Union Pacific, or 65% of initial share prices due 11/3/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $134.83 for McDonald's, $58.89 for Starbucks, $76.80 for YUM!, 70% of initial prices due 11/3/2022

Royal Bank of Canada 8.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $168.73, 60% of initial price due 11/3/2022

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $52.50 for PayPal, $31.21 for Square; 50% of initial prices due 11/3/2022

Royal Bank of Canada 8.65%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger prices: $57.55 for SPDR Biotech, $66.03 for Health Care Select Sector; 70% of initial stock prices due 11/3/2022

Royal Bank of Canada 5.2% contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 1,822.13 for S&P 500, 946.244 for Russell and 16,242.85 for Dow, 60% of initial levels due 5/2/2025

Royal Bank of Canada 2.6% in years one through five, 2.85% in years six through eight and 3.1% onwards; payable semiannually due 10/31/2029

Royal Bank of Canada 2% in years one and two, 2.25% in year three, 2.5% in year four and 2.75% in year five; payable semiannually due 10/31/2024

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $44.58, 61% of initial price due 11/3/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $107.12, 75% of initial price due 11/3/2022

Royal Bank of Canada 7.45% due 10/30/2020

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 0.00% due 10/31/2025

Royal Bank of Canada 0.00% due 9/29/2021

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 8%, payable semiannually if stock closes at or above coupon barrier level on related semiannual observation date; Coupon barrier: $43.20, 70.75% of initial price due 11/2/2021

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 0.00% due 10/30/2023

Royal Bank of Canada 14.48%, payable quarterly if each ETF closes at or above trigger price on observation date for that quarter; Trigger prices: $31.23 for bank ETF, $56.95 for biotech ETF and $58.04 for tech fund, or 70% of initial share prices due 10/28/2021

Royal Bank of Canada 12% per year, payable monthly if the shares close at or above downside threshold level on determination date for that quarter; Downside threshold: $11.79, 60% of initial share price due 10/29/2020

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $1,409.06, 80% of initial share price due 10/28/2021

Royal Bank of Canada 9.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $112.58, 80% of initial share price due 10/28/2021

Royal Bank of Canada 2.35% in years one through three, 2.5% in years four through six, 2.75% in year seven and 3% in year eight; payable semiannually due 10/29/2027

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $42.26, 75% of initial price due 10/28/2020

Royal Bank of Canada 7.02%, payable quarterly if index closes at or above coupon barrier level on related quarterly observation date after six months; Coupon barrier: 21,556.45, 80% of initial price due 10/29/2021

Royal Bank of Canada 0.00% due 12/24/2020

Royal Bank of Canada 0.00% due 10/29/2021

Royal Bank of Canada 0.00% due 4/29/2025

Royal Bank of Canada 0.00% due 12/23/2020

Royal Bank of Canada 7%, payable monthly due 10/27/2020

Royal Bank of Canada 10%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 10/26/2021

Royal Bank of Canada 8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $19.73 for BofA, $35.80 of U.S. Bancorp, $78.36 of JPMorgan, 65% of initial prices due 10/21/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $39.70 for CVS, $33.18 for Walgreens; 60% of initial prices due 10/21/2022

Royal Bank of Canada 0.00% due 4/25/2025

Royal Bank of Canada 0.00% due 4/23/2026

Royal Bank of Canada 0.00% due 7/23/2025

Royal Bank of Canada 16% per year, payable monthly if Nvidia shares close at or above downside threshold level on determination date for that month; Downside threshold: $133.34, 70% of initial share price due 4/23/2020

Royal Bank of Canada 2% initially, stepping up to 2.1% in year three, to 2.5% in year four and to 2.75% in year five; payable semiannually due 10/22/2024

Royal Bank of Canada 0.00% due 12/24/2020

Royal Bank of Canada 10.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,066.46 for Amazon, $179.27 for Costco, $67.31 for Target, 60% of initial prices due 10/20/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $140.62 for Apple, $31.47 for Intel and $84.25 for Microsoft, 60% of initial prices due 10/20/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $22.67 for AT&T, £96.38 for Vodafone and $36.17 for Verizon, 60% of initial prices due 10/20/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $19.61 for BofA, $45.18 of Citi, $77.79 of JPMorgan, 65% of initial prices due 10/20/2022

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $186.22 for Boeing, $4.45 for GE; 50% of initial prices due 10/20/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $39.25 for CVS, $32.80 for Walgreens; 60% of initial prices due 10/20/2022

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $45.16, 50% of initial price due 10/20/2022

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $260.70, 70% of initial price due 10/20/2022

Royal Bank of Canada 5.25% contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 1,793.81 for S&P 500, 1,793.81 for Russell and 16,201.19 for Dow, 60% of initial levels due 4/22/2025

Royal Bank of Canada 0.00% due 1/22/2021

Royal Bank of Canada 0.00% due 10/21/2021

Royal Bank of Canada 7.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; any previously unpaid coupons will also be paid; Coupon barrier: $19.32, 65% of initial levels due 10/20/2020

Royal Bank of Canada 0.00% due 4/17/2026

Royal Bank of Canada 0.00% due 3/16/2022

Royal Bank of Canada 0.00% due 2/5/2021

Royal Bank of Canada 0.00% due 11/15/2021

Royal Bank of Canada 10.25% per year, payable quarterly if each index closes at or above its coupon barrier on each day during that quarter; Coupon barriers: 2,043.58 for S&P 500, 1,035.623 for Russell 2000 and 5,838.370 for Nasdaq-100, or 70% of initial levels due 10/14/2022

Royal Bank of Canada 6%, payable quarterly if each index closes at or above trigger level on observation date for that quarter; Trigger levels: 1,771.21 for S&P 500, 900.421 for Russell 2000 and 15,944.23 for Dow industrials, or 60% of initial levels due 4/9/2025

Royal Bank of Canada 13.2% contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 2,214.01 for S&P 500, 1,125.527 for Russell and 5,815.577 for Nasdaq, 75% of initial levels due 10/7/2021

Royal Bank of Canada 8.4% per year, payable each quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 2,033.15 for S&P, 1,036.910 for Russell; 70% of initial levels due 7/8/2020

Royal Bank of Canada 0.00% due 11/16/2020

Royal Bank of Canada 0.00% due 6/9/2021

Royal Bank of Canada 0.00% due 10/4/2021

Royal Bank of Canada 0.00% due 10/5/2021

Royal Bank of Canada 12.07%, payable quarterly if each asset closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,216.381 for Russell, 6,145.263 for Nasdaq, $214.39 for ETF; 80% of initial levels due 9/30/2021

Royal Bank of Canada 14.86% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $30.32 for bank ETF, $53.52 for biotech ETF, $55.78 for tech ETF; 70% of initial share prices due 9/30/2021

Royal Bank of Canada 0.00% due 10/2/2023

Royal Bank of Canada 0.00% due 11/27/2020

Royal Bank of Canada 10.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $109.95 for Apple, $65.64 for Disney, $131.66 for Netflix; 50% of initial prices due 9/29/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $490.54 for Chipotle, $127.56 for McDonald's, $67.69 for YUM!; 60% of initial prices due 9/29/2022

Royal Bank of Canada 9.25% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $29.30 for Cisco and $30.55 for Intel, or 60% of initial share prices due 9/29/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $187.37 for Costco, $69.09 for Target, $76.90 for Walmart; 65% of initial prices due 9/29/2022

Royal Bank of Canada 8.5% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $160.85 for Home Depot and $77.50 for Lowe’s, or 70% of initial share prices due 9/29/2022

Royal Bank of Canada 9.25% annual rate payable quarterly if both stocks finish above their 60% coupon barriers on the relevant observation date due 9/29/2022

Royal Bank of Canada 9.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $157.99, 60% of initial price due 9/29/2022

Royal Bank of Canada 10.25% per year, payable quarterly, plus any previously unpaid coupons, if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $114.83 for Palo Alto, $42.54 for Qualcomm, or 55% of initial share prices due 9/30/2021

Royal Bank of Canada 0.00% due 10/1/2025

Royal Bank of Canada 0.00% due 9/30/2021

Royal Bank of Canada 0.00% due 11/27/2020

Royal Bank of Canada 5.25% contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 1,786.57 for S&P 500, 919.996 for Russell and 16,134,67 for Dow, 60% of initial levels due 3/31/2025

Royal Bank of Canada 0.00% due 9/27/2024

Royal Bank of Canada 2.25% initially, stepping up to 2.5% in years three through four and to 2.75% in year five; payable semiannually due 9/30/2024

Royal Bank of Canada 2.35% initially, stepping up to 2.5% in years five through seven and to 2.75% in years eight through 10; payable semiannually due 9/30/2029

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 9.7% per year if Boeing shares close at or above downside threshold level on observation date for that quarter; Downside threshold: $251.03, 65% of initial share price due 9/30/2021

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 9/30/2025

Royal Bank of Canada 0.00% due 9/28/2023

Royal Bank of Canada 0.00% due 12/31/2025

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $1,297.07, 73.35% of initial price due 10/13/2020

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $160.69, 72.7% of initial price due 10/13/2020

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $47.20, 75% of initial price due 9/30/2020

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 11/15/2021

Royal Bank of Canada 7.47% due 9/30/2020

Royal Bank of Canada 0.00% due 10/15/2020

Royal Bank of Canada 8.25% due 9/28/2020

Royal Bank of Canada 7.05% due 9/28/2020

Royal Bank of Canada 2.5% in year one; in years two and three, two-year CMS rate plus 30 bps, subject to coupon floor of zero; payable quarterly due 9/26/2022

Royal Bank of Canada 0.00% due 9/26/2024

Royal Bank of Canada 14.44% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $112.25, 65% of initial price due 10/7/2020

Royal Bank of Canada 12.55%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $103.61, 60% of initial price due 9/23/2021

Royal Bank of Canada 0.00% due 5/27/2021

Royal Bank of Canada 10.55%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $29.60 for Cisco, $21.83 for Pfizer, $32.65 for Walgreens; 60% of initial prices due 9/23/2021

Royal Bank of Canada 0.00% due 9/3/2024

Royal Bank of Canada 7.42% due 9/22/2020

Royal Bank of Canada 2.25% initially, stepping up to 2.5% in years four through five, to 2.75% in year six and to 3% in year seven; payable semiannually due 9/18/2026

Royal Bank of Canada 9.5% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $1,287.54 for Amazon and $96.12 for Microsoft, or 70% of initial share prices due 9/16/2022

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,011.64 for Amazon, $59.39 for Target, $64.59 for Walmart; 55% of initial prices due 9/16/2022

Royal Bank of Canada 9% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $142.19 for Apple, $89.71 for Disney, or 65% of initial share prices due 9/16/2022

Royal Bank of Canada 8.3%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $164.06, 75% of initial price due 9/13/2022

Royal Bank of Canada 9.25% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $24.64 for AT&T and 104.92p for Vodafone, or 65% of initial share prices due 9/16/2022

Royal Bank of Canada 8.3%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $265.83, 70% of initial price due 9/16/2022

Royal Bank of Canada 7.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $107.09, 70% of initial share price due 9/16/2022

Royal Bank of Canada 7.75%, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; coupon barrier: $18.65, 70% of initial level due 9/16/2022

Royal Bank of Canada 0.00% due 9/25/2020

Royal Bank of Canada 0.00% due 9/18/2025

Royal Bank of Canada 0.00% due 9/16/2024

Royal Bank of Canada 13.4% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $64.24, 80% of initial price due 9/24/2020

Royal Bank of Canada 4.25%, contingent quarterly if all three indexes close above coupon barriers; Coupon barrier levels: 1,489.36 for S&P 500, 752.584 for Russell and 13,398.73 for Dow, 50% of initial levels due 3/11/2025

Royal Bank of Canada 0.00% due 11/10/2021

Royal Bank of Canada 12.15%, payable quarterly if each index closes at or above trigger level on each trading day during that quarter; Trigger levels: 2,203.34 for S&P 500, 1,113.569 for Russell 2000 and 5,789.435 for Nasdaq-100, or 75% of initial levels due 9/10/2021

Royal Bank of Canada Libor plus 40 bps, subject to a floor of 1.5% and a cap of 4%; payable quarterly due 9/6/2024

Royal Bank of Canada 5.25% due 9/9/2020

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 9/9/2021

Royal Bank of Canada 0.00% due 12/3/2020

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $29.99 for Boston, $60.70 for Merck; 70% of initial prices due 9/3/2020

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $27.58 for bank ETF, $54.82 for biotech ETF, $53.77 for tech ETF; 67.59% of initial share prices due 9/2/2021

Royal Bank of Canada 0.00% due 9/16/2020

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $154.15, 75% of initial price due 9/1/2022

Royal Bank of Canada 8.5% annual rate payable quarterly if both stocks finish above their 70% coupon barriers on the relevant observation date due 9/1/2022

Royal Bank of Canada 9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $251.98, 70% of initial price due 9/1/2022

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $69.42 for JPMorgan, $40.53 for Citigroup, $17.45 for Bank of America; 65% of initial prices due 9/1/2022

Royal Bank of Canada 8.2%, payable quarterly if stock closes above barrier level on related observation date; Barrier levels: $123.32 for Apple, $81.34 for Microsoft, 60% of initial levels due 8/30/2024

Royal Bank of Canada 9.5% annual rate payable quarterly if both stocks finish above their 60% coupon barriers on the relevant observation date due 9/1/2022

Royal Bank of Canada 0.00% due 10/2/2020

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 8.2%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,030.899 for Russell, 2,021.56 for S&P; 70% of initial levels due 8/31/2021

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $882.13 for Amazon, $90.88 for Facebook, $586.88 for Alphabet and $145.89 for Netflix; 50% of initial prices due 9/1/2022

Royal Bank of Canada 0.00% due 9/2/2025

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 9/2/2025

Royal Bank of Canada 0.00% due 3/2/2023

Royal Bank of Canada 0.00% due 12/3/2025

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 0.00% due 8/30/2024

Royal Bank of Canada 9% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $65.82 for biotech ETF and $47.66 for technology fund; 60% of initial share prices due 8/26/2022

Royal Bank of Canada 0.00% due 8/26/2021

Royal Bank of Canada 0.00% due 9/25/2020

Royal Bank of Canada 7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,056.895 for Russell, 2,047.10 for S&P; 70% of initial levels due 8/26/2021

Royal Bank of Canada 4.1% per year, payable each quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 1,461.83 for S&P, 754.425 for Russell, 13,067.90 for Dow; 50% of initial levels due 8/22/2024

Royal Bank of Canada 0.00% due 9/2/2020

Royal Bank of Canada 10.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $94.95 for Allergan, $139.01 for Biogen, $37.88 for Gilead; 60% of initial prices due 8/19/2022

Royal Bank of Canada 8%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,254.80, 70% of initial price due 8/19/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $896.29 for Amazon, $91.85 for Facebook, $589.61 for Alphabet and $151.40 for Netflix; 50% of initial prices due 8/19/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,075.54 for Amazon, $50.53 for Target and $67.79 for Walmart; 60% of initial prices due 8/19/2022

Royal Bank of Canada 12%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $5.71, 65% of initial price due 8/19/2022

Royal Bank of Canada 9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $95.74, 50% of initial price due 8/19/2022

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $53.08 for PayPal, $31.44 for Square; 50% of initial prices due 8/19/2022

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $94.64 for Disney, $38.09 for Coca-Cola, $152.93 for McDonald's; 70% of initial prices due 8/19/2022

Royal Bank of Canada 0.00% due 2/21/2025

Royal Bank of Canada 0.00% due 8/21/2025

Royal Bank of Canada 0.00% due 3/4/2020

Royal Bank of Canada 12.8% per year, payable each quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 2,166.51 for S&P, 1,120.230 for Russell, 5,703.082 for Nasdaq; 75% of initial levels due 8/19/2021

Royal Bank of Canada 8.5% annualized, payable each quarter if indexes close at or above downside threshold level on determination date for that quarter; Downside threshold: 2,166.51 for S&P, 1,120.230 for Russell and 5,703.082 for Nasdaq; 75% of initial levels due 2/19/2021

Royal Bank of Canada 0.00% due 12/3/2020

Royal Bank of Canada 7.6% payable quarterly if each asset closes at or above coupon barrier level on observation date; Coupon barriers: $27.68 for ETF, 2,330.36 for index, 70% of initial levels due 8/19/2022

Royal Bank of Canada 11.25%, payable quarterly if stock closes at or above 65% coupon barrier on observation date for that quarter due 8/19/2021

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $97.43, 70.75% of initial price due 8/12/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $105.48, 76.15% of initial price due 8/12/2022

Royal Bank of Canada 0.00% due 6/9/2021

Royal Bank of Canada 0.00% due 8/8/2024

Royal Bank of Canada 10.00% due 8/14/2020

Royal Bank of Canada 10.4%, contingent quarterly if all three indexes close above their 75% coupon barriers due 8/10/2021

Royal Bank of Canada 6.75% per year, payable each quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 2,049.29 for S&P, 1,072.225 for Russell; 70% of initial levels due 5/7/2020

Royal Bank of Canada 0.00% due 2/7/2022

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 0.00% due 7/30/2021

Royal Bank of Canada 0.00% due 9/18/2020

Royal Bank of Canada 6.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,085.535 for Russell, 2,067.49 for S&P, 5,460.802 for Nasdaq; 70% of initial levels due 8/6/2020

Royal Bank of Canada 0.00% due 10/5/2020

Royal Bank of Canada 0.00% due 11/4/2020

Royal Bank of Canada 9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 2,086.27 for S&P, 5,494.146 for Nasdaq, 1,102.224 for Russell; 70% of initial levels due 2/3/2022

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $956.23 for Amazon, $97.97 for Facebook, $620.92 for Alphabet and $166.35 for Netflix; 50% of initial prices due 8/3/2022

Royal Bank of Canada 9.4%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $1,147.47 for Amazon, $52.34 for Target and $67.36 for Walmart, or 60% of initial share prices due 8/3/2022

Royal Bank of Canada 8.35%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $21.36 for Bank of America, $50.23 for Citigroup and $81.10 for JPMorgan, or 70% of initial share prices due 8/3/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $187.12 for Boeing, $5.71 for GE; 55% of initial prices due 8/3/2022

Royal Bank of Canada 9.6%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $15.37, 50% of initial price due 8/3/2022

Royal Bank of Canada 8.8%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $50.37 for PayPal and $40.10 for Square, 50% of initial share prices due 8/3/2022

Royal Bank of Canada 9.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $69.14, 50% of initial price due 8/3/2022

Royal Bank of Canada 0.00% due 2/3/2025

Royal Bank of Canada 5.05%, payable quarterly if each index closes at or above trigger level on observation date for that quarter; Trigger levels: 1,812.58 for S&P 500 and 941.415 for Russell 2000, or 60% of initial levels due 8/3/2026

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 7.2% payable quarterly if each asset closes at or above coupon barrier level on observation date; Coupon barriers: $29.83 for ETF, 7,546.41 for index, 70% of initial levels due 8/3/2022

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 0.00% due 7/30/2021

Royal Bank of Canada 6.75% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $125.65 for Invesco, $18.45 for Financial, $38.84 for Utilities; 65% of initial share prices due 7/29/2021

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 7/31/2025

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 0.00% due 9/25/2020

Royal Bank of Canada 11.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $24.41 for Archer-Daniels-Midland, $26.95 for Cardinal, $61.23 for Lowe's; 60% of initial prices due 7/29/2021

Royal Bank of Canada 10.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $243.66 for Boeing, $140.47 for L3Harris; 70% of initial prices due 7/29/2021

Royal Bank of Canada 0.00% due 9/25/2020

Royal Bank of Canada 0.00% due 7/29/2021

Royal Bank of Canada 0.00% due 7/29/2024

Royal Bank of Canada 6.40% due 7/29/2020

Royal Bank of Canada 8.15%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $25.70, 80% of initial price due 7/27/2020

Royal Bank of Canada 13.9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $13.26, 60% of initial share price due 7/22/2021

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $42.38, 75% of initial price due 7/23/2020

Royal Bank of Canada 12.85%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $110.59 for Salesforce, $121.14 for 3M; 70% of initial prices due 7/23/2020

Royal Bank of Canada 0.00% due 7/23/2024

Royal Bank of Canada 0.00% due 8/4/2021

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $1,004.95 for Amazon, $101.92 for Facebook, $576.73 for Alphabet and $183.00 for Netflix; 50% of initial prices due 7/21/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $143.15 for Apple, $95.96 for Microsoft; 70% of initial prices due 7/21/2022

Royal Bank of Canada 8.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $67.45 for Capital One, $86.34 for JPM; 75% of initial prices due 7/21/2022

Royal Bank of Canada 9.3%, payable quarterly if stock closes at or above trigger price on observation date for that quarter; Trigger price: $100.25, 60% of initial share price due 7/21/2022

Royal Bank of Canada 9.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $59.86 for PayPal, $40.30 for Square; 50% of initial prices due 7/21/2022

Royal Bank of Canada 9.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $50.53 for Valero, $45.56 for Exxon; 60% of initial prices due 7/21/2022

Royal Bank of Canada 0.00% due 7/18/2024

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $30.47 for bank ETF, $79.16 for semiconductor ETF, $59.46 for biotech ETF; 69.29% of initial share prices due 7/15/2021

Royal Bank of Canada 0.00% due 7/29/2020

Royal Bank of Canada 0.00% due 10/14/2020

Royal Bank of Canada 0.00% due 5/17/2021

Royal Bank of Canada 15% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $83.82, 62.6% of initial price due 7/29/2020

Royal Bank of Canada 9.15%, payable quarterly if ETFs close at or above downside thresholds on observation date for that quarter; Downside thresholds: $30.00 for emerging markets ETF and $210.46 for S&P trust, or 70% of initial share prices due 7/15/2022

Royal Bank of Canada 0.00% due 1/14/2021

Royal Bank of Canada 12.3%, payable quarterly if each component closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $74.67 for Nasdaq Biotechnology, $56.57 for Merck, $97.69 for Johnson & Johnson; 70% of initial prices due 7/14/2023

Royal Bank of Canada 3% initially, stepping up to 3.25% in years seven through nine, to 4.5% in years 10 through 11 and to 5% in year 12; payable semiannually due 7/15/2031

Royal Bank of Canada 0.00% due 7/24/2020

Royal Bank of Canada 0.00% due 9/10/2021

Royal Bank of Canada 0.00% due 8/20/2020

Royal Bank of Canada 0.00% due 5/19/2021

Royal Bank of Canada 0.00% due 7/5/2024

Royal Bank of Canada 0.00% due 7/5/2024

Royal Bank of Canada 14.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $19.86, 50% of initial price due 7/7/2021

Royal Bank of Canada 0.00% due 7/6/2021

Royal Bank of Canada 0.00% due 7/1/2022

Royal Bank of Canada 0.00% due 7/3/2023

Royal Bank of Canada 0.00% due 12/30/2019

Royal Bank of Canada 15% per year plus any previously unpaid contingent coupons if Netflix shares close at or above trigger price on applicable quarterly observation date; Trigger price: $251.61, 68.5% of initial share price due 7/15/2020

Royal Bank of Canada 0.00% due 8/28/2020

Royal Bank of Canada 0.00% due 8/28/2020

Royal Bank of Canada If each stock closes at or above trigger price on quarterly observation date, notes pay contingent coupon that quarter at rate of 9% per year plus any contingent coupons that were not previously paid; Trigger prices: $25.72 for AT&T and $44.66 for Verizon; 78% of initial share prices due 7/2/2020

Royal Bank of Canada 0.00% due 6/25/2021

Royal Bank of Canada 0.00% due 7/3/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $28.70, 63.25% of initial price due 6/30/2022

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter; Trigger prices: $948.92 for Amazon, $93.83 for Facebook, $540.16 for Alphabet and $181.10 for Netflix; 50% of initial share prices due 6/30/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $139.86 for Apple, $93.75 for Microsoft; 70% of initial prices due 6/30/2022

Royal Bank of Canada 8.55%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $19.52 for AT&T and £75.46 for Vodafone; 60% of initial prices due 6/30/2022

Royal Bank of Canada 12%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $24.71 for Bristol, $11.43 for HP, $26.50 for Intel; 55% of initial prices due 6/30/2022

Royal Bank of Canada 10%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $217.32, 60% of initial price due 6/30/2022

Royal Bank of Canada 12.55%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid coupons; Coupon barriers: $119.75 for Palo Alto, $44.97 for Qualcomm; 60% of initial prices due 6/30/2021

Royal Bank of Canada 8.5%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $34.98, 50% of initial price due 6/30/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $98.28 for Disney and $57.79 for NIKE; 70% of initial prices due 6/30/2022

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/30/2025

Royal Bank of Canada 0.00% due 6/30/2025

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 3/28/2025

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 0.00% due 6/28/2024

Royal Bank of Canada 9.65%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $26.38 for GlaxoSmithKline, $75.16 for Eli Lilly, $28.44 for Pfizer; 65% of initial prices due 6/29/2022

Royal Bank of Canada 13.9%, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that quarter; Coupon/trigger levels: $59.84 for ETF, 2,418.90 for Stoxx, 1,078.574 for Russell; 70% of initial levels due 6/29/2023

Royal Bank of Canada 7.5%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $34.33 for ETF, 2,080.85 for Russell, 2,774.46 for Stoxx; 80% of initial levels due 6/25/2024

Royal Bank of Canada 0.00% due 7/23/2020

Royal Bank of Canada 9%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $110.67, 70% of initial price due 6/17/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $934.84 for Amazon, $90.67 for Facebook, $543.15 for Alphabet and $169.87 for Netflix; 50% of initial prices due 6/17/2022

Royal Bank of Canada 8.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $144.56, 75% of initial price due 6/17/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $25.36 for Campbell, $18.19 for Kraft Heinz and $66.72 for Procter & Gamble; 60% of initial prices due 6/17/2022

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $87.85 for IBM, €73.80 for SAP SE; 65% of initial prices due 6/17/2022

Royal Bank of Canada 8.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $57.06 for Target, $70.90 for Walmart; 65% of initial prices due 6/17/2022

Royal Bank of Canada 11.85%, payable quarterly if stock closes at or above 65% coupon barrier on observation date for that quarter; Coupon barrier: $15.42, 65% of initial levels due 6/17/2021

Royal Bank of Canada 8.45%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,065.749 for Russell, 2,020.89 for S&P; 70% of initial levels due 6/17/2022

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $30.52 for bank ETF, $58.55 for biotech ETF, $54.84 for tech ETF; 71.65% of initial share prices due 6/17/2021

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $76.89 for retail ETF, $67.21 for semiconductor ETF, $30.60 for health care ETF; 73.4% of initial share prices due 6/17/2021

Royal Bank of Canada 7.9%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,139.840 for Russell, 19,503.62 for Dow; 75% of initial levels due 6/17/2021

Royal Bank of Canada 13.10% due 6/16/2020

Royal Bank of Canada 0.00% due 11/6/2020

Royal Bank of Canada 0.00% due 6/3/2024

Royal Bank of Canada 9.00% due 6/10/2020

Royal Bank of Canada 0.00% due 6/6/2022

Royal Bank of Canada 10.30% due 6/3/2020

Royal Bank of Canada 12.85% due 6/4/2020

Royal Bank of Canada 10.55% due 6/4/2020

Royal Bank of Canada 0.00% due 6/3/2024

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,091.51 for Amazon, $91.49 for Alibaba; 60% of initial prices due 6/3/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $909.60 for Amazon, $91.10 for Facebook, $559.97 for Alphabet and $174.60 for Netflix; 50% of initial prices due 6/3/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $124.17 for Apple, $87.46 for Microsoft; 70% of initial prices due 6/3/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $18.04 for BofA, $41.41 for Citi, $70.34 for JPMorgan; 65% of initial prices due 6/3/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $5.34 for Ford, $19.13 for GM; 55% of initial prices due 6/3/2022

Royal Bank of Canada 10% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter; Trigger levels: $52.83 for biotech ETF and $47.23 for technology fund; 65% of initial share prices due 6/3/2021

Royal Bank of Canada 8.35%, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; coupon barrier: $56.89, 70% of initial level due 6/3/2022

Royal Bank of Canada 0.00% due 6/3/2021

Royal Bank of Canada 0.00% due 5/31/2022

Royal Bank of Canada 0.00% due 6/1/2023

Royal Bank of Canada 0.00% due 5/31/2022

Royal Bank of Canada 0.00% due 5/31/2024

Royal Bank of Canada 0.00% due 6/2/2025

Royal Bank of Canada 0.00% due 6/2/2025

Royal Bank of Canada 0.00% due 3/5/2025

Royal Bank of Canada 0.00% due 3/5/2025

Royal Bank of Canada 10% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $123.61, 79.75% of initial price due 6/10/2020

Royal Bank of Canada 7.38% due 5/29/2020

Royal Bank of Canada 0.00% due 3/26/2021

Royal Bank of Canada 0.00% due 5/26/2022

Royal Bank of Canada 7%, payable quarterly if each ETF closes at or above coupon barrier on observation date; Coupon: $45.16 for EAFE, $106.25 for Russell, 70% of initial levels due 5/25/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $935.58 for Amazon, $93.14 for Facebook, $638.71 for Alphabet and $177.50 for Netflix; 50% of initial prices due 5/19/2022

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $133.64 for Apple, $130.39 for Facebook; 70% of initial prices due 5/19/2022

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $18.75 for AT&T, £75.60 for Vodafone; 60% of initial prices due 5/19/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $172.82 for Boeing, $5.13 for General Electric; 50% of initial prices due 5/19/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $100.79 for Salesforce, $81.91 for Microsoft; 65% of initial prices due 5/19/2022

Royal Bank of Canada 0.00% due 12/4/2019

Royal Bank of Canada 0 due 9/3/2020

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; $117.77 for Goldman, $17.17 for BofA, $27.89 for JPMorgan; 60% of initial prices due 5/19/2022

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $93.16 for Cigna, $141.65 for UnitedHealth; 60% of initial prices due 5/19/2022

Royal Bank of Canada 10.25%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $212.99, 60% of initial price due 5/19/2024

Royal Bank of Canada 7.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; $30.63 for U.S. Bancorp, $17.17 for BofA, $66.19 for JPMorgan; 60% of initial prices due 5/19/2022

Royal Bank of Canada 7.6%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,066.101 for Russell, 1,968.31 for S&P; 70% of initial levels due 5/19/2021

Royal Bank of Canada 11.05% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,142.251 for Russell, 2,108.90 for S&P, 5,493.099 for Nasdaq; 75% of initial levels due 5/18/2021

Royal Bank of Canada 2.585% per year in quarters one through six, 2.835% per year in quarters seven through 12 and 3.085% per year in quarters 13 through 14; payable quarterly due 11/15/2022

Royal Bank of Canada 9.25% per year, payable quarterly if each ETF closes at or above its coupon barrier on each day that quarter; Coupon barriers: $187.27 for S&P ETF, $101.80 for Russell ETF, $27.29 for EM ETF; 65% of initial levels due 11/16/2021

Royal Bank of Canada 8.15% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter; 2,016.98 for S&P, 1,101.095 for Russell and 2,352.74 for Stoxx due 5/13/2021

Royal Bank of Canada 11.75% due 5/14/2020

Royal Bank of Canada 0.00% due 5/15/2023

Royal Bank of Canada 0.00% due 12/14/2020

Royal Bank of Canada 10.35% per year, payable quarterly if each index closes at or above its 70% trigger level on each day during that quarter due 11/12/2021

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $87.34 for Cigna, $132.28 for UnitedHealth; 55% of initial prices due 5/9/2024

Royal Bank of Canada 0.00% due 11/12/2020

Royal Bank of Canada 7.04% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,129.895 for Russell, 2,061.95 for S&P, 2,451.74 for Stoxx; 70% of initial levels due 5/20/2020

Royal Bank of Canada 8.84% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,210.517 for Russell, 2,209.23 for S&P, 2,626.86 for Stoxx; 75% of initial levels due 5/20/2020

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 7% per year if Alphabet shares close at or above 73% downside threshold level on observation date for that quarter due 5/6/2022

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 8% per year if Intel shares close at or above 62.75% downside threshold level on observation date for that quarter due 5/6/2022

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 7% per year if JPMorgan shares close at or above 67.85% downside threshold level on observation date for that quarter due 5/6/2022

Royal Bank of Canada 7.35%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,210.517 for Russell, 2,209.23 for S&P; 75% of initial levels due 5/7/2021

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 8% per year if UnitedHealth shares close at or above 65% downside threshold level on observation date for that quarter due 5/6/2022

Royal Bank of Canada 4.90% due 5/7/2020

Royal Bank of Canada 0.00% due 4/15/2021

Royal Bank of Canada 0.00% due 5/3/2023

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 5/4/2021

Royal Bank of Canada 0.00% due 5/2/2022

Royal Bank of Canada 7.00% due 5/7/2020

Royal Bank of Canada 8.15% due 5/4/2020

Royal Bank of Canada 8.85% due 5/4/2020

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $1,170.38 for Amazon, $112.25 for Alibaba; 60% of initial prices due 4/29/2022

Royal Bank of Canada 9.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $975.32 for Amazon, $95.75 for Facebook, $638.71 for Alphabet and $187.43 for Netflix; 50% of initial prices due 4/29/2022

Royal Bank of Canada 8.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $18.41 for AT&T, £85.15 for Vodafone; 60% of initial prices due 4/29/2022

Royal Bank of Canada 8.8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $138.19 for McDonald’s, $54.22 for Starbucks and $72.86 for YUM!; 70% of initial prices due 4/29/2022

Royal Bank of Canada 9.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $224.91, 60% of initial price due 4/29/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $53.98 for Target, $71.07 for Walmart; 70% of initial prices due 4/29/2022

Royal Bank of Canada 0.00% due 5/13/2020

Royal Bank of Canada 0.00% due 5/3/2024

Royal Bank of Canada 0.00% due 5/1/2023

Royal Bank of Canada 7.4%, payable each quarter that each ETF closes at or above coupon barrier on related quarterly observation date; Coupon barriers: $185.74 for Dow ETF, $30.72 for EM ETF; 70% of initial values due 4/29/2022

Royal Bank of Canada 0.00% due 6/26/2020

Royal Bank of Canada 0.00% due 6/26/2020

Royal Bank of Canada 0.00% due 6/26/2020

Royal Bank of Canada 0.00% due 4/30/2024

Royal Bank of Canada 0.00% due 4/30/2024

Royal Bank of Canada 0.00% due 4/30/2025

Royal Bank of Canada 0.00% due 10/30/2024

Royal Bank of Canada 0.00% due 4/30/2024

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 0.00% due 10/30/2024

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/26/2020

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 8%, payable quarterly if ETF closes at or above coupon barrier on observation date for that quarter; coupon barrier: $14.71, 70% of initial level due 4/29/2021

Royal Bank of Canada 0.00% due 4/29/2024

Royal Bank of Canada 0.00% due 10/28/2020

Royal Bank of Canada 0.00% due 10/28/2020

Royal Bank of Canada 8.7%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $33.22, 75% of initial price due 4/29/2020

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $247.05 for Boeing, $19.52 for BofA, $73.75 for JPMorgan; 65% of initial prices due 4/21/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $31.58 for CVS, $32.78 for Walgreens; 60% of initial prices due 4/21/2022

Royal Bank of Canada 6.75% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 4/22/2021

Royal Bank of Canada 0.00% due 4/21/2022

Royal Bank of Canada 0.00% due 5/13/2020

Royal Bank of Canada 0.00% due 10/21/2020

Royal Bank of Canada 9.65%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 4/21/2021

Royal Bank of Canada 7.65%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 4/21/2021

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $922.44 for Amazon, $89.83 for Facebook, $613.27 for Alphabet and $174.44 for Netflix; 50% of initial prices due 4/21/2022

Royal Bank of Canada 8.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $119.54 for Apple, $33.77 for Intel, $72.63 for Microsoft; 60% of initial prices due 4/21/2022

Royal Bank of Canada 11.75%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $225.28 for Boeing, $5.39 for GE; 60% of initial prices due 4/21/2022

Royal Bank of Canada 8.8%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $36.76 for Cisco, $36.58 for Intel; 65% of initial prices due 4/21/2022

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $32.53 for CVS, $32.54 for Walgreens; 60% of initial prices due 4/21/2022

Royal Bank of Canada 9.4%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $37.20, 50% of initial price due 4/21/2022

Royal Bank of Canada 0.00% due 10/15/2021

Royal Bank of Canada 0.00% due 10/15/2021

Royal Bank of Canada 10.75% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,188.602 for Russell, 2,180.56 for S&P, 5,721.113 for Nasdaq; 75% of initial levels due 4/15/2021

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 4/14/2021

Royal Bank of Canada 0.00% due 4/10/2024

Royal Bank of Canada 14.5% per year, payable monthly if Nvidia shares close at or above downside threshold level on determination date for that month due 10/10/2019

Royal Bank of Canada 0.00% due 4/10/2024

Royal Bank of Canada 9.60% due 4/9/2020

Royal Bank of Canada 6% per year multiplied by proportion of days on which 10-year U.S. dollar ICE swap rate is 1.8486% or greater; payable quarterly due 4/5/2022

Royal Bank of Canada 0.00% due 4/7/2022

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 7.9%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $19.31 for BofA, $70.86 for JPMorgan, $33.73 for U.S. Bancorp; 70% of initial prices due 4/1/2022

Royal Bank of Canada 8.4%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $32.36 for CVS, $37.96 for Walgreens; 60% of initial prices due 4/1/2022

Royal Bank of Canada 8.5% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 4/1/2021

Royal Bank of Canada 0.00% due 4/1/2021

Royal Bank of Canada 0.00% due 4/4/2022

Royal Bank of Canada 9.55% due 4/2/2020

Royal Bank of Canada 8.10% due 4/2/2020

Royal Bank of Canada 0.00% due 3/30/2023

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $882.85 for Amazon, $82.94 for Facebook, $589.01 for Alphabet and $176.69 for Netflix; 50% of initial prices due 3/31/2022

Royal Bank of Canada 9.6%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $18.84 for AT&T, £84.48 for Vodafone; 60% of initial prices due 3/31/2022

Royal Bank of Canada 9.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $18.92 for BofA, $42.51 for Citi, $69.71 for JPMorgan; 70% of initial prices due 3/31/2022

Royal Bank of Canada 12%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $224.53 for Boeing, $5.98 for General Electric; 60% of initial prices due 3/31/2022

Royal Bank of Canada 11.35%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid contingent interest payments; coupon barriers: $27.25 for Applied, $37.20 for Cisco, 70% of initial levels due 4/1/2020

Royal Bank of Canada 0.00% due 3/30/2023

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 9.7%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: $29.54 for EM, $195.76 for S&P; 70% of initial levels due 3/31/2022

Royal Bank of Canada 9.35% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,963.76 for S&P, 5,115.735 for Nasdaq, 1,065.562 for Russell; 70% of initial levels due 9/30/2021

Royal Bank of Canada 10.4%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $212.02, 60% of initial price due 3/31/2022

Royal Bank of Canada 10.4%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $36.49, 50% of initial price due 3/31/2022

Royal Bank of Canada 0.00% due 4/1/2024

Royal Bank of Canada 0.00% due 4/1/2025

Royal Bank of Canada 0.00% due 4/1/2024

Royal Bank of Canada 0.00% due 10/1/2024

Royal Bank of Canada 0.00% due 4/1/2024

Royal Bank of Canada 0.00% due 10/1/2024

Royal Bank of Canada 0.00% due 3/30/2023

Royal Bank of Canada 0.00% due 9/27/2022

Royal Bank of Canada 8.4% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 3/26/2020

Royal Bank of Canada 10.35% annualized, payable each quarter if ETF close at or above downside threshold level on determination date for that quarter due 3/25/2021

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $39.23, 70% of initial price due 3/26/2020

Royal Bank of Canada 0.00% due 7/23/2021

Royal Bank of Canada 0.00% due 4/24/2020

Royal Bank of Canada 9.6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $260.89, 70% of initial level due 3/26/2020

Royal Bank of Canada 9.72% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,129.442 for Russell, 2,100.53 for S&P, 2,497.3 for Stoxx; 75% of initial levels due 3/31/2021

Royal Bank of Canada 8% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 3/25/2021

Royal Bank of Canada 0.00% due 12/14/2020

Royal Bank of Canada 10.1%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 3/18/2022

Royal Bank of Canada 9.1%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 3/18/2022

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/18/2022

Royal Bank of Canada 11.75%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 3/18/2022

Royal Bank of Canada 8.45%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 3/18/2022

Royal Bank of Canada 10.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/18/2022

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $77.56, 54.7% of initial price due 3/18/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $39.84, 60.85% of initial price due 3/18/2022

Royal Bank of Canada 9.8% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,975.74 for S&P, 2,370.26 for Stoxx, 1,087.477 for Russell; 70% of initial levels due 9/20/2021

Royal Bank of Canada 9.00% due 3/12/2020

Royal Bank of Canada 9.50% due 3/12/2020

Royal Bank of Canada 9.75% due 3/12/2020

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $27.94 for General Mills, $19.26 for Kraft; 60% of initial prices due 3/11/2022

Royal Bank of Canada 8% annualized, payable each quarter if indexes close at or above downside threshold level on determination date for that quarter due 3/12/2020

Royal Bank of Canada 10.2%, payable quarterly if each ETF closes at or above coupon barrier on observation date for that quarter, plus any previously unpaid contingent interest payments; coupon barriers: $29.74 for EM ETF, $65.07 for Health Care ETF, $65.07 for oil & gas ETF, 70% of initial levels due 3/4/2021

Royal Bank of Canada 13% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 3/5/2020

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 3/3/2021

Royal Bank of Canada 0.00% due 3/3/2023

Royal Bank of Canada 4.85% due 3/3/2023

Royal Bank of Canada 0.00% due 6/24/2020

Royal Bank of Canada 0.00% due 3/5/2024

Royal Bank of Canada 0.00% due 9/7/2021

Royal Bank of Canada 0.00% due 2/28/2025

Royal Bank of Canada 0.00% due 6/3/2020

Royal Bank of Canada 8.1%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,227.30, 75% of initial price due 3/3/2022

Royal Bank of Canada 10%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $818.20 for Amazon.com, $82.07 for Facebook, $561.01 for Alphabet, $182.49 for Netflix; 50% of initial prices due 3/3/2022

Royal Bank of Canada 10%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $18.73 for AT&T, 81.96p for Vodafone; 60% of initial prices due 3/3/2022

Royal Bank of Canada 8.6%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $33.27 for Cisco, $34.60 for Intel; 65% of initial prices due 3/3/2022

Royal Bank of Canada 7.8%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,058.54p for GlaxoSmithKline, $56.52 for Merck; 70% of initial prices due 3/3/2022

Royal Bank of Canada 10.75%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $38.98, 50% of initial price due 3/3/2022

Royal Bank of Canada 0.00% due 8/31/2021

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 8.3%, payable each quarter that each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 18,240.59 for Dow, 1,104.238 for Russell; 70% of initial levels due 2/28/2022

Royal Bank of Canada 8.05%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: $109.97 for Russell, $30.36 for MSCI EAFE; 70% of initial levels due 3/3/2022

Royal Bank of Canada 6.85%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,104.238 for Russell, 4,986.251 for Nasdaq; 70% of initial levels due 2/28/2022

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 0.00% due 2/28/2025

Royal Bank of Canada 0.00% due 8/29/2024

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 0.00% due 8/29/2024

Royal Bank of Canada 0.00% due 3/31/2020

Royal Bank of Canada 0.00% due 2/28/2022

Royal Bank of Canada 0.00% due 3/2/2023

Royal Bank of Canada 0.00% due 2/29/2024

Royal Bank of Canada 6% per year multiplied by proportion of days on which 10-year U.S. dollar ICE swap rate is 2.027625% or greater; payable quarterly due 2/26/2021

Royal Bank of Canada 7.05% per year, payable each quarter if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 4,963.438 for Nasdaq-100 and 1,113.043 for Russell 2000; 70% of initial levels due 2/25/2022

Royal Bank of Canada 0.00% due 7/8/2020

Royal Bank of Canada 8.65% annualized, payable quarterly if each index closes at or above 70% coupon barrier on each day during that quarter due 2/19/2021

Royal Bank of Canada 9.65%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $820.00 for Amazon, $82.04 for Facebook, $564.32 for Alphabet and $175.89 for Netflix; 50% of initial prices due 2/17/2022

Royal Bank of Canada 8.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $246.35 for Boeing, $79.86 for Caterpillar; 60% of initial prices due 2/17/2022

Royal Bank of Canada 9.25%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $44.06 for CVS, $47.08 for Walgreens; 65% of initial prices due 2/16/2024

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/17/2022

Royal Bank of Canada 12.3%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/17/2022

Royal Bank of Canada 12.85%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $47.01 for PayPal, $37.82 for Square; 50% of initial prices due 2/17/2022

Royal Bank of Canada 0.00% due 6/17/2021

Royal Bank of Canada 0.00% due 3/3/2021

Royal Bank of Canada 11.00% due 2/19/2021

Royal Bank of Canada 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,129.796 for Russell, 2,030.91 for S&P, 2,351.72 for Stoxx; 75% of initial levels due 2/25/2020

Royal Bank of Canada 0.00% due 10/28/2020

Royal Bank of Canada 0.00% due 4/12/2021

Royal Bank of Canada 9.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $91.38, 70% of initial level due 2/11/2020

Royal Bank of Canada 14.05% per year plus any previously unpaid contingent coupons if Nvidia shares close at or above trigger price on applicable quarterly observation date due 2/25/2020

Royal Bank of Canada 0.00% due 2/1/2019

Royal Bank of Canada 0.00% due 2/1/2019

Royal Bank of Canada 0.00% due 7/1/2020

Royal Bank of Canada 0.00% due 8/5/2022

Royal Bank of Canada 0.00% due 8/5/2021

Royal Bank of Canada 8.85%, payable each quarter that stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $1,115.72, 70% of initial price due 2/3/2022

Royal Bank of Canada 11.7%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $796.94 for Amazon, $72.10 for Facebook, $535.03 for Alphabet and $164.45 for Netflix; 50% of initial prices due 2/3/2022

Royal Bank of Canada 7.8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $17.63 for BofA, $37.93 for Citi, $62.50 for JPMorgan; 60% of initial prices due 2/3/2022

Royal Bank of Canada 9.45%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,016.54p for GlaxoSmithKline, $28.54 for Pfizer; 70% of initial prices due 2/3/2022

Royal Bank of Canada 8.15%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $94.03, 70% of initial price due 2/3/2022

Royal Bank of Canada 10.3%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $164.45, 50% of initial level due 2/3/2022

Royal Bank of Canada 0.00% due 2/3/2021

Royal Bank of Canada 0.00% due 3/4/2020

Royal Bank of Canada 0.00% due 2/1/2024

Royal Bank of Canada 14.3% per year plus any previously unpaid contingent coupons if Facebook shares close at or above trigger price on applicable quarterly observation date due 2/14/2020

Royal Bank of Canada 0.00% due 1/31/2024

Royal Bank of Canada 0.00% due 8/2/2021

Royal Bank of Canada 0.00% due 1/31/2025

Royal Bank of Canada 0.00% due 8/2/2022

Royal Bank of Canada 12.65% annualized, payable each month if stock closes at or above downside threshold level on determination date due 7/30/2019

Royal Bank of Canada 0.00% due 1/28/2021

Royal Bank of Canada 0.00% due 2/11/2020

Royal Bank of Canada 0.00% due 8/27/2020

Royal Bank of Canada 0.00% due 12/9/2020

Royal Bank of Canada 0.00% due 1/22/2021

Royal Bank of Canada 12.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $848.10 for Amazon, $75.02 for Facebook, $553.65 for Alphabet and $169.55 for Netflix; 50% of initial prices due 1/21/2022

Royal Bank of Canada 8.35% annualized, payable quarterly if stock closes at or above 65% coupon barrier on observation date for that quarter due 1/21/2022

Royal Bank of Canada 10.85%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $17.58 for BofA, $121.52 for Goldman, $30.01 for Wells; 60% of initial prices due 1/21/2022

Royal Bank of Canada 7.1% annualized, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 1/21/2022

Royal Bank of Canada 8.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $72.18 for Disney and $52.29 for NIKE, 65% of initial prices due 1/21/2022

Royal Bank of Canada 10.7% annualized, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 1/21/2022

Royal Bank of Canada 9.15%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 1/21/2022

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $28.67 for U.S. Bancorp, $60.56 for JPMorgan, $15.82 for BofA; 60% of initial prices due 1/20/2022

Royal Bank of Canada 0.00% due 1/29/2020

Royal Bank of Canada 0.00% due 1/17/2023

Royal Bank of Canada 0.00% due 9/10/2020

Royal Bank of Canada 0.00% due 8/13/2020

Royal Bank of Canada 0.00% due 7/8/2020

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 1/13/2021

Royal Bank of Canada 15% per year, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 1/13/2021

Royal Bank of Canada 0.00% due 1/13/2021

Royal Bank of Canada 9.55%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $99.53, 70% of initial price due 1/6/2022

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 11.452%, payable quarterly if index closes at or above coupon barrier on observation date for that quarter plus any previously unpaid contingent interest payments; coupon barrier: 1,988.59, 80% of initial level due 1/15/2020

Royal Bank of Canada 0.00% due 7/1/2020

Royal Bank of Canada 0.00% due 1/5/2021

Royal Bank of Canada 0.00% due 7/3/2019

Royal Bank of Canada 0.00% due 7/1/2021

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 0.00% due 7/2/2024

Royal Bank of Canada 0.00% due 7/2/2024

Royal Bank of Canada 0.00% due 1/3/2022

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 0.00% due 12/29/2023

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 0.00% due 12/30/2021

Royal Bank of Canada 19.1% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,812.47 for S&P, 969.065 for Russell, 2,250.46 for Stoxx; 75% of initial levels due 6/24/2021

Royal Bank of Canada 11.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $1,033.09, 75% of initial price due 12/27/2021

Royal Bank of Canada 12.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $688.73 for Amazon, $62.48 for Facebook, $495.63 for Alphabet and $123.20 for Netflix; 50% of initial prices due 12/27/2021

Royal Bank of Canada 10.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $83.26 for Johnson, $28.63 for Kraft and $59.13 for Proctor; 65% of initial prices due 12/27/2021

Royal Bank of Canada 12%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $26.26, 50% of initial level due 12/27/2021

Royal Bank of Canada 10.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $72.95 for Disney and $50.66 for NIKE, 70% of initial prices due 12/27/2021

Royal Bank of Canada 0.00% due 12/27/2024

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 0.00% due 6/24/2021

Royal Bank of Canada 10%, payable quarterly if each underlying closes at or above coupon barrier level on observation date for that quarter; Coupon/trigger levels: 1,691.63 for S&P 500, 904.46 for Russell 2000 and $35.13 for Consumer Staples SPDR; 70% of initial levels due 12/27/2019

Royal Bank of Canada 0.00% due 6/24/2020

Royal Bank of Canada 10.55% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 12/27/2019

Royal Bank of Canada 0.00% due 7/23/2020

Royal Bank of Canada 12.35% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,570.80 for S&P, 1,950.40 for Stoxx, 839.856 for Russell; 65% of initial levels due 6/24/2021

Royal Bank of Canada 0.00% due 2/28/2020

Royal Bank of Canada 0.00% due 12/26/2023

Royal Bank of Canada 10.00% due 1/3/2020

Royal Bank of Canada 15.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $42.02 for Disney and $29.52 for Square, 50% of initial prices due 12/22/2023

Royal Bank of Canada 0.00% due 12/24/2020

Royal Bank of Canada 0.00% due 12/23/2021

Royal Bank of Canada 0.00% due 12/24/2023

Royal Bank of Canada 0.00% due 6/22/2020

Royal Bank of Canada 11.2% annualized, payable quarterly if each fund closes at or above 65% coupon barrier on observation date for that quarter due 12/22/2022

Royal Bank of Canada 11.2% per year, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: $14.43 for gold fund, $27.62 for EM fund; 70% of initial levels due 12/22/2022

Royal Bank of Canada 9.5%, payable quarterly if each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $46.07 for SPDR S&P Biotech and $38.74 for Technology Select; 60% of initial prices due 12/17/2020

Royal Bank of Canada 0.00% due 12/23/2019

Royal Bank of Canada 21.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $129.09 for FedEx, $121.39 for Home Depot and $127.58 for Constellation; 70% of initial prices due 12/16/2022

Royal Bank of Canada 0.00% due 6/18/2021

Royal Bank of Canada 0.00% due 6/16/2021

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $70.95, 70% of initial level due 12/13/2019

Royal Bank of Canada 12.5% annualized, payable each month if stock closes at or above downside threshold level on determination date due 6/12/2019

Royal Bank of Canada 9.25% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 12/10/2020

Royal Bank of Canada 0.00% due 12/21/2020

Royal Bank of Canada 0.00% due 12/8/2021

Royal Bank of Canada 8.7% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,034.188 for Russell, 1,887.17 for S&P, 2,132.16 for Stoxx; 70% of initial levels due 12/27/2019

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 7.65% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 12/3/2020

Royal Bank of Canada 6.05% due 12/4/2019

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $81.40, 60% of initial level due 12/4/2019

Royal Bank of Canada 0.00% due 12/5/2023

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $1,174.43, 70% of initial price due 12/2/2021

Royal Bank of Canada 10.9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $838.88 for Amazon.com, $68.38 for Facebook, $545.90 for Alphabet Inc. and $141.33 for Netflix; 50% of initial prices due 12/2/2021

Royal Bank of Canada 13.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $1,006.65 for Amazon.com, $119.01 for Goldman, $122.60 for 3M; 60% of initial prices due 12/3/2020

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $922.76 for Amazon.com, $39.53 for Target, $53.60 for Walmart; 55% of initial prices due 12/2/2021

Royal Bank of Canada 8.45%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $135.71, 75% of initial price due 12/2/2021

Royal Bank of Canada 8.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $95.19 for Johnson & Johnson, $33.27 for Kraft Heinz and $60.46 for Proctor & Gamble; 65% of initial prices due 12/2/2021

Royal Bank of Canada 0.00% due 12/1/2023

Royal Bank of Canada 0.00% due 1/31/2020

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 0.00% due 12/2/2021

Royal Bank of Canada 13.60% due 12/4/2019

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 9.8% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,920.65 for S&P, 1,071.269 for Russell, 2,217.8 for Stoxx; 70% of initial levels due 6/3/2021

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 0.00% due 12/2/2024

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 12/1/2022

Royal Bank of Canada 14% annualized, payable monthly if stock closes at or above 60% coupon barrier on observation date for that month due 5/29/2019

Royal Bank of Canada 17.85%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $107.46 for Apple, $904.93 for Amazon, $616.97 for Alphabet and $61.27 for Microsoft; 60% of initial prices due 11/25/2022

Royal Bank of Canada 0.00% due 7/8/2020

Royal Bank of Canada 11.5% annualized, payable quarterly if stock closes at or above 72% coupon barrier on observation date for that quarter due 11/22/2019

Royal Bank of Canada 8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 11/22/2019

Royal Bank of Canada 12% annualized, payable quarterly if each index closes at or above 75% coupon barrier on review date for that quarter due 11/24/2020

Royal Bank of Canada 10.2%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $1,115.39, 70% of initial price due 11/19/2021

Royal Bank of Canada 10.3% annualized, payable quarterly if each stock closes at or above 55% coupon barrier on observation date for that quarter due 11/19/2021

Royal Bank of Canada 9.2% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 11/19/2021

Royal Bank of Canada 9.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $17.88 for Ford and $4.53 for General Motors, 50% of initial prices due 11/19/2021

Royal Bank of Canada 9.6% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 11/19/2021

Royal Bank of Canada 14.1% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 11/21/2019

Royal Bank of Canada 13.5% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 11/21/2019

Royal Bank of Canada 10.1% annualized, payable quarterly if each index closes at or above 65% coupon barrier on review date for that quarter due 11/19/2020

Royal Bank of Canada 10.1% annualized, payable quarterly if each index closes at or above 75% coupon barrier on review date for that quarter due 11/19/2020

Royal Bank of Canada 6.28% due 11/20/2019

Royal Bank of Canada 14.6% annualized, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $104.65, 75% of initial price due 12/4/2019

Royal Bank of Canada 8%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: $106.36 for Russell, $44.07 for MSCI EAFE; 70% of initial levels due 11/19/2021

Royal Bank of Canada 0.00% due 8/14/2020

Royal Bank of Canada 0.00% due 12/16/2020

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $122.68 for Apple, $639.69 for Alphabet, $65.74 for Microsoft; 60% of initial levels due 11/13/2020

Royal Bank of Canada 0.00% due 5/13/2020

Royal Bank of Canada 0.00% due 11/12/2021

Royal Bank of Canada 0.00% due 11/4/2021

Royal Bank of Canada 0.00% due 9/10/2020

Royal Bank of Canada 0.00% due 3/27/2020

Royal Bank of Canada 0.00% due 7/9/2020

Royal Bank of Canada 7.65% per year, payable each month if each index closes at or above coupon barrier level on observation date for that month; Coupon barrier/triggers: 1,926.43 for S&P and 1,090.299 for Russell 2000; 70% of initial levels due 7/11/2019

Royal Bank of Canada 5.2%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,916.82 for S&P and 1,083.258 for Russell, 70% of initial prices due 11/8/2019

Royal Bank of Canada 5.2%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barriers: 1,906.04 for S&P and 1,083.587 for Russell, 70% of initial prices due 11/7/2019

Royal Bank of Canada 0.00% due 11/7/2024

Royal Bank of Canada 9.5% annualized, payable quarterly if each index closes at or above 75% coupon barrier on review date for that quarter due 11/7/2019

Royal Bank of Canada 0.00% due 11/7/2022

Royal Bank of Canada 11.5% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,848.88 for S&P, 1,034.114 for Russell, 2,208.45 for Stoxx; 70% of initial levels due 5/4/2021

Royal Bank of Canada 0.00% due 8/3/2021

Royal Bank of Canada 7.80% due 10/31/2019

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $769.44 for Amazon, $71.05 for Facebook, $517.37 for Alphabet and $142.42 for Netflix; 50% of initial prices due 11/3/2021

Royal Bank of Canada 9.9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $18.63 for BofA, $45.05 for Citi, $73.40 for JPM, 70% of initial prices due 11/3/2021

Royal Bank of Canada 10.4% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 11/3/2021

Royal Bank of Canada 10.4%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $170.90, 60% of initial level due 11/3/2021

Royal Bank of Canada 9.1% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 11/3/2021

Royal Bank of Canada 8.7%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $79.13 for Walt Disney, $32.52 for Coca-Cola and $121.26 for McDonald's; 70% of initial prices due 11/3/2021

Royal Bank of Canada 0.00% due 10/29/2020

Royal Bank of Canada 0.00% due 12/31/2019

Royal Bank of Canada 6.3% per year, payable semiannually if each index closes at or above trigger level on observation date for that period due 11/2/2023

Royal Bank of Canada 0.00% due 11/2/2022

Royal Bank of Canada 0.00% due 10/31/2023

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 0.00% due 10/31/2024

Royal Bank of Canada 0.00% due 10/30/2020

Royal Bank of Canada 0.00% due 10/31/2023

Royal Bank of Canada 10.46%, payable quarterly if each ETF or index closes at or above 70% coupon barrier level on observation date for that quarter due 10/29/2020

Royal Bank of Canada 0.00% due 10/31/2022

Royal Bank of Canada 14.9% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,994.02 for S&P, 1,112.866 for Russell, 2,315.17 for Stoxx; 75% of initial levels due 10/29/2020

Royal Bank of Canada 10.4% per year, payable quarterly if each index closes at or above its coupon barrier on each day that quarter; Coupon barriers: 1,861.08 for S&P, 1,038.675 for Russell, 2,194.42 for Stoxx; 70% of initial levels due 10/29/2021

Royal Bank of Canada 3% for the first year; after that, equal to Libor plus 15 bps, with a cap of 3.75%; payable quarterly due 10/29/2020

Royal Bank of Canada 7.55% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 10/28/2021

Royal Bank of Canada 0.00% due 4/26/2024

Royal Bank of Canada 18.55% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 10/28/2019

Royal Bank of Canada 0.00% due 10/27/2022

Royal Bank of Canada 9.9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 2,233.06 for Stoxx, 1,929.12 for S&P and 1,077.651 for Russell 2000; 70% of initial levels due 10/27/2020

Royal Bank of Canada 0.00% due 10/7/2020

Royal Bank of Canada 8.9%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,092.526 for Russell, 1,938.15 for S&P; 70% of initial levels due 10/22/2020

Royal Bank of Canada 0.00% due 11/5/2019

Royal Bank of Canada 0.00% due 11/5/2019

Royal Bank of Canada 3% for the first year; after that, equal to Libor plus 50 bps, with a cap of 4%, floor of 3%; payable quarterly due 10/22/2021

Royal Bank of Canada 0.00% due 2/5/2020

Royal Bank of Canada 8%, payable quarterly if each index closes at or above 74% coupon barrier on observation date for that quarter due 10/22/2020

Royal Bank of Canada 0.00% due 10/20/2023

Royal Bank of Canada 10.7%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $909.98 for Amazon, $79.39 for Facebook, $566.54 for Alphabet and $173.20 for Netflix; 50% of initial prices due 10/21/2021

Royal Bank of Canada 8.45%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $19.97 for BofA, $48.80 for Citi, $76.03 for JPM, 70% of initial prices due 10/21/2021

Royal Bank of Canada 9.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $257.78 for Boeing and $141.63 for 3M, 70% of initial prices due 10/21/2021

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $39.36, 50% of initial level due 10/21/2021

Royal Bank of Canada 0.00% due 10/25/2019

Royal Bank of Canada 0.00% due 10/20/2022

Royal Bank of Canada 11% annualized, payable quarterly if each index closes at or above 80% coupon barrier on review date for that quarter due 10/23/2019

Royal Bank of Canada 0.00% due 10/16/2020

Royal Bank of Canada 6.3% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 10/17/2019

Royal Bank of Canada 6.75% annualized, payable quarterly if each index closes at or above its 60% coupon barrier on observation date for that quarter due 10/15/2020

Royal Bank of Canada 8.05% annualized, payable quarterly if each fund closes at or above its 70% coupon barrier on observation date for that quarter due 10/15/2021

Royal Bank of Canada 0.00% due 11/14/2019

Royal Bank of Canada 0.00% due 10/15/2020

Royal Bank of Canada 0.00% due 10/14/2021

Royal Bank of Canada 0.00% due 10/13/2023

Royal Bank of Canada 0.00% due 10/15/2021

Royal Bank of Canada 0.00% due 10/15/2021

Royal Bank of Canada 0.00% due 5/6/2020

Royal Bank of Canada 0.00% due 7/8/2020

Royal Bank of Canada 21.5% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 10/13/2022

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 0.00% due 1/9/2020

Royal Bank of Canada 12.9% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 10/23/2019

Royal Bank of Canada 0.00% due 10/30/2020

Royal Bank of Canada 0.00% due 11/5/2019

Royal Bank of Canada 0.00% due 11/4/2020

Royal Bank of Canada 0.00% due 9/30/2024

Royal Bank of Canada 0.00% due 1/3/2020

Royal Bank of Canada 0.00% due 10/4/2021

Royal Bank of Canada 0.00% due 10/3/2022

Royal Bank of Canada 0.00% due 1/3/2020

Royal Bank of Canada 13.44% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on observation date for that quarter due 10/1/2020

Royal Bank of Canada 9.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $1,184.91 for Amazon and $99.24 for Alibaba, 60% of initial prices due 9/30/2021

Royal Bank of Canada 8.05%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $21.09 for BofA, $50.72 for Citigroup and $80.51 for JPMorgan, 70% of initial prices due 9/30/2021

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $226.73, 60% of initial level due 9/30/2021

Royal Bank of Canada 0.00% due 9/30/2021

Royal Bank of Canada 0.00% due 9/28/2023

Royal Bank of Canada 0.00% due 10/1/2020

Royal Bank of Canada 0.00% due 10/31/2019

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 0.00% due 9/30/2021

Royal Bank of Canada 0.00% due 9/29/2022

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $1,220.46, 61.8% of initial price due 9/30/2021

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $30.96, 67.75% of initial price due 9/30/2021

Royal Bank of Canada 7%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $99.41, 73.25% of initial price due 9/30/2021

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier level on related quarterly observation date; Coupon barrier: $44.92, 72.35% of initial price due 9/30/2021

Royal Bank of Canada 11.45%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $1,086.17 for Amazon, $91.82 for Facebook, $656.73 for Alphabet and $207.83 for Netflix; 55% of initial prices due 9/30/2021

Royal Bank of Canada 0.00% due 3/28/2024

Royal Bank of Canada 0.00% due 9/30/2020

Royal Bank of Canada 0.00% due 9/30/2020

Royal Bank of Canada 0.00% due 9/30/2020

Royal Bank of Canada 0.00% due 9/28/2023

Royal Bank of Canada 0.00% due 9/29/2020

Royal Bank of Canada 0.00% due 9/29/2022

Royal Bank of Canada 0.00% due 10/9/2019

Royal Bank of Canada 10.6%, payable quarterly if each ETF or index closes at or above 70% coupon barrier level on observation date for that quarter due 9/24/2020

Royal Bank of Canada 9.1% annualized, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 9/24/2020

Royal Bank of Canada 3% for the first year; after that, Libor plus 35 bps, with cap of 3.75%, floor of 0%; payable quarterly due 9/21/2021

Royal Bank of Canada 5.28% due 12/23/2019

Royal Bank of Canada 8.7%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $193.26, 80% of initial level due 9/23/2020

Royal Bank of Canada 12.6% annualized, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 9/17/2021

Royal Bank of Canada 11.7% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 9/17/2021

Royal Bank of Canada 10.1% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 9/17/2021

Royal Bank of Canada 7.8% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/17/2021

Royal Bank of Canada 9.8% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/17/2021

Royal Bank of Canada 9.8% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 9/17/2021

Royal Bank of Canada 0.00% due 9/19/2022

Royal Bank of Canada 0.00% due 9/17/2021

Royal Bank of Canada 0.00% due 9/17/2021

Royal Bank of Canada 8.75% per year, payable quarterly if each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,675.7 for Stoxx, 1,377.375 for Russell and 2,323.98 for S&P, 80% of initial levels due 9/19/2019

Royal Bank of Canada 10.25% per year, payable quarterly if each index closes at or above coupon barrier on each day during that quarter; Coupon barriers: 2,842.94 for Stoxx, 1,463.461 for Russell and 2,469.23 for S&P, 85% of initial levels due 9/19/2019

Royal Bank of Canada 10% annualized, payable quarterly if stock closes at or above 68.6% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 9/18/2019

Royal Bank of Canada 15.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $1,492.40 for Amazon and $72.81 for Prudential; 75% of initial prices due 9/18/2019

Royal Bank of Canada 9.3% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 9/14/2023

Royal Bank of Canada 0.00% due 9/15/2022

Royal Bank of Canada 8.00% due 9/15/2020

Royal Bank of Canada 0.00% due 9/15/2020

Royal Bank of Canada 0.00% due 3/4/2020

Royal Bank of Canada 0.00% due 9/7/2021

Royal Bank of Canada 0.00% due 9/6/2023

Royal Bank of Canada 0.00% due 9/3/2020

Royal Bank of Canada 11.2% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter plus any previously unpaid coupons due 9/18/2019

Royal Bank of Canada 0.00% due 9/6/2022

Royal Bank of Canada 0.00% due 10/25/2019

Royal Bank of Canada 0.00% due 10/25/2019

Royal Bank of Canada 9.55%, payable quarterly if each ETF or index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,199.226 for Russell, 2,010.18 for S&P, 2,305.35 for Stoxx; 70% of initial levels due 9/3/2020

Royal Bank of Canada 0.00% due 10/24/2019

Royal Bank of Canada 11.65%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $1,198.86 for Amazon, $105.54 for Facebook, $758.79 for Alphabet and $220.82 for Netflix; 60% of initial prices due 9/2/2021

Royal Bank of Canada 8.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: 70% of initial prices due 9/2/2021

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $209.99 for Biogen, $56.48 for Celgene, $63.20 for Eli Lilly, 60% of initial prices due 9/2/2021

Royal Bank of Canada 5.4% annualized, payable quarterly if each underlying asset closes at or above 70% coupon barrier on observation date for that quarter due 9/2/2021

Royal Bank of Canada 11.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $20.00, 65% of initial level due 9/2/2021

Royal Bank of Canada 0.00% due 9/2/2021

Royal Bank of Canada 0.00% due 10/31/2019

Royal Bank of Canada 10.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: 70% of initial level due 9/3/2020

Royal Bank of Canada 12.7%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $257.63, 70% of initial level due 9/4/2019

Royal Bank of Canada 9.55%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $18.46, 60% of initial level due 9/4/2019

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 8.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $41.87 for Qualcomm and $48.17 for Exxon; 60% of initial prices due 9/2/2020

Royal Bank of Canada 0.00% due 9/3/2025

Royal Bank of Canada 0.00% due 9/2/2020

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 0.00% due 9/1/2022

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 0.00% due 9/1/2022

Royal Bank of Canada 0.00% due 8/31/2023

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 8% annualized, payable quarterly if each underlying asset closes at or above 70% coupon barrier on observation date for that quarter due 9/1/2020

Royal Bank of Canada 0.00% due 1/24/2020

Royal Bank of Canada 0.00% due 3/1/2023

Royal Bank of Canada 0.00% due 9/11/2019

Royal Bank of Canada 0.00% due 11/27/2019

Royal Bank of Canada 0.00% due 2/26/2020

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $18.73, 60% of initial level due 8/27/2019

Royal Bank of Canada 0.00% due 12/22/2022

Royal Bank of Canada 0.00% due 8/22/2024

Royal Bank of Canada 10.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/22/2019

Royal Bank of Canada 0.00% due 8/22/2023

Royal Bank of Canada 8.85% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 8/13/2021

Royal Bank of Canada 9.1% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 8/13/2021

Royal Bank of Canada 9.9% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 8/13/2021

Royal Bank of Canada 8.8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $43.51 for PayPal and $35.30 for Square; 50% of initial prices due 8/13/2021

Royal Bank of Canada 0.00% due 9/14/2020

Royal Bank of Canada 0.00% due 8/15/2023

Royal Bank of Canada 3% for the first year; after that, Libor plus 19 bps, with cap of 3.5% in year two and 4% in year three, floor of 0%; payable quarterly due 8/13/2021

Royal Bank of Canada 10.5% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 8/14/2019

Royal Bank of Canada 0.00% due 8/11/2022

Royal Bank of Canada 8.6% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 8/10/2023

Royal Bank of Canada 0.00% due 9/11/2019

Royal Bank of Canada 12.1% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/6/2020

Royal Bank of Canada 12.25% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 8/8/2019

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 0.00% due 9/27/2019

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 10%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $33.58, 70% of initial level due 8/6/2019

Royal Bank of Canada 0.00% due 2/3/2021

Royal Bank of Canada 0.00% due 11/5/2019

Royal Bank of Canada 0.00% due 8/3/2021

Royal Bank of Canada 0.00% due 8/3/2023

Royal Bank of Canada 8.00% due 8/9/2019

Royal Bank of Canada 9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $107.17 for Allergan, $204.24 for Biogen and $46.09 for Gilead; 60% of initial prices due 7/30/2021

Royal Bank of Canada 8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/triggers: $908.64 for Amazon, $87.45 for Facebook, $626.45 for Alphabet and $177.61 for Netflix; 50% of initial prices due 7/30/2021

Royal Bank of Canada 10.2% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 7/30/2021

Royal Bank of Canada 10% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 7/30/2021

Royal Bank of Canada 10.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $18.43 for Wynn and $98.03 for MGM; 60% of initial prices due 7/30/2021

Royal Bank of Canada 0.00% due 12/1/2022

Royal Bank of Canada 0.00% due 7/30/2020

Royal Bank of Canada 0.00% due 1/3/2023

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 0.00% due 7/29/2021

Royal Bank of Canada 0.00% due 7/31/2022

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 8.3% annualized, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 7/30/2021

Royal Bank of Canada 0.00% due 7/31/2020

Royal Bank of Canada 0.00% due 9/27/2019

Royal Bank of Canada 0.00% due 7/31/2024

Royal Bank of Canada 0.00% due 7/31/2020

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 0.00% due 1/30/2020

Royal Bank of Canada 0.00% due 7/31/2020

Royal Bank of Canada 5.25%, payable monthly due 10/30/2019

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 13.35% annualized, payable quarterly if stock closes at or above 60% coupon barrier on review date for that quarter due 7/30/2020

Royal Bank of Canada 12.75% annualized, payable quarterly if stock closes at or above 65% coupon barrier on review date for that quarter due 7/30/2020

Royal Bank of Canada 8.05% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 7/29/2021

Royal Bank of Canada 11.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $19.96 for Baker Hughes, $135.58 for Broadcom and $52.74 for Walmart; 60% of initial prices due 7/30/2020

Royal Bank of Canada 0.00% due 7/28/2021

Royal Bank of Canada 11.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $124.44 for Apple, $136.71 for Broadcom and $778.62 for Alphabet; 65% of initial prices due 7/23/2020

Royal Bank of Canada 0.00% due 7/25/2024

Royal Bank of Canada 5.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 1,821.19 for S&P and 1,102.925 for Russell 2000; 65% of initial levels due 1/25/2024

Royal Bank of Canada 0.00% due 10/16/2019

Royal Bank of Canada 7.75% due 7/22/2019

Royal Bank of Canada 9.9%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $906.52 for Amazon, $103.66 for Facebook, $602.61 for Alphabet and $197.90 for Netflix; 50% of initial prices due 7/16/2021

Royal Bank of Canada 8.35%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $210.47 for Boeing, $84.45 for Caterpillar; 60% of initial prices due 7/16/2021

Royal Bank of Canada 8.35%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $80.63 for Chevron, $29.48 for Exxon, $54.15 for Halliburton; 65% of initial prices due 7/16/2021

Royal Bank of Canada 10.2% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 7/16/2021

Royal Bank of Canada 12.35% annualized, payable quarterly if each fund closes at or above 65% coupon barrier on observation date for that quarter due 7/16/2020

Royal Bank of Canada 11% annualized, payable quarterly if stock closes at or above 65% coupon barrier on observation date for that quarter due 7/16/2021

Royal Bank of Canada 8.85%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $28.18, 50% of initial level due 7/16/2021

Royal Bank of Canada 10%, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $152.79, 73.7% of initial price due 7/31/2019

Royal Bank of Canada 11.4% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 7/17/2019

Royal Bank of Canada 9.6% annualized, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 7/16/2020

Royal Bank of Canada 0.00% due 7/16/2020

Royal Bank of Canada 11% annualized, payable quarterly if stock closes at or above 51.35% coupon barrier on review date for that quarter due 7/9/2021

Royal Bank of Canada 8% annualized, payable quarterly if stock closes at or above 56.6% coupon barrier on review date for that quarter due 7/9/2021

Royal Bank of Canada 8% annualized, payable quarterly if stock closes at or above 77% coupon barrier on review date for that quarter due 7/9/2021

Royal Bank of Canada 0.00% due 10/3/2019

Royal Bank of Canada 9.9% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/3/2019

Royal Bank of Canada 9.9% annualized, payable each quarter if stock closes at or above downside threshold level on determination date for that quarter due 7/3/2019

Royal Bank of Canada 0.00% due 7/6/2021

Royal Bank of Canada 0.00% due 1/5/2024

Royal Bank of Canada 0.00% due 1/3/2019

Royal Bank of Canada 0.00% due 10/3/2019

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 6/26/2020

Royal Bank of Canada 0.00% due 12/30/2019

Royal Bank of Canada 0.00% due 7/12/2019

Royal Bank of Canada 8.70% due 7/3/2019

Royal Bank of Canada 9.30% due 7/3/2019

Royal Bank of Canada 9.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $996.31 for Amazon and $111.01 for Alibaba; 60% of initial prices due 7/1/2021

Royal Bank of Canada 10.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $830.26 for Amazon, $97.92 for Facebook, $558.47 for Alphabet and $195.20 for Netflix; 50% of initial prices due 7/1/2021

Royal Bank of Canada 10.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $24.38 for Intel and $26.13 for Micron; 50% of initial prices due 7/1/2021

Royal Bank of Canada 9.55% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 7/1/2021

Royal Bank of Canada 12.6%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $31.36, 60% of initial level due 7/2/2019

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 8.5%, payable quarterly if each fund closes at or above coupon barrier on observation date; Coupon barriers: $29.63 for EM ETF, $114.37 for Russell ETF, 70% of initial levels due 7/1/2021

Royal Bank of Canada 9.65%, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 6/30/2020

Royal Bank of Canada 0.00% due 6/29/2023

Royal Bank of Canada 0.00% due 7/1/2025

Royal Bank of Canada 0.00% due 7/1/2024

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/29/2023

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/30/2021

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 12.15%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $117.04, 70% of initial level due 7/1/2019

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 11.15% annualized, payable quarterly if each index closes at or above 80% coupon barrier on observation date for that quarter due 7/10/2019

Royal Bank of Canada 10.65%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $151.58, 75% of initial level due 6/26/2019

Royal Bank of Canada 0.00% due 12/24/2020

Royal Bank of Canada 9.8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $857.99 for Amazon, $97.93 for Facebook, $579.64 for Alphabet and $195.99 for Netflix; 50% of initial prices due 6/18/2021

Royal Bank of Canada 8.7%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $28.54 for General Motors and $52.43 for Exxon; 65% of initial prices due 6/18/2021

Royal Bank of Canada 11.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $27.56 for Intel and $29.12 for Micron; 50% of initial prices due 6/18/2021

Royal Bank of Canada 9.65%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $35.46, 55% of initial level due 6/18/2021

Royal Bank of Canada 9.1%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $59.87 for Disney and $215.59for Netflix; 55% of initial prices due 6/18/2021

Royal Bank of Canada 9.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $49.57 for Yum, $99.88 for McDonald’s and $277.21 for Chipotle; 60% of initial prices due 6/18/2021

Royal Bank of Canada Payable monthly at base rate of 6.75%, times one-third, times the number of knock-in levels that have not been breached by closing index level any day during that month; knock-in levels are 92%, 88% and 85% of initial index level due 6/20/2023

Royal Bank of Canada 0.00% due 6/20/2023

Royal Bank of Canada 0.00% due 3/20/2024

Royal Bank of Canada 12.7% annualized, payable quarterly if stock closes at or above 70% coupon barrier on determination date for that quarter due 6/20/2019

Royal Bank of Canada 0.00% due 6/18/2020

Royal Bank of Canada 12.5% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 6/19/2019

Royal Bank of Canada two-year CMS rate, subject to a floor of 0%; payable quarterly due 6/15/2021

Royal Bank of Canada 10% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 6/15/2023

Royal Bank of Canada 10.00% due 9/17/2019

Royal Bank of Canada 0.00% due 12/11/2019

Royal Bank of Canada 13.05% annualized, payable quarterly if stock closes at or above 60% coupon barrier on review date for that quarter due 6/11/2020

Royal Bank of Canada 8.1% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 6/10/2020

Royal Bank of Canada 0.00% due 6/10/2020

Royal Bank of Canada 12.4% annualized, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 6/7/2019

Royal Bank of Canada 5.30% due 9/5/2019

Royal Bank of Canada 0.00% due 6/3/2020

Royal Bank of Canada 0.00% due 12/3/2020

Royal Bank of Canada 0.00% due 6/3/2020

Royal Bank of Canada 0.00% due 6/7/2021

Royal Bank of Canada 0.00% due 12/5/2023

Royal Bank of Canada 0.00% due 6/3/2020

Royal Bank of Canada 0.00% due 6/3/2021

Royal Bank of Canada 0.00% due 6/2/2023

Royal Bank of Canada 0.00% due 12/2/2021

Royal Bank of Canada 0.00% due 12/2/2021

Royal Bank of Canada 0.00% due 6/3/2020

Royal Bank of Canada 0.00% due 6/2/2023

Royal Bank of Canada 0.00% due 6/3/2022

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 6/3/2022

Royal Bank of Canada 0.00% due 6/3/2022

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $885.58 for Amazon and $106.82 for Wynn; 55% of initial prices due 5/28/2021

Royal Bank of Canada 8.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $1,207.61, 75% of initial level due 5/28/2021

Royal Bank of Canada 7.65%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $122.58 for Apple and $152.76 for Goldman; 65% of initial prices due 5/28/2021

Royal Bank of Canada 8.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $113.15 for Apple and $141.01 for Goldman; 60% of initial prices due 5/31/2023

Royal Bank of Canada 7.75% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 5/31/2023

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $45.83 for ConocoPhillips and $55.10 for Exxon; 70% of initial prices due 5/28/2021

Royal Bank of Canada 9.35% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 5/28/2021

Royal Bank of Canada 0.00% due 5/29/2020

Royal Bank of Canada 0.00% due 5/29/2020

Royal Bank of Canada 7.45% annualized, payable quarterly if each fund closes at or above 65% coupon barrier on observation date for that quarter due 5/27/2021

Royal Bank of Canada 0.00% due 11/27/2019

Royal Bank of Canada 12.5%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $173.38, 70% of initial level due 5/30/2019

Royal Bank of Canada 0.00% due 6/26/2019

Royal Bank of Canada 6.85%, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 5/27/2021

Royal Bank of Canada 0.00% due 11/22/2019

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $90.41, 80% of initial level due 5/28/2020

Royal Bank of Canada 7.1%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger price: $102.30, 80% of initial level due 5/28/2020

Royal Bank of Canada 0.00% due 9/23/2019

Royal Bank of Canada 3.5% in years one through five, 4% in years six through 10 and 5% in years 11 through 15; payable semiannually due 5/23/2033

Royal Bank of Canada 0.00% due 5/21/2021

Royal Bank of Canada 0.00% due 6/5/2019

Royal Bank of Canada 0.00% due 5/6/2020

Royal Bank of Canada 3.375% for first two years; after that, 8.5 times the 30-year CMS rate over the two-year CMS rate, subject to a 0% floor; payable quarterly due 5/22/2023

Royal Bank of Canada 10%, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $161.42, 68.4% of initial price due 6/5/2019

Royal Bank of Canada 0.00% due 6/20/2019

Royal Bank of Canada 0.00% due 9/5/2019

Royal Bank of Canada 0.00% due 9/5/2019

Royal Bank of Canada 11%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $28.52, 75% of initial price due 5/21/2020

Royal Bank of Canada 0.00% due 11/21/2019

Royal Bank of Canada 6.8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 1,896.02 for S&P and 1,120.63 for Russell 2000; 70% of initial levels due 2/21/2020

Royal Bank of Canada 6.90% due 5/20/2019

Royal Bank of Canada 9.30% due 5/20/2019

Royal Bank of Canada 8.3%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $1,202.18, 75% of initial level due 5/14/2021

Royal Bank of Canada 10.5%, payable each quarter each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $801.46 for Amazon, $93.50 for Facebook, $551.69 for Alphabet, $163.23 for Netflix; 50% of initial prices due 5/14/2021

Royal Bank of Canada 8.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barriers/trigger prices: $22.60 for AT&T and $34.03 for Verizon; 70% of initial prices due 5/14/2021

Royal Bank of Canada 9.3% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 5/14/2021

Royal Bank of Canada 8.05% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 5/14/2021

Royal Bank of Canada 9.7% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 5/14/2021

Royal Bank of Canada 6.9%, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 5/13/2021

Royal Bank of Canada 0.00% due 3/12/2020

Royal Bank of Canada 0.00% due 5/24/2019

Royal Bank of Canada 11.5% annualized, payable quarterly if stock closes at or above 75% coupon barrier on determination date for that quarter due 5/9/2019

Royal Bank of Canada 0.00% due 6/6/2019

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 5/7/2020

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $31.49, 60% of initial price due 5/7/2020

Royal Bank of Canada 7.7%, payable quarterly if fund closes at or above 80% coupon barrier on observation date for that quarter due 5/7/2020

Royal Bank of Canada 0.00% due 5/6/2021

Royal Bank of Canada 0.00% due 6/5/2019

Royal Bank of Canada 0.00% due 4/16/2020

Royal Bank of Canada 0.00% due 11/4/2020

Royal Bank of Canada 0.00% due 5/3/2021

Royal Bank of Canada 0.00% due 11/3/2023

Royal Bank of Canada 0.00% due 8/5/2019

Royal Bank of Canada 0.00% due 5/30/2019

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 10.5% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 4/29/2021

Royal Bank of Canada 10% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 4/29/2021

Royal Bank of Canada 8.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $106.74 for Apple and $19.55 for BofA; 65% of initial prices due 4/29/2021

Royal Bank of Canada 8.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $26.53 for Intel and $112.61 for Nvidia; 50% of initial prices due 4/29/2021

Royal Bank of Canada 9.75%, payable each quarter stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $23.37, 50% of initial price due 4/29/2021

Royal Bank of Canada 10.5% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on observation date for that quarter due 4/29/2021

Royal Bank of Canada 3% for the first two years; after that, equal to Libor plus 25 bps, with a cap of 3.5% and floor of 0%; payable quarterly due 4/30/2021

Royal Bank of Canada 0.00% due 4/24/2020

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 0.00% due 4/24/2020

Royal Bank of Canada 3% in years one through three, 4% in years four through seven; payable semiannually due 4/30/2025

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 0.00% due 10/28/2021

Royal Bank of Canada 6.80% due 4/30/2019

Royal Bank of Canada 0.00% due 4/28/2022

Royal Bank of Canada 0.00% due 10/30/2023

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 0.00% due 4/28/2023

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 0.00% due 3/27/2020

Royal Bank of Canada 0.00% due 7/28/2022

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 0.00% due 1/9/2020

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 2.75% for the first year; after that, equal to Libor plus 27 bps, subject to a 1.5% floor; payable quarterly. due 4/26/2021

Royal Bank of Canada 0.00% due 4/23/2021

Royal Bank of Canada 9%, payable quarterly if fund closes at or above 70.25% coupon barrier on observation date for that quarter due 4/23/2020

Royal Bank of Canada 9%, payable quarterly if ETF closes at or above coupon barrier on quarterly observation date; Coupon barrier: $27.40; 70.5% of initial price due 4/23/2020

Royal Bank of Canada 9.00% due 4/22/2019

Royal Bank of Canada 8.45% due 4/22/2019

Royal Bank of Canada 9.35% due 4/22/2019

Royal Bank of Canada 9.2% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 4/16/2021

Royal Bank of Canada 11.75% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 4/16/2021

Royal Bank of Canada 8.25% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 4/16/2021

Royal Bank of Canada 10.65% annualized, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 4/16/2021

Royal Bank of Canada 9.3% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 4/16/2021

Royal Bank of Canada 11.15% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on determination date for that quarter due 4/18/2019

Royal Bank of Canada 0.00% due 8/21/2019

Royal Bank of Canada 13.7% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 4/17/2019

Royal Bank of Canada 7.5% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 4/15/2021

Royal Bank of Canada 6% for first two years; after that, 8.5 times the 30-year CMS rate over the two-year CMS rate, subject to a 0% floor and a maximum rate of 8%; payable quarterly due 4/13/2028

Royal Bank of Canada 0.00% due 4/23/2020

Royal Bank of Canada 0.00% due 4/11/2022

Royal Bank of Canada 10%, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $772.90, 76.75% of initial price due 4/24/2019

Royal Bank of Canada 0.00% due 4/5/2021

Royal Bank of Canada 0.00% due 4/4/2023

Royal Bank of Canada 0.00% due 10/4/2023

Royal Bank of Canada 0.00% due 10/1/2020

Royal Bank of Canada 0.00% due 4/2/2020

Royal Bank of Canada 0.00% due 10/1/2020

Royal Bank of Canada 0.00% due 3/27/2020

Royal Bank of Canada 8.50% due 4/12/2019

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 10/2/2023

Royal Bank of Canada 11.9%, payable each quarter each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $748.53 for Amazon, $76.11 for Facebook, $503.47 for Alphabet, $150.35 for Netflix; 50% of initial price due 4/1/2021

Royal Bank of Canada 9.95%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $27.74 for Cisco and $33.27 for Intel; 65% of initial prices due 4/1/2021

Royal Bank of Canada 8.7%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $47.80 for Citigroup and $35.77 for Wells Fargo; 70% of initial prices due 4/1/2021

Royal Bank of Canada 11.45%, payable each quarter stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $180.41, 60% of initial price due 4/1/2021

Royal Bank of Canada 11.8%, payable each quarter stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $135.59, 50% of initial price due 4/1/2021

Royal Bank of Canada 0.00% due 10/2/2023

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 0.00% due 4/2/2024

Royal Bank of Canada 6% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 14,314.63 for Dow and 908.140 for Russell 2000; 60% of initial levels due 10/2/2023

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada 0.00% due 3/30/2023

Royal Bank of Canada 0.00% due 3/31/2020

Royal Bank of Canada 0.00% due 3/31/2020

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada Year-over-year change in the index plus 70 bps, with floor of 0%; payable monthly due 3/22/2023

Royal Bank of Canada 11.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $785.84 for Amazon, $92.55 for Facebook, $567.21 for Alphabet and $159.23for Netflix; 50% of initial prices due 3/19/2021

Royal Bank of Canada 9.05%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $41.20 for ConocoPhillips and $56.34for Exxon Mobil; 75% of initial prices due 3/19/2021

Royal Bank of Canada 5.75% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 9/21/2023

Royal Bank of Canada 8.65% annualized, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 3/19/2021

Royal Bank of Canada 9.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $66.22 for Microsoft and $39.13 for Wells Fargo; 70% of initial prices due 3/19/2021

Royal Bank of Canada 9.75% annualized, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 3/19/2021

Royal Bank of Canada 8.8% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 3/19/2021

Royal Bank of Canada 5% initially; beginning March 20, 2019, eight times the spread of the 10-year CMS rate over the two-year CMS rate, subject to a 0% floor and maximum rate of 8%; payable quarterly due 3/20/2025

Royal Bank of Canada 11.75%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $149.30, 75% of initial level due 3/20/2019

Royal Bank of Canada 0.00% due 4/17/2019

Royal Bank of Canada 0.00% due 9/17/2019

Royal Bank of Canada 0.00% due 4/17/2019

Royal Bank of Canada 12.8% annualized, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 3/18/2019

Royal Bank of Canada 0.00% due 9/15/2023

Royal Bank of Canada 7.05% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 1,948.11 for S&P and 1,120.739 for Russell 2000; 70% of initial levels due 9/17/2019

Royal Bank of Canada 8.75%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 3/17/2020

Royal Bank of Canada 9.5% annualized, payable quarterly if stock closes at or above 75% downside threshold on determination date for that quarter due 3/14/2019

Royal Bank of Canada 14% annualized, payable monthly if stock closes at or above 70% downside threshold on determination date for that month due 9/13/2018

Royal Bank of Canada 15.35%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $32.75, 60% of initial price due 3/12/2020

Royal Bank of Canada 0.00% due 9/11/2019

Royal Bank of Canada 11.3% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 3/5/2021

Royal Bank of Canada 3% for the first two years; after that, Libor plus 40 bps with a cap of 4% and 0% floor; payable quarterly due 3/6/2023

Royal Bank of Canada 0.00% due 4/4/2019

Royal Bank of Canada 0.00% due 3/5/2020

Royal Bank of Canada 0.00% due 3/5/2021

Royal Bank of Canada 0.00% due 9/5/2023

Royal Bank of Canada 9%, payable quarterly due 3/1/2019

Royal Bank of Canada 8.1%, payable quarterly due 3/1/2019

Royal Bank of Canada 8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $1,065.37, 70% of initial level due 3/3/2021

Royal Bank of Canada 10.7% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 3/3/2021

Royal Bank of Canada 8.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 3/3/2021

Royal Bank of Canada 7.6%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $92.45 for Johnson & Johnson and $26.22 for AT&T; 70% of initial prices due 3/3/2021

Royal Bank of Canada 9.8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $176.50, 60% of initial level due 3/3/2021

Royal Bank of Canada 0.00% due 4/30/2019

Royal Bank of Canada 8.14%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,091.532 for Russell, 1,945.72 for S&P; 70% of initial levels due 3/3/2021

Royal Bank of Canada 0.00% due 8/26/2022

Royal Bank of Canada 0.00% due 8/28/2023

Royal Bank of Canada 0.00% due 2/28/2024

Royal Bank of Canada 0.00% due 8/28/2023

Royal Bank of Canada 0.00% due 2/28/2022

Royal Bank of Canada 0.00% due 2/28/2023

Royal Bank of Canada 0.00% due 8/28/2023

Royal Bank of Canada 0.00% due 2/28/2023

Royal Bank of Canada 0.00% due 2/28/2020

Royal Bank of Canada 0.00% due 2/28/2020

Royal Bank of Canada 0.00% due 2/28/2020

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 0.00% due 8/28/2019

Royal Bank of Canada 0.00% due 4/4/2019

Royal Bank of Canada 0.00% due 2/28/2023

Royal Bank of Canada 10%, plus any previously unpaid coupons, if index closes at or above barrier level on quarterly observation date; Barrier/trigger price: $24.74, 77.25% of initial price due 3/13/2019

Royal Bank of Canada 0.00% due 2/28/2023

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 15%, payable quarterly if each ETF or index closes at or above coupon barrier level on observation date for that quarter; Trigger levels: $38.98 for Emerging Markets, $56.22 for EAFE, 5,397.269 for index, 79.85% of initial levels due 2/26/2020

Royal Bank of Canada 14.5%, payable quarterly if each ETF or index closes at or above coupon barrier level on observation date for that quarter; Trigger levels: $39.06 for Emerging Markets, $274.14 for Midcap 400, 5,407.41 for index, 80% of initial levels due 2/26/2020

Royal Bank of Canada 12.9% annualized, payable quarterly if each index closes at or above its 80% coupon barrier on observation date for that quarter due 2/26/2020

Royal Bank of Canada 9%, payable quarterly due 3/1/2019

Royal Bank of Canada 0.00% due 10/23/2019

Royal Bank of Canada 11% annualized, payable quarterly if stock closes at or above 60% coupon barrier on determination date for that quarter due 2/22/2019

Royal Bank of Canada 0.00% due 5/21/2019

Royal Bank of Canada 0.00% due 10/4/2021

Royal Bank of Canada 8%, payable quarterly if each index closes at or above coupon barrier on quarterly observation date; Coupon barriers: 1,122.546 for Russell, 1,990.24 for S&P; 73.75% of initial levels due 2/20/2020

Royal Bank of Canada 8% annualized, payable quarterly if stock closes at or above 80% coupon barrier on review date for that quarter due 2/20/2020

Royal Bank of Canada 10.4% annualized, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 2/19/2019

Royal Bank of Canada 0.00% due 8/14/2023

Royal Bank of Canada 10.6% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 2/12/2021

Royal Bank of Canada 9.15% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 2/12/2021

Royal Bank of Canada 8.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $30.19 for Coca-Cola, $112.56 for McDonald's and $55.52 for Yum; 70% of initial prices due 2/12/2021

Royal Bank of Canada 11.05%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $149.68, 60% of initial level due 2/12/2021

Royal Bank of Canada 11.35%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $186.25, 60% of initial level due 2/12/2021

Royal Bank of Canada 5.75% annualized, payable quarterly if each index closes at or above 60% coupon barrier on observation date for that quarter due 8/14/2023

Royal Bank of Canada 9.3% annualized, payable quarterly if shares close at or above 70% downside threshold level on determination date for that quarter due 2/12/2021

Royal Bank of Canada 0.00% due 8/13/2020

Royal Bank of Canada 0.00% due 8/13/2020

Royal Bank of Canada 15% per year, payable quarterly if each index closes at or above its downside threshold each day that quarter due 2/13/2020

Royal Bank of Canada 9.3% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 2/11/2021

Royal Bank of Canada 0.00% due 9/10/2021

Royal Bank of Canada 0.00% due 7/9/2021

Royal Bank of Canada 0.00% due 2/10/2020

Royal Bank of Canada 0.00% due 2/21/2019

Royal Bank of Canada 0.00% due 8/7/2019

Royal Bank of Canada 7.6% annualized, payable quarterly if each fund closes at or above 75% coupon barrier on each trading day for that quarter due 2/4/2021

Royal Bank of Canada 7.6%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $117.64 for Russell, $55.54 for MSCI EAFE; 75% of initial prices due 2/4/2021

Royal Bank of Canada 0.00% due 8/5/2020

Royal Bank of Canada 0.00% due 7/9/2019

Royal Bank of Canada 0.00% due 2/3/2021

Royal Bank of Canada 0.00% due 2/7/2022

Royal Bank of Canada 0.00% due 8/7/2023

Royal Bank of Canada 0.00% due 2/5/2024

Royal Bank of Canada 0.00% due 8/5/2019

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above 65% coupon barrier level on observation date for that quarter due 2/3/2021

Royal Bank of Canada 0.00% due 2/3/2021

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 8.8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $120.06 for Apple and $81.42 for JPMorgan; 70% of initial prices due 1/29/2021

Royal Bank of Canada 9.35%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $24.15 for BofA and $49.45 for Wells; 75% of initial prices due 1/29/2021

Royal Bank of Canada 9.3%, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/Trigger levels: $73.62 for Celgene and $27.33 for GlaxoSmithKline, 70% of initial levels due 1/29/2021

Royal Bank of Canada 10.35%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; coupon barrier: $192.22, 70% of initial level due 1/29/2021

Royal Bank of Canada 9%, payable quarterly if each fund closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $72.14 for SPDR S&P Biotech and $22.63 for Financial Select; 75% of initial prices due 1/29/2021

Royal Bank of Canada 0.00% due 1/31/2020

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 1/31/2020

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 7.25% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/triggers: 2,011.01 for S&P and 1,125.641 for Russell 2000; 70% of initial levels due 1/30/2020

Royal Bank of Canada 12% annualized, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 1/31/2019

Royal Bank of Canada 12.5% annualized, payable each month that shares close at or above downside threshold level on determination date for that month due 7/31/2018

Royal Bank of Canada 13% annualized, payable each month that shares close at or above downside threshold level on determination date for that month due 1/31/2019

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 2/7/2019

Royal Bank of Canada 0.00% due 1/31/2024

Royal Bank of Canada 1.75% due 7/29/2021

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 20% annualized, payable each month that shares close at or above downside threshold level on determination date for that month due 7/30/2018

Royal Bank of Canada 2.75% for the first five years, stepping up to 3% for year six and to 4.5% for year seven; payable semiannually due 1/29/2025

Royal Bank of Canada 9.2% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 1/28/2021

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 1/26/2024

Royal Bank of Canada 0.00% due 2/8/2019

Royal Bank of Canada 0.00% due 7/26/2019

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $145.79 for Costco and $49.79 for Nike; 75% of initial prices due 1/27/2021

Royal Bank of Canada 0.00% due 1/27/2020

Royal Bank of Canada 9.15% due 1/25/2019

Royal Bank of Canada 11.00% due 1/25/2019

Royal Bank of Canada 7% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 7/24/2023

Royal Bank of Canada 5.3%, payable quarterly if each component closes at or above its 60% coupon barrier on any determination date for that quarter due 7/24/2023

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $775.99 for Amazon, $107.88 for Facebook, $677.86 for Alphabet and $107.56 for Apple; 60% of initial prices due 1/24/2020

Royal Bank of Canada 0.00% due 8/9/2019

Royal Bank of Canada 0.00% due 11/21/2019

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 1/23/2020

Royal Bank of Canada 0.00% due 4/4/2019

Royal Bank of Canada 0.00% due 2/22/2019

Royal Bank of Canada 8.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $652.60 for Amazon, $89.69 for Facebook, $565.33 for Alphabet and $110.62 for Netflix; 50% of initial prices due 1/15/2021

Royal Bank of Canada 8.7% annualized, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 1/15/2021

Royal Bank of Canada 9.2%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $119.21 for Caterpillar and $118.51 for Deere; 70% of initial prices due 1/15/2021

Royal Bank of Canada 4.2% annualized, payable quarterly if index closes at or above 59.25% coupon barrier on observation date for that quarter due 1/18/2023

Royal Bank of Canada 11.3%, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 1/15/2021

Royal Bank of Canada 0.00% due 7/17/2019

Royal Bank of Canada 0.00% due 1/30/2019

Royal Bank of Canada 0.00% due 1/18/2023

Royal Bank of Canada 0.00% due 8/5/2019

Royal Bank of Canada 0.00% due 10/16/2019

Royal Bank of Canada 7.85%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 1/16/2020

Royal Bank of Canada 0.00% due 7/12/2019

Royal Bank of Canada 8.8%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 1/14/2020

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 1/13/2020

Royal Bank of Canada 10% annualized, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 1/8/2021

Royal Bank of Canada 0.00% due 2/6/2019

Royal Bank of Canada 8.95%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 1/9/2020

Royal Bank of Canada 7.1%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $108.13 for Russell, $29.25 for Stoxx; 70% of initial prices due 1/7/2021

Royal Bank of Canada 0.00% due 7/9/2019

Royal Bank of Canada 8.95%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 1/8/2020

Royal Bank of Canada 0.00% due 1/7/2021

Royal Bank of Canada 8.65% annualized, payable quarterly if each fund closes at or above 70% coupon barrier on observation date for that quarter due 1/4/2021

Royal Bank of Canada 0.00% due 1/5/2022

Royal Bank of Canada 7.5% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 12/31/2020

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 1/2/2025

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 2/28/2019

Royal Bank of Canada 0.00% due 2/28/2019

Royal Bank of Canada 0.00% due 1/2/2024

Royal Bank of Canada 1.59% due 7/1/2021

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 12/30/2021

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 8.55%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $817.85 for Amazon and $33.15 for Oracle; 70% of initial prices due 12/28/2020

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $584.18 for Amazon, $88.60 for Facebook, $534.43 for Alphabet and $94.97 for Netflix; 50% of initial prices due 12/28/2020

Royal Bank of Canada 8%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $105.85 for Amgen and $191.70 for Biogen; 60% of initial prices due 12/28/2020

Royal Bank of Canada 8.65%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $20.92 for BofA, $52.84 for Citi and $181.28 for Goldman; 70% of initial prices due 12/28/2020

Royal Bank of Canada 8.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $30.97 for BP, $93.74 for Chevron and $65.75 for Royal Dutch; 75% of initial prices due 12/28/2020

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 12/28/2020

Royal Bank of Canada 11.5% annualized, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 12/28/2018

Royal Bank of Canada 14% annualized, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 6/27/2018

Royal Bank of Canada 0.00% due 6/25/2020

Royal Bank of Canada 0.00% due 12/27/2019

Royal Bank of Canada 0.00% due 1/7/2019

Royal Bank of Canada 2.5% in years one through five, 33.5% in year six and 4.5% in year seven; payable semiannually due 12/20/2024

Royal Bank of Canada 0.00% due 12/19/2019

Royal Bank of Canada 0.00% due 4/3/2019

Royal Bank of Canada 7%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $107.16 for Russell, $28.83 for Stoxx; 70% of initial prices due 12/24/2020

Royal Bank of Canada 7.03%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers: $106.57 for Russell, $28.49 for Stoxx; 70% of initial prices due 12/18/2020

Royal Bank of Canada 3% for the first five years, stepping up to 3.5% in year six and to 4.25% in year 11; payable semiannually due 12/15/2032

Royal Bank of Canada 8.10% due 12/17/2018

Royal Bank of Canada 7.05% due 12/17/2018

Royal Bank of Canada 7%, payable quarterly if each component closes at or above its 65% coupon barrier on any determination date for that quarter due 12/16/2021

Royal Bank of Canada 8.85% due 3/15/2019

Royal Bank of Canada 0.00% due 9/17/2019

Royal Bank of Canada 9.1% annualized, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 12/16/2020

Royal Bank of Canada 9.3% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 12/11/2020

Royal Bank of Canada 8.05% annualized, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 12/11/2020

Royal Bank of Canada 11.1% per year, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 12/3/2018

Royal Bank of Canada 11.5% annualized, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 12/13/2018

Royal Bank of Canada 0.00% due 6/11/2020

Royal Bank of Canada 0.00% due 6/11/2020

Royal Bank of Canada 0.00% due 3/12/2019

Royal Bank of Canada 0.00% due 6/11/2020

Royal Bank of Canada 11.68% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 12/4/2020

Royal Bank of Canada 0.00% due 12/6/2022

Royal Bank of Canada 0.00% due 6/4/2019

Royal Bank of Canada 0.00% due 6/3/2020

Royal Bank of Canada 0.00% due 12/5/2022

Royal Bank of Canada 0.00% due 12/5/2019

Royal Bank of Canada 0.00% due 12/3/2020

Royal Bank of Canada 7.25%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 12/3/2020

Royal Bank of Canada 0.00% due 6/1/2020

Royal Bank of Canada 0.00% due 6/2/2021

Royal Bank of Canada 0.00% due 12/2/2021

Royal Bank of Canada 0.00% due 12/3/2024

Royal Bank of Canada 0.00% due 11/29/2019

Royal Bank of Canada 0.00% due 11/29/2019

Royal Bank of Canada 0.00% due 1/30/2019

Royal Bank of Canada 0.00% due 12/1/2022

Royal Bank of Canada 0.00% due 11/29/2019

Royal Bank of Canada 0.00% due 11/30/2023

Royal Bank of Canada 0.00% due 12/2/2020

Royal Bank of Canada 7.3%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers/downside thresholds: $105.62 for Russell, $28.69 for Stoxx; 70% of initial levels due 12/1/2020

Royal Bank of Canada 2.25% for two years, then Libor plus 35 bps, capped at 4.4%; payable quarterly due 11/28/2022

Royal Bank of Canada 8.3%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 11/27/2020

Royal Bank of Canada 9.15%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $578.08 for Amazon, $90.44 for Facebook, $525.96 for Alphabet and $98.16 for Netflix; 50% of initial prices due 11/27/2020

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $201.37 for Biogen and $39.74 for Bristol-Myers; 65% of initial prices due 11/27/2020

Royal Bank of Canada 10.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $168.76 for Chipotle, $101.43 for McDonald's and $47.54 for Yum; 60% of initial prices due 11/27/2020

Royal Bank of Canada 9.35%, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 11/27/2020

Royal Bank of Canada 0.00% due 12/26/2018

Royal Bank of Canada 1.00% due 5/26/2021

Royal Bank of Canada 11.7%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $37.65 for ETF, 1,202.717 for Russell, 2,849.13 for Stoxx; 80% of initial levels due 11/25/2019

Royal Bank of Canada 6.25% per year multiplied by proportion of days on which 10-year U.S. dollar ICE swap rate is greater than or equal to 1.832%; payable monthly due 11/21/2019

Royal Bank of Canada 0.00% due 11/30/2022

Royal Bank of Canada 9.3%, payable quarterly if GE closes at or above coupon barrier on observation date for that quarter; Coupon barrier/trigger: $13.66; 75% of initial price due 11/21/2019

Royal Bank of Canada 2.5% in years one through five, 3% in year six, 3.5% in year seven and 4% in year eight; payable semiannually due 11/21/2025

Royal Bank of Canada 8%, payable each quarter that stock closes at or above downside threshold on observation date for that quarter due 11/20/2020

Royal Bank of Canada 8%, payable each quarter that stock closes at or above downside threshold on observation date for that quarter due 11/20/2020

Royal Bank of Canada 8%, payable each quarter that stock closes at or above downside threshold on observation date for that quarter due 11/20/2020

Royal Bank of Canada 7%, payable each quarter that stock closes at or above downside threshold on observation date for that quarter due 11/20/2020

Royal Bank of Canada 20.15% annualized, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 11/20/2019

Royal Bank of Canada 27.5% annualized, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 11/20/2019

Royal Bank of Canada 8.3% annualized, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 11/18/2021

Royal Bank of Canada 7.3% annualized, payable monthly if each index closes at or above 70% coupon barrier on observation date for that month due 11/20/2019

Royal Bank of Canada 8.3%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: 1,098.071 for Russell, 16,521.24 for Nikkei and 2,659.29 for Stoxx; 75% of initial levels due 11/18/2021

Royal Bank of Canada 7.4%, payable quarterly if both ETFs close at or above coupon barriers on quarterly observation date; Coupon barriers/downside thresholds: $102.35 for Russell, $28.57 for Stoxx; 70% of initial levels due 11/19/2020

Royal Bank of Canada 9.4%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $562.68 for Amazon, $89.23 for Facebook, $522.08 for Alphabet and $96.01 for Netflix; 50% of initial prices due 11/16/2020

Royal Bank of Canada 9.3%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $102.34 for Amgen and $66.52 for Celgene; 65% of initial prices due 11/16/2020

Royal Bank of Canada 8.4% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 11/16/2020

Royal Bank of Canada 9.28%, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: $186.26 for Biogen and $36.52 for Bristol-Myers; 60% of initial prices due 11/16/2022

Royal Bank of Canada 8.5% per year, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 11/16/2020

Royal Bank of Canada 15.25% per year, payable quarterly if each index closes at or above 80% coupon barrier on observation date for that quarter due 5/15/2019

Royal Bank of Canada 15.25%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; Coupon barrier/triggers: 5,027.253 for Nasdaq, 18,145.14 for Nikkei and 105.88 for Stoxx Banks; 80% of initial levels due 5/15/2019

Royal Bank of Canada 8.69% per year, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 11/16/2020

Royal Bank of Canada 13% per year, payable each month that shares close at or above downside threshold level on determination date for that month due 5/15/2018

Royal Bank of Canada 10.5% per year, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 11/16/2020

Royal Bank of Canada 11.5% per year, payable each quarter that shares close at or above downside threshold level on determination date for that quarter due 11/16/2020

Royal Bank of Canada 0.00% due 1/11/2019

Royal Bank of Canada 5.20% due 9/12/2019

Royal Bank of Canada 0.00% due 1/12/2021

Royal Bank of Canada 0.00% due 9/16/2022

Royal Bank of Canada 9%, payable quarterly if stock closes at or above downside threshold on observation date for that quarter due 11/13/2019

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 7.1% per year if each ETF closes at or above downside threshold level on observation date for that quarter due 11/13/2020

Royal Bank of Canada 7.1% per year, payable quarterly if each fund closes at or above 70% coupon barrier on each trading day for that quarter due 11/13/2020

Royal Bank of Canada 8.05%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $7.42 for Ford, $25.40 for General Motors; 60% of initial prices due 11/8/2022

Royal Bank of Canada 15% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 5/8/2018

Royal Bank of Canada 0.00% due 2/7/2019

Royal Bank of Canada 0.00% due 12/5/2018

Royal Bank of Canada 0.00% due 11/4/2019

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 0.00% due 5/2/2023

Royal Bank of Canada 0.00% due 11/1/2021

Royal Bank of Canada 0.00% due 5/2/2022

Royal Bank of Canada 0.00% due 5/2/2024

Royal Bank of Canada 0.00% due 11/1/2022

Royal Bank of Canada 0.00% due 12/31/2018

Royal Bank of Canada 0.00% due 11/1/2023

Royal Bank of Canada 0.00% due 10/30/2020

Royal Bank of Canada 8.55% per year, payable quarterly if each index closes at or above its downside threshold each day that quarter due 5/1/2020

Royal Bank of Canada 5.00% due 10/30/2020

Royal Bank of Canada 0.00% due 10/29/2021

Royal Bank of Canada 7.63% per year, payable quarterly if each fund closes at or above 70% coupon barrier on observation date for that quarter due 10/29/2020

Royal Bank of Canada 0.00% due 10/31/2019

Royal Bank of Canada 0.00% due 10/31/2019

Royal Bank of Canada 0.00% due 10/24/2019

Royal Bank of Canada 0.00% due 10/30/2020

Royal Bank of Canada 0.00% due 10/29/2019

Royal Bank of Canada 8.63% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 10/23/2020

Royal Bank of Canada 9% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 10/23/2020

Royal Bank of Canada 0.00% due 3/23/2022

Royal Bank of Canada 8.85% due 10/22/2018

Royal Bank of Canada 8.85% due 10/22/2018

Royal Bank of Canada 13% per year, payable quarterly if Nvidia shares close at or above downside threshold level on determination date for that quarter due 10/18/2018

Royal Bank of Canada 0.00% due 10/18/2023

Royal Bank of Canada 6.25% annualized for each day that the 10-year U.S. dollar ICE swap rate is at least 1.824%, payable monthly due 10/16/2019

Royal Bank of Canada 0.00% due 12/18/2018

Royal Bank of Canada 0.00% due 2/5/2019

Royal Bank of Canada 7.85%, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier: $26.61, 80% of initial price due 10/17/2019

Royal Bank of Canada 9.15%, payable quarterly if stock closes at or above 55% coupon barrier on observation date for that quarter due 10/15/2020

Royal Bank of Canada 0.00% due 12/6/2018

Royal Bank of Canada 7.87%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 10/10/2019

Royal Bank of Canada 8.63%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 10/10/2019

Royal Bank of Canada 8.08% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 10/9/2020

Royal Bank of Canada 8.4% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 10/9/2020

Royal Bank of Canada 13% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 4/11/2018

Royal Bank of Canada 0.00% due 10/24/2018

Royal Bank of Canada 0.00% due 3/7/2019

Royal Bank of Canada 8%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 10/7/2019

Royal Bank of Canada 8.2%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 10/7/2019

Royal Bank of Canada 17% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 4/4/2018

Royal Bank of Canada 12.15%, payable quarterly if each stock closes at or above 80% coupon barrier on observation date for that quarter due 10/3/2018

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 10/1/2020

Royal Bank of Canada 0.00% due 10/3/2019

Royal Bank of Canada 0.00% due 9/27/2019

Royal Bank of Canada 0.00% due 4/2/2019

Royal Bank of Canada 0.00% due 4/1/2021

Royal Bank of Canada 12.95%, payable quarterly if each stock closes at or above 80% coupon barrier on observation date for that quarter due 4/2/2018

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 9/30/2021

Royal Bank of Canada 0.00% due 10/2/2023

Royal Bank of Canada 0.00% due 10/2/2023

Royal Bank of Canada 6.05%, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 9/30/2022

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock due 10/9/2018

Royal Bank of Canada 0.00% due 10/2/2023

Royal Bank of Canada 0.00% due 10/2/2019

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 8.5% per year if GM shares close at or above downside threshold level on observation date for that quarter due 10/2/2019

Royal Bank of Canada 0.00% due 1/2/2019

Royal Bank of Canada 0.00% due 9/30/2021

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 7.95%, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 9/26/2019

Royal Bank of Canada 7.7%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 9/26/2019

Royal Bank of Canada 7.66%, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 9/26/2019

Royal Bank of Canada 8.75%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $7.10 for Ford, $23.65 for General Motors; 60% of initial prices due 9/25/2020

Royal Bank of Canada 8.35%, payable quarterly if stock closes at or above 60% coupon barrier on observation date for that quarter due 9/26/2019

Royal Bank of Canada 14.4% per year, payable monthly if Nvidia shares close at or above downside threshold level on determination date for that month due 3/27/2018

Royal Bank of Canada 0.00% due 9/23/2019

Royal Bank of Canada 11.05% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 9/18/2020

Royal Bank of Canada 8.85% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 9/18/2020

Royal Bank of Canada 0.00% due 9/20/2023

Royal Bank of Canada 15.25%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/17/2020

Royal Bank of Canada 1.875% for one year, then Libor plus 30 basis points, with a cap of 2.4% in year two and 2.55% in year three; payable quarterly due 9/20/2020

Royal Bank of Canada 11.5%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/18/2019

Royal Bank of Canada 10.7%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 9/17/2018

Royal Bank of Canada 8.80% due 3/15/2019

Royal Bank of Canada 0.00% due 11/15/2018

Royal Bank of Canada 7.35% due 9/14/2018

Royal Bank of Canada 7.65% due 9/14/2018

Royal Bank of Canada 9.35%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/12/2019

Royal Bank of Canada 7.85%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 9/12/2019

Royal Bank of Canada 7.55%, payable each quarter that each stock closes at or above coupon barrier on observation date for that quarter; Coupon barrier: $117.98 for Costco, $59.16 for Wal-Mart; 75% of initial prices due 9/12/2019

Royal Bank of Canada 10.1%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 9/12/2019

Royal Bank of Canada 11.85%, payable quarterly if each stock closes at or above 55% coupon barrier on observation date for that quarter due 9/12/2019

Royal Bank of Canada 6.1%, payable quarterly if each index closes at or above 70% coupon barrier on observation date for that quarter due 9/13/2022

Royal Bank of Canada 9.2%, payable quarterly if fund closes at or above 75% coupon barrier on observation date for that quarter due 9/12/2019

Royal Bank of Canada 0.00% due 9/6/2022

Royal Bank of Canada 0.00% due 7/5/2019

Royal Bank of Canada 2% for the first four years, stepping up to 2.7% for year five, to 3.7% for six and to 4.7% for year seven; payable semiannually due 9/5/2024

Royal Bank of Canada 2% for the first four years, stepping up to 3.15% for year five, to 4.15% for six and to 5.15% for year seven; payable semiannually due 9/5/2024

Royal Bank of Canada 0.00% due 9/2/2021

Royal Bank of Canada 0.00% due 9/2/2021

Royal Bank of Canada 0.00% due 3/4/2021

Royal Bank of Canada 12%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger prices: $37.30 for Delta, $19.54 for ETF; 80% of initial stock prices due 3/5/2018

Royal Bank of Canada 0.00% due 3/3/2023

Royal Bank of Canada 0.00% due 9/1/2022

Royal Bank of Canada 0.00% due 9/1/2023

Royal Bank of Canada 0.00% due 9/1/2023

Royal Bank of Canada 0.00% due 9/1/2023

Royal Bank of Canada 4.25%, payable monthly if the index closes at or above knock-in level on observation date for that month; Knock-in/buffer level: 1,957.04, 80% of initial level due 12/2/2022

Royal Bank of Canada 1.00% due 3/4/2021

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 10/3/2018

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 9/3/2019

Royal Bank of Canada 7%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 9/3/2019

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 0.00% due 8/31/2020

Royal Bank of Canada 8.4%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 9%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 8.8%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 8.35%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 11.5%, payable quarterly if each stock closes at or above 55% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 8.05%, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/28/2020

Royal Bank of Canada 9.05%, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 12% annualized, payable monthly if stock closes at or above downside threshold level on determination date for that month due 3/1/2018

Royal Bank of Canada 7.85%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 8/27/2020

Royal Bank of Canada 0.00% due 8/26/2021

Royal Bank of Canada 0.00% due 3/28/2019

Royal Bank of Canada 7.1%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger prices: $17.45 for SPDR Oil & Gas, $37.20 for Energy Select SPDR; 60% of initial stock prices due 8/26/2020

Royal Bank of Canada 0.00% due 9/7/2018

Royal Bank of Canada 0.00% due 8/26/2019

Royal Bank of Canada 9.9% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 8/23/2018

Royal Bank of Canada 8.37%, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 8/22/2019

Royal Bank of Canada 0.00% due 8/22/2019

Royal Bank of Canada 0.00% due 12/5/2018

Royal Bank of Canada 6.35% annualized for each day that the 10-year U.S. dollar ICE swap rate is at least 1.736%, payable monthly due 8/29/2019

Royal Bank of Canada 8.23%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/15/2019

Royal Bank of Canada 9%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 8/15/2019

Royal Bank of Canada 9.68%, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 8/15/2019

Royal Bank of Canada 6.1% annualized for each day that the 10-year U.S. dollar ICE swap rate is at least 1.784%, payable monthly due 8/15/2019

Royal Bank of Canada 2% for first three years, stepping up to .8% for years four through six and to 4% for year seven; payable semiannually due 8/15/2024

Royal Bank of Canada 7.21%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 8/14/2019

Royal Bank of Canada 0.00% due 8/14/2019

Royal Bank of Canada 0.00% due 4/21/2022

Royal Bank of Canada 0.00% due 3/22/2019

Royal Bank of Canada 9.6%, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 8/7/2020

Royal Bank of Canada 8.55%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 8/15/2019

Royal Bank of Canada 8.12%, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 8/9/2022

Royal Bank of Canada 10.4%, payable quarterly if each stock closes at or above 80% coupon barrier on observation date for that quarter due 11/8/2018

Royal Bank of Canada 8.4%, payable quarterly if each ETF closes at or above coupon barrier level on observation date; Barriers/thresholds: $30.78 for EM, $98.16 for Russell, 70% of initial levels due 8/7/2020

Royal Bank of Canada 0.00% due 3/11/2019

Royal Bank of Canada 8%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: $47.02 for ETF, 1,510.57 for index; 61% of initial levels due 8/6/2020

Royal Bank of Canada 0.00% due 9/7/2018

Royal Bank of Canada 0.00% due 12/22/2021

Royal Bank of Canada 0.00% due 2/5/2019

Royal Bank of Canada 0.00% due 11/5/2018

Royal Bank of Canada 0.00% due 8/2/2022

Royal Bank of Canada 7.90% due 8/3/2018

Royal Bank of Canada 8.90% due 8/3/2018

Royal Bank of Canada 8.2% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 7/30/2020

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 0.00% due 7/26/2019

Royal Bank of Canada 7.95% per year, payable quarterly if each ETF closes at or above its coupon barrier on observation date for that quarter; Coupon barriers: $30.64 for EM ETF, $99.64 for Russell ETF; 70% of initial values due 7/30/2020

Royal Bank of Canada 7.4%, payable quarterly if each index closes at or above barrier level on observation date; Barriers/thresholds: 1,732.79 for S&P, 1,003.537 for Russell, 70% of initial levels due 7/30/2020

Royal Bank of Canada 0.00% due 1/29/2021

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 0.00% due 7/31/2023

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 1.00% due 1/29/2021

Royal Bank of Canada 6.95% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 10/31/2019

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/28/2022

Royal Bank of Canada 2% for two years, then Libor, floor of 1.5%; payable quarterly due 7/28/2022

Royal Bank of Canada 0.00% due 8/29/2018

Royal Bank of Canada 0.00% due 8/29/2018

Royal Bank of Canada 7.45%, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 7/25/2019

Royal Bank of Canada 8.2%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 7/25/2019

Royal Bank of Canada 7.1%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 7/25/2019

Royal Bank of Canada 8.7%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 7/25/2019

Royal Bank of Canada 9.35%, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 7/25/2019

Royal Bank of Canada 14% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 1/25/2018

Royal Bank of Canada 0.00% due 2/26/2019

Royal Bank of Canada 2.5% for first five years, stepping up to 3% for years six through 10, to 3.5% for year 11, to 4% for year 12 and to 5% for year 13; payable semiannually due 7/26/2030

Royal Bank of Canada 8.25%, payable quarterly if ETF closes at or above coupon barrier level on observation date; Barrier/threshold: $20.57, 65% of initial level due 7/26/2019

Royal Bank of Canada 0.00% due 7/24/2020

Royal Bank of Canada 0.00% due 1/9/2019

Royal Bank of Canada 10.25%, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger prices: $13.39 for GE, $11.64 for Gap; 50% of initial stock prices due 7/17/2020

Royal Bank of Canada 7.8%, payable quarterly if each fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger prices: $47.44 for SPDR Biotech, $14.95 for Financial Select SPDR; 60% of initial stock prices due 7/19/2022

Royal Bank of Canada 0.00% due 7/19/2022

Royal Bank of Canada 0.00% due 5/17/2019

Royal Bank of Canada Each quarter, notes pay contingent coupon at rate of 11% per year if shares close at or above downside threshold level on observation date for that quarter due 7/18/2018

Royal Bank of Canada 6.55%, payable quarterly if fund closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/trigger level: $29.30, 70% of initial level due 7/16/2020

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 7/16/2019

Royal Bank of Canada 11.05% due 7/13/2018

Royal Bank of Canada 8.15% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 7/11/2019

Royal Bank of Canada 10.2%, payable quarterly if each stock closes at or above coupon barrier level on observation date for that quarter; Coupon barrier/rigger prices: $17.38 for Bank of America, $23.09 for Blackstone; 70% of initial stock prices due 7/11/2019

Royal Bank of Canada 8.5%, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 7/11/2019

Royal Bank of Canada 0.00% due 10/16/2018

Royal Bank of Canada 8.60% due 7/9/2018

Royal Bank of Canada 0.00% due 7/6/2021

Royal Bank of Canada 0.00% due 7/5/2019

Royal Bank of Canada 11.75% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 7/5/2018

Royal Bank of Canada 0.00% due 10/3/2018

Royal Bank of Canada 0.00% due 10/3/2018

Royal Bank of Canada 0.00% due 12/28/2017

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above 75% coupon barrier on observation date for that quarter due 7/5/2019

Royal Bank of Canada 0.00% due 7/5/2022

Royal Bank of Canada 0.00% due 7/13/2018

Royal Bank of Canada 0.00% due 7/13/2018

Royal Bank of Canada 0.00% due 7/1/2021

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 7/2/2020

Royal Bank of Canada 0.00% due 7/2/2019

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 3/30/2023

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 7/2/2019

Royal Bank of Canada 0.00% due 7/2/2020

Royal Bank of Canada 0.00% due 7/1/2021

Royal Bank of Canada 0.00% due 6/30/2023

Royal Bank of Canada 0.00% due 7/2/2019

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 7/10/2018

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 9.05% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 6/27/2019

Royal Bank of Canada 8.95% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 6/27/2019

Royal Bank of Canada 7.9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/27/2019

Royal Bank of Canada 0.00% due 1/10/2019

Royal Bank of Canada 2% for first four years, stepping up to 3% for year five, to 4% for year six and to 5% for year seven; payable semiannually due 6/28/2024

Royal Bank of Canada 6.75%, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barrier levels: 983.177 for Russell and 2,489.03 for Stoxx; 70% of initial levels due 6/25/2020

Royal Bank of Canada 9.6% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 6/19/2020

Royal Bank of Canada 11% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/21/2018

Royal Bank of Canada 13.75%, payable quarterly if each stock closes at or above 80% coupon barrier on observation date for that quarter due 6/19/2018

Royal Bank of Canada 0.00% due 12/18/2019

Royal Bank of Canada 0.00% due 9/14/2023

Royal Bank of Canada 8.50% due 6/15/2018

Royal Bank of Canada 6.85% due 6/15/2018

Royal Bank of Canada 0.00% due 6/14/2022

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 6/12/2020

Royal Bank of Canada 9.15%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 8.75%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 8%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 17%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 8.22%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; coupon barriers: $31.21 for ETF, 2,689.55 for Stoxx and 1,823.83 for S&P; 75% of initial levels due 6/12/2020

Royal Bank of Canada 20.25%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above 70% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 8.85%, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 6/13/2019

Royal Bank of Canada 0.00% due 6/14/2023

Royal Bank of Canada 12.45% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/12/2020

Royal Bank of Canada 0.00% due 6/10/2019

Royal Bank of Canada 11%, payable quarterly if each index closes at or above 75% coupon barrier on observation date for that quarter due 12/16/2019

Royal Bank of Canada 13.5%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 6/12/2019

Royal Bank of Canada 0.00% due 1/10/2019

Royal Bank of Canada 0.00% due 7/11/2018

Royal Bank of Canada 0.00% due 12/8/2022

Royal Bank of Canada 9.25% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 6/7/2018

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 0.00% due 6/1/2023

Royal Bank of Canada 14.5%, payable quarterly if each underlying closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $123.98 for stock, $53.97 for ETF; 80% of initial price due 12/5/2017

Royal Bank of Canada 0.00% due 6/4/2019

Royal Bank of Canada 6.07%, payable quarterly if each fund closes at or above coupon barrier on observation date for that quarter; Coupon barriers: $49.54 for EAFE, $31.31 for EM; 75% of initial price due 5/29/2020

Royal Bank of Canada 14.5%, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 5/31/2019

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 0.00% due 6/1/2022

Royal Bank of Canada 0.00% due 6/1/2023

Royal Bank of Canada 0.00% due 6/1/2023

Royal Bank of Canada 0.00% due 6/1/2023

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 0.00% due 3/2/2023

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 0.00% due 12/2/2020

Royal Bank of Canada 0.00% due 7/31/2018

Royal Bank of Canada 97.75% of the sum of the dividend amounts for each of the basket stocks; payable quarterly due 6/8/2018

Royal Bank of Canada 0.00% due 6/1/2023

Royal Bank of Canada 6.55%, payable quarterly if each fund closes at or above 70% coupon barrier on observation date due 6/1/2020

Royal Bank of Canada 8.35%, payable quarterly if each index closes at or above barrier level on observation date; Barriers/thresholds: 4,051.851 for Nasdaq, 967.571 for Russell, 70% of initial levels due 6/1/2020

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 5/29/2020

Royal Bank of Canada 11% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 5/29/2020

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 0.00% due 5/26/2022

Royal Bank of Canada 7%, payable quarterly if indexes close at or above coupon barriers on observation date for that quarter; Coupon barriers: 2,503.57 for Euro Stoxx 50 and 963.997 for Russell 2000; 70% of initial levels due 5/29/2020

Royal Bank of Canada 10.8%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 5/23/2019

Royal Bank of Canada 8.85%, payable quarterly if each stock closes at or above 80% coupon barrier on observation date for that quarter due 5/23/2019

Royal Bank of Canada 9.85%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 5/23/2019

Royal Bank of Canada 9.5% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 5/23/2019

Royal Bank of Canada 9.75% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 5/23/2019

Royal Bank of Canada 10.15%, payable quarterly if each stock closes at or above 70% coupon barrier on observation date for that quarter due 5/23/2019

Royal Bank of Canada 8.48%, payable quarterly if each asset closes at or above coupon barrier level on observation date for that quarter; coupon barriers: $30.86 for ETF, 2,690.26 for Stoxx and 1,786.30 for S&P; 75% of initial levels due 5/22/2020

Royal Bank of Canada 0.00% due 5/23/2019

Royal Bank of Canada 0.00% due 10/23/2018

Royal Bank of Canada 0.00% due 9/12/2018

Royal Bank of Canada 2% initially, stepping up to 3.25% on May 19, 2020 and to 4.5% on May 19, 2021; payable semiannually due 5/19/2022

Royal Bank of Canada 9.6%, payable quarterly if each stock closes at or above 50% coupon barrier on observation date for that quarter due 5/20/2020

Royal Bank of Canada 6.75%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 5/20/2019

Royal Bank of Canada 0.00% due 11/18/2020

Royal Bank of Canada 0.00% due 10/5/2018

Royal Bank of Canada 0.00% due 2/21/2023

Royal Bank of Canada 0.00% due 11/15/2018

Royal Bank of Canada 2.15% for first three years, stepping up to 3% on May 17, 2020 and to 4.5% on May 17, 2022; payable semiannually due 5/17/2024

Royal Bank of Canada 0.00% due 11/16/2021

Royal Bank of Canada 2% for one year, then Libor plus 50 bps, capped at 4%; payable quarterly due 5/16/2022

Royal Bank of Canada 2.05% for first three years, stepping up to 2.5% for year four, to 3% for year five, to 3.5% for year six and to 5% for year seven; payable semiannually due 5/15/2024

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above 80% coupon barrier on observation date for that quarter due 11/14/2017

Royal Bank of Canada 0.00% due 10/12/2018

Royal Bank of Canada 10.5%, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 5/9/2019

Royal Bank of Canada 9.5%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 5/9/2019

Royal Bank of Canada 8.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/9/2019

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/9/2019

Royal Bank of Canada 8.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/9/2019

Royal Bank of Canada 0.00% due 2/10/2022

Royal Bank of Canada 6.7%, payable quarterly if each ETF closes at or above barrier on quarterly observation date; Barrier/thresholds: $96.67 for Russell, $45.41 for EAFE; 70% of initial levels due 5/11/2020

Royal Bank of Canada 7.85%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 5/8/2019

Royal Bank of Canada 0.00% due 11/8/2018

Royal Bank of Canada 9.9%, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 5/5/2022

Royal Bank of Canada 2% for one year, then Libor plus 50 bps, capped at 4%; payable quarterly due 5/5/2022

Royal Bank of Canada 9.75%, payable quarterly if each stock closes at or above 60% coupon barrier on observation date for that quarter due 5/5/2022

Royal Bank of Canada 7.55% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 5/3/2018

Royal Bank of Canada 0.00% due 8/2/2018

Royal Bank of Canada 0.00% due 5/3/2022

Royal Bank of Canada 0.00% due 8/3/2018

Royal Bank of Canada 0.00% due 6/1/2018

Royal Bank of Canada 0.00% due 5/11/2018

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 4/30/2020

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 4/29/2022

Royal Bank of Canada 0.00% due 5/1/2023

Royal Bank of Canada 0.00% due 7/29/2021

Royal Bank of Canada 0.00% due 4/29/2021

Royal Bank of Canada 0.00% due 4/29/2022

Royal Bank of Canada 0.00% due 4/29/2022

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 5/1/2023

Royal Bank of Canada 0.00% due 10/31/2018

Royal Bank of Canada 97.75% of the sum of the dividend amounts for each of the basket stocks due 5/8/2018

Royal Bank of Canada If each index closes at or above its barrier level on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 6.85%; Barrier/trigger prices: 1,671.22 for S&P, 993.602 for Russell; 70% of initial share prices due 5/1/2019

Royal Bank of Canada 8%, payable quarterly if each index closes at or above coupon barrier on observation date; coupon barrier: 993.602 for Russell, 1,671.22 for S&P; 70% of initial levels due 5/1/2020

Royal Bank of Canada 7.1%, payable quarterly if each fund closes at or above trigger level on observation date for that quarter due 4/29/2021

Royal Bank of Canada 0.00% due 4/30/2019

Royal Bank of Canada 0.00% due 4/30/2019

Royal Bank of Canada 0.00% due 4/30/2019

Royal Bank of Canada 2.75% initially, stepping up to 3% for years six through nine and to 4.5% for year 10; payable semiannually due 4/28/2027

Royal Bank of Canada 0.00% due 5/20/2019

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 10.36%; Barrier/trigger prices: $106.70 for Apple and $49.80 for Microsoft; 75% of initial share prices due 4/25/2019

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 9.05%; Barrier/trigger prices: $63.39 for JPMorgan and $39.75 for Wells; 75% of initial share prices due 4/25/2019

Royal Bank of Canada 8.43% per year, payable each quarter that stock closes at or above trigger price on observation date for that quarter due 4/25/2019

Royal Bank of Canada 9.15% per year, payable each quarter that stock closes at or above trigger price on observation date for that quarter due 4/25/2019

Royal Bank of Canada 8.65%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 4/25/2019

Royal Bank of Canada 9% per year, payable each quarter that stock closes at or above trigger price on observation date for that quarter due 4/25/2019

Royal Bank of Canada 7%, payable quarterly if each ETF closes at or above barrier on quarterly observation date; Barrier/thresholds: $97.50 for Russell, $43.91 for EAFE; 70.9% of initial levels due 4/27/2020

Royal Bank of Canada 0.00% due 10/25/2018

Royal Bank of Canada 0.00% due 10/25/2018

Royal Bank of Canada 0.00% due 10/23/2019

Royal Bank of Canada 10.4% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 4/16/2020

Royal Bank of Canada 12.5% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 10/18/2017

Royal Bank of Canada 0.00% due 10/18/2022

Royal Bank of Canada 0.00% due 4/18/2023

Royal Bank of Canada 0.00% due 11/5/2019

Royal Bank of Canada 0.00% due 8/3/2018

Royal Bank of Canada 0.00% due 4/18/2023

Royal Bank of Canada 10.5% per year, payable quarterly if Wynn shares close at or above downside threshold level on determination date for that quarter due 4/18/2018

Royal Bank of Canada 2% for two years, then Libor plus 25 bps, capped at 3%; payable quarterly due 10/19/2020

Royal Bank of Canada 0.00% due 4/18/2019

Royal Bank of Canada 0.00% due 7/17/2018

Royal Bank of Canada 0.00% due 5/16/2019

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 8.95%; Barrier/trigger prices: $16.21 for BofA and $38.39 for Wells; 70% of initial share prices due 4/11/2019

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 9.15%; Barrier/trigger prices: $81.65 for Chevron and $37.16 for ConocoPhillips; 75% of initial share prices due 4/11/2019

Royal Bank of Canada 9.05%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 4/11/2019

Royal Bank of Canada 10%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 4/11/2019

Royal Bank of Canada 9.1%, payable quarterly if fund closes at or above 60% coupon barrier on observation date for that quarter due 4/11/2019

Royal Bank of Canada 0.00% due 7/10/2020

Royal Bank of Canada 2% for two years, then Libor plus 75 bps, capped at 4%; payable quarterly due 4/12/2022

Royal Bank of Canada 9.55% per year, payable each quarter that stock closes at or above trigger price on observation date for that quarter due 4/10/2019

Royal Bank of Canada 6% accrual rate for each day that the 10-year U.S. dollar ICE swap rate is at least 1.896% due 5/4/2018

Royal Bank of Canada 0.00% due 4/5/2022

Royal Bank of Canada 0.00% due 4/4/2019

Royal Bank of Canada 0.00% due 3/22/2019

Royal Bank of Canada 0.00% due 6/1/2018

Royal Bank of Canada 0.00% due 3/31/2023

Royal Bank of Canada 10.4%, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 4/2/2020

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 9.5%; Barrier/trigger prices: $15.26 for BofA and $93.47 for Apple; 65% of initial share prices due 10/1/2020

Royal Bank of Canada 9.31% per year, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 4/2/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 0.00% due 3/31/2023

Royal Bank of Canada 0.00% due 4/1/2021

Royal Bank of Canada 0.00% due 10/3/2022

Royal Bank of Canada 0.00% due 10/3/2022

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/31/2023

Royal Bank of Canada 0.00% due 5/31/2018

Royal Bank of Canada 0.00% due 5/31/2018

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 4/9/2018

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 11.55%, payable quarterly if each stock closes at or above 65% coupon barrier on observation date for that quarter due 4/1/2019

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 2% for two years, then Libor plus 75 bps, capped at 4% per year; payable quarterly due 3/30/2022

Royal Bank of Canada 2.15% for the first three years, stepping up to 3% in year four and 4.25% in year five; payable semiannually due 3/30/2022

Royal Bank of Canada 6.50% due 4/2/2018

Royal Bank of Canada 8.00% due 4/2/2018

Royal Bank of Canada 6.8%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 3/28/2019

Royal Bank of Canada 8.32%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $17.34, 75% of initial price due 3/28/2019

Royal Bank of Canada 7.65%, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 3/28/2019

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 13.19%; Barrier/trigger prices: $51.98 for Microsoft and $25.16 for Mattel; 80% of initial share prices due 9/28/2017

Royal Bank of Canada 9.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/28/2019

Royal Bank of Canada 9.37%, payable quarterly if each fund closes at or above 60% coupon barrier on observation date for that quarter due 3/27/2020

Royal Bank of Canada 0.00% due 3/28/2019

Royal Bank of Canada 0.00% due 3/22/2019

Royal Bank of Canada 0.00% due 5/7/2018

Royal Bank of Canada 0.00% due 12/13/2018

Royal Bank of Canada 0.00% due 3/24/2022

Royal Bank of Canada 10.8%, payable quarterly if stock closes at or above 50% coupon barrier on observation date for that quarter due 3/20/2020

Royal Bank of Canada 9.15%, payable quarterly if each component closes at or above 75% coupon barrier on observation date for that quarter due 3/21/2019

Royal Bank of Canada 8.6%, payable quarterly if fund closes at or above 60% coupon barrier on observation date for that quarter due 3/20/2020

Royal Bank of Canada Libor plus 75 basis points, plus additional contingent coupon at rate of 3% per year if each index closes above trigger level on observation date for quarter due 3/20/2020

Royal Bank of Canada 5.75% due 9/24/2019

Royal Bank of Canada 8.45% due 6/14/2018

Royal Bank of Canada 0.00% due 4/12/2019

Royal Bank of Canada 0.00% due 4/12/2019

Royal Bank of Canada 0.00% due 7/12/2022

Royal Bank of Canada 8.8%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger: $50.67, 80% of initial price due 3/7/2019

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger: $144.16, 80% of initial price due 3/7/2019

Royal Bank of Canada 7.2%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/triggers: $111.82, 80% of initial price due 3/7/2019

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger: $19.08, 75% of initial price due 3/7/2019

Royal Bank of Canada 11.6%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger: $97.40, 70% of initial price due 3/7/2019

Royal Bank of Canada 0.00% due 9/7/2018

Royal Bank of Canada 1.40% due 3/8/2021

Royal Bank of Canada 9.62%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $24.36, 70% of initial price due 3/7/2019

Royal Bank of Canada 0.00% due 3/7/2019

Royal Bank of Canada 0.00% due 4/30/2018

Royal Bank of Canada 0.00% due 3/3/2022

Royal Bank of Canada 0.00% due 6/5/2018

Royal Bank of Canada 0.00% due 5/3/2023

Royal Bank of Canada 0.00% due 3/3/2022

Royal Bank of Canada 0.00% due 3/1/2023

Royal Bank of Canada 10.71%, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 2/27/2020

Royal Bank of Canada 7.25%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 2/27/2020

Royal Bank of Canada 9.4%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 2/27/2020

Royal Bank of Canada 0.00% due 2/27/2020

Royal Bank of Canada 0.00% due 3/1/2022

Royal Bank of Canada 0.00% due 3/1/2023

Royal Bank of Canada 0.00% due 3/1/2021

Royal Bank of Canada 0.00% due 3/1/2021

Royal Bank of Canada 0.00% due 2/27/2020

Royal Bank of Canada 0.00% due 2/28/2019

Royal Bank of Canada 0.00% due 3/1/2021

Royal Bank of Canada 0.00% due 3/1/2023

Royal Bank of Canada 10.65% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 3/1/2018

Royal Bank of Canada 97.75% of the sum of the dividend amounts for each of the basket stocks; payable quarterly due 3/8/2018

Royal Bank of Canada 0.00% due 2/28/2020

Royal Bank of Canada 0.00% due 2/28/2019

Royal Bank of Canada 7.05%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/triggers: $102.83, 75% of initial price due 2/27/2020

Royal Bank of Canada 6%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 2/25/2021

Royal Bank of Canada 0.00% due 3/28/2019

Royal Bank of Canada 0.00% due 2/27/2019

Royal Bank of Canada 0.00% due 5/17/2018

Royal Bank of Canada 0.00% due 2/23/2022

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 2/22/2019

Royal Bank of Canada 8.15% per year, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 2/22/2019

Royal Bank of Canada 8.75% per year, payable quarterly if stock closes at or above 80% coupon barrier on observation date for that quarter due 2/22/2019

Royal Bank of Canada 0.00% due 2/23/2022

Royal Bank of Canada 0.00% due 3/27/2020

Royal Bank of Canada 2.75% for the first five years and 4% for years six through 10; payable semiannually due 2/23/2027

Royal Bank of Canada 0.00% due 2/22/2019

Royal Bank of Canada 0.00% due 11/9/2018

Royal Bank of Canada 0.00% due 2/22/2019

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 13.8%; Barrier/trigger prices: $93.62 for Celgene and $44.38 for Qualcomm; 80% of initial share prices due 8/17/2017

Royal Bank of Canada 11.06% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 2/20/2019

Royal Bank of Canada 7.05%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 2/19/2019

Royal Bank of Canada 0.00% due 3/29/2021

Royal Bank of Canada 7.5%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 2/13/2020

Royal Bank of Canada 8%, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 2/13/2020

Royal Bank of Canada 9.6%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 2/13/2020

Royal Bank of Canada 0.00% due 10/12/2018

Royal Bank of Canada 0.00% due 5/15/2018

Royal Bank of Canada 5.00% due 8/19/2019

Royal Bank of Canada 12.5%, payable quarterly if ETFs close at or above trigger prices on observation date for that quarter due 2/14/2018

Royal Bank of Canada 0.00% due 10/23/2018

Royal Bank of Canada 0.00% due 9/12/2018

Royal Bank of Canada 10.50% due 2/26/2018

Royal Bank of Canada 13.5%, payable quarterly if each stock closes at or above 75% coupon barrier on observation date for that quarter due 8/9/2018

Royal Bank of Canada 16.85% per year, payable quarterly if United States Steel shares close at or above downside threshold level on determination date for that quarter due 2/8/2018

Royal Bank of Canada 0.00% due 3/11/2019

Royal Bank of Canada 0.00% due 2/6/2019

Royal Bank of Canada 0.00% due 5/9/2018

Royal Bank of Canada 0.00% due 8/3/2018

Royal Bank of Canada 0.00% due 2/4/2019

Royal Bank of Canada 0.00% due 2/3/2022

Royal Bank of Canada 0.00% due 8/3/2018

Royal Bank of Canada 0.00% due 1/28/2019

Royal Bank of Canada 10.00% due 2/2/2018

Royal Bank of Canada 97.75% of the sum of the dividend amounts for each of the basket stocks; payable quarterly due 2/7/2018

Royal Bank of Canada 8.05% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 1/31/2019

Royal Bank of Canada 8.13%, payable quarterly if each index closes at or above coupon barrier, 70% of its initial level, on observation date due 1/30/2020

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 7%, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 10/31/2018

Royal Bank of Canada 0.00% due 1/31/2019

Royal Bank of Canada 0.00% due 7/30/2020

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 1/31/2023

Royal Bank of Canada 0.00% due 1/31/2019

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 0.00% due 3/29/2018

Royal Bank of Canada 0.00% due 1/31/2020

Royal Bank of Canada 0.00% due 1/28/2019

Royal Bank of Canada 9.25%, payable on a quarter if each stock closes at or above 60% coupon barrier on observation date for that quarter due 1/30/2019

Royal Bank of Canada 8.57%, payable on a quarter if each stock closes at or above 65% coupon barrier on observation date for that quarter due 1/30/2018

Royal Bank of Canada 0.00% due 11/9/2018

Royal Bank of Canada 10% per year, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 1/29/2020

Royal Bank of Canada 7.25% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 1/29/2019

Royal Bank of Canada 0.00% due 3/2/2018

Royal Bank of Canada 2.75% for first five years, 3.25% in years six through eight, 4% in year nine, 5% in year 10; payable semiannually due 1/27/2027

Royal Bank of Canada 8.1% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 1/28/2019

Royal Bank of Canada 2.3% for first four years, 3.5% in year five; payable semiannually due 1/26/2022

Royal Bank of Canada 8.4%, payable on a quarter if each fund closes at or above barrier level on observation date for that quarter due 1/24/2020

Royal Bank of Canada 7.7%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 1/24/2020

Royal Bank of Canada 0.00% due 1/25/2019

Royal Bank of Canada 0.00% due 7/23/2018

Royal Bank of Canada 0.00% due 10/5/2018

Royal Bank of Canada 7.9%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier price: $96.00, 80% of initial price due 1/23/2020

Royal Bank of Canada 9.7%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 1/17/2019

Royal Bank of Canada 9.6%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 1/16/2020

Royal Bank of Canada 0.00% due 5/14/2020

Royal Bank of Canada Libor plus 200 bps and, if each index closes at or above trigger level on observation date, an additional 2%; payable quarterly due 1/9/2020

Royal Bank of Canada 0.00% due 7/17/2018

Royal Bank of Canada 0.00% due 2/8/2019

Royal Bank of Canada 14.16%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 7/10/2017

Royal Bank of Canada 0.00% due 5/7/2018

Royal Bank of Canada 0.00% due 2/8/2018

Royal Bank of Canada 0.00% due 5/7/2018

Royal Bank of Canada 9.25% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 1/9/2019

Royal Bank of Canada 0.00% due 9/21/2018

Royal Bank of Canada 0.00% due 1/4/2022

Royal Bank of Canada 8.15% due 1/5/2018

Royal Bank of Canada 8.00% due 1/5/2018

Royal Bank of Canada 7.95%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 1/3/2020

Royal Bank of Canada 0.00% due 6/28/2018

Royal Bank of Canada 0.00% due 7/1/2021

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 1/2/2020

Royal Bank of Canada 0.00% due 12/30/2022

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 5.25%, payable quarterly if index closes at or above its 64% coupon barrier on the observation date for that quarter due 12/30/2022

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 5/13/2021

Royal Bank of Canada 0.00% due 12/29/2021

Royal Bank of Canada 0.00% due 12/28/2018

Royal Bank of Canada 10.85% per year, payable monthly if Marathon shares close at or above downside threshold level on determination date for that month due 6/28/2017

Royal Bank of Canada 0.00% due 6/27/2018

Royal Bank of Canada 14%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 12/27/2017

Royal Bank of Canada If each stock closes at or above its barrier price on a quarterly observation date, the issuer will pay a contingent coupon for that quarter at the annual rate of 9% plus the memory coupon, which is the product of (a) the contingent coupon and (b) the number of contingent coupon payments, if any, that were not previously paid on their coupon payment dates due 12/27/2019

Royal Bank of Canada 0.00% due 7/19/2018

Royal Bank of Canada 0.00% due 2/23/2018

Royal Bank of Canada 11%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier price: $616.98, 80% of initial price due 12/26/2017

Royal Bank of Canada 10.6%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 12/23/2021

Royal Bank of Canada 0.00% due 12/26/2018

Royal Bank of Canada 0.00% due 12/26/2018

Royal Bank of Canada 2.625% in years one through five and 4% in years six through 10; payable semiannually due 12/23/2026

Royal Bank of Canada 9.00% due 1/12/2018

Royal Bank of Canada 8.20% due 12/26/2017

Royal Bank of Canada 7.60% due 12/26/2017

Royal Bank of Canada 8%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/19/2019

Royal Bank of Canada 14.05%, payable quarterly if units close at or above barrier price on observation date for that quarter due 12/20/2018

Royal Bank of Canada 8%, payable quarterly if each fund closes at or above barrier level on observation date for that quarter due 12/19/2019

Royal Bank of Canada 8%, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/19/2019

Royal Bank of Canada 10.2%, payable quarterly if fund closes at or above trigger level on observation date for that quarter due 12/19/2019

Royal Bank of Canada 7.1%, payable quarterly if indexes close at or above downside thresholds on observation date for that quarter due 12/19/2019

Royal Bank of Canada 0.00% due 12/20/2022

Royal Bank of Canada 0.00% due 3/9/2018

Royal Bank of Canada 0.00% due 12/20/2018

Royal Bank of Canada 0.00% due 1/3/2019

Royal Bank of Canada 8.25% due 3/14/2018

Royal Bank of Canada 8.27%, payable quarterly if fund closes at or above 85% coupon barrier on observation date for that quarter due 12/12/2019

Royal Bank of Canada 0.00% due 2/11/2019

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 1/9/2018

Royal Bank of Canada 12.7%, payable quarterly if shares close at or above barrier price on observation date for that quarter due 12/27/2017

Royal Bank of Canada 0.00% due 12/7/2021

Royal Bank of Canada 0.00% due 12/5/2018

Royal Bank of Canada 0.00% due 12/6/2021

Royal Bank of Canada 0.00% due 3/5/2018

Royal Bank of Canada 0.00% due 3/4/2021

Royal Bank of Canada 9.896%, payable quarterly if each fund closes at or above barrier level on observation date for that quarter due 6/1/2018

Royal Bank of Canada 9.896%, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 6/1/2018

Royal Bank of Canada 0.00% due 12/1/2022

Royal Bank of Canada 5.00% due 12/1/2022

Royal Bank of Canada 0.00% due 11/29/2019

Royal Bank of Canada 0.00% due 1/31/2018

Royal Bank of Canada 0.00% due 1/31/2018

Royal Bank of Canada 5%, payable quarterly if index closes at or above its 65% coupon barrier on the observation date for that quarter due 12/1/2022

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock due 12/8/2017

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 11.2% per year, payable quarterly if American Airlines shares close at or above downside threshold level on determination date for that quarter due 11/30/2017

Royal Bank of Canada 18% per year, payable quarterly if Marathon Oil shares close at or above downside threshold level on determination date for that quarter due 5/31/2017

Royal Bank of Canada 7.55% per year, payable monthly if each index closes at or above downside threshold level on determination date for that month due 11/30/2017

Royal Bank of Canada 0.00% due 11/28/2018

Royal Bank of Canada 0.00% due 11/28/2018

Royal Bank of Canada 0.00% due 11/28/2018

Royal Bank of Canada 0.00% due 12/29/2017

Royal Bank of Canada 0.00% due 11/8/2018

Royal Bank of Canada 8%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 11/21/2019

Royal Bank of Canada 8.10% due 11/21/2017

Royal Bank of Canada 9.30% due 11/21/2017

Royal Bank of Canada 15% per year, payable monthly if Barrick Gold shares close at or above downside threshold level on determination date for that month due 5/16/2017

Royal Bank of Canada 8.04%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 11/14/2019

Royal Bank of Canada 8%, payable quarterly if fund closes at or above 51% coupon barrier on observation date for that quarter due 11/16/2021

Royal Bank of Canada 7.50% due 11/27/2017

Royal Bank of Canada 8.24% per year, payable monthly if each index closes at or above coupon barrier on observation date for that month; Coupon barrier/trigger levels: 1,491.93 for S&P and 838.880 for Russell; 70% of initial levels due 11/15/2018

Royal Bank of Canada 0.00% due 5/1/2018

Royal Bank of Canada 8%, payable quarterly if fund closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $12.04, 50% of initial price due 11/14/2019

Royal Bank of Canada 0.00% due 4/6/2021

Royal Bank of Canada 0.00% due 12/8/2017

Royal Bank of Canada 7.50% due 11/17/2017

Royal Bank of Canada 0.00% due 5/4/2018

Royal Bank of Canada 0.00% due 11/5/2018

Royal Bank of Canada 0.00% due 2/5/2018

Royal Bank of Canada 0.00% due 5/3/2018

Royal Bank of Canada 0.00% due 4/27/2018

Royal Bank of Canada 0.00% due 11/9/2017

Royal Bank of Canada 0.00% due 12/22/2017

Royal Bank of Canada 15%, payable quarterly if each stock closes at or above barrier price on observation date for that quarter; Barrier/trigger prices: $575.10 for Amazon, $90.78 for Facebook, $558.81 for Alphabet; 70% of initial prices due 11/2/2018

Royal Bank of Canada 8%, payable quarterly if each stock closes above trigger price on observation date for that quarter due 11/4/2019

Royal Bank of Canada 0.00% due 10/26/2018

Royal Bank of Canada 0.00% due 11/1/2018

Royal Bank of Canada 0.00% due 11/1/2018

Royal Bank of Canada 0.00% due 11/1/2018

Royal Bank of Canada 10%, payable quarterly if each stock closes at or above buffer price on observation date for that quarter due 10/31/2019

Royal Bank of Canada 7.5% per year, payable monthly if each index closes at or above 70% coupon barrier on observation date for that month; due 5/1/2018

Royal Bank of Canada 0.00% due 10/31/2022

Royal Bank of Canada 0.00% due 10/31/2018

Royal Bank of Canada 0.00% due 10/31/2022

Royal Bank of Canada 0.00% due 12/29/2017

Royal Bank of Canada 0.00% due 12/29/2017

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 11/7/2017

Royal Bank of Canada 0.00% due 12/29/2017

Royal Bank of Canada 2.25% for the first five years, stepping up to 2.5% for years six through 10, to 3.25% for year 11, 4.25% for year 12 and 5.5% for year 13; payable semiannually due 10/31/2029

Royal Bank of Canada 0.00% due 10/5/2018

Royal Bank of Canada 11.63% due 1/12/2017

Royal Bank of Canada 11.02% due 1/12/2017

Royal Bank of Canada 8.82% due 1/12/2017

Royal Bank of Canada 9.5% annualized, payable quarterly if stock closes at or above coupon barrier level, 75% of its initial level, on observation date for that quarter; due 10/24/2019

Royal Bank of Canada 6.62% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 10/25/2018

Royal Bank of Canada 8.375% per year, payable quarterly if stock closes at or above trigger level on observation date for that quarter due 10/25/2018

Royal Bank of Canada 0.00% due 10/25/2018

Royal Bank of Canada 0.00% due 9/25/2018

Royal Bank of Canada 6.3%, payable quarterly if the ETF closes at or above coupon barrier on observation date; Coupon barrier: 70% of its initial level due 10/23/2019

Royal Bank of Canada 0.00% due 12/22/2017

Royal Bank of Canada 11.2%, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter; Barrier/trigger level: $41.69, 70% of initial price due 10/18/2018

Royal Bank of Canada 0.00% due 10/19/2021

Royal Bank of Canada 4.65% per year, payable quarterly unless knock-in event occurs, in which case no coupon will be paid for that quarter or any subsequent quarter due 10/19/2021

Royal Bank of Canada 12.2% per year, payable each quarter that stock closes at or above the barrier price on the observation date for that quarter; Barrier/trigger price: $23.90, 75% of initial price due 10/31/2017

Royal Bank of Canada 8.15%, payable quarterly if indexes close at or above downside threshold level on quarterly observation date due 10/18/2019

Royal Bank of Canada 8.9%, payable quarterly if each index closes at or above coupon barrier on observation date; Coupon/trigger level: 1,493.09 for S&P, 848.686 for Russell, 70% of initial levels due 10/18/2019

Royal Bank of Canada 0.00% due 12/12/2018

Royal Bank of Canada 0.00% due 12/15/2017

Royal Bank of Canada 13.5%, payable quarterly if each stock closes at or above barrier price on observation date for that quarter; Barrier/trigger prices: $90.44 for Apple, $84.232 for Celgene; 80% of initial price due 4/10/2017

Royal Bank of Canada 8.4%, payable quarterly if fund closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $11.79, 50% of initial price due 10/10/2019

Royal Bank of Canada 0.00% due 11/8/2017

Royal Bank of Canada 8.35%, payable quarterly if fund closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $11.70, 50% of initial price due 10/11/2019

Royal Bank of Canada 0.00% due 11/8/2018

Royal Bank of Canada 0.00% due 10/5/2021

Royal Bank of Canada 0.00% due 10/5/2021

Royal Bank of Canada 0.00% due 11/3/2017

Royal Bank of Canada 7%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 10/3/2018

Royal Bank of Canada 0.00% due 10/31/2017

Royal Bank of Canada 0.00% due 11/30/2017

Royal Bank of Canada 0.00% due 10/2/2018

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 10/2/2019

Royal Bank of Canada 0.00% due 9/30/2022

Royal Bank of Canada 0.00% due 10/2/2018

Royal Bank of Canada 8.5%, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 10/2/2018

Royal Bank of Canada 0.00% due 10/2/2018

Royal Bank of Canada 97.75% due 10/2/2017

Royal Bank of Canada 0.00% due 11/30/2017

Royal Bank of Canada 0.00% due 9/30/2020

Royal Bank of Canada 1.75% for the first three years, stepping up to 2% for years four and five, to 2.25% for year six, and 3% for year seven; payable semiannually due 9/29/2023

Royal Bank of Canada 12.25%, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 9/28/2017

Royal Bank of Canada 0.00% due 9/26/2019

Royal Bank of Canada 13.45%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/12/2017

Royal Bank of Canada 8.25% due 9/25/2017

Royal Bank of Canada 9.25%, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $11.69, 75% of initial price due 9/22/2017

Royal Bank of Canada 16% per year, payable monthly if Marathon shares close at or above downside threshold level on determination date for that month due 3/21/2017

Royal Bank of Canada 0.00% due 7/20/2018

Royal Bank of Canada 10.25%, payable quarterly if fund closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $15.71, 60% of initial price due 9/19/2019

Royal Bank of Canada 7.32%, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 9/19/2019

Royal Bank of Canada 1.45% in year one and Libor plus 48 bps in years two and three, subject to 2% cap; payable quarterly due 9/20/2019

Royal Bank of Canada 1.75% for first three years, stepping up to 2% for years four through five, 2.25% for year six and 3% for year seven due 9/20/2023

Royal Bank of Canada 9.50% due 9/29/2017

Royal Bank of Canada 8.75% due 9/29/2017

Royal Bank of Canada 0.00% due 5/17/2018

Royal Bank of Canada 13.00% due 9/19/2017

Royal Bank of Canada 20.4%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 9/18/2017

Royal Bank of Canada 15.11%, payable quarterly if each stock closes above trigger price on observation date for that quarter due 3/13/2017

Royal Bank of Canada 0.00% due 10/10/2017

Royal Bank of Canada 0.00% due 9/6/2019

Royal Bank of Canada 8.1%, payable quarterly if each ETF closes at or above trigger level on observation date for that quarter due 9/6/2017

Royal Bank of Canada 0.00% due 9/7/2021

Royal Bank of Canada 1.5% for the first two years, stepping up to 1.6% for years three and four and to 1.9% for year five; payable semiannually due 9/7/2021

Royal Bank of Canada 8%, payable each quarter that each stock closes at or above barrier level on observation date for that quarter; rrier/trigger prices: $47.16 for Eli Lilly and $37.81 for Merck; 60% of initial prices due 9/2/2021

Royal Bank of Canada 0.00% due 8/30/2018

Royal Bank of Canada 0.00% due 8/31/2022

Royal Bank of Canada 0.00% due 8/31/2021

Royal Bank of Canada 0.00% due 8/30/2018

Royal Bank of Canada 0.00% due 3/3/2022

Royal Bank of Canada 0.00% due 3/3/2022

Royal Bank of Canada 8.752% per year, payable quarterly if ETF's shares close at or above downside threshold level on determination date for that quarter due 8/31/2017

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock due 9/8/2017

Royal Bank of Canada 0.00% due 10/31/2017

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 11.62%, payable quarterly if fund closes at or above 60% coupon barrier on observation date for that quarter due 8/29/2019

Royal Bank of Canada 8.32%, payable quarterly if stock finishes above barrier level on observation date for that quarter due 8/27/2021

Royal Bank of Canada 0.00% due 1/29/2018

Royal Bank of Canada 1.75% for the first five years, stepping up to 2.5% for year six, to 3% for year seven and to 4% for year eight; payable semiannually due 8/26/2024

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter; Barrier/trigger level: $60.69, 75% of initial price due 8/27/2019

Royal Bank of Canada 10.7%, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter; Barrier/trigger level: $43.28, 70% of initial price due 8/22/2019

Royal Bank of Canada 1.5% for two years, then Libor plus 80 bps, capped at 3% per year; payable quarterly due 8/25/2021

Royal Bank of Canada 8.87%, payable quarterly if fund closes at or above coupon barrier on observation date for that quarter; Barrier/trigger level: $37.10, 60% of initial price due 8/24/2021

Royal Bank of Canada 0.00% due 8/24/2020

Royal Bank of Canada 8.1% per year, payable quarterly if Apple shares close at or above downside threshold level on determination date for that quarter due 8/22/2019

Royal Bank of Canada 10.25% per year, payable quarterly if Coach shares close at or above downside threshold level on determination date for that quarter due 8/22/2019

Royal Bank of Canada 10.5% per year, payable quarterly if salesforce.com shares close at or above downside threshold level on determination date for that quarter due 8/22/2019

Royal Bank of Canada 16.4%, payable quarterly if fund closes at or above 70% coupon barrier on observation date for that quarter due 8/21/2018

Royal Bank of Canada 10.00% due 8/17/2017

Royal Bank of Canada 10.2%, payable quarterly if fund closes at or above barrier price on observation date for that quarter; Barrier/trigger price: $17.08, 55% of initial price due 8/15/2019

Royal Bank of Canada 0.00% due 8/16/2018

Royal Bank of Canada 7.2%, payable quarterly if each underlier closes at or above trigger level on observation date for that quarter due 8/15/2019

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 0.00% due 10/17/2017

Royal Bank of Canada 6.7%, payable quarterly if each underlier closes at or above trigger level on observation date for that quarter due 2/15/2018

Royal Bank of Canada 0.00% due 10/16/2018

Royal Bank of Canada 0.00% due 4/18/2018

Royal Bank of Canada 12.96%, payable quarterly if each underlier closes above trigger price on observation date for that quarter due 2/9/2017

Royal Bank of Canada 0.00% due 8/9/2018

Royal Bank of Canada 10.2% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter due 8/10/2017

Royal Bank of Canada 10.1% per year, payable monthly if Blackstone shares close at or above downside threshold level on determination date for that month due 2/9/2017

Royal Bank of Canada 0.00% due 8/18/2017

Royal Bank of Canada 0.00% due 9/11/2017

Royal Bank of Canada 0.00% due 2/5/2021

Royal Bank of Canada 0.00% due 8/2/2018

Royal Bank of Canada 0.00% due 8/3/2021

Royal Bank of Canada 0.00% due 7/9/2018

Royal Bank of Canada 0.00% due 5/2/2018

Royal Bank of Canada 0.00% due 7/31/2018

Royal Bank of Canada 0.00% due 7/29/2022

Royal Bank of Canada 0.00% due 7/31/2018

Royal Bank of Canada 0.00% due 1/31/2022

Royal Bank of Canada 0.00% due 9/29/2017

Royal Bank of Canada 0.00% due 9/29/2017

Royal Bank of Canada 2.55% for the first five years, stepping up to 3.2% for years six through 10 and to 3.75% for years 11 through 15; payable semiannually due 7/29/2031

Royal Bank of Canada 0.00% due 7/25/2019

Royal Bank of Canada 18.15% per year, payable quarterly if U.S. Steel shares close at or above downside threshold level on determination date for that quarter due 7/27/2017

Royal Bank of Canada 0.00% due 7/23/2020

Royal Bank of Canada 0.00% due 4/6/2018

Royal Bank of Canada 14.2%, payable quarterly if stock finishes above barrier level on observation date for that quarter due 1/24/2017

Royal Bank of Canada 2% for the first five years, stepping up to 3% for years six through nine and to 4% for year 10; payable semiannually due 7/22/2026

Royal Bank of Canada 0.00% due 7/22/2021

Royal Bank of Canada 0.00% due 9/21/2018

Royal Bank of Canada 7.00% due 7/21/2017

Royal Bank of Canada 8.50% due 7/21/2017

Royal Bank of Canada 10.4%, payable quarterly if each fund finishes above barrier level on observation date for that quarter due 7/19/2018

Royal Bank of Canada 16.45%, payable quarterly if fund finishes above barrier level on observation date for that quarter due 7/19/2018

Royal Bank of Canada 4.30% due 7/20/2021

Royal Bank of Canada 11%, payable quarterly if index closes at or above downside threshold on observation date for that quarter due 7/19/2018

Royal Bank of Canada 8.00% due 7/18/2017

Royal Bank of Canada 7.60% due 7/18/2017

Royal Bank of Canada 8.40% due 7/18/2017

Royal Bank of Canada 8% per year, payable monthly if each index closes at or above coupon barrier on observation date for that month; Trigger/coupon barrier: 1,490.93 for S&P and 824.152 for Russell; 70% of initial levels due 11/13/2017

Royal Bank of Canada 16.9% per year, payable monthly if Marathon shares close at or above downside threshold level on determination date for that month due 1/12/2017

Royal Bank of Canada 10.72%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/26/2017

Royal Bank of Canada 8.50% due 7/21/2017

Royal Bank of Canada 0.00% due 8/8/2017

Royal Bank of Canada 14.5% per year, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Trigger/coupon barrier: $78.27 for Disney and $31.02 for Lincoln National; 80% of initial prices due 1/5/2017

Royal Bank of Canada 0.00% due 7/6/2018

Royal Bank of Canada 0.00% due 7/2/2018

Royal Bank of Canada 0.00% due 9/28/2017

Royal Bank of Canada 0.00% due 12/23/2016

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 0.00% due 1/5/2018

Royal Bank of Canada 8.2%, payable quarterly if indexes close at or above coupon barrier on quarterly observation date; Coupon barriers/downside thresholds: 775.109 for Russell 2000 and 1,425.26 for S&P 500; 70% of initial levels due 6/28/2019

Royal Bank of Canada 5.56% due 7/5/2018

Royal Bank of Canada 7% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter; rigger/coupon barrier: 1,400.38 for S&P and 762.752 for Russell; 70% of initial levels due 7/2/2020

Royal Bank of Canada 0.00% due 12/31/2021

Royal Bank of Canada 0.00% due 7/2/2018

Royal Bank of Canada 0.00% due 6/30/2022

Royal Bank of Canada 0.00% due 8/31/2017

Royal Bank of Canada Contingent quarterly coupon based on the index return due 6/20/2036

Royal Bank of Canada 0.00% due 6/30/2021

Royal Bank of Canada 0.00% due 6/30/2021

Royal Bank of Canada 9.5% per year, payable quarterly if BlackRock shares close at or above downside threshold level on determination date for that quarter due 6/27/2019

Royal Bank of Canada 0.00% due 7/20/2017

Royal Bank of Canada 0.00% due 9/21/2017

Royal Bank of Canada 2.25% for the first five years, stepping up to 2.5% for years six and seven, to 3.5% for years eight and nine and to 5% for year 10; payable semiannually due 6/22/2026

Royal Bank of Canada 10.00% due 6/30/2017

Royal Bank of Canada 8.15%, payable quarterly if indexes close at or above downside threshold level on quarterly observation date due 6/22/2018

Royal Bank of Canada 11.57% per year, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Trigger/coupon barrier: $75.17 for Celgene and $37.79 for Microsoft; 75% of initial prices due 12/21/2016

Royal Bank of Canada 7.35% due 6/21/2017

Royal Bank of Canada 8.15% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier levels: 803.734 for Russell, 1,454.59 for S&P; 70% of initial levels due 6/21/2019

Royal Bank of Canada 12.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/16/2017

Royal Bank of Canada due 6/15/2022

Royal Bank of Canada 9.95% annualized, payable quarterly if each fund closes at or above 65% coupon barrier on observation date for that quarter due 6/14/2018

Royal Bank of Canada 0.00% due 9/14/2017

Royal Bank of Canada 0.00% due 7/27/2017

Royal Bank of Canada 13% per year, payable monthly if Regeneron shares close at or above downside threshold level on determination date for that month due 12/8/2016

Royal Bank of Canada 0.00% due 7/11/2017

Royal Bank of Canada 6.80% due 6/7/2017

Royal Bank of Canada 0.00% due 8/4/2017

Royal Bank of Canada 0.00% due 6/4/2018

Royal Bank of Canada 0.00% due 12/3/2019

Royal Bank of Canada 0.00% due 5/31/2018

Royal Bank of Canada 0.00% due 6/29/2017

Royal Bank of Canada 0.00% due 5/31/2018

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 8.22%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 6/1/2018

Royal Bank of Canada 10.7%, payable quarterly if fund closes at or above barrier level on observation date for that quarter due 5/30/2019

Royal Bank of Canada 0.00% due 10/29/2021

Royal Bank of Canada 0.00% due 5/31/2022

Royal Bank of Canada 0.00% due 7/31/2017

Royal Bank of Canada 11%, payable quarterly if ETF closes at or above barrier price on observation date for that quarter due 5/30/2019

Royal Bank of Canada 11.25% per year, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Trigger/coupon barrier: $29.90 for Abbott and $59.31 for Eli Lilly; 80% of initial prices due 11/29/2016

Royal Bank of Canada 11%, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 5/29/2019

Royal Bank of Canada 8.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/23/2019

Royal Bank of Canada 0.00% due 8/24/2017

Royal Bank of Canada 0.00% due 6/22/2017

Royal Bank of Canada 6.20% due 2/17/2017

Royal Bank of Canada 6.40% due 5/17/2017

Royal Bank of Canada 8.2% per year, payable quarterly if Dow Chemical shares close at or above downside threshold level on determination date for that quarter due 5/9/2019

Royal Bank of Canada 10.6% per year, payable quarterly if each stock closes at or above coupon barrier on observation date for that quarter; Trigger/coupon barrier: $74.18 for Apple and $59.91 for Time Warner; 80% of initial prices due 11/10/2016

Royal Bank of Canada 10.65% per year, payable quarterly if fund closes at or above barrier price on observation date for that quarter due 5/9/2019

Royal Bank of Canada 7% per year, payable quarterly if each component closes at or above 70% coupon barrier on observation date for that quarter due 11/9/2017

Royal Bank of Canada 0.00% due 5/10/2018

Royal Bank of Canada 0.00% due 6/8/2017

Royal Bank of Canada 0.00% due 5/4/2018

Royal Bank of Canada 0.00% due 5/3/2019

Royal Bank of Canada 9.5% per year, payable quarterly if Amazon shares close at or above downside threshold level on determination date for that quarter due 5/3/2017

Royal Bank of Canada 12.75% per year, payable monthly if Blackstone units close at or above downside threshold level on determination date for that month due 11/3/2016

Royal Bank of Canada 0.00% due 11/4/2019

Royal Bank of Canada 0.00% due 7/3/2018

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 8.30% due 5/3/2017

Royal Bank of Canada 7.80% due 5/3/2017

Royal Bank of Canada 0.00% due 5/1/2018

Royal Bank of Canada 0.00% due 4/30/2021

Royal Bank of Canada 0.00% due 4/29/2022

Royal Bank of Canada 0.00% due 6/30/2017

Royal Bank of Canada 0.00% due 4/30/2019

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 5/8/2017

Royal Bank of Canada 2.5% for the first five years, stepping up to 3% for years six through 10, to 4% for year 11 and to 5.25% for year 12; payable semiannually due 4/28/2028

Royal Bank of Canada 14.76% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/1/2018

Royal Bank of Canada 6.22% per year, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 10/31/2017

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 5.64% due 7/28/2017

Royal Bank of Canada 8.00% due 4/28/2017

Royal Bank of Canada 8.55% due 4/28/2017

Royal Bank of Canada 8.20% due 4/28/2017

Royal Bank of Canada 0.00% due 10/25/2019

Royal Bank of Canada 11% per year, payable quarterly if Broadcom shares close at or above downside threshold level on determination date for that quarter due 4/27/2017

Royal Bank of Canada 0.00% due 6/22/2017

Royal Bank of Canada 0.00% due 8/29/2017

Royal Bank of Canada 0.00% due 10/5/2017

Royal Bank of Canada 2% for the first four years, stepping up to 3.25% for years five through seven and to 4.5% for year eight; payable semiannually due 4/19/2024

Royal Bank of Canada 0.00% due 10/5/2017

Royal Bank of Canada 12.1% per year, payable quarterly if Under Armour closes at or above trigger price on observation date for that quarter due 4/18/2017

Royal Bank of Canada 5.00% due 4/13/2018

Royal Bank of Canada 8.6% per year, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 7/13/2017

Royal Bank of Canada Libor plus 75 bps, subject to minimum coupon of 1% and maximum coupon of 2% for the first year, 2.25% for the second year and 2.75% for the third year; payable quarterly due 4/8/2019

Royal Bank of Canada 0.00% due 5/8/2017

Royal Bank of Canada 0.00% due 4/7/2017

Royal Bank of Canada 15% per year, payable monthly if Palo Alto shares close at or above downside threshold level on determination date for that month due 10/6/2016

Royal Bank of Canada 0.00% due 4/5/2018

Royal Bank of Canada 9.5%, payable quarterly if fund closes at or above downside threshold level on determination date for that quarter due 4/5/2017

Royal Bank of Canada 0.00% due 4/3/2019

Royal Bank of Canada 0.00% due 4/5/2021

Royal Bank of Canada 0.00% due 7/6/2017

Royal Bank of Canada 0.00% due 4/3/2019

Royal Bank of Canada 12% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter; Barrier/trigger levels: 2,253.65 for Euro Stoxx, 831.812 for Russell, 1,541.23 for S&P; 75% of initial levels due 4/4/2018

Royal Bank of Canada 0.00% due 4/3/2018

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada 0.00% due 3/29/2018

Royal Bank of Canada 0.00% due 3/31/2022

Royal Bank of Canada 0.00% due 5/31/2017

Royal Bank of Canada 16.5% per year, payable quarterly if Biogen shares close at or above downside threshold level on determination date for that quarter due 10/3/2016

Royal Bank of Canada 97.75% due 4/7/2017

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada 7% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 3/19/2019

Royal Bank of Canada 0.00% due 4/27/2017

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 9% per year, payable for quarter if Microsoft stock closes at or above barrier price on determination date for that quarter; Coupon barrier: $37.95, 70% of initial price due 3/29/2018

Royal Bank of Canada 2.25% in years one through three and Libor plus 75 bps in years four and five, subject to cap of 4% per year; payable quarterly due 3/30/2021

Royal Bank of Canada 0.00% due 9/22/2017

Royal Bank of Canada 0.00% due 6/26/2018

Royal Bank of Canada 2% for the first three years, stepping up to 3% for years four through six and to 4% for years seven through eight due 3/28/2024

Royal Bank of Canada 0.00% due 3/21/2019

Royal Bank of Canada 10.5% per year, payable quarterly if American Airlines shares close at or above downside threshold level on determination date for that quarter due 3/23/2017

Royal Bank of Canada 18% per year, payable monthly if Blackstone units close at or above downside threshold level on determination date for that month due 9/22/2016

Royal Bank of Canada 0.00% due 9/21/2017

Royal Bank of Canada 10.05% due 3/22/2017

Royal Bank of Canada 0.00% due 4/20/2017

Royal Bank of Canada 0.00% due 3/14/2018

Royal Bank of Canada 0.00% due 3/14/2019

Royal Bank of Canada 0.00% due 7/9/2018

Royal Bank of Canada 11.7%, payable quarterly if Apple stock closes at or above downside threshold level on determination date for that quarter due 3/10/2017

Royal Bank of Canada 0.00% due 4/10/2017

Royal Bank of Canada 0.00% due 5/7/2018

Royal Bank of Canada 0.00% due 3/8/2018

Royal Bank of Canada 0.00% due 4/6/2018

Royal Bank of Canada 0.00% due 3/3/2021

Royal Bank of Canada 11.40% due 8/31/2018

Royal Bank of Canada 8.5% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/28/2019

Royal Bank of Canada 7% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/28/2019

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 0.00% due 6/30/2017

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 3/8/2017

Royal Bank of Canada 0.00% due 4/27/2018

Royal Bank of Canada 0.00% due 4/27/2018

Royal Bank of Canada 0.00% due 2/26/2021

Royal Bank of Canada 16% per year, payable quarterly if each fund closes at or above trigger price on observation date for that quarter due 3/1/2017

Royal Bank of Canada 0.00% due 2/25/2021

Royal Bank of Canada 2.75% in years one through five, 3% in years six through 10, 4.5% in year 11 and 6% in year 12; payable semiannually due 2/25/2028

Royal Bank of Canada 9% for quarter if Microsoft stock closes at or above downside threshold level on determination date for that quarter due 2/23/2018

Royal Bank of Canada 12.60% due 8/24/2018

Royal Bank of Canada 0.00% due 3/24/2017

Royal Bank of Canada 0.00% due 3/24/2017

Royal Bank of Canada 0.00% due 2/22/2019

Royal Bank of Canada 13.85% per year, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 8/22/2016

Royal Bank of Canada 0.00% due 2/15/2019

Royal Bank of Canada 13.4% for quarter if American Airlines stock closes at or above downside threshold level on determination date for that quarter due 2/21/2017

Royal Bank of Canada 19.8% per year, payable quarterly if each index closes at or above its barrier level each day for that quarter due 2/15/2018

Royal Bank of Canada 0.00% due 2/14/2020

Royal Bank of Canada 0.00% due 8/9/2018

Royal Bank of Canada 0.00% due 3/8/2017

Royal Bank of Canada 0.00% due 2/3/2021

Royal Bank of Canada 13.56% per year, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 8/2/2016

Royal Bank of Canada 8% per year, payable quarterly if shares close at or above trigger price on observation date for that quarter due 1/31/2018

Royal Bank of Canada 0.00% due 5/28/2021

Royal Bank of Canada 0.00% due 1/31/2019

Royal Bank of Canada 0.00% due 1/31/2019

Royal Bank of Canada 0.00% due 7/31/2019

Royal Bank of Canada 0.00% due 3/30/2017

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock; payable quarterly but could be zero due 2/7/2017

Royal Bank of Canada 0.00% due 1/29/2021

Royal Bank of Canada 2.25% in years one through three and Libor plus 75 bps in years four and five, subject to cap of 4% per year; payable quarterly due 1/28/2021

Royal Bank of Canada 0.00% due 3/27/2018

Royal Bank of Canada 2.25% initially, stepping up to 3.5% after that; payable semiannually due 1/27/2023

Royal Bank of Canada 0% due 7/25/2019

Royal Bank of Canada 2.75% initially, stepping up to 3% for years four through eight, to 4% for year nine and to 5% after that; payable semiannually due 1/26/2026

Royal Bank of Canada 8.75% due 2/5/2019

Royal Bank of Canada 10.8% annual rate each quarter if Aetna shares close at or above barrier level on determination date for that quarter; rigger/coupon barrier level: $84.03, 80% of initial share price due 1/23/2017

Royal Bank of Canada 12% annual rate each quarter if shares close at or above barrier level on determination date for that quarter; Trigger/coupon barrier level: $17.19, 70% of initial share price due 1/23/2017

Royal Bank of Canada 18% annual rate each month if shares close at or above barrier level on determination date for that month due 7/20/2016

Royal Bank of Canada 0.00% due 1/19/2018

Royal Bank of Canada 0.00% due 4/21/2017

Royal Bank of Canada 9.8% per year, payable quarterly if Apple stock closes at or above coupon barrier price on observation date for that quarter; Barrier/trigger price: $72.85, 75% of initial price due 1/18/2019

Royal Bank of Canada 0.00% due 1/20/2017

Royal Bank of Canada 5.52% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 1/18/2023

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier price, 74% of initial price, on observation date for that quarter due 1/11/2019

Royal Bank of Canada 0.00% due 11/9/2017

Royal Bank of Canada 0.00% due 2/8/2017

Royal Bank of Canada 0.00% due 7/11/2016

Royal Bank of Canada 11% per year, payable quarterly if HCA shares close at or above downside threshold level on determination date for that quarter due 7/6/2016

Royal Bank of Canada 0.00% due 7/6/2021

Royal Bank of Canada 0.00% due 4/4/2017

Royal Bank of Canada 0.00% due 6/27/2016

Royal Bank of Canada 6.60% due 1/6/2017

Royal Bank of Canada 8.00% due 1/6/2017

Royal Bank of Canada 10.10% due 1/6/2017

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 0.00% due 12/31/2020

Royal Bank of Canada 0.00% due 12/31/2019

Royal Bank of Canada 0.00% due 5/28/2021

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 0.00% due 6/27/2019

Royal Bank of Canada 0.00% due 1/6/2017

Royal Bank of Canada Quarterly coupon based on the amount of dividends paid on each basket stock during the preceding quarter; for each $1,000 in principal amount, 97.75% of the sum of the dividend amounts for each of the basket stocks due 1/6/2017

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 1/13/2017

Royal Bank of Canada 2.5% initially, stepping up to 3% for years four through eight and to 5% after that; payable semiannually due 12/24/2025

Royal Bank of Canada 11% annualized, payable quarterly if stock closes at or above coupon barrier level, 75% of its initial level, on observation date for that quarter due 12/27/2016

Royal Bank of Canada 17.4% annualized, payable monthly if stock closes at or above coupon barrier level, , 65% of the initial share price, on observation date for that month due 6/23/2016

Royal Bank of Canada 2.25% initially, stepping up to 3.5% for years five through seven; payable semiannually due 12/23/2022

Royal Bank of Canada 8.2% per year, payable quarterly if Apple stock closes at or above coupon barrier price on observation date for that quarter; Barrier/trigger price: $79.52, 75% of initial price due 12/21/2018

Royal Bank of Canada 6.8% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date; Trigger/barrier levels: 1,403.89 for S&P 500 and 2,282.50 for Euro Stoxx; 70% of initial levels due 6/21/2018

Royal Bank of Canada Each quarter, notes pay contingent coupon at annual rate of 6.25% if each index closes at or above barrier level on observation date for that quarter due 12/22/2022

Royal Bank of Canada 0.00% due 12/20/2018

Royal Bank of Canada 3.03% for first five years, stepping up to 4% for years six through 10, 5.05% for years 11 through 15 and 6% for years 16 through 20 and 6.5% for years 21 through 25 due 12/21/2040

Royal Bank of Canada 7.96% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 12/21/2017

Royal Bank of Canada 8.81% annualized, payable quarterly if stock closes at or above coupon barrier level on observation date for that quarter; Barrier level: $90.54, 80% of initial level due 12/19/2016

Royal Bank of Canada 15.6% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 6/16/2016

Royal Bank of Canada 14.75% annualized, payable monthly if stock closes at or above coupon barrier level on observation date for that month; Barrier level: $66.05, 80% of initial level due 6/16/2016

Royal Bank of Canada 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/17/2018

Royal Bank of Canada 9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/17/2018

Royal Bank of Canada 7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/17/2018

Royal Bank of Canada 12.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/13/2016

Royal Bank of Canada 0.00% due 1/10/2017

Royal Bank of Canada 0.00% due 12/5/2018

Royal Bank of Canada 10.4% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 12/5/2016

Royal Bank of Canada 0.00% due 6/2/2017

Royal Bank of Canada 0.00% due 1/5/2017

Royal Bank of Canada 0.00% due 1/5/2017

Royal Bank of Canada 0.00% due 12/5/2018

Royal Bank of Canada 7.25% due 6/5/2017

Royal Bank of Canada 0.00% due 11/30/2017

Royal Bank of Canada 0.00% due 7/28/2017

Royal Bank of Canada 0.00% due 3/30/2017

Royal Bank of Canada 0.00% due 3/31/2021

Royal Bank of Canada 0.00% due 11/30/2018

Royal Bank of Canada 0.00% due 1/31/2017

Royal Bank of Canada 97.75% of sum of dividend amounts for each basket stock due 12/7/2016

Royal Bank of Canada 2% in years one through three and Libor plus 75 bps in years four and five, subject to cap of 4% per year; payable quarterly due 11/30/2020

Royal Bank of Canada 0.00% due 6/1/2021

Royal Bank of Canada 3% in first five years, 3.25% in years six through 10; 4.5% in years 11 and 12 and 6.5% in final year; payable semiannually due 11/30/2028

Royal Bank of Canada 11.62% per year, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 5/27/2016

Royal Bank of Canada 0.00% due 11/24/2017

Royal Bank of Canada 0.00% due 11/30/2016

Royal Bank of Canada 0.00% due 11/30/2016

Royal Bank of Canada 11% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/26/2018

Royal Bank of Canada Each quarter, notes pay contingent coupon at annual rate of 7.28% if each index closes at or above barrier level on observation date for that quarter due 11/24/2017

Royal Bank of Canada 1.25% in years one and two and 2.25% in year three; payable semiannually due 11/20/2018

Royal Bank of Canada 0% due 5/21/2019

Royal Bank of Canada 0.00% due 5/21/2019

Royal Bank of Canada 10.05% per year, payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 11/16/2018

Royal Bank of Canada 2.5% in years one through five and 4% in years six through 10; payable semiannually due 11/18/2025

Royal Bank of Canada 8.54% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Barrier/trigger levels: 802.584 for Russell, 2,352.46 for Euro Stoxx; 70% of initial levels due 11/19/2018

Royal Bank of Canada 12.2% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 11/16/2017

Royal Bank of Canada 0.00% due 12/19/2018

Royal Bank of Canada 18.75% annualized, payable monthly, if the stock closes at or above its barrier level on the observation date for that month due 5/11/2016

Royal Bank of Canada 0.00% due 1/11/2018

Royal Bank of Canada 0.00% due 12/8/2016

Royal Bank of Canada 0.00% due 12/8/2016

Royal Bank of Canada 19.6% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 5/5/2016

Royal Bank of Canada 14% per year, payable monthly if shares close at or above downside threshold level on determination date for that month due 11/7/2016

Royal Bank of Canada 0.00% due 11/2/2017

Royal Bank of Canada 0.00% due 2/2/2017

Royal Bank of Canada 0.00% due 2/2/2017

Royal Bank of Canada 9.60% due 11/3/2016

Royal Bank of Canada 0.00% due 1/4/2018

Royal Bank of Canada 0.00% due 11/14/2016

Royal Bank of Canada 0.00% due 11/4/2016

Royal Bank of Canada 0.00% due 11/4/2016

Royal Bank of Canada 0.00% due 11/30/2016

Royal Bank of Canada 0.00% due 1/29/2021

Royal Bank of Canada 0.00% due 4/30/2018

Royal Bank of Canada 0.00% due 12/30/2016

Royal Bank of Canada 1.75% in years one through three, 2.5% in years four and five; payable semiannually due 10/30/2020

Royal Bank of Canada 2.4% in years one through five, 4% in years six through 10; payable semiannually due 10/30/2025

Royal Bank of Canada 11.25% per year, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 5/2/2016

Royal Bank of Canada 7.35% per year, payable monthly if each index closes at or above barrier level on observation date for that month; Barrier/trigger levels: 801.704 for Russell 2000 and 1,446.12 for S&P 500; 70% of initial levels due 2/3/2017

Royal Bank of Canada 7.35% per year, payable monthly, if each index closes at or above its coupon barrier level on any observation date for that month due 2/3/2017

Royal Bank of Canada 11.80% due 10/31/2016

Royal Bank of Canada 0.00% due 10/26/2018

Royal Bank of Canada 12.6% per year, payable monthly if units close at or above downside threshold level on determination date for that month due 4/28/2016

Royal Bank of Canada 0.00% due 10/25/2018

Royal Bank of Canada 0.00% due 4/25/2018

Royal Bank of Canada 0.00% due 10/13/2017

Royal Bank of Canada 15.85% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 4/21/2016

Royal Bank of Canada 14% per year, payable quarterly if units close at or above downside threshold level on determination date for that quarter due 10/24/2016

Royal Bank of Canada 0.00% due 12/20/2017

Royal Bank of Canada 1.5% in year one and Libor plus 40 bps, subject to cap, in years two and three; cap is 2% per year in year two and 2.5% per year in year three; payable quarterly due 10/19/2018

Royal Bank of Canada 0.00% due 8/17/2017

Royal Bank of Canada Libor plus 87 bps, subject to a 5% coupon cap; payable quarterly due 10/16/2020

Royal Bank of Canada 0.00% due 4/15/2020

Royal Bank of Canada 6.8% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 10/12/2018

Royal Bank of Canada 0.00% due 11/8/2016

Royal Bank of Canada 26% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter due 4/7/2016

Royal Bank of Canada 0.00% due 10/3/2018

Royal Bank of Canada 0.00% due 1/5/2017

Royal Bank of Canada 0.00% due 1/5/2017

Royal Bank of Canada 0.00% due 12/4/2017

Royal Bank of Canada 0.00% due 4/2/2019

Royal Bank of Canada 2.5% in years one through five, 4% in years six through nine; payable semiannually due 9/30/2024

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 0.00% due 3/30/2021

Royal Bank of Canada 0.00% due 3/30/2021

Royal Bank of Canada due 3/30/2021

Royal Bank of Canada Each quarter, notes pay contingent coupon at annual rate of 6% if each index closes at or above barrier level on observation date for that quarter due 9/30/2019

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 2% in years one through three and Libor plus 50 bps in years four and five, subject to 4% maximum rate and 0% minimum rate; payable quarterly due 9/30/2020

Royal Bank of Canada 3% in years one through five, 4% in years six through 10 and 5% in years 11 through 15; payable semiannually due 9/30/2030

Royal Bank of Canada 0.00% due 10/31/2016

Royal Bank of Canada 10.32% per year, payable quarterly if each stock closes at or above trigger level on observation date for that quarter due 3/31/2016

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 0.00% due 9/28/2018

Royal Bank of Canada 0.00% due 9/28/2017

Royal Bank of Canada 0.00% due 1/22/2016

Royal Bank of Canada 9.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/23/2017

Royal Bank of Canada 8.9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/23/2017

Royal Bank of Canada 7.2% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/23/2017

Royal Bank of Canada 11.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/23/2017

Royal Bank of Canada 0.00% due 3/21/2019

Royal Bank of Canada 0.00% due 12/20/2016

Royal Bank of Canada 8% per year, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter due 9/17/2018

Royal Bank of Canada 8% per year, payable quarterly if stock closes at or above coupon barrier price on observation date for that quarter due 9/17/2018

Royal Bank of Canada 10.25% annualized, for each quarter that stock closes at or above downside threshold level on determination date for that quarter due 9/7/2018

Royal Bank of Canada 0.00% due 10/11/2016

Royal Bank of Canada 2.5% in years one through five, 3.25% in years six to eight and 5.25% in years nine to 10; payable semi-annually due 9/9/2025

Royal Bank of Canada 0.00% due 12/5/2016

Royal Bank of Canada 7.00% due 8/31/2016

Royal Bank of Canada 7.20% due 8/31/2016

Royal Bank of Canada 8.00% due 8/31/2016

Royal Bank of Canada 8.00% due 8/31/2016

Royal Bank of Canada 0.00% due 3/3/2021

Royal Bank of Canada due 3/3/2021

Royal Bank of Canada 0.00% due 3/1/2019

Royal Bank of Canada 0.00% due 8/31/2017

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 10.15% due 8/29/2016

Royal Bank of Canada 0.00% due 8/24/2018

Royal Bank of Canada 17% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 8/29/2016

Royal Bank of Canada 16% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 8/29/2016

Royal Bank of Canada 11% per year, payable quarterly if Apple stock closes at or above coupon barrier price on observation date for that quarter due 8/25/2016

Royal Bank of Canada 9% per year, payable quarterly if Centene stock closes at or above coupon barrier price on observation date for that quarter; Barrier/trigger price: $45.93, 70.7% of initial price due 8/27/2018

Royal Bank of Canada 8% per year, payable quarterly if Prudential stock closes at or above coupon barrier price on observation date for that quarter; Barrier/trigger price: $62.11, 76.9% of initial price due 8/27/2018

Royal Bank of Canada 7.25% due 8/19/2016

Royal Bank of Canada 8.60% due 8/19/2016

Royal Bank of Canada 0.00% due 8/17/2017

Royal Bank of Canada 6.25% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/12/2016

Royal Bank of Canada 0.00% due 9/9/2016

Royal Bank of Canada 0.00% due 8/3/2018

Royal Bank of Canada 9.45% per year, payable quarterly if Valero shares close at or above downside threshold level on determination date for that quarter due 8/8/2016

Royal Bank of Canada 0.00% due 8/12/2016

Royal Bank of Canada 8.1% annualized for each month that Celgene shares close at or above coupon barrier on the observation date for that month due 1/31/2017

Royal Bank of Canada 10.7% annualized for each month that Splunk shares close at or above coupon barrier on the observation date for that month due 1/31/2017

Royal Bank of Canada due 2/2/2021

Royal Bank of Canada 0.00% due 9/30/2016

Royal Bank of Canada Each quarter, notes pay contingent coupon at annual rate of 6% if each index closes at or above barrier level on observation date for that quarter due 7/31/2019

Royal Bank of Canada 8.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/31/2017

Royal Bank of Canada 11.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/31/2017

Royal Bank of Canada 0.00% due 7/31/2018

Royal Bank of Canada 2.5% in years one through five and 4% in years six through eight; payable semiannually due 7/31/2023

Royal Bank of Canada 11.5% per year, payable quarterly if each stock closes at or above the coupon barrier level on quarterly observation date; Trigger/barrier price: $12.52 for BofA, $27.03 for Blackstone, $40.86 for Citigroup, 70% of initial share price due 8/2/2017

Royal Bank of Canada Libor plus 100 bps, subject to cap of 1.5% in year one, 2% in year two, 2.75% in year three, 3.25% in year four and 4.25% in year five; payable quarterly due 7/30/2020

Royal Bank of Canada 12% annualized if Tesla Motors stock closes at or above downside threshold level on quarterly determination date due 8/1/2016

Royal Bank of Canada 8% per year, payable quarterly if each stock closes at or above the coupon barrier level on quarterly observation date; Trigger/barrier price: $13.43 for BofA, $43.34 for Wells Fargo, 75% of initial share price due 7/27/2018

Royal Bank of Canada 0.00% due 7/25/2018

Royal Bank of Canada 0.00% due 7/25/2018

Royal Bank of Canada 0.00% due 7/25/2018

Royal Bank of Canada 0.00% due 7/20/2018

Royal Bank of Canada 15.25% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 7/15/2016

Royal Bank of Canada 2% in years one through three and Libor plus 100 bps in years four and five, subject to 3% maximum rate; payable quarterly due 7/14/2020

Royal Bank of Canada 0.00% due 8/8/2016

Royal Bank of Canada 0.00% due 12/28/2015

Royal Bank of Canada 1.1% in first year and Libor plus 35 bps in years two and three, subject to a maximum rate of 1.75% for year two and 2.5% for year three; payable quarterly due 7/6/2018

Royal Bank of Canada 8.4% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 7/6/2016

Royal Bank of Canada 7.9% annualized for each month that Akamai shares close at or above coupon barrier on the observation date for that month due 12/30/2016

Royal Bank of Canada 7.8% annualized for each month that EOG shares close at or above coupon barrier on the observation date for that month due 12/30/2016

Royal Bank of Canada 7.8% annualized for each month that Monster shares close at or above coupon barrier on the observation date for that month due 12/30/2016

Royal Bank of Canada 0.00% due 12/30/2020

Royal Bank of Canada 0.00% due 8/30/2016

Royal Bank of Canada 6.1% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 6/28/2019

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 12/30/2016

Royal Bank of Canada 0.00% due 7/29/2016

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/30/2020

Royal Bank of Canada 0.00% due 6/29/2018

Royal Bank of Canada 7.5% for first two years; after that, four times the spread of 30-year CMS rate over two-year CMS rate minus 25 bps, capped at 7.5% with floor of zero; payable semiannually due 6/29/2035

Royal Bank of Canada 0.00% due 6/24/2020

Royal Bank of Canada 9%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/23/2016

Royal Bank of Canada 9.9%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 12/23/2016

Royal Bank of Canada 0.00% due 6/21/2017

Royal Bank of Canada 2.4% in years one through five, 3% in years six and seven and 4.5% in year eight; payable semiannually due 6/19/2023

Royal Bank of Canada Contingent semiannual coupon of 7.1% per year if each index closes at or above its coupon barrier level on any semiannual observation date due 6/20/2018

Royal Bank of Canada 0.00% due 6/20/2016

Royal Bank of Canada 0.00% due 6/20/2016

Royal Bank of Canada 0.00% due 6/20/2016

Royal Bank of Canada 11.75% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 6/16/2016

Royal Bank of Canada 7.20% due 6/9/2016

Royal Bank of Canada 7.10% due 6/9/2016

Royal Bank of Canada 7.20% due 6/9/2016

Royal Bank of Canada 0.00% due 12/11/2017

Royal Bank of Canada 9.6% annualized for each quarter that stock closes at or above barrier level on determination date for that quarter due 6/9/2016

Royal Bank of Canada 8.50% due 12/8/2016

Royal Bank of Canada 0.00% due 7/11/2016

Royal Bank of Canada 7.1% annualized, payable quarterly if each underlying closes at or above its barrier level on observation date for that quarter due 12/4/2017

Royal Bank of Canada 0.00% due 1/4/2016

Royal Bank of Canada 0.00% due 9/6/2016

Royal Bank of Canada 0.00% due 10/3/2016

Royal Bank of Canada 0.00% due 12/5/2016

Royal Bank of Canada 0.00% due 5/29/2020

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 6% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 5/31/2019

Royal Bank of Canada 2.25% in years one through five, 2.6% in year six, 3% in year seven and 4% in year eight; payable semiannually due 5/29/2023

Royal Bank of Canada 11%, payable quarterly if each stock closes at or above barrier price on observation date for that quarter due 12/2/2015

Royal Bank of Canada 0.00% due 5/31/2018

Royal Bank of Canada 1.75% in years one and two, 2% in years three and four and 2.5% in year five; payable quarterly due 5/27/2020

Royal Bank of Canada 1.5% in years one and two and Libor plus 50 bps in years three through five, subject to 4% maximum rate; payable quarterly due 5/28/2020

Royal Bank of Canada 2.3% in years one through five, 3% in years six through 10, 5% in years 11 and 12 and 7% in year 13; payable semiannually due 5/21/2028

Royal Bank of Canada 0.00% due 11/20/2018

Royal Bank of Canada 0.00% due 5/23/2016

Royal Bank of Canada 0.00% due 5/23/2016

Royal Bank of Canada 0.00% due 5/23/2016

Royal Bank of Canada 0.00% due 5/20/2020

Royal Bank of Canada 0.00% due 6/17/2016

Royal Bank of Canada 10% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/18/2017

Royal Bank of Canada 9.35% per year, payable quarterly if Marathon shares close at or above barrier level on determination date for that quarter due 5/11/2018

Royal Bank of Canada 13.3%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 11/15/2016

Royal Bank of Canada 9.8%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 11/15/2016

Royal Bank of Canada 0.00% due 7/7/2017

Royal Bank of Canada 0.00% due 6/8/2016

Royal Bank of Canada 2.35% for first two years, stepping up to 2.5% for years three and four, to 2.75% for years five and six, to 3.25% for years seven and eight and to 4.5% for years nine and 10; payable semiannually due 5/8/2025

Royal Bank of Canada 0.00% due 8/3/2016

Royal Bank of Canada 0.00% due 5/3/2018

Royal Bank of Canada 0.00% due 10/30/2019

Royal Bank of Canada 0.00% due 4/30/2020

Royal Bank of Canada 5.25% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 5/2/2018

Royal Bank of Canada 0.00% due 5/1/2020

Royal Bank of Canada 0.00% due 4/28/2017

Royal Bank of Canada 1.5% for first three years, stepping up to 2.25% for years four and five and to 3.25% for year six; payable semiannually due 4/30/2021

Royal Bank of Canada 0.00% due 4/30/2019

Royal Bank of Canada 8% per year if each fund closes at or above its barrier price on a quarterly observation date due 5/2/2017

Royal Bank of Canada 7.7% per year if each index closes at or above its barrier level on a quarterly observation date due 2/1/2017

Royal Bank of Canada 0.00% due 4/30/2018

Royal Bank of Canada 0.00% due 8/8/2016

Royal Bank of Canada 0.00% due 7/8/2016

Royal Bank of Canada 10% per year, payable quarterly if Delta shares close at or above barrier level on determination date for that quarter due 4/28/2016

Royal Bank of Canada 0.00% due 10/27/2016

Royal Bank of Canada 0.00% due 7/28/2016

Royal Bank of Canada 0.000% due 6/24/2016

Royal Bank of Canada 0.000% due 6/24/2016

Royal Bank of Canada 0.000% due 6/24/2016

Royal Bank of Canada 0.000% due 4/27/2018

Royal Bank of Canada 9.500% due 5/6/2016

Royal Bank of Canada 0.000% due 5/2/2016

Royal Bank of Canada 0.00% due 5/27/2016

Royal Bank of Canada 0.00% due 10/22/2018

Royal Bank of Canada 0.00% due 8/22/2016

Royal Bank of Canada 0.00% due 4/21/2017

Royal Bank of Canada 2.1% for first five years, stepping up to 4.05% for years six through 10 due 4/21/2025

Royal Bank of Canada 0.00% due 4/20/2017

Royal Bank of Canada 0.00% due 4/20/2018

Royal Bank of Canada 2.25% for first five years, stepping up to 3% for years six through 10, 5.25% for years 11 to 12 and 6.75% for year 13; payable semiannually due 4/17/2028

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 10.8% per year if Vertex shares close at or above coupon barrier on observation date for that month; Coupon barrier: $77.08, 60% of initial share price due 10/17/2016

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 7.3% per year if Yum! Brands shares close at or above coupon barrier on observation date for that month; Coupon barrier: $64.02, 80% of initial share price due 10/17/2016

Royal Bank of Canada 6% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 4/13/2017

Royal Bank of Canada 0.00% due 4/14/2020

Royal Bank of Canada 0.00% due 4/12/2017

Royal Bank of Canada 0.00% due 5/9/2016

Royal Bank of Canada 11.1% per year if Netflix stock closes at or above barrier level on determination date for that quarter due 4/7/2016

Royal Bank of Canada 0.00% due 2/6/2017

Royal Bank of Canada 0.00% due 4/6/2021

Royal Bank of Canada 0.00% due 7/6/2016

Royal Bank of Canada 0.00% due 7/6/2016

Royal Bank of Canada 0.00% due 3/31/2020

Royal Bank of Canada 0.00% due 3/31/2020

Royal Bank of Canada 0.00% due 10/1/2018

Royal Bank of Canada 6.5% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 3/31/2020

Royal Bank of Canada 0.00% due 12/1/2016

Royal Bank of Canada Each quarter, notes will pay contingent coupon at rate of 9.25% per year if General Motors shares close at or above barrier price on observation date for that quarter due 4/13/2016

Royal Bank of Canada 0.00% due 9/29/2017

Royal Bank of Canada 10.2% per year, payable quarterly if each index closes at or above its coupon barrier level on an observation date for that quarter; Trigger/barrier levels: 1,545.77 for S&P 500, 930.31 for Russell 2000, 2,759.27 for Euro Stoxx 50; 75% of initial levels due 3/31/2020

Royal Bank of Canada 11.5%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/30/2016

Royal Bank of Canada 7.7%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/30/2016

Royal Bank of Canada 8%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 9/30/2016

Royal Bank of Canada 0.00% due 5/27/2016

Royal Bank of Canada 0.00% due 3/31/2020

Royal Bank of Canada 0.00% due 4/15/2016

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 9/29/2016

Royal Bank of Canada Libor, subject to minimum coupon of 1.4% and maximum coupon of 4%; payable quarterly due 3/27/2020

Royal Bank of Canada 2.5% for the first five years, stepping up to 3.25% for years six through 10, to 4.5% for year 11, to 5.5% for year 12 and to 6.5% for year 13; payable semiannually due 3/27/2028

Royal Bank of Canada 0.00% due 3/25/2021

Royal Bank of Canada 11.5% per year if Valero Energy stock closes at or above barrier level on determination date for that quarter due 3/24/2016

Royal Bank of Canada Each quarter, notes will pay contingent coupon at rate of 10.55% per year if Amazon shares close at or above barrier price on observation date for that quarter due 4/13/2016

Royal Bank of Canada 0.00% due 10/24/2016

Royal Bank of Canada 0.00% due 3/23/2017

Royal Bank of Canada 0.00% due 4/13/2016

Royal Bank of Canada 1.75% for first three years, stepping up to 3.2% for years four through six; payable semiannually due 3/19/2021

Royal Bank of Canada 7.00% due 3/17/2016

Royal Bank of Canada 6.45% due 3/17/2016

Royal Bank of Canada 7.70% due 3/17/2016

Royal Bank of Canada 9.5% per year, payable quarterly if GNC shares close at or above downside threshold level on determination date for that quarter due 3/17/2016

Royal Bank of Canada 0.00% due 3/15/2019

Royal Bank of Canada 2.25% for first five years, stepping up to 4% for years six through 10; payable semiannually due 3/17/2025

Royal Bank of Canada 8.00% due 3/28/2016

Royal Bank of Canada 0.00% due 3/28/2016

Royal Bank of Canada 0.00% due 9/15/2020

Royal Bank of Canada Libor, floor of 1.4% and capped at 4%; payable quarterly due 3/13/2020

Royal Bank of Canada 0.00% due 4/20/2018

Royal Bank of Canada 14.7%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 3/24/2016

Royal Bank of Canada 0.00% due 4/8/2016

Royal Bank of Canada 9.75%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 3/8/2016

Royal Bank of Canada 11.5% per year, payable quarterly if Las Vegas Sands shares close at or above downside threshold level on determination date for that quarter due 3/3/2016

Royal Bank of Canada 0.00% due 6/2/2016

Royal Bank of Canada 0.00% due 6/2/2016

Royal Bank of Canada 9.52% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 3/16/2016

Royal Bank of Canada 0.00% due 9/1/2015

Royal Bank of Canada 7.60% due 8/31/2016

Royal Bank of Canada 7.00% due 2/29/2016

Royal Bank of Canada 6.90% due 2/29/2016

Royal Bank of Canada 9.60% due 2/29/2016

Royal Bank of Canada 6.25% due 2/29/2016

Royal Bank of Canada 0.00% due 2/27/2019

Royal Bank of Canada 0.00% due 2/27/2020

Royal Bank of Canada 5.10% due 4/28/2016

Royal Bank of Canada 10% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 2/28/2017

Royal Bank of Canada 6.75% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 3/1/2022

Royal Bank of Canada 0.00% due 3/1/2018

Royal Bank of Canada 8% per year if each stock closes at or above its barrier price on a quarterly observation date; due 8/27/2015

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 2/27/2020

Royal Bank of Canada 2.15% for first five years, stepping up to 2.75% in year six, 3% in year seven, 3.5% in year eight, 4% in year nine and 5% in year 10; payable semiannually due 2/26/2025

Royal Bank of Canada 12.5% per year, payable quarterly if Best Buy shares close at or above downside threshold level on determination date for that quarter due 2/23/2018

Royal Bank of Canada 8.6% per year, payable quarterly if Michael Kors shares close at or above downside threshold level on determination date for that quarter due 2/25/2016

Royal Bank of Canada 2.25% for first five years, stepping up to 3.25% for years six through 10, to 4% for year 11, to 5.25% for year 12 and to 6.5% for year 13; payable semiannually due 2/25/2028

Royal Bank of Canada 6.9%, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 2/23/2018

Royal Bank of Canada 2% for first five years, stepping up to 3% for year 6, to 4% for year seven and to 5% for year eight; payable semiannually due 2/23/2023

Royal Bank of Canada 3% initially, stepping up to 3.5% for years 11 through 13, to 4.25% for year 14 and to 5% for year 15; payable semiannually due 2/19/2030

Royal Bank of Canada 7.50% due 2/23/2016

Royal Bank of Canada 0.00% due 2/16/2018

Royal Bank of Canada 0.00% due 2/23/2016

Royal Bank of Canada 0.00% due 2/23/2016

Royal Bank of Canada 0.00% due 2/23/2016

Royal Bank of Canada 0.00% due 2/23/2016

Royal Bank of Canada 0.00% due 2/16/2017

Royal Bank of Canada 0.00% due 8/18/2016

Royal Bank of Canada 0.00% due 8/18/2016

Royal Bank of Canada 9.00% due 2/26/2016

Royal Bank of Canada 10.00% due 2/26/2016

Royal Bank of Canada 7% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 2/15/2022

Royal Bank of Canada 0.00% due 2/19/2019

Royal Bank of Canada 0.00% due 2/13/2020

Royal Bank of Canada 11.3% per year, payable quarterly if salesforce.com shares close at or above downside threshold level on determination date for that quarter due 2/11/2016

Royal Bank of Canada 11.3% per year, payable quarterly if salesforce.com shares close at or downside threshold level on determination date for that quarter due 2/11/2016

Royal Bank of Canada 0.00% due 3/8/2016

Royal Bank of Canada 11.05% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 2/23/2016

Royal Bank of Canada 11.00% due 2/10/2016

Royal Bank of Canada 7.1% per year plus any memory coupon if each stock closes at or above its barrier price on a quarterly observation date; memory coupon is product of contingent coupon times number of contingent coupon payments that were previously unpaid on respective coupon payment dates because at least one stock closed below its coupon barrier on an observation date due 8/12/2016

Royal Bank of Canada 0.00% due 2/4/2019

Royal Bank of Canada 0.00% due 5/4/2016

Royal Bank of Canada 0.00% due 3/28/2016

Royal Bank of Canada 0.00% due 2/3/2020

Royal Bank of Canada 10.00% due 2/12/2016

Royal Bank of Canada 0.00% due 2/12/2016

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 8% per year if Alaska Air shares close at or above coupon barrier on observation date for that month; Coupon barrier: $51.53, 75% of initial share price due 7/29/2016

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 8.8% per year if Autodesk shares close at or above coupon barrier on observation date for that month; Coupon barrier: $40.94, 75% of initial share price due 7/29/2016

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 7% per year if Citigroup shares close at or above coupon barrier on observation date for that month; Coupon barrier: $37.69, 80% of initial share price due 7/29/2016

Royal Bank of Canada 6.5% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter; Barrier levels: 1,175.115 for S&P 500 and 705.069 for Russell 2000; 60% of initial levels due 2/1/2022

Royal Bank of Canada 7.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/31/2018

Royal Bank of Canada 0.00% due 1/30/2020

Royal Bank of Canada 0.00% due 1/31/2018

Royal Bank of Canada 3% for first year; after that, 70% of 30-year CMS rate with floor of zero; payable quarterly due 1/30/2025

Royal Bank of Canada 2% for first five years, stepping up to 2.5% for year six, to 3.5% for year seven and to 5% for year eight; payable semiannually due 1/30/2023

Royal Bank of Canada 2.25% for the first five years, stepping up to 3.25% in years six through 10, to 4% in year 11, to 5.25% in year 12 and to 6.5% in year 13; payable semiannually due 1/30/2028

Royal Bank of Canada 0.00% due 1/31/2019

Royal Bank of Canada 7.12% due 7/29/2016

Royal Bank of Canada 8.1% annualized for each quarterly period that each fund closes at or above barrier level on observation date for that quarter due 1/31/2017

Royal Bank of Canada 0.00% due 7/27/2017

Royal Bank of Canada 0.00% due 1/26/2017

Royal Bank of Canada 0.00% due 2/1/2016

Royal Bank of Canada 0.00% due 2/1/2016

Royal Bank of Canada 0.00% due 2/1/2016

Royal Bank of Canada 0.00% due 2/1/2016

Royal Bank of Canada 9% per year, payable quarterly if Alexion shares close at or above downside threshold level on determination date for that quarter due 1/28/2016

Royal Bank of Canada 13% per year, payable quarterly if Valero shares close at or barrier level on determination date for that quarter due 1/28/2016

Royal Bank of Canada 0.00% due 3/28/2017

Royal Bank of Canada 15.2% per year, payable quarterly if Biogen shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 2/10/2016

Royal Bank of Canada 0.00% due 2/1/2016

Royal Bank of Canada If Yahoo! stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 8% plus memory coupon; Memory coupon: Product of (a) contingent coupon and (b) number of contingent coupon payments, if any, not previously paid because stock price was less than coupon barrier on corresponding observation date due 1/26/2018

Royal Bank of Canada 0.00% due 1/25/2016

Royal Bank of Canada 0.00% due 1/25/2016

Royal Bank of Canada 0.00% due 1/25/2016

Royal Bank of Canada 11.9% annualized for each quarter that each fund closes at or above barrier price on observation date for that quarter due 1/20/2017

Royal Bank of Canada 9.00% due 1/29/2016

Royal Bank of Canada 11.2% annualized for each quarter that each stock closes at or above barrier level on observation date for that quarter due 1/20/2017

Royal Bank of Canada 0.00% due 1/19/2016

Royal Bank of Canada 0.00% due 1/19/2016

Royal Bank of Canada 0.00% due 1/19/2016

Royal Bank of Canada 0.00% due 1/19/2016

Royal Bank of Canada 17.5% per year, payable quarterly if Tesla shares close at or above downside threshold level on determination date for that quarter due 1/14/2016

Royal Bank of Canada 9.3% per year, payable quarterly if Amazon.com shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 1/12/2018

Royal Bank of Canada 16.3% per year, payable quarterly if Gilead Sciences shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 1/27/2016

Royal Bank of Canada 0.00% due 2/8/2016

Royal Bank of Canada 12.5% per year, payable quarterly if Delta Air Lines shares close at or above barrier level on determination date for that quarter due 1/7/2016

Royal Bank of Canada 0.00% due 2/5/2016

Royal Bank of Canada 0.00% due 12/29/2015

Royal Bank of Canada 0.00% due 10/5/2018

Royal Bank of Canada 0.00% due 4/4/2016

Royal Bank of Canada 0.00% due 7/6/2015

Royal Bank of Canada 0.00% due 4/4/2016

Royal Bank of Canada 7.00% due 12/31/2015

Royal Bank of Canada 8.20% due 12/31/2015

Royal Bank of Canada 0.00% due 1/2/2020

Royal Bank of Canada 6.15% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 12/31/2020

Royal Bank of Canada 0.00% due 12/29/2017

Royal Bank of Canada 0.00% due 12/30/2016

Royal Bank of Canada 0.00% due 1/29/2016

Royal Bank of Canada 0.00% due 12/18/2019

Royal Bank of Canada 0.00% due 5/26/2016

Royal Bank of Canada 8.3% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 12/22/2017

Royal Bank of Canada 10.8% per year, payable quarterly if Netflix shares close at or above barrier level on determination date for that quarter due 12/24/2015

Royal Bank of Canada 0.00% due 12/22/2017

Royal Bank of Canada 0.00% due 12/18/2019

Royal Bank of Canada 0.00% due 3/24/2016

Royal Bank of Canada 9% for first year; after that, three times the spread of 30-year CMS rate over two-year CMS rate minus 15 bps, capped at 6% with floor of zero; payable semiannually due 12/23/2034

Royal Bank of Canada 2.25% for first five years, stepping up to 3.25% for years six and seven, 4.25% for years eight and nine and 5.75% for year 10; payable semiannually due 12/23/2024

Royal Bank of Canada 8.4% annualized for each quarter that each stock closes at or above barrier level on observation date for that quarter due 12/22/2016

Royal Bank of Canada 18.25% due 3/20/2015

Royal Bank of Canada 0.00% due 12/21/2015

Royal Bank of Canada 0.00% due 12/21/2015

Royal Bank of Canada 0.00% due 12/21/2015

Royal Bank of Canada 3.125% for each quarter that Alcoa stock closes at or above downside threshold level on determination date for that quarter due 12/17/2015

Royal Bank of Canada 2.5% for each quarter that Dow Chemical stock closes at or above downside threshold level on determination date for that quarter due 12/17/2015

Royal Bank of Canada 0.00% due 8/8/2016

Royal Bank of Canada 8.1% annualized for each quarter that each stock closes at or above barrier level on observation date for that quarter due 12/15/2017

Royal Bank of Canada 0.00% due 12/15/2016

Royal Bank of Canada 0.00% due 12/14/2017

Royal Bank of Canada 13.25% annualized for each quarter that each stock closes at or above barrier level on observation date for that quarter due 12/15/2016

Royal Bank of Canada 9.75% due 12/11/2015

Royal Bank of Canada 3.375% for each quarter that American Airlines stock closes at or above downside threshold level on determination date for that quarter due 12/10/2015

Royal Bank of Canada 2.5% for each quarter that GNC stock closes at or above downside threshold level on determination date for that quarter due 12/10/2015

Royal Bank of Canada 6% annualized for each quarter that each index closes at or above barrier level on observation date for that quarter due 12/10/2020

Royal Bank of Canada 8.25% due 6/8/2016

Royal Bank of Canada 5.20% due 12/18/2015

Royal Bank of Canada 0.00% due 1/11/2016

Royal Bank of Canada 0.00% due 12/4/2017

Royal Bank of Canada 0.00% due 12/16/2015

Royal Bank of Canada 0.00% due 12/4/2015

Royal Bank of Canada 0.00% due 12/4/2015

Royal Bank of Canada 0.00% due 12/4/2015

Royal Bank of Canada 10.80% due 2/27/2015

Royal Bank of Canada 0.00% due 11/27/2019

Royal Bank of Canada 0.00% due 11/27/2019

Royal Bank of Canada 0.00% due 12/31/2015

Royal Bank of Canada 2.6% initially; after one year, Libor plus 75 bps, subject to a cap of 3.25% in years two through five, 4% in years six through eight and 5% in years nine and 10; payable quarterly due 11/26/2024

Royal Bank of Canada 13.00% due 12/2/2015

Royal Bank of Canada 0.00% due 11/29/2019

Royal Bank of Canada 9% for one year; after that, 5 times the spread of 30-year CMS rate over two-year CMS rate, capped at 9%; payable semiannually due 11/28/2034

Royal Bank of Canada 6% per year, payable for that quarter if each index closes at or above its 60% coupon barrier on any quarterly observation date due 11/27/2020

Royal Bank of Canada 0.00% due 11/30/2017

Royal Bank of Canada 0.00% due 11/30/2018

Royal Bank of Canada 0.00% due 11/26/2019

Royal Bank of Canada 7.40% due 8/25/2016

Royal Bank of Canada 8.75% due 11/25/2015

Royal Bank of Canada 12% due 5/26/2015

Royal Bank of Canada 9.25% due 5/26/2015

Royal Bank of Canada 8.50% due 5/26/2015

Royal Bank of Canada 10% due 5/26/2015

Royal Bank of Canada 12.25% due 5/26/2015

Royal Bank of Canada 8.25% due 11/25/2015

Royal Bank of Canada 8.75% due 5/26/2015

Royal Bank of Canada 0.00% due 5/23/2019

Royal Bank of Canada 12% per year, payable quarterly if Biogen shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 12/2/2015

Royal Bank of Canada 12.8% per year, payable quarterly if DISH Network shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 12/2/2015

Royal Bank of Canada 16% per year, payable quarterly if EOG shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 12/2/2015

Royal Bank of Canada 7% annualized for each semiannual period that both indexes close at or above barrier level on observation date for that period due 11/17/2017

Royal Bank of Canada 8.82% due 2/4/2015

Royal Bank of Canada 12.66% due 2/4/2015

Royal Bank of Canada 2.1% initially, stepping up to 3% in year six, 4% in year seven and 5.25% in year eight; payable semiannually due 11/14/2022

Royal Bank of Canada 8.24% due 11/13/2015

Royal Bank of Canada 8.00% due 11/13/2015

Royal Bank of Canada 9.20% due 11/13/2015

Royal Bank of Canada 8.60% due 11/13/2015

Royal Bank of Canada 8.30% due 11/13/2015

Royal Bank of Canada 0.00% due 12/8/2015

Royal Bank of Canada 0.00% due 3/7/2019

Royal Bank of Canada 0.00% due 8/3/2016

Royal Bank of Canada 0.00% due 8/6/2018

Royal Bank of Canada 0.000% due 11/5/2018

Royal Bank of Canada 0.000% due 2/4/2016

Royal Bank of Canada 0.00% due 10/28/2016

Royal Bank of Canada 0.00% due 10/28/2016

Royal Bank of Canada 0.00% due 10/25/2019

Royal Bank of Canada 0.00% due 10/25/2019

Royal Bank of Canada 0.00% due 10/28/2016

Royal Bank of Canada 15.3% per year, payable quarterly if Hertz shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 11/18/2015

Royal Bank of Canada 0.00% due 11/16/2015

Royal Bank of Canada 0.00% due 10/31/2019

Royal Bank of Canada 0.00% due 10/31/2019

Royal Bank of Canada 0.00% due 10/31/2017

Royal Bank of Canada 0.00% due 10/31/2017

Royal Bank of Canada 9.90% due 10/30/2015

Royal Bank of Canada 12.25% due 4/30/2015

Royal Bank of Canada 12.60% due 4/30/2015

Royal Bank of Canada 10% due 4/30/2015

Royal Bank of Canada 7.95% due 10/30/2015

Royal Bank of Canada 8.35% due 4/30/2015

Royal Bank of Canada 12% due 4/30/2015

Royal Bank of Canada 12.80% due 4/30/2015

Royal Bank of Canada 8.20% due 10/30/2015

Royal Bank of Canada 9.70% due 4/30/2015

Royal Bank of Canada 7.10% due 10/30/2015

Royal Bank of Canada 6% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 10/31/2019

Royal Bank of Canada 0.00% due 12/23/2015

Royal Bank of Canada 9.60% due 1/30/2015

Royal Bank of Canada 16%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/12/2015

Royal Bank of Canada 2.15% for each quarter that JPMorgan stock closes at or above downside threshold level on determination date for that quarter due 10/26/2017

Royal Bank of Canada 12.96% due 10/30/2015

Royal Bank of Canada 0.00% due 10/25/2018

Royal Bank of Canada 0.00% due 1/25/2016

Royal Bank of Canada 9.30% due 10/22/2015

Royal Bank of Canada 8.50% due 10/22/2015

Royal Bank of Canada 7.50% due 10/22/2015

Royal Bank of Canada 0.00% due 10/22/2019

Royal Bank of Canada 0.00% due 10/22/2018

Royal Bank of Canada 0.00% due 10/22/2019

Royal Bank of Canada 3.163% for each quarter that ServiceNow stock closes at or above downside threshold level on determination date for that quarter due 10/22/2015

Royal Bank of Canada 9.50% due 4/22/2015

Royal Bank of Canada 12% due 1/21/2015

Royal Bank of Canada 11% due 1/21/2015

Royal Bank of Canada 0.00% due 10/10/2019

Royal Bank of Canada 10.652% annualized for each quarter that Facebook stock closes at or above downside threshold level on determination date for that quarter due 10/8/2015

Royal Bank of Canada 14% annualized for each quarter that Twitter stock closes at or above downside threshold level on determination date for that quarter due 10/8/2015

Royal Bank of Canada 0.00% due 11/8/2015

Royal Bank of Canada 11.25% due 10/19/2015

Royal Bank of Canada 7.50% due 10/7/2015

Royal Bank of Canada 0.00% due 2/23/2016

Royal Bank of Canada 0.00% due 10/3/2019

Royal Bank of Canada 0.00% due 1/5/2016

Royal Bank of Canada 13% due 12/31/2014

Royal Bank of Canada 0.00% due 4/4/2017

Royal Bank of Canada If each stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 11% due 10/6/2016

Royal Bank of Canada 7.4% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 10/4/2017

Royal Bank of Canada 14.25% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 3/31/2016

Royal Bank of Canada 12.6% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 3/31/2016

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 0.00% due 9/30/2019

Royal Bank of Canada 0.00% due 10/16/2015

Royal Bank of Canada 10.2% per year, payable quarterly if Bank of America shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 10/15/2015

Royal Bank of Canada 5.80% due 9/30/2015

Royal Bank of Canada 8% due 9/30/2015

Royal Bank of Canada 7.40% due 9/30/2015

Royal Bank of Canada 6.60% due 3/31/2015

Royal Bank of Canada 8.80% due 9/30/2015

Royal Bank of Canada 7.45% due 3/31/2015

Royal Bank of Canada 7.85% due 3/31/2015

Royal Bank of Canada 8.15% due 3/31/2015

Royal Bank of Canada 10.65% due 3/31/2015

Royal Bank of Canada 12.40% due 3/31/2015

Royal Bank of Canada 9% due 3/31/2015

Royal Bank of Canada 0.00% due 9/29/2016

Royal Bank of Canada 0.00% due 11/25/2015

Royal Bank of Canada 9.6% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 3/31/2016

Royal Bank of Canada 1.5% in years one through three; Libor plus 50 bps, subject to 4% cap, in years four and five; payable quarterly due 9/30/2019

Royal Bank of Canada 0.00% due 9/27/2019

Royal Bank of Canada 3% for five years, 3.25% for years six through 10, to 4.5% for years 11 and 12 and to 6% for the final year; payable semiannually due 9/30/2027

Royal Bank of Canada 2% for four years, stepping up to 3% for years five through six, to 5% for year seven and to 6% after that; payable semiannually due 9/30/2022

Royal Bank of Canada 0.00% due 10/15/2015

Royal Bank of Canada 0.00% due 10/9/2015

Royal Bank of Canada 0.00% due 10/9/2015

Royal Bank of Canada 8.1% annualized per quarter if stock closes at or above coupon barrier on observation date for that quarter due 9/28/2017

Royal Bank of Canada 0.00% due 9/29/2016

Royal Bank of Canada 0.00% due 3/29/2017

Royal Bank of Canada 0.00% due 9/29/2016

Royal Bank of Canada 9% for one year; after that, 4 times the spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 9%; payable semiannually due 9/29/2034

Royal Bank of Canada If each stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 9.6% due 9/28/2015

Royal Bank of Canada 7.02% due 9/24/2015

Royal Bank of Canada 8.09% due 9/24/2015

Royal Bank of Canada 7.00% due 9/24/2015

Royal Bank of Canada 7.21% due 9/24/2015

Royal Bank of Canada 6.55% due 9/24/2015

Royal Bank of Canada Each quarter, notes pay contingent coupon at annual rate of 13.3% if Palo Alto shares close at or above downside threshold level on determination date for that quarter due 9/22/2017

Royal Bank of Canada 0.00% due 9/30/2015

Royal Bank of Canada 10.4% per year, payable quarterly if Bristol-Myers Squibb shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 10/7/2015

Royal Bank of Canada 0.00% due 10/7/2015

Royal Bank of Canada 11.10% due 12/24/2014

Royal Bank of Canada 7.9% per year, payable quarterly if Apple shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 9/21/2017

Royal Bank of Canada 8.90% due 12/21/2015

Royal Bank of Canada 9% due 3/19/2015

Royal Bank of Canada 10.40% due 9/18/2015

Royal Bank of Canada 6.70% due 3/18/2016

Royal Bank of Canada 7.90% due 9/18/2015

Royal Bank of Canada 7.35% due 9/18/2015

Royal Bank of Canada 8.70% due 9/18/2015

Royal Bank of Canada 10.25% due 3/19/2015

Royal Bank of Canada 9% due 3/19/2015

Royal Bank of Canada 9% due 9/18/2015

Royal Bank of Canada 11% due 3/19/2015

Royal Bank of Canada 9.25% due 3/19/2015

Royal Bank of Canada 10.25% due 3/19/2015

Royal Bank of Canada 2.5% initially, stepping up to 2.75% in year six, 3% in year seven, 3.5% in year eight, 4.5% in year nine and 5.5% in year 10; payable semiannually due 9/12/2024

Royal Bank of Canada 0.00% due 4/7/2016

Royal Bank of Canada 13.3% per year, payable quarterly if Pioneer shares close at or above barrier price on observation date for that quarter; otherwise, no coupon will be paid for that quarter due 9/23/2015

Royal Bank of Canada 0.00% due 9/23/2015

Royal Bank of Canada 0.00% due 10/8/2015

Royal Bank of Canada 8.16% due 3/8/2016

Royal Bank of Canada 0.00% due 9/6/2019

Royal Bank of Canada 10.70% due 9/18/2015

Royal Bank of Canada If American Airlines shares close at or above downside threshold on quarterly determination date, $0.28 per note; otherwise, no contingent payment for that period due 9/3/2015

Royal Bank of Canada 0.00% due 9/4/2018

Royal Bank of Canada 0.00% due 10/2/2015

Royal Bank of Canada 0.00% due 10/2/2015

Royal Bank of Canada 0.00% due 10/30/2015

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 8/30/2019

Royal Bank of Canada 0.00% due 8/26/2016

Royal Bank of Canada 0.00% due 8/26/2016

Royal Bank of Canada 0.00% due 9/14/2015

Royal Bank of Canada 0.00% due 8/29/2019

Royal Bank of Canada 0.00% due 8/31/2017

Royal Bank of Canada 11% due 11/28/2014

Royal Bank of Canada 0.00% due 8/29/2019

Royal Bank of Canada 7.5% annualized, payable quarterly if stock closes at or above its barrier level on observation date for that quarter due 8/31/2016

Royal Bank of Canada 8.5% annualized, payable quarterly if each index closes at or above its barrier level on observation date for that quarter due 3/2/2016

Royal Bank of Canada 6.25% due 8/28/2015

Royal Bank of Canada 11.75% due 11/28/2014

Royal Bank of Canada 13.25% due 11/28/2014

Royal Bank of Canada 7% due 8/28/2015

Royal Bank of Canada 8.75% due 2/27/2015

Royal Bank of Canada 8.25% due 2/27/2015

Royal Bank of Canada 0.00% due 8/31/2017

Royal Bank of Canada 0.00% due 8/31/2017

Royal Bank of Canada 0.00% due 8/31/2017

Royal Bank of Canada 0.00% due 8/31/2018

Royal Bank of Canada 9% for first year; after that, 7.5 times CMS spread less 25 bps, capped at 9% and floor of zero; payable quarterly due 8/28/2034

Royal Bank of Canada If each index closes at or above barrier level on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 9.71% due 8/25/2019

Royal Bank of Canada 11% annualized per quarter if stock closes at or above coupon barrier on observation date for that quarter due 2/29/2016

Royal Bank of Canada If each stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 8.1% plus memory coupon due 8/25/2017

Royal Bank of Canada If each stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 8% plus memory coupon due 8/25/2017

Royal Bank of Canada 10.8% annualized per quarter if stock closes at or above coupon barrier on observation date for that quarter due 2/29/2016

Royal Bank of Canada 0.00% due 8/23/2019

Royal Bank of Canada 2% for four years, stepping up to 3% for years five through six, to 5% for year seven and to 6% after that; payable semiannually due 8/22/2022

Royal Bank of Canada 7.25% due 8/21/2015

Royal Bank of Canada 6.35% due 8/21/2015

Royal Bank of Canada 7.25% due 2/23/2015

Royal Bank of Canada 9.50% due 2/23/2015

Royal Bank of Canada 8.75% due 2/23/2015

Royal Bank of Canada 14.75% due 11/21/2014

Royal Bank of Canada 7.25% due 2/23/2015

Royal Bank of Canada 13.50% due 11/21/2014

Royal Bank of Canada 11.50% due 2/23/2015

Royal Bank of Canada 9.25% due 2/23/2015

Royal Bank of Canada 11.25% due 11/21/2014

Royal Bank of Canada 9.75% due 2/23/2015

Royal Bank of Canada 7.35% due 8/21/2015

Royal Bank of Canada 7.48% due 8/21/2015

Royal Bank of Canada 10.50% due 8/21/2015

Royal Bank of Canada 11.25% per year, payable quarterly if Michael Kors shares close at or above downside threshold level on determination date for that quarter due 8/20/2015

Royal Bank of Canada 9.35% per year, payable quarterly if Netflix shares close at or above downside threshold level on determination date for that quarter due 8/20/2015

Royal Bank of Canada 8.60% due 2/20/2015

Royal Bank of Canada 7% per year, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 8/20/2018

Royal Bank of Canada 2.125% per quarter, payable if JPMorgan stock closes at or above barrier level on determination date for that quarter due 8/17/2017

Royal Bank of Canada 16.4%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 8/26/2015

Royal Bank of Canada 10.5%, payable quarterly if Yum! Brands shares close at or above barrier price on any quarterly observation date; otherwise, no coupon will be paid for that period due 8/26/2015

Royal Bank of Canada 0.00% due 8/26/2015

Royal Bank of Canada 0.00% due 9/11/2015

Royal Bank of Canada 0.00% due 9/9/2015

Royal Bank of Canada 6.85% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/10/2017

Royal Bank of Canada 6.50% due 8/7/2015

Royal Bank of Canada 7.10% due 8/7/2015

Royal Bank of Canada 9.50% due 8/7/2015

Royal Bank of Canada 5.4% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/4/2017

Royal Bank of Canada 10.9% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/19/2015

Royal Bank of Canada 5.65% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/6/2015

Royal Bank of Canada 4.5% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 8/4/2017

Royal Bank of Canada 7.20% due 11/12/2015

Royal Bank of Canada 10% per year, payable quarterly if Cypress shares close at or above downside threshold level on determination date for that quarter due 8/5/2015

Royal Bank of Canada 0.00% due 7/26/2019

Royal Bank of Canada 0.00% due 2/5/2018

Royal Bank of Canada 0.00% due 8/6/2018

Royal Bank of Canada 0.00% due 8/5/2019

Royal Bank of Canada 0.00% due 2/3/2017

Royal Bank of Canada 0.00% due 8/2/2019

Royal Bank of Canada 9.36% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 1/29/2016

Royal Bank of Canada 8.15% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 1/29/2016

Royal Bank of Canada 12.1% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 1/29/2016

Royal Bank of Canada 0.00% due 8/1/2018

Royal Bank of Canada 8% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 2/2/2016

Royal Bank of Canada 9% for one year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate, minus 25 bps, capped at 9% with floor of 0%; payable semiannually due 7/31/2034

Royal Bank of Canada 14.75% due 10/31/2014

Royal Bank of Canada 10.50% due 10/31/2014

Royal Bank of Canada 12.25% due 1/30/2015

Royal Bank of Canada 12.75% due 10/31/2014

Royal Bank of Canada 14.75% due 10/31/2014

Royal Bank of Canada 12.25% due 10/31/2014

Royal Bank of Canada 9.50% due 1/30/2015

Royal Bank of Canada 13.75% due 10/31/2014

Royal Bank of Canada 7.50% due 1/30/2015

Royal Bank of Canada 0.00% due 7/31/2017

Royal Bank of Canada 6.12% due 4/28/2016

Royal Bank of Canada 8.5%, payable quarterly if each stock closes at or above its coupon barrier on observation date for that quarter due 7/28/2017

Royal Bank of Canada 0.00% due 9/25/2015

Royal Bank of Canada 0.00% due 7/29/2016

Royal Bank of Canada 0.00% due 7/29/2016

Royal Bank of Canada Variable amount payable quarterly equal to the gross cash distributions that a reference holder would have been entitled to receive for the index constituents during the quarter minus an investor fee; if the MLP distribution amount is less than the investor fee, no coupon will be paid and the absolute value of the difference between the two (the fee shortfall) will be added to the investor fee for the next coupon due 7/19/2034

Royal Bank of Canada 0.00% due 7/22/2016

Royal Bank of Canada 0.00% due 7/27/2018

Royal Bank of Canada 0.00% due 7/29/2016

Royal Bank of Canada 9% due 1/29/2015

Royal Bank of Canada 8.00% due 8/7/2015

Royal Bank of Canada 0.00% due 8/3/2015

Royal Bank of Canada 0.00% due 7/27/2018

Royal Bank of Canada 0.8% in years one and two and 2.15% in year three; payable semiannually due 7/28/2017

Royal Bank of Canada 8.05%, payable quarterly if each stock closes at or above its coupon barrier on observation date for that quarter; Coupon barrier/trigger: 75% of initial prices due 7/27/2017

Royal Bank of Canada 12% per year, payable monthly if stock closes at or above coupon barrier on observation date for that month due 7/26/2016

Royal Bank of Canada 0.00% due 7/21/2017

Royal Bank of Canada 12.25% per year, payable quarterly if Blackstone units close at or above downside threshold level on determination date for that quarter due 7/21/2017

Royal Bank of Canada 8.75% per year, payable quarterly if Broadcom shares close at or above downside threshold level on determination date for that quarter due 7/21/2017

Royal Bank of Canada 12.65%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/5/2015

Royal Bank of Canada 13.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/5/2015

Royal Bank of Canada 13.8%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 1/25/2016

Royal Bank of Canada 10.2%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 1/25/2016

Royal Bank of Canada 13.2%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 1/25/2016

Royal Bank of Canada 10.16% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 7/21/2016

Royal Bank of Canada 0.00% due 6/27/2016

Royal Bank of Canada 0.00% due 7/15/2016

Royal Bank of Canada 2.25% in years one through five, 3.5% in year six, 4.5% in year seven and 5.5% in year 8; payable semiannually due 7/22/2022

Royal Bank of Canada 1.5% for first three years; after that, Libor plus 50 bps, capped at 4%; payable quarterly due 7/18/2019

Royal Bank of Canada 12% due 10/20/2014

Royal Bank of Canada 8% due 1/21/2015

Royal Bank of Canada 8.25% due 1/21/2015

Royal Bank of Canada 9% due 1/21/2015

Royal Bank of Canada 12% due 10/20/2014

Royal Bank of Canada 15.25% due 10/20/2014

Royal Bank of Canada 15% due 10/20/2014

Royal Bank of Canada 15.50% due 10/20/2014

Royal Bank of Canada 9.25% due 1/21/2015

Royal Bank of Canada 12.75% due 10/20/2014

Royal Bank of Canada 8.50% due 1/21/2015

Royal Bank of Canada 12.20% due 10/20/2014

Royal Bank of Canada 0.00% due 4/19/2016

Royal Bank of Canada 9.2% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 1/20/2016

Royal Bank of Canada 3% for five years, stepping up to 3.25% for years six through 10, to 4.5% for years 11 through 12 and to 6.5% after that; payable semiannually due 7/16/2027

Royal Bank of Canada 8.50% due 7/17/2015

Royal Bank of Canada 8.25% due 7/17/2015

Royal Bank of Canada 8.44% due 7/17/2015

Royal Bank of Canada 8.10% due 7/17/2015

Royal Bank of Canada 8.59% due 7/17/2015

Royal Bank of Canada 9.61% due 7/17/2015

Royal Bank of Canada 12% per year, payable quarterly, if stock closes at or above barrier level on quarterly observation date due 7/14/2016

Royal Bank of Canada 1.35% initially; after three years, Libor plus 50 bps, subject to 4% cap; payable quarterly due 7/16/2019

Royal Bank of Canada 9%, payable quarterly if stock closes at or above coupon barrier on observation date for that quarter due 7/14/2016

Royal Bank of Canada 0.00% due 1/11/2018

Royal Bank of Canada 0.00% due 7/28/2017

Royal Bank of Canada 0.00% due 1/11/2018

Royal Bank of Canada 0.00% due 8/10/2015

Royal Bank of Canada 0.00% due 9/30/2016

Royal Bank of Canada 0.00% due 12/26/2014

Royal Bank of Canada 0.00% due 7/5/2019

Royal Bank of Canada 0.00% due 1/3/2018

Royal Bank of Canada 0.00% due 8/4/2015

Royal Bank of Canada 0.00% due 8/18/2015

Royal Bank of Canada 0.000% due 7/30/2015

Royal Bank of Canada 14.8% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 7/15/2015

Royal Bank of Canada 7.00% due 6/30/2015

Royal Bank of Canada 7.65% due 6/30/2015

Royal Bank of Canada 7.65% due 6/30/2015

Royal Bank of Canada 7.00% due 6/30/2015

Royal Bank of Canada 0.00% due 6/28/2018

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 0.00% due 6/24/2016

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 0.00% due 6/28/2019

Royal Bank of Canada 11.60% due 9/30/2014

Royal Bank of Canada 8.50% due 12/30/2014

Royal Bank of Canada 9.50% due 12/30/2014

Royal Bank of Canada 9.25% due 12/30/2014

Royal Bank of Canada 14.50% due 9/30/2014

Royal Bank of Canada 12% due 12/30/2014

Royal Bank of Canada 15.50% due 9/30/2014

Royal Bank of Canada 16.25% due 9/30/2014

Royal Bank of Canada 12% due 9/30/2014

Royal Bank of Canada 16.75% due 9/30/2014

Royal Bank of Canada 6.10% due 12/30/2014

Royal Bank of Canada 11.30% due 9/30/2014

Royal Bank of Canada 7.70% due 9/30/2014

Royal Bank of Canada 9.75% due 12/30/2014

Royal Bank of Canada 13.75% due 9/30/2014

Royal Bank of Canada 7% due 12/30/2014

Royal Bank of Canada 9.50% due 12/30/2014

Royal Bank of Canada 0.00% due 7/10/2015

Royal Bank of Canada 0.00% due 6/30/2016

Royal Bank of Canada 0.00% due 6/30/2017

Royal Bank of Canada 0.00% due 6/30/2017

Royal Bank of Canada 7% for one year; after that, 4.5 times the spread of 30-year CMS rate over five-year CMS rate, capped at 7%; payable quarterly due 6/30/2029

Royal Bank of Canada 0.00% due 7/31/2015

Royal Bank of Canada 0.00% due 7/31/2015

Royal Bank of Canada 12% due 9/29/2014

Royal Bank of Canada 16.70% due 9/29/2014

Royal Bank of Canada 0.00% due 6/30/2017

Royal Bank of Canada 2.75% for five years, stepping up to 3.85% thereafter; payable semiannually due 6/27/2024

Royal Bank of Canada 2.25% for five years, stepping up to 3.75% thereafter; payable semiannually due 6/27/2021

Royal Bank of Canada 0.00% due 6/24/2016

Royal Bank of Canada 7.60% due 10/8/2015

Royal Bank of Canada 8.75% due 7/8/2015

Royal Bank of Canada 0.00% due 7/5/2016

Royal Bank of Canada 0.00% due 7/5/2016

Royal Bank of Canada 0.00% due 7/23/2015

Royal Bank of Canada 8.2%, payable quarterly if stock closes at or above barrier price on observation date for that quarter due 6/23/2017

Royal Bank of Canada 9.2%, payable quarterly if each stock closes at or above coupon barrier price on observation date for that quarter, plus memory coupon, if any; The memory coupon is the product of the contingent coupon times the number of contingent coupon payments, if any, that were not previously paid on their respective coupon payment dates because the closing price of one or both of the reference stocks was less than its coupon barrier on the corresponding observation date due 6/23/2017

Royal Bank of Canada 16% due 12/24/2014

Royal Bank of Canada 10.6%, payable quarterly if each stock closes at or above coupon barrier price on observation date for that quarter due 6/24/2015

Royal Bank of Canada 3% initially, stepping up to 3.25% in year six and to 4.5% after that; payable semiannually due 6/23/2027

Royal Bank of Canada 0.00% due 6/21/2017

Royal Bank of Canada 0.00% due 12/21/2017

Royal Bank of Canada 0.00% due 6/22/2017

Royal Bank of Canada 9.10% due 6/18/2015

Royal Bank of Canada 6.25% due 6/18/2015

Royal Bank of Canada 6.75% due 6/18/2015

Royal Bank of Canada 9.1% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 12/18/2015

Royal Bank of Canada 8.2% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 12/18/2015

Royal Bank of Canada 11% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 12/18/2015

Royal Bank of Canada 9.43% per year, payable quarterly if each underlying closes at or above barrier level on observation date for that quarter due 12/17/2015

Royal Bank of Canada 0.00% due 6/17/2016

Royal Bank of Canada 2.25% in years one through five and 3.75% in years six and seven; payable semiannually due 6/18/2021

Royal Bank of Canada 8.25% due 12/18/2014

Royal Bank of Canada 8.75% due 12/18/2014

Royal Bank of Canada 14% due 9/18/2014

Royal Bank of Canada 9.50% due 12/18/2014

Royal Bank of Canada 16.50% due 9/18/2014

Royal Bank of Canada 12.50% due 9/18/2014

Royal Bank of Canada 15.40% due 9/18/2014

Royal Bank of Canada 15% due 9/18/2014

Royal Bank of Canada 13% due 9/18/2014

Royal Bank of Canada 9% due 12/18/2014

Royal Bank of Canada 12.75% due 9/18/2014

Royal Bank of Canada 0.00% due 6/26/2015

Royal Bank of Canada 0.00% due 6/26/2015

Royal Bank of Canada 10.80% due 9/15/2014

Royal Bank of Canada 13.70% due 9/15/2014

Royal Bank of Canada 16.50% due 9/15/2014

Royal Bank of Canada 14.70% due 9/15/2014

Royal Bank of Canada 11.6% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 6/24/2015

Royal Bank of Canada 13.7% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 6/24/2015

Royal Bank of Canada 0.00% due 6/8/2018

Royal Bank of Canada 0.00% due 6/8/2018

Royal Bank of Canada 8% due 12/10/2014

Royal Bank of Canada 10.10% due 6/12/2015

Royal Bank of Canada 0.00% due 7/9/2015

Royal Bank of Canada 0.00% due 6/9/2016

Royal Bank of Canada If Blackstone shares close at or above downside threshold on quarterly determination date, $0.25 per note; otherwise, no contingent payment for that period due 6/2/2017

Royal Bank of Canada If Tesla shares close at or above downside threshold on quarterly determination date, $0.4375 per note; otherwise, no contingent payment for that period due 6/2/2017

Royal Bank of Canada 0.00% due 2/11/2016

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 0.00% due 12/4/2017

Royal Bank of Canada 0.00% due 12/4/2017

Royal Bank of Canada 0.00% due 12/4/2017

Royal Bank of Canada 0.00% due 3/5/2018

Royal Bank of Canada 0.00% due 12/5/2016

Royal Bank of Canada 0.00% due 7/6/2015

Royal Bank of Canada 12.3%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/17/2015

Royal Bank of Canada 14.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/17/2015

Royal Bank of Canada 10% per year, payable quarterly if Tesoro stock closes at or above coupon barrier level on observation date for that quarter due 6/3/2016

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 0.00% due 5/27/2016

Royal Bank of Canada 10.00% due 6/12/2015

Royal Bank of Canada 0.00% due 6/8/2015

Royal Bank of Canada 0.00% due 5/30/2019

Royal Bank of Canada 0.00% due 11/30/2017

Royal Bank of Canada 0.00% due 5/31/2018

Royal Bank of Canada 0.00% due 6/5/2015

Royal Bank of Canada 0.00% due 6/5/2015

Royal Bank of Canada 8.6% per year, payable quarterly if each component closes at or above its barrier level on a quarterly observation date due 5/30/2019

Royal Bank of Canada 0.00% due 5/30/2016

Royal Bank of Canada 1.05% initially; after two years, Libor plus 10 bps, subject to 2.75% cap; payable quarterly due 11/30/2017

Royal Bank of Canada 9% for first year; after that, 4 times the reference rate, which is spread of the 30-year CMS rate over the two-year CMS rate minus 25 bps; cap of 9% and floor of 0%; payable semiannually due 5/30/2034

Royal Bank of Canada 3% in years one through five and 4.25% in years six through 15; payable semiannually due 5/30/2029

Royal Bank of Canada 16% due 8/29/2014

Royal Bank of Canada 8.75% due 11/28/2014

Royal Bank of Canada 10.50% due 11/28/2014

Royal Bank of Canada 11% due 8/29/2014

Royal Bank of Canada 10% due 11/28/2014

Royal Bank of Canada 15% due 8/29/2014

Royal Bank of Canada 15% due 8/29/2014

Royal Bank of Canada 13.25% due 8/29/2014

Royal Bank of Canada 12.25% due 8/29/2014

Royal Bank of Canada 14.25% due 8/29/2014

Royal Bank of Canada 9% due 11/28/2014

Royal Bank of Canada 12.50% due 8/29/2014

Royal Bank of Canada 8% due 11/28/2014

Royal Bank of Canada 0.00% due 5/31/2017

Royal Bank of Canada 0.00% due 5/31/2019

Royal Bank of Canada 3% per quarter, payable if Wynn Resorts stock closes at or above barrier level on determination date for that quarter due 5/26/2017

Royal Bank of Canada 0.00% due 5/30/2017

Royal Bank of Canada If Las Vegas Sands stock closes at or above barrier price on quarterly observation date, contingent coupon will be paid for that quarter at annual rate of 9.5% plus memory coupon; Memory coupon: Product of (a) contingent coupon and (b) number of contingent coupon payments, if any, not previously paid because stock price was less than coupon barrier on corresponding observation date due 5/26/2017

Royal Bank of Canada 1.5% initially; after 2.5 years, Libor plus 40 bps, subject to 4% cap; payable quarterly due 5/28/2019

Royal Bank of Canada 10-year CMS rate times 63%, subject to floor 2%; payable quarterly due 5/28/2021

Royal Bank of Canada 8.40% due 8/27/2014

Royal Bank of Canada 0.00% due 6/24/2015

Royal Bank of Canada 13.8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 11/24/2015

Royal Bank of Canada 8.00% due 5/21/2015

Royal Bank of Canada 11.75% due 5/21/2015

Royal Bank of Canada 7.30% due 5/21/2015

Royal Bank of Canada 7.20% due 5/21/2015

Royal Bank of Canada 0.00% due 10/11/2016

Royal Bank of Canada 10.1% per year if shares close at or above trigger price on observation date for that quarter due 5/13/2015

Royal Bank of Canada 18.250% due 8/18/2014

Royal Bank of Canada 11.500% due 8/18/2014

Royal Bank of Canada 10.500% due 11/18/2014

Royal Bank of Canada 11.500% due 11/18/2014

Royal Bank of Canada 9.000% due 11/18/2014

Royal Bank of Canada 13.750% due 11/18/2014

Royal Bank of Canada 13.250% due 8/18/2014

Royal Bank of Canada 11.750% due 8/18/2014

Royal Bank of Canada 12.000% due 8/18/2014

Royal Bank of Canada 9.000% due 11/18/2014

Royal Bank of Canada 7.500% due 11/18/2014

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 10% per year if Axiall shares close at or above coupon barrier on observation date for that month; Coupon barrier: $32.87, 75% of initial share price due 11/16/2015

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 10.45% per year if Fortinet shares close at or above coupon barrier on observation date for that month; Coupon barrier: $14.25, 70% of initial share price due 11/16/2015

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 10.45% per year if Fortinet shares close at or above coupon barrier on observation date for that month; Coupon barrier: $14.25, 70% of initial share price due 11/16/2015

Royal Bank of Canada 2.25% for the first five years, stepping up to 4.5% after that; payable semiannually due 5/13/2022

Royal Bank of Canada 9% due 8/13/2014

Royal Bank of Canada 0.85% for the first two years, stepping up to 2.25% after that; payable semiannually due 5/12/2017

Royal Bank of Canada 0.00% due 6/8/2015

Royal Bank of Canada 7.50% due 5/7/2015

Royal Bank of Canada 9.55% due 5/7/2015

Royal Bank of Canada 8.00% due 5/7/2015

Royal Bank of Canada 6.60% due 5/7/2015

Royal Bank of Canada 7.75% per year, payable quarterly if Alcoa shares close at or above downside threshold level on determination date for that quarter due 5/7/2015

Royal Bank of Canada 0.00% due 6/3/2015

Royal Bank of Canada 0.00% due 5/2/2019

Royal Bank of Canada 7.50% due 4/30/2015

Royal Bank of Canada 8.50% due 4/30/2015

Royal Bank of Canada 7.29% due 4/30/2015

Royal Bank of Canada 0.00% due 5/2/2018

Royal Bank of Canada 0.00% due 5/1/2019

Royal Bank of Canada 7.60% due 11/12/2015

Royal Bank of Canada 9.30% due 5/12/2015

Royal Bank of Canada 14% due 7/30/2014

Royal Bank of Canada 13.25% due 7/30/2014

Royal Bank of Canada 11% due 7/30/2014

Royal Bank of Canada 13.25% due 7/30/2014

Royal Bank of Canada 7% due 10/30/2014

Royal Bank of Canada 12.25% due 7/30/2014

Royal Bank of Canada 8% due 10/30/2014

Royal Bank of Canada 8% due 10/30/2014

Royal Bank of Canada 0.00% due 4/29/2016

Royal Bank of Canada 0.00% due 10/28/2016

Royal Bank of Canada 6.24% due 1/28/2016

Royal Bank of Canada 12.2% per year, payable quarterly if Priceline shares close at or above barrier price on observation date for that quarter due 5/13/2015

Royal Bank of Canada 0.00% due 4/28/2017

Royal Bank of Canada 0.00% due 4/28/2016

Royal Bank of Canada 0.00% due 4/26/2019

Royal Bank of Canada 0.00% due 4/26/2019

Royal Bank of Canada 0.00% due 4/25/2018

Royal Bank of Canada 0.00% due 4/28/2017

Royal Bank of Canada 2.25% for the first five years, stepping up to 4.5% for years six through eight; payable semiannually due 4/29/2022

Royal Bank of Canada 9.50% due 5/8/2015

Royal Bank of Canada 8.00% due 5/8/2015

Royal Bank of Canada 0.00% due 5/15/2015

Royal Bank of Canada 0.00% due 5/15/2015

Royal Bank of Canada 0.00% due 5/4/2015

Royal Bank of Canada 0.00% due 11/27/2015

Royal Bank of Canada 0.00% due 12/14/2015

Royal Bank of Canada 9.00% due 1/30/2015

Royal Bank of Canada 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 4/25/2016

Royal Bank of Canada 17.25% due 7/18/2014

Royal Bank of Canada 11.50% due 7/18/2014

Royal Bank of Canada 9.75% due 7/18/2014

Royal Bank of Canada 14% due 7/18/2014

Royal Bank of Canada 10.25% due 10/20/2014

Royal Bank of Canada 11.25% due 7/18/2014

Royal Bank of Canada 14.75% due 7/18/2014

Royal Bank of Canada 15.25% due 7/18/2014

Royal Bank of Canada 8.50% due 10/20/2014

Royal Bank of Canada 13.25% due 7/18/2014

Royal Bank of Canada 11.50% due 7/18/2014

Royal Bank of Canada 10.25% due 10/20/2014

Royal Bank of Canada 8.75% due 10/20/2014

Royal Bank of Canada 11% due 10/20/2014

Royal Bank of Canada 30-year CMS rate times 70%, floor of 2%; payable quarterly due 4/17/2024

Royal Bank of Canada 3% for five years, stepping up to 4% for years six through 10 and to 5% for years 11 through 13; payable semiannually due 4/16/2027

Royal Bank of Canada If Blackstone shares close at or above downside threshold on quarterly determination date, $0.29 per note; otherwise, no contingent payment for that period due 4/17/2017

Royal Bank of Canada If Facebook shares close at or above downside threshold on quarterly determination date, $0.5375 per note; otherwise, no contingent payment for that period due 4/16/2015

Royal Bank of Canada 0.00% due 5/15/2015

Royal Bank of Canada 14.52%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2015

Royal Bank of Canada 14.8%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 10/19/2015

Royal Bank of Canada 2.5% for five years, stepping up to 3.5% thereafter; payable semiannually due 4/15/2021

Royal Bank of Canada 0.00% due 4/26/2019

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 10% per year if Celgene shares close at or above coupon barrier on observation date for that month; Coupon barrier: $103.04, 75% of initial share price due 10/9/2015

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 8.6% per year if Consol Energy shares close at or above coupon barrier on observation date for that month; Coupon barrier: $30.23, 75% of initial share price due 10/9/2015

Royal Bank of Canada 0.00% due 11/17/2015

Royal Bank of Canada 0.00% due 12/31/2014

Royal Bank of Canada 0.00% due 5/8/2015

Royal Bank of Canada 0.00% due 12/31/2014

Royal Bank of Canada 1% in year one and 2.75% in years two through five; payable semiannually due 4/8/2019

Royal Bank of Canada 0.00% due 10/3/2017

Royal Bank of Canada 7.50% due 4/6/2015

Royal Bank of Canada 3.15% for each quarter that Blackstone stock closes at or above trigger level on any quarterly determination date due 4/2/2015

Royal Bank of Canada 2.125% for each quarter that Microsoft stock closes at or above trigger level on any quarterly determination date due 3/31/2017

Royal Bank of Canada 10.40% due 3/31/2015

Royal Bank of Canada 9.15% due 3/31/2015

Royal Bank of Canada 0.00% due 9/29/2017

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/31/2016

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 0.00% due 3/29/2019

Royal Bank of Canada 14.50% due 6/30/2014

Royal Bank of Canada 10.10% due 6/30/2014

Royal Bank of Canada 11.25% due 9/30/2014

Royal Bank of Canada 12.25% due 9/30/2014

Royal Bank of Canada 12.50% due 6/30/2014

Royal Bank of Canada 13.50% due 6/30/2014

Royal Bank of Canada 11.25% due 6/30/2014

Royal Bank of Canada 14.75% due 6/30/2014

Royal Bank of Canada 14.25% due 6/30/2014

Royal Bank of Canada 9.50% due 9/30/2014

Royal Bank of Canada 10.50% due 6/30/2014

Royal Bank of Canada 10% due 9/30/2014

Royal Bank of Canada 10% due 9/30/2014

Royal Bank of Canada 11% due 9/30/2014

Royal Bank of Canada 0.00% due 4/6/2015

Royal Bank of Canada 0.00% due 4/6/2015

Royal Bank of Canada 16.50% due 6/30/2014

Royal Bank of Canada 15.50% due 6/30/2014

Royal Bank of Canada 0.00% due 3/31/2017

Royal Bank of Canada 0.00% due 3/29/2018

Royal Bank of Canada 10% for the first year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate minus 50 basis points; cap of 10% and floor of zero; payable semiannually due 3/28/2034

Royal Bank of Canada 3.25% for five years, stepping up to 4.5% thereafter; payable semiannually due 3/28/2029

Royal Bank of Canada 10% due 6/30/2014

Royal Bank of Canada 14.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/31/2015

Royal Bank of Canada 10.78% for each month that stock closes at or above the coupon barrier level on the observation date for that month due 9/28/2015

Royal Bank of Canada 11.4% annualized for each month that stock closes at or above the coupon barrier level on the observation date for that month due 9/28/2015

Royal Bank of Canada contingent monthly coupon at an annual rate of 11.28% if United Rentals shares close at or above the coupon barrier, 75% of the initial share price due 9/28/2015

Royal Bank of Canada 2.125% for each quarter that Amazon.com stock closes at or above trigger level on any quarterly determination date due 3/24/2017

Royal Bank of Canada 0.00% due 9/24/2015

Royal Bank of Canada 0.00% due 3/24/2016

Royal Bank of Canada 14.50% due 9/25/2014

Royal Bank of Canada 8% due 6/25/2014

Royal Bank of Canada 10.50% due 6/24/2014

Royal Bank of Canada 5.2%, payable quarterly if index closes at or above trigger level on observation date for that quarter due 3/24/2017

Royal Bank of Canada 0.75% initially; after one year, Libor plus 10 bps, subject to 2% cap, floor of 0%; payable quarterly due 3/20/2017

Royal Bank of Canada 2.4% for each quarter that Williams Cos. stock closes at or above trigger level on any quarterly determination date due 3/19/2015

Royal Bank of Canada 2.5% in years one through five and 4.75% in years six through 10; payable semiannually due 3/19/2024

Royal Bank of Canada 2.25% in years one through five and 3.5% in years six and seven; payable semiannually due 3/19/2021

Royal Bank of Canada 9.75% due 6/19/2014

Royal Bank of Canada 10.25% due 9/18/2014

Royal Bank of Canada 10.25% due 6/19/2014

Royal Bank of Canada 12% due 6/19/2014

Royal Bank of Canada 9.75% due 9/18/2014

Royal Bank of Canada 10% due 6/19/2014

Royal Bank of Canada 11.75% due 9/18/2014

Royal Bank of Canada 15% due 6/19/2014

Royal Bank of Canada 13% due 6/19/2014

Royal Bank of Canada 13.75% due 6/19/2014

Royal Bank of Canada 9.50% due 9/18/2014

Royal Bank of Canada 9.75% due 9/18/2014

Royal Bank of Canada 8.50% due 9/18/2014

Royal Bank of Canada 2% initially; after one year, Libor plus 37.5 bps, subject to 4% cap; payable quarterly due 3/14/2019

Royal Bank of Canada 0.000% due 3/16/2015

Royal Bank of Canada 0.000% due 3/16/2015

Royal Bank of Canada 2.0375% for each quarter that Cummins stock closes at or above trigger level on any quarterly determination date due 3/12/2015

Royal Bank of Canada 2.4% for each quarter that MGM R stock closes at or above trigger level on any quarterly determination date due 3/10/2017

Royal Bank of Canada 0.000% due 10/22/2015

Royal Bank of Canada 0.00% due 4/9/2015

Royal Bank of Canada 7.520% due 9/9/2015

Royal Bank of Canada 0.000% due 3/8/2016

Royal Bank of Canada 0.000% due 4/5/2016

Royal Bank of Canada 0.00% due 3/6/2017

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 10.3% per year if Expedia shares close at or above coupon barrier on observation date for that month; Coupon barrier: $58.89, 75% of initial share price due 8/31/2015

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 9.85% per year if Tesoro shares close at or above coupon barrier on observation date for that month; Coupon barrier: $36.60, 75% of initial share price due 8/31/2015

Royal Bank of Canada Each month, notes pay contingent coupon at rate of 9.6% per year if United Rentals shares close at or above coupon barrier on observation date for that month; Coupon barrier: $64.66, 75% of initial share price due 8/31/2015

Royal Bank of Canada 0.00% due 2/28/2017

Royal Bank of Canada 0.00% due 8/30/2017

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 8/30/2017

Royal Bank of Canada 0.00% due 2/28/2019

Royal Bank of Canada 13.50% due 5/29/2014

Royal Bank of Canada 10.25% due 8/29/2014

Royal Bank of Canada 9% due 8/29/2014

Royal Bank of Canada 14.25% due 8/29/2014

Royal Bank of Canada 14.75% due 5/29/2014

Royal Bank of Canada 11% due 5/29/2014

Royal Bank of Canada 10% due 5/29/2014

Royal Bank of Canada 10% due 5/29/2014

Royal Bank of Canada 10% due 5/29/2014

Royal Bank of Canada 11% due 5/29/2014

Royal Bank of Canada 10% due 5/29/2014

Royal Bank of Canada 9.50% due 5/29/2014

Royal Bank of Canada 16% due 5/29/2014

Royal Bank of Canada 9% due 8/29/2014

Royal Bank of Canada 9.75% due 8/29/2014

Royal Bank of Canada 8.75% due 8/29/2014

Royal Bank of Canada 13.70% due 5/29/2014

Royal Bank of Canada If each underlier closes at or above barrier level on quarterly observation date, coupon paid that quarter at rate of 9.6% per year due 2/28/2019

Royal Bank of Canada 0.00% due 2/28/2017

Royal Bank of Canada 10% for the first two years; after that, 4 times the reference rate, which is spread of the 30-year CMS rate over the five-year CMS rate minus 25 basis points; cap of 10% and floor of zero; payable semiannually due 2/28/2034

Royal Bank of Canada 7.20% due 11/27/2015

Royal Bank of Canada 0.00% due 3/4/2015

Royal Bank of Canada 0.00% due 3/4/2015

Royal Bank of Canada 0.00% due 3/4/2015

Royal Bank of Canada 0.00% due 3/4/2015

Royal Bank of Canada 0.00% due 10/16/2015

Royal Bank of Canada 0.00% due 9/24/2015

Royal Bank of Canada 2.25% in years one through five and 4.5% in years six through eight; payable semiannually due 2/28/2022

Royal Bank of Canada 0.00% due 2/20/2018

Royal Bank of Canada 11.35% per year, payable quarterly if Genworth stock closes at or above downside threshold level on any quarterly determination date due 2/17/2017

Royal Bank of Canada 17.50% due 5/19/2014

Royal Bank of Canada 11.50% due 8/19/2014

Royal Bank of Canada 8% due 8/19/2014

Royal Bank of Canada 9% due 5/19/2014

Royal Bank of Canada 9.25% due 5/19/2014

Royal Bank of Canada 11.50% due 8/19/2014

Royal Bank of Canada 13% due 5/19/2014

Royal Bank of Canada 9.25% due 8/19/2014

Royal Bank of Canada 10.75% due 8/19/2014

Royal Bank of Canada 15.50% due 5/19/2014

Royal Bank of Canada 9% due 8/19/2014

Royal Bank of Canada 9.75% due 5/19/2014

Royal Bank of Canada 8.50% due 8/19/2014

Royal Bank of Canada 12.50% due 5/19/2014

Royal Bank of Canada 10.00% due 2/27/2015

Royal Bank of Canada 11.85%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 2/20/2015

Royal Bank of Canada 2% initially; after one year, Libor plus 30 bps, subject to 4% cap; payable quarterly due 2/18/2019

Royal Bank of Canada 3% for five years, stepping up to 4% for years six through 10 and to 5% for years 11 through 13; payable semiannually due 2/18/2027

Royal Bank of Canada 21% due 5/15/2014

Royal Bank of Canada 14.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/13/2015

Royal Bank of Canada 13.25%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/13/2015

Royal Bank of Canada 10.9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 8/13/2015

Royal Bank of Canada 0.00% due 2/11/2016

Royal Bank of Canada 10% due 5/9/2014

Royal Bank of Canada 14.50% due 5/9/2014

Royal Bank of Canada 0.00% due 3/9/2015

Royal Bank of Canada 0.00% due 8/3/2016

Royal Bank of Canada 10% per year, payable quarterly if Alcoa stock closes at or above downside threshold level on any quarterly determination date due 2/5/2015

Royal Bank of Canada 9.4% per year, payable quarterly if Facebook stock closes at or above downside threshold level on any quarterly determination date due 2/5/2015

Royal Bank of Canada 0.00% due 3/4/2015

Royal Bank of Canada 0.00% due 3/27/2015

Royal Bank of Canada 7.92% due 8/4/2015

Royal Bank of Canada 0.00% due 1/25/2019

Royal Bank of Canada 0.00% due 1/25/2019

Royal Bank of Canada 0.00% due 2/6/2017

Royal Bank of Canada 0.00% due 1/26/2018

Royal Bank of Canada 0.00% due 2/13/2015

Royal Bank of Canada 6.10% due 1/30/2015

Royal Bank of Canada 6.90% due 1/30/2015

Royal Bank of Canada 0.00% due 8/2/2017

Royal Bank of Canada 0.00% due 1/31/2019

Royal Bank of Canada 0.00% due 8/2/2017

Royal Bank of Canada 21.25% due 4/30/2014

Royal Bank of Canada 10.70% due 7/31/2014

Royal Bank of Canada 9% due 7/31/2014

Royal Bank of Canada 13.20% due 7/31/2014

Royal Bank of Canada 13.25% due 4/30/2014

Royal Bank of Canada 10% due 7/31/2014

Royal Bank of Canada 10% due 7/31/2014

Royal Bank of Canada 14.50% due 4/30/2014

Royal Bank of Canada 12.75% due 7/31/2014

Royal Bank of Canada 9% due 7/31/2014

Royal Bank of Canada 9.50% due 7/31/2014

Royal Bank of Canada 9% due 4/30/2014

Royal Bank of Canada 10.25% due 4/30/2014

Royal Bank of Canada 8.25% due 4/30/2014

Royal Bank of Canada 0.00% due 7/29/2016

Royal Bank of Canada 7.40% due 8/11/2014

Royal Bank of Canada 2.05% initially; after one year, Libor plus 40 bps, subject to 4% cap; payable quarterly due 1/30/2019

Royal Bank of Canada Libor plus 60 bps, subject to maximum coupon of 3%; payable quarterly due 1/30/2019

Royal Bank of Canada 1.5% during first 3.5 years, stepping up to 4.5% in years 3.5 through five; payable semiannually due 1/30/2019

Royal Bank of Canada 3.25% during first five years, stepping up to 4% in years six through 10 and to 6% in years 11 through 13; payable semiannually due 1/29/2027

Royal Bank of Canada 9% due 4/30/2014

Royal Bank of Canada 0.00% due 7/28/2017

Royal Bank of Canada 6.16% due 10/29/2015

Royal Bank of Canada 0.00% due 1/28/2016

Royal Bank of Canada 0.00% due 1/28/2016

Royal Bank of Canada 2% during first four years, stepping up to 4.5% in years five through seven; payable semiannually due 1/29/2021

Royal Bank of Canada 10.50% due 1/30/2015

Royal Bank of Canada 12.60% due 7/28/2014

Royal Bank of Canada 0.00% due 1/26/2016

Royal Bank of Canada 0.00% due 1/29/2017

Royal Bank of Canada 7.19% due 1/23/2015

Royal Bank of Canada 9.40% due 1/23/2015

Royal Bank of Canada 0.00% due 2/23/2016

Royal Bank of Canada 12.50% due 7/22/2014

Royal Bank of Canada 10%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/26/2015

Royal Bank of Canada 10.75%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/26/2015

Royal Bank of Canada Libor plus 61 bps, subject to maximum coupon of 5.5%; payable quarterly due 1/22/2019

Royal Bank of Canada 13% due 4/17/2014

Royal Bank of Canada 9.25% due 7/17/2014

Royal Bank of Canada 14.25% due 4/17/2014

Royal Bank of Canada 11.50% due 4/17/2014

Royal Bank of Canada 11% due 7/17/2014

Royal Bank of Canada 10.75% due 4/17/2014

Royal Bank of Canada 11% due 7/17/2014

Royal Bank of Canada 10.25% due 7/17/2014

Royal Bank of Canada 9.50% due 4/17/2014

Royal Bank of Canada 9.50% due 7/17/2014

Royal Bank of Canada 9.75% due 4/17/2014

Royal Bank of Canada 8.75% due 7/17/2014

Royal Bank of Canada 0.00% due 1/20/2016

Royal Bank of Canada 3.25% during the first five years, stepping up to 4% in years six through 10 and to 5% in years 11 through 13 due 1/17/2027

Royal Bank of Canada 0.00% due 4/16/2015

Royal Bank of Canada 7% annualized, payable monthly if MetLife shares close at or above the coupon barrier, 80% of the initial share price, on the observation date for that month due 7/16/2015

Royal Bank of Canada 10.64% annualized, payable monthly if U.S. Steel shares close at or above the coupon barrier, 60% of the initial share price, on the observation date for that month due 7/16/2015

Royal Bank of Canada 0.00% due 10/22/2015

Royal Bank of Canada 0.00% due 8/17/2015

Royal Bank of Canada 0.00% due 1/14/2016

Royal Bank of Canada 12.1% per year, payable quarterly if Best Buy stock closes at or above coupon barrier level on observation date for that quarter due 1/13/2016

Royal Bank of Canada 0.00% due 2/9/2015

Royal Bank of Canada 0.00% due 1/11/2016

Royal Bank of Canada 2.9% for each quarter that Blackstone stock closes at or above trigger level for that quarter due 1/6/2017

Royal Bank of Canada 6.20% due 7/8/2015

Royal Bank of Canada 10.20% due 12/31/2014

Royal Bank of Canada 7.00% due 12/31/2014

Royal Bank of Canada 7.65% due 12/31/2014

Royal Bank of Canada 8.75% due 12/31/2014

Royal Bank of Canada 0.00% due 6/29/2017

Royal Bank of Canada 0.00% due 12/31/2018

Royal Bank of Canada 0.00% due 12/29/2016

Royal Bank of Canada 2.425% for each quarter that CBS stock closes at or above trigger level for that quarter due 12/30/2016

Royal Bank of Canada 0.00% due 7/2/2014

Royal Bank of Canada 0.00% due 6/20/2014

Royal Bank of Canada 11.25% due 3/31/2014

Royal Bank of Canada 9% due 3/31/2014

Royal Bank of Canada 11% due 3/31/2014

Royal Bank of Canada 15.75% due 3/31/2014

Royal Bank of Canada 12.70% due 3/31/2014

Royal Bank of Canada 11.50% due 6/30/2014

Royal Bank of Canada 13.75% due 3/31/2014

Royal Bank of Canada 11.75% due 3/31/2014

Royal Bank of Canada 13.50% due 6/30/2014

Royal Bank of Canada 11.25% due 6/30/2014

Royal Bank of Canada 9.50% due 3/31/2014

Royal Bank of Canada 9.75% due 6/30/2014

Royal Bank of Canada 12.50% due 6/30/2014

Royal Bank of Canada 10.50% due 6/30/2014

Royal Bank of Canada 12.50% due 3/31/2014

Royal Bank of Canada 11% due 3/31/2014

Royal Bank of Canada 10.75% due 6/30/2014

Royal Bank of Canada 0.000% due 12/30/2016

Royal Bank of Canada 0.000% due 6/30/2016

Royal Bank of Canada 0.000% due 1/30/2015

Royal Bank of Canada 0.00% due 1/30/2015

Royal Bank of Canada 0.000% due 12/29/2017

Royal Bank of Canada 3% initially; after one year, Libor plus 65 bps, subject to 4% cap; payable quarterly due 12/30/2020

Royal Bank of Canada 0.00% due 1/5/2015

Royal Bank of Canada 0.00% due 1/5/2015

Royal Bank of Canada 0.00% due 1/9/2015

Royal Bank of Canada 2.775% for each quarter that Coach stock closes at or above trigger level for that quarter due 12/26/2014

Royal Bank of Canada 0.00% due 12/24/2015

Royal Bank of Canada 10.1%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/26/2015

Royal Bank of Canada 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/26/2015

Royal Bank of Canada 13.4%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/26/2015

Royal Bank of Canada 0.00% due 12/24/2015

Royal Bank of Canada 8.75% due 3/24/2014

Royal Bank of Canada 8.05% due 6/23/2014

Royal Bank of Canada 14.05% due 3/21/2014

Royal Bank of Canada 0.00% due 12/22/2016

Royal Bank of Canada 12.25% due 3/20/2014

Royal Bank of Canada 12.50% due 3/20/2014

Royal Bank of Canada 14.7% per year, payable quarterly if Barrick stock closes at or above trigger level on quarterly observation date due 12/22/2014

Royal Bank of Canada 3% in years one through five, 4% in years six through 10 and 5% in years 11 through 13; payable semiannually due 12/18/2026

Royal Bank of Canada 11% due 3/18/2014

Royal Bank of Canada 15% due 3/18/2014

Royal Bank of Canada 10.75% due 6/18/2014

Royal Bank of Canada 14% due 3/18/2014

Royal Bank of Canada 11% due 3/18/2014

Royal Bank of Canada 9.25% due 6/18/2014

Royal Bank of Canada 13.25% due 3/18/2014

Royal Bank of Canada 10.50% due 3/18/2014

Royal Bank of Canada 10.25% due 3/18/2014

Royal Bank of Canada 10.20% due 6/18/2014

Royal Bank of Canada 14.40% due 6/19/2014

Royal Bank of Canada 10.56% per year, payable quarterly if Tesoro stock closes at or above coupon barrier level on observation date for that quarter due 12/16/2014

Royal Bank of Canada 11% due 6/16/2014

Royal Bank of Canada 9.50% due 12/11/2014

Royal Bank of Canada 6.70% due 12/11/2014

Royal Bank of Canada 7.90% due 12/11/2014

Royal Bank of Canada 0.00% due 12/10/2015

Royal Bank of Canada 0.00% due 12/10/2015

Royal Bank of Canada 0.00% due 1/9/2015

Royal Bank of Canada 1% initially; after one year, Libor plus 45 bps, capped at 6%; payable quarterly due 12/5/2018

Royal Bank of Canada 3.5125% if stock closes at or above barrier level on quarterly review date due 12/4/2016

Royal Bank of Canada 5.10% due 9/1/2015

Royal Bank of Canada 9.13% due 5/30/2014

Royal Bank of Canada 7.21% due 5/30/2014

Royal Bank of Canada 0.00% due 11/30/2016

Royal Bank of Canada 0.000% due 1/2/2015

Royal Bank of Canada 13.75% due 2/28/2014

Royal Bank of Canada 11.50% due 2/28/2014

Royal Bank of Canada 11% due 5/29/2014

Royal Bank of Canada 11.75% due 2/28/2014

Royal Bank of Canada 12.50% due 2/28/2014

Royal Bank of Canada 9.25% due 2/28/2014

Royal Bank of Canada 14.15% due 2/28/2014

Royal Bank of Canada 10.75% due 2/28/2014

Royal Bank of Canada 11.50% due 2/28/2014

Royal Bank of Canada 13% due 5/29/2014

Royal Bank of Canada 10.50% due 5/29/2014

Royal Bank of Canada 10% due 2/28/2014

Royal Bank of Canada 11.75% due 2/28/2014

Royal Bank of Canada 8.25% due 5/29/2014

Royal Bank of Canada 16.25% due 2/28/2014

Royal Bank of Canada 0.00% due 12/12/2014

Royal Bank of Canada 0.00% due 5/31/2016

Royal Bank of Canada 0.00% due 5/29/2014

Royal Bank of Canada 11.65% due 2/28/2014

Royal Bank of Canada 0.00% due 11/27/2015

Royal Bank of Canada 0.00% due 7/30/2015

Royal Bank of Canada 9.80% due 2/27/2014

Royal Bank of Canada 5.50% due 11/28/2014

Royal Bank of Canada 5.20% due 11/28/2014

Royal Bank of Canada 4.60% due 11/28/2014

Royal Bank of Canada 8.30% due 11/25/2014

Royal Bank of Canada 8.05% due 11/25/2014

Royal Bank of Canada 0.00% due 12/5/2014

Royal Bank of Canada 7.73% due 5/21/2014

Royal Bank of Canada 8.30% due 5/21/2014

Royal Bank of Canada 2.5% initially; after one year, Libor plus 50 bps, capped at 4%; payable quarterly due 11/20/2020

Royal Bank of Canada 0.00% due 3/19/2015

Royal Bank of Canada 3% initially, stepping up to 3.75% in years six through 10, to 4.25% in year 11 and to 5.5% in year 12; payable semiannually due 11/20/2025

Royal Bank of Canada 13% due 2/21/2014

Royal Bank of Canada 13.50% due 2/21/2014

Royal Bank of Canada 10% due 2/21/2014

Royal Bank of Canada 12.50% due 2/21/2014

Royal Bank of Canada 11.50% due 5/20/2014

Royal Bank of Canada 13.25% due 5/20/2014

Royal Bank of Canada 10% due 5/20/2014

Royal Bank of Canada 10% due 2/21/2014

Royal Bank of Canada 8.25% due 5/20/2014

Royal Bank of Canada 0.625% in year one and Libor plus 35 bps in years two and three, subject to cap of 2.25%; payable quarterly due 11/18/2016

Royal Bank of Canada 0.75% in year one and Libor plus 25 bps in years two and three, subject to cap of 2.25%; payable quarterly due 11/15/2016

Royal Bank of Canada 0.00% due 11/23/2015

Royal Bank of Canada 2.6% if stock closes at or above barrier level on quarterly review date due 11/14/2016

Royal Bank of Canada 9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/14/2015

Royal Bank of Canada 9.5%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/14/2015

Royal Bank of Canada 9.9%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/14/2015

Royal Bank of Canada 10.89%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/14/2015

Royal Bank of Canada 0.00% due 12/8/2014

Royal Bank of Canada 0.00% due 3/9/2015

Royal Bank of Canada 0.00% due 11/9/2015

Royal Bank of Canada 10.35% due 5/8/2014

Royal Bank of Canada 6.70% due 11/7/2014

Royal Bank of Canada 10.49% due 11/7/2014

Royal Bank of Canada 2.125% if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 11/4/2016

Royal Bank of Canada 0.00% due 10/5/2015

Royal Bank of Canada 0.00% due 12/4/2014

Royal Bank of Canada 0.00% due 11/7/2014

Royal Bank of Canada 9.50% due 10/31/2014

Royal Bank of Canada 6.25% due 10/31/2014

Royal Bank of Canada 11.70% due 10/31/2014

Royal Bank of Canada 6.20% due 10/31/2014

Royal Bank of Canada 6.20% due 10/31/2014

Royal Bank of Canada 7.35% due 10/31/2014

Royal Bank of Canada 0.00% due 11/2/2016

Royal Bank of Canada 0.00% due 11/2/2016

Royal Bank of Canada 12.00% due 1/31/2014

Royal Bank of Canada 15.00% due 1/31/2014

Royal Bank of Canada 10.50% due 1/31/2014

Royal Bank of Canada 10.00% due 4/30/2014

Royal Bank of Canada 11.50% due 4/30/2014

Royal Bank of Canada 10.00% due 1/31/2014

Royal Bank of Canada 10.50% due 4/30/2014

Royal Bank of Canada 11.70% due 1/31/2014

Royal Bank of Canada 11.50% due 4/30/2014

Royal Bank of Canada 13.35% per year, payable quarterly if Toll Brothers shares close at or above barrier price on valuation date for that quarter due 10/30/2015

Royal Bank of Canada 0.00% due 4/29/2016

Royal Bank of Canada 0.00% due 4/29/2016

Royal Bank of Canada Libor plus 20 bps, subject to maximum coupon of 2%; payable quarterly due 10/31/2016

Royal Bank of Canada 3.5% for first five years, stepping up to 4.25% in years six through 10, to 5% in years 11 through 15 and to 6.25% in years 16 through 20; payable semiannually due 10/31/2033

Royal Bank of Canada 0.00% due 11/28/2014

Royal Bank of Canada 0.00% due 11/28/2014

Royal Bank of Canada 13.00% due 1/31/2014

Royal Bank of Canada 15.25% due 1/31/2014

Royal Bank of Canada 9%, payable quarterly if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 10/28/2016

Royal Bank of Canada 0.00% due 6/30/2015

Royal Bank of Canada 0.00% due 1/2/2015

Royal Bank of Canada 5.60% due 7/29/2015

Royal Bank of Canada 7.00% due 11/7/2014

Royal Bank of Canada 0.00% due 10/31/2014

Royal Bank of Canada 0.00% due 6/24/2015

Royal Bank of Canada 0.00% due 10/28/2015

Royal Bank of Canada 15.00% due 1/28/2014

Royal Bank of Canada 8.80% due 4/28/2014

Royal Bank of Canada 0.00% due 6/17/2015

Royal Bank of Canada 3% for first five years, stepping up to 4% in years six through 10 and to 5% in years 11 and 12; payable semiannually due 10/23/2025

Royal Bank of Canada 12.75% due 4/23/2014

Royal Bank of Canada Libor plus 25 bps, floor of 1% and capped at 4%; payable quarterly due 10/18/2018

Royal Bank of Canada 0.00% due 1/20/2015

Royal Bank of Canada 0.00% due 10/20/2014

Royal Bank of Canada 0.00% due 10/20/2014

Royal Bank of Canada 8.35%, payable quarterly if eBay stock closes at or above downside threshold level on determination date for that quarter due 10/14/2016

Royal Bank of Canada 11.2% payable quarterly if Mosaic stock closes at or above downside threshold level on determination date for that quarter due 10/14/2016

Royal Bank of Canada 14.50% due 1/16/2014

Royal Bank of Canada 10.25% due 1/16/2014

Royal Bank of Canada 15.00% due 1/16/2014

Royal Bank of Canada 15.00% due 1/16/2014

Royal Bank of Canada 8.75% due 1/16/2014

Royal Bank of Canada 9.00% due 4/16/2014

Royal Bank of Canada 0.00% due 2/15/2018

Royal Bank of Canada 0.00% due 10/15/2018

Royal Bank of Canada 0.00% due 10/31/2014

Royal Bank of Canada 0.00% due 10/15/2015

Royal Bank of Canada 8.50% due 4/14/2014

Royal Bank of Canada 0.00% due 10/11/2018

Royal Bank of Canada 0.00% due 10/21/2015

Royal Bank of Canada 2.45% per quarter that each stock closes at or above downside threshold level on quarterly determination date due 10/13/2016

Royal Bank of Canada 0.00% due 10/10/2014

Royal Bank of Canada 0.00% due 10/10/2014

Royal Bank of Canada 0.00% due 10/10/2014

Royal Bank of Canada 1.825% per quarter that JPMorgan stock closes at or above barrier level for that quarter due 10/9/2014

Royal Bank of Canada 0.00% due 4/20/2015

Royal Bank of Canada 0.00% due 11/10/2014

Royal Bank of Canada 0.5% for one year; after that, Libor rate, capped at 1.5%; payable quarterly due 10/7/2015

Royal Bank of Canada 9% due 4/7/2014

Royal Bank of Canada 0.00% due 10/6/2016

Royal Bank of Canada 11.152% payable quarterly if Blackstone stock closes at or above downside threshold level on determination date for that quarter due 9/30/2016

Royal Bank of Canada 11% per year payable quarterly if lululemon stock closes at or above downside threshold level on determination date for that quarter due 10/2/2014

Royal Bank of Canada 13.20% due 4/1/2014

Royal Bank of Canada 0.00% due 9/30/2016

Royal Bank of Canada 10.00% due 3/31/2014

Royal Bank of Canada 9.50% due 3/31/2014

Royal Bank of Canada 0.00% due 9/28/2016

Royal Bank of Canada 5.30% due 3/31/2015

Royal Bank of Canada 14.50% due 12/30/2013

Royal Bank of Canada 12.00% due 12/30/2013

Royal Bank of Canada 10.00% due 12/30/2013

Royal Bank of Canada 11.80% due 3/28/2014

Royal Bank of Canada 14.60% due 3/28/2014

Royal Bank of Canada 15.25% due 12/30/2013

Royal Bank of Canada 11.20% due 12/30/2013

Royal Bank of Canada 12.75% due 12/30/2013

Royal Bank of Canada 10.75% due 12/30/2013

Royal Bank of Canada 11.50% due 3/28/2014

Royal Bank of Canada 13.75% due 12/30/2013

Royal Bank of Canada 0.00% due 10/6/2014

Royal Bank of Canada 0.00% due 10/6/2014

Royal Bank of Canada 0.00% due 10/31/2014

Royal Bank of Canada 0.00% due 10/31/2014

Royal Bank of Canada 1% for first six months; after that, Libor plus 125 bps, subject to maximum of 1.75%; payable quarterly due 9/30/2016

Royal Bank of Canada 0.00% due 9/30/2015

Royal Bank of Canada 7.5% for the first year; after that, 4 times the reference rate, which is spread of the 30-year CMS rate over the two-year CMS rate; cap of 7.5% and floor of 0%; payable semiannually due 9/30/2033

Royal Bank of Canada 0.00% due 10/31/2014

Royal Bank of Canada 13.30% due 12/31/2013

Royal Bank of Canada 1.5% in years one through three, 2.75% in year four and 4.25% in year five; payable semiannually due 9/27/2028

Royal Bank of Canada 12.80% due 9/26/2014

Royal Bank of Canada 6.10% due 9/30/2014

Royal Bank of Canada 0.00% due 9/26/2014

Royal Bank of Canada 0.00% due 9/26/2014

Royal Bank of Canada 0.00% due 9/26/2014

Royal Bank of Canada 0.00% due 9/26/2022

Royal Bank of Canada 12%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 3/23/2015

Royal Bank of Canada 0.00% due 9/22/2015

Royal Bank of Canada 3.25% initially, stepping to 5.25% in year six; payable semiannually due 9/20/2028

Royal Bank of Canada 2.5% per quarter if each stock closes at or above its coupon barrier level on the determination date for that quarter due 9/16/2016

Royal Bank of Canada 3% for first year; after that, Libor plus 50 bps, floor of 0% and cap of 4.5%; payable quarterly due 9/18/2020

Royal Bank of Canada 3.25% initially, up to 3.75% in years three through seven and to 4.75% in years eight through 12; payable semiannually due 9/18/2025

Royal Bank of Canada 12.25% due 3/18/2014

Royal Bank of Canada 10.00% due 3/18/2014

Royal Bank of Canada 8.00% due 3/18/2014

Royal Bank of Canada 15.00% due 12/18/2013

Royal Bank of Canada 12.75% due 3/18/2014

Royal Bank of Canada 10.00% due 12/18/2013

Royal Bank of Canada 11.25% due 3/18/2014

Royal Bank of Canada 10.75% due 12/18/2013

Royal Bank of Canada 13.55% due 12/18/2013

Royal Bank of Canada 13.50% due 12/18/2013

Royal Bank of Canada 12.70% due 12/18/2013

Royal Bank of Canada 12.50% due 3/18/2014

Royal Bank of Canada 17.53% due 3/18/2014

Royal Bank of Canada 11.00% due 3/18/2014

Royal Bank of Canada 10.75% due 3/18/2014

Royal Bank of Canada 8.80% due 9/18/2014

Royal Bank of Canada 6.00% due 9/18/2014

Royal Bank of Canada 6.20% due 9/18/2014

Royal Bank of Canada 10.00% due 9/18/2014

Royal Bank of Canada 6.50% due 9/16/2014

Royal Bank of Canada 3.5% for first year; after that, Libor plus 95 bps, floor of 0% and cap of 5%; payable quarterly due 9/12/2023

Royal Bank of Canada 15.35% per year, payable quarterly if Cobalt stock closes at or above downside threshold level on determination date for that quarter due 9/11/2014

Royal Bank of Canada 10.5% per year payable quarterly if Tesoro stock closes at or above downside threshold level on determination date for that quarter due 9/11/2014

Royal Bank of Canada 0.00% due 6/11/2015

Royal Bank of Canada 0.00% due 9/9/2016

Royal Bank of Canada 0.00% due 10/8/2014

Royal Bank of Canada 0.00% due 2/17/2015

Royal Bank of Canada 0.00% due 10/3/2014

Royal Bank of Canada 0.00% due 9/3/2015

Royal Bank of Canada 10.50% due 3/6/2014

Royal Bank of Canada 11.25% due 3/6/2014

Royal Bank of Canada 5.25% due 9/1/2015

Royal Bank of Canada 0.00% due 8/31/2016

Royal Bank of Canada 0.00% due 3/4/2015

Royal Bank of Canada 0.00% due 8/31/2016

Royal Bank of Canada 0.00% due 2/29/2016

Royal Bank of Canada 0.00% due 2/27/2015

Royal Bank of Canada 0.00% due 9/30/2014

Royal Bank of Canada 0.00% due 9/30/2014

Royal Bank of Canada 13.25% due 11/29/2013

Royal Bank of Canada 13.50% due 11/29/2013

Royal Bank of Canada 9.50% due 2/28/2014

Royal Bank of Canada 12.75% due 11/29/2013

Royal Bank of Canada 10.75% due 2/28/2014

Royal Bank of Canada 13.75% due 11/29/2013

Royal Bank of Canada 12.25% due 2/28/2014

Royal Bank of Canada 11% due 2/28/2014

Royal Bank of Canada 15.50% due 2/28/2014

Royal Bank of Canada 11.25% due 11/29/2013

Royal Bank of Canada 14.75% due 11/29/2013

Royal Bank of Canada 13.50% due 11/29/2013

Royal Bank of Canada 10.25% due 2/28/2014

Royal Bank of Canada 0.00% due 8/31/2016

Royal Bank of Canada 13.75% due 11/29/2013

Royal Bank of Canada 13.50% due 8/29/2014

Royal Bank of Canada 10.05% due 2/28/2014

Royal Bank of Canada 8.25% due 2/28/2014

Royal Bank of Canada 0.00% due 8/27/2015

Royal Bank of Canada Libor, floor of 1.15% and capped at 4%; payable quarterly due 8/28/2018

Royal Bank of Canada 13.15% per year payable quarterly if Facebook stock closes at or above downside threshold level on determination date for that quarter due 8/28/2014

Royal Bank of Canada 8% per year payable quarterly if Hess stock closes at or above downside threshold level on determination date for that quarter due 8/26/2016

Royal Bank of Canada 0.00% due 3/19/2015

Royal Bank of Canada 12.05% due 12/9/2013

Royal Bank of Canada 0.00% due 2/24/2015

Royal Bank of Canada 0.00% due 8/24/2015

Royal Bank of Canada 0.00% due 2/24/2015

Royal Bank of Canada 8.30% due 8/22/2014

Royal Bank of Canada 6.63% due 8/22/2014

Royal Bank of Canada 7.57% due 8/22/2014

Royal Bank of Canada 6.00% due 8/22/2014

Royal Bank of Canada 9.00% due 8/22/2014

Royal Bank of Canada 10.00% due 2/24/2014

Royal Bank of Canada 10% due 11/21/2013

Royal Bank of Canada 12% due 2/21/2014

Royal Bank of Canada 13% due 11/21/2013

Royal Bank of Canada 11.25% due 2/21/2014

Royal Bank of Canada 11.50% due 11/21/2013

Royal Bank of Canada 10.75% due 11/21/2013

Royal Bank of Canada 9% due 11/21/2013

Royal Bank of Canada 10.25% due 2/21/2014

Royal Bank of Canada 8.8% per year, payable quarterly if each index closes at or above trigger level on observation date for that quarter due 8/20/2015

Royal Bank of Canada 0.00% due 8/29/2014

Royal Bank of Canada 0.00% due 11/19/2014

Royal Bank of Canada 1.25% for first year; after that, Libor plus 25 bps, floor of 0% and coupon capped at 2.25%; payable quarterly due 2/16/2017

Royal Bank of Canada 3.75% initially, stepping up to 4% for years nine through 13, to 5% for years 14 and 15, to 6% for years 16 and 17 and to 7.5% after that; payable semiannually due 8/14/2031

Royal Bank of Canada 10.23% due 2/14/2014

Royal Bank of Canada 11.00% due 2/14/2014

Royal Bank of Canada 13.50% due 11/13/2013

Royal Bank of Canada 0.00% due 9/9/2014

Royal Bank of Canada 0.00% due 8/10/2015

Royal Bank of Canada 11% due 2/10/2014

Royal Bank of Canada 9.71% due 8/8/2014

Royal Bank of Canada 8.81% due 8/8/2014

Royal Bank of Canada 8.84% due 8/8/2014

Royal Bank of Canada 0.00% due 8/20/2014

Royal Bank of Canada 10.20% due 2/6/2014

Royal Bank of Canada 0.00% due 8/4/2016

Royal Bank of Canada 0.00% due 8/2/2016

Royal Bank of Canada 0.00% due 8/2/2016

Royal Bank of Canada 11.50% due 1/31/2014

Royal Bank of Canada 14% due 10/31/2013

Royal Bank of Canada 12.50% due 10/31/2013

Royal Bank of Canada 11.50% due 1/31/2014

Royal Bank of Canada 12.75% due 10/31/2013

Royal Bank of Canada 15% due 10/31/2013

Royal Bank of Canada 14.25% due 1/31/2014

Royal Bank of Canada 11.00% due 10/31/2013

Royal Bank of Canada 8.50% due 1/31/2014

Royal Bank of Canada 17.25% due 10/31/2013

Royal Bank of Canada 13.50% due 10/31/2013

Royal Bank of Canada 13.25% due 1/31/2014

Royal Bank of Canada 15% due 10/31/2013

Royal Bank of Canada 14% due 10/31/2013

Royal Bank of Canada 10% due 10/31/2013

Royal Bank of Canada 12% due 1/31/2014

Royal Bank of Canada 0.00% due 7/31/2015

Royal Bank of Canada 3% in years one through six, 4% in years seven through 10, 5.25% in year 11; payable semiannually due 7/31/2024

Royal Bank of Canada 12.50% due 10/31/2013

Royal Bank of Canada 0.00% due 7/29/2016

Royal Bank of Canada 0.00% due 7/30/2015

Royal Bank of Canada 0.00% due 6/18/2015

Royal Bank of Canada 3.5% in years one through six, 4.4% in years seven through 11 and 7.25% in years 12 through 16; payable semiannually due 7/30/2029

Royal Bank of Canada 7.50% due 1/30/2014

Royal Bank of Canada 8.50% due 10/30/2013

Royal Bank of Canada 7.80% due 1/30/2014

Royal Bank of Canada 2.4% per quarter that each stock closes at or above downside threshold level for that quarter due 7/28/2016

Royal Bank of Canada 4% for first year; after that, 20-year CMS rate times 75%, capped at 6% with floor of zero; payable quarterly due 7/25/2025

Royal Bank of Canada 0.00% due 7/27/2015

Royal Bank of Canada 14.75% due 10/18/2013

Royal Bank of Canada 13.25% due 10/18/2013

Royal Bank of Canada 11% due 10/18/2013

Royal Bank of Canada 13% due 1/21/2014

Royal Bank of Canada 15% due 10/18/2013

Royal Bank of Canada 11.50% due 1/21/2014

Royal Bank of Canada 17% due 10/18/2013

Royal Bank of Canada 12.75% due 1/21/2014

Royal Bank of Canada 11.25% due 10/18/2013

Royal Bank of Canada 10.25% due 10/18/2013

Royal Bank of Canada 10.50% due 10/18/2013

Royal Bank of Canada 11.50% due 1/21/2014

Royal Bank of Canada 2.425% per quarter that MetLife stock closes at or above barrier level for that quarter due 7/18/2014

Royal Bank of Canada 10% due 1/21/2014

Royal Bank of Canada 8.00% due 7/25/2014

Royal Bank of Canada 11.00% due 7/25/2014

Royal Bank of Canada 9.00% due 1/17/2014

Royal Bank of Canada 7.65% due 1/17/2014

Royal Bank of Canada 3.3125% payable quarterly (equivalent to 13.25% per year) if Michael Kors stock closes at or above downside threshold level on determination date for that quarter due 7/15/2016

Royal Bank of Canada 0.00% due 7/18/2018

Royal Bank of Canada 0.00% due 3/25/2015

Royal Bank of Canada 0.00% due 7/16/2015

Royal Bank of Canada 8.60% due 7/15/2014

Royal Bank of Canada 8.60% due 7/15/2014

Royal Bank of Canada 6.70% due 7/15/2014

Royal Bank of Canada 6.80% due 7/15/2014

Royal Bank of Canada 0.00% due 7/14/2015

Royal Bank of Canada 0.00% due 8/8/2014

Royal Bank of Canada 0.00% due 1/7/2015

Royal Bank of Canada 12.85% per year, payable quarterly if stock closes at or above barrier level on observation date for that quarter due 7/16/2014

Royal Bank of Canada 0.00% due 9/22/2014

Royal Bank of Canada 7.00% due 7/14/2014

Royal Bank of Canada 8.06% due 6/30/2014

Royal Bank of Canada 9.00% due 6/30/2014

Royal Bank of Canada 0.00% due 6/30/2015

Royal Bank of Canada 0.00% due 6/29/2016

Royal Bank of Canada 6.85% due 3/31/2015

Royal Bank of Canada 7.70% due 12/31/2013

Royal Bank of Canada 11% due 12/31/2013

Royal Bank of Canada 13.90% due 9/30/2013

Royal Bank of Canada 12.60% due 9/30/2013

Royal Bank of Canada 11.60% due 12/31/2013

Royal Bank of Canada 12.75% due 9/30/2013

Royal Bank of Canada 14.25% due 12/31/2013

Royal Bank of Canada 10% due 12/31/2013

Royal Bank of Canada 17.20% due 9/30/2013

Royal Bank of Canada 15.30% due 9/30/2013

Royal Bank of Canada 11.65% due 9/30/2013

Royal Bank of Canada 11.25% due 9/30/2013

Royal Bank of Canada 13.35% due 12/31/2013

Royal Bank of Canada 13.90% due 9/30/2013

Royal Bank of Canada 10% due 9/30/2013

Royal Bank of Canada 12.10% due 12/31/2013

Royal Bank of Canada 0.00% due 12/31/2015

Royal Bank of Canada 0.00% due 7/31/2014

Royal Bank of Canada 18.10% due 9/30/2013

Royal Bank of Canada 0.00% due 1/13/2015

Royal Bank of Canada 8.75% due 6/25/2014

Royal Bank of Canada 0.00% due 12/24/2013

Royal Bank of Canada 3% for first year; after that, Libor plus 75 bps, floor of 0% and coupon capped at 3% in years two through five, 4% in years six through eight and 5% in years nine and 10; payable quarterly due 6/21/2023

Royal Bank of Canada 0.00% due 9/22/2015

Royal Bank of Canada 0.00% due 6/22/2015

Royal Bank of Canada 8.05% due 6/20/2014

Royal Bank of Canada 8.40% due 6/20/2014

Royal Bank of Canada 8.42% due 6/20/2014

Royal Bank of Canada 8.05% due 6/20/2014

Royal Bank of Canada 0.00% due 6/18/2015

Royal Bank of Canada 0.00% due 6/16/2016

Royal Bank of Canada 0.00% due 6/16/2016

Royal Bank of Canada 0.00% due 6/11/2015

Royal Bank of Canada 10% due 12/18/2013

Royal Bank of Canada 11% due 12/18/2013

Royal Bank of Canada 9.75% due 12/18/2013

Royal Bank of Canada 12.75% due 9/18/2013

Royal Bank of Canada 8.75% due 12/18/2013

Royal Bank of Canada 16.75% due 9/18/2013

Royal Bank of Canada 9.75% due 12/18/2013

Royal Bank of Canada 12.60% due 12/18/2013

Royal Bank of Canada 13.25% due 9/18/2013

Royal Bank of Canada 12.35% due 12/18/2013

Royal Bank of Canada 14% due 9/18/2013

Royal Bank of Canada 8.00% due 6/27/2014

Royal Bank of Canada 16.6%, payable quarterly if each stock closes at or above trigger price on observation date for that quarter due 12/18/2014

Royal Bank of Canada 0.00% due 2/18/2015

Royal Bank of Canada 9.60% due 12/13/2013

Royal Bank of Canada 9.22% due 12/13/2013

Royal Bank of Canada 10.98% due 12/13/2013

Royal Bank of Canada 0.00% due 7/9/2014

Royal Bank of Canada 0.00% due 6/8/2015

Royal Bank of Canada 0.00% due 6/8/2015

Royal Bank of Canada 8.50% due 6/9/2014

Royal Bank of Canada 2.3125% for each quarter that Dow Chemical stock closes at or above downside threshold level on determination date for that quarter due 6/3/2016

Royal Bank of Canada 0.00% due 12/4/2014

Royal Bank of Canada 0.00% due 6/2/2019

Royal Bank of Canada 0.00% due 6/4/2019

Royal Bank of Canada 0.00% due 6/2/2019

Royal Bank of Canada 0.00% due 2/17/2015

Royal Bank of Canada 0.00% due 6/3/2016

Royal Bank of Canada 0.00% due 6/3/2016

Royal Bank of Canada 0.00% due 6/2/2017

Royal Bank of Canada 0.00% due 6/30/2014

Royal Bank of Canada 10.25% due 11/29/2013

Royal Bank of Canada 16.50% due 8/30/2013

Royal Bank of Canada 10% due 8/30/2013

Royal Bank of Canada 12.30% due 8/30/2013

Royal Bank of Canada 15.75% due 8/30/2013

Royal Bank of Canada 12.50% due 11/29/2013

Royal Bank of Canada 16% due 11/29/2013

Royal Bank of Canada 12.50% due 11/29/2013

Royal Bank of Canada 11.50% due 11/29/2013

Royal Bank of Canada 13.25% due 8/30/2013

Royal Bank of Canada 11.50% due 8/30/2013

Royal Bank of Canada 12.25% due 11/29/2013

Royal Bank of Canada 10.50% due 11/29/2013

Royal Bank of Canada 3.0625% payable quarterly (equivalent to 12.25% per year) if Delta stock closes at or above downside threshold level on determination date for that quarter due 5/30/2014

Royal Bank of Canada 11.25% per year if shares close at or above trigger price on observation date for that quarter due 6/11/2014

Royal Bank of Canada 10.71% per year if shares close at or above trigger price on observation date for that quarter due 6/11/2014

Royal Bank of Canada 8.83% due 5/30/2014

Royal Bank of Canada 8.30% due 5/30/2014

Royal Bank of Canada 7.50% due 5/30/2014

Royal Bank of Canada 8.04% due 11/26/2014

Royal Bank of Canada 6.00% due 5/23/2014

Royal Bank of Canada 8.13% due 5/23/2014

Royal Bank of Canada 8.80% due 5/23/2014

Royal Bank of Canada 7.65% due 5/23/2014

Royal Bank of Canada 7.70% due 5/23/2014

Royal Bank of Canada 0.00% due 6/4/2014

Royal Bank of Canada 2.05% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 5/20/2016

Royal Bank of Canada 4.42% payable quarterly (equivalent to 17.68% per year) if Barrick Gold stock closes at or above downside threshold level on determination date for that quarter due 5/19/2016

Royal Bank of Canada 0.00% due 5/20/2015

Royal Bank of Canada 7.50% due 5/23/2014

Royal Bank of Canada 8.50% due 5/23/2014

Royal Bank of Canada 0.00% due 6/2/2014

Royal Bank of Canada 0.00% due 5/20/2015

Royal Bank of Canada 2.75% in years one through six, 3.25% in years seven through 11 and 4.25% in years 12 through 15; payable semiannually due 5/17/2028

Royal Bank of Canada 12.75% due 8/19/2013

Royal Bank of Canada 12.25% due 11/19/2013

Royal Bank of Canada 14.50% due 11/19/2013

Royal Bank of Canada 15% due 11/19/2013

Royal Bank of Canada 11% due 8/19/2013

Royal Bank of Canada 12.75% due 8/19/2013

Royal Bank of Canada 12.25% due 11/19/2013

Royal Bank of Canada 10.50% due 11/19/2013

Royal Bank of Canada 8.70% due 11/18/2014

Royal Bank of Canada 14.60% due 8/28/2013

Royal Bank of Canada 0.00% due 5/14/2015

Royal Bank of Canada 0.000% due 5/20/2015

Royal Bank of Canada 0.00% due 6/9/2014

Royal Bank of Canada 1.75% for first year; after that, Libor plus 40 bps, capped at 5%; payable quarterly due 5/8/2020

Royal Bank of Canada 11.52% per year if shares close at or above trigger price on observation date for that quarter due 11/7/2014

Royal Bank of Canada 8.85% per year if shares close at or above trigger price on observation date for that quarter due 11/7/2014

Royal Bank of Canada 10.22% per year if shares close at or above trigger price on observation date for that quarter due 11/7/2014

Royal Bank of Canada 0.00% due 2/5/2015

Royal Bank of Canada 2.2% for each quarter that Macy's stock closes at or above downside threshold level on determination date for that quarter due 5/5/2016

Royal Bank of Canada 0.00% due 7/6/2015

Royal Bank of Canada 0.00% due 5/5/2016

Royal Bank of Canada 0.00% due 5/4/2015

Royal Bank of Canada 15.50% due 7/31/2013

Royal Bank of Canada 13.30% due 7/31/2013

Royal Bank of Canada 0.00% due 4/28/2016

Royal Bank of Canada 0.00% due 4/28/2016

Royal Bank of Canada 12.50% due 7/30/2013

Royal Bank of Canada 10.75% due 10/30/2013

Royal Bank of Canada 12.25% due 10/30/2013

Royal Bank of Canada 10% due 10/30/2013

Royal Bank of Canada 11% due 10/30/2013

Royal Bank of Canada 17.50% due 7/30/2013

Royal Bank of Canada 14% due 10/30/2013

Royal Bank of Canada 9.25% due 10/30/2013

Royal Bank of Canada 13.50% due 10/30/2013

Royal Bank of Canada 15.50% due 10/30/2013

Royal Bank of Canada 12.50% due 7/30/2013

Royal Bank of Canada 13.75% due 10/30/2013

Royal Bank of Canada 0.00% due 6/27/2014

Royal Bank of Canada 9.60% due 11/6/2014

Royal Bank of Canada 0.00% due 10/30/2014

Royal Bank of Canada 0.00% due 5/29/2015

Royal Bank of Canada Libor plus 50 bps, capped at 2% for three years, at 3% for year four and at 4% after that; payable quarterly due 4/30/2018

Royal Bank of Canada 8.00% due 5/9/2014

Royal Bank of Canada Libor plus 25 bps, floor of 0.55%; payable quarterly due 4/30/2018

Royal Bank of Canada 0.00% due 5/30/2014

Royal Bank of Canada 9.40% due 7/30/2013

Royal Bank of Canada 0.00% due 5/5/2014

Royal Bank of Canada 0.00% due 4/29/2015

Royal Bank of Canada 10.85% due 10/29/2013

Royal Bank of Canada 14% due 7/29/2013

Royal Bank of Canada 12.10% due 7/29/2013

Royal Bank of Canada 1.25% for first year; after that, Libor plus 25 bps, capped at 4%; payable quarterly due 4/26/2018

Royal Bank of Canada 9.40% due 7/26/2013

Royal Bank of Canada 10.70% due 4/25/2014

Royal Bank of Canada 0.00% due 5/5/2014

Royal Bank of Canada 0.00% due 7/24/2014

Royal Bank of Canada 0.00% due 4/24/2014

Royal Bank of Canada 0.00% due 7/24/2014

Royal Bank of Canada 2.2% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 4/22/2016

Royal Bank of Canada 14% due 7/24/2013

Royal Bank of Canada 10.4% per year if shares close at or above trigger price on observation date for that quarter due 10/24/2014

Royal Bank of Canada 10.13% per year if shares close at or above trigger price on observation date for that quarter due 10/24/2014

Royal Bank of Canada 0.00% due 4/25/2014

Royal Bank of Canada 0.00% due 4/19/2018

Royal Bank of Canada 13.60% due 7/19/2013

Royal Bank of Canada 8.01% due 4/21/2014

Royal Bank of Canada 8.60% due 4/21/2014

Royal Bank of Canada 8.77% due 4/21/2014

Royal Bank of Canada 8.03% due 4/21/2014

Royal Bank of Canada 0.00% due 4/16/2015

Royal Bank of Canada 0.00% due 4/30/2014

Royal Bank of Canada 0.00% due 4/18/2018

Royal Bank of Canada 9.25% due 10/17/2013

Royal Bank of Canada 11.25% due 10/17/2013

Royal Bank of Canada 10.75% due 10/17/2013

Royal Bank of Canada 8% due 10/17/2013

Royal Bank of Canada 9.75% due 10/17/2013

Royal Bank of Canada 14.50% due 7/17/2013

Royal Bank of Canada 11.75% due 10/17/2013

Royal Bank of Canada 11.50% due 10/17/2013

Royal Bank of Canada 14.50% due 10/17/2013

Royal Bank of Canada 14.50% due 10/17/2013

Royal Bank of Canada 17.50% due 7/17/2013

Royal Bank of Canada 12.50% due 7/17/2013

Royal Bank of Canada 9% due 7/17/2013

Royal Bank of Canada 9.75% due 7/17/2013

Royal Bank of Canada 11% due 10/17/2013

Royal Bank of Canada 11.83% annualized if shares close at or above trigger price on observation date for that quarter due 10/20/2014

Royal Bank of Canada 13.11% annualized if shares close at or above trigger price on observation date for that quarter due 10/20/2014

Royal Bank of Canada 0.00% due 9/22/2014

Royal Bank of Canada 11.75% due 10/16/2013

Royal Bank of Canada 2% initially, stepping to 3% for years five through nine and to 5% for years 10 through 12; payable semiannually due 4/15/2025

Royal Bank of Canada 2.875% if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 4/8/2016

Royal Bank of Canada 0.00% due 4/11/2018

Royal Bank of Canada 10.89% annualized if shares close at or above trigger price on observation date for that quarter due 10/10/2014

Royal Bank of Canada 13.2% annualized if shares close at or above trigger price on observation date for that quarter due 10/10/2014

Royal Bank of Canada 0.00% due 2/17/2015

Royal Bank of Canada 0.00% due 5/8/2014

Royal Bank of Canada 9.40% due 7/8/2013

Royal Bank of Canada 9.30% due 7/5/2013

Royal Bank of Canada 0.00% due 1/23/2014

Royal Bank of Canada 7.30% due 10/3/2013

Royal Bank of Canada 10.25% due 10/3/2013

Royal Bank of Canada 8.50% due 4/11/2014

Royal Bank of Canada 0.00% due 3/29/2017

Royal Bank of Canada 5.00% due 10/1/2014

Royal Bank of Canada 12.05% due 6/3/2013

Royal Bank of Canada 9.50% due 6/28/2013

Royal Bank of Canada 6.75% due 3/28/2014

Royal Bank of Canada 15.25% due 6/28/2013

Royal Bank of Canada 7.50% due 9/30/2013

Royal Bank of Canada 17.50% due 6/28/2013

Royal Bank of Canada 9.50% due 9/30/2013

Royal Bank of Canada 13.50% due 6/28/2013

Royal Bank of Canada 10.50% due 6/28/2013

Royal Bank of Canada 9% due 6/28/2013

Royal Bank of Canada 9% due 6/28/2013

Royal Bank of Canada 10.75% due 9/30/2013

Royal Bank of Canada 10% due 9/30/2013

Royal Bank of Canada 12% due 9/30/2013

Royal Bank of Canada 7.50% due 9/30/2013

Royal Bank of Canada 0.00% due 3/29/2018

Royal Bank of Canada 3% initially, stepping to 4% for years 11 through 15, to 5.25% for years 16 through 18, to 6.25% for year 19 and to 7.5% for year 20; payable semiannually due 3/28/2033

Royal Bank of Canada 0.00% due 4/30/2014

Royal Bank of Canada 14.50% due 6/28/2013

Royal Bank of Canada 11.75% due 6/28/2013

Royal Bank of Canada 14.40% due 6/28/2013

Royal Bank of Canada 0.00% due 4/2/2014

Royal Bank of Canada 6% for the first year; after that, 4 times the reference rate, which is spread of the 30-year CMS rate over the two-year CMS rate minus 50 bps; cap of 6% and floor of 0%; payable semiannually due 3/27/2033

Royal Bank of Canada 3% in years one through six, 3.5% in years seven through 11 and 4.65% in years 12 through 16; payable semiannually due 3/27/2029

Royal Bank of Canada 0.00% due 4/9/2014

Royal Bank of Canada 12.25% due 6/28/2013

Royal Bank of Canada 9.00% due 9/25/2014

Royal Bank of Canada 0.00% due 6/18/2014

Royal Bank of Canada 0.00% due 9/23/2014

Royal Bank of Canada 2.625% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 3/18/2016

Royal Bank of Canada 8.00% due 3/28/2014

Royal Bank of Canada 2% for first year; after that, Libor plus 50 bps, subject to a maximum coupon of 4% until March 19, 2018 and 5% after that; payable quarterly due 3/19/2020

Royal Bank of Canada 10.75% due 9/19/2013

Royal Bank of Canada 14% due 6/19/2013

Royal Bank of Canada 9% due 9/19/2013

Royal Bank of Canada 8.75% due 9/19/2013

Royal Bank of Canada 17.25% due 6/19/2013

Royal Bank of Canada 9% due 9/19/2013

Royal Bank of Canada 9.75% due 9/19/2013

Royal Bank of Canada 9.50% due 3/19/2014

Royal Bank of Canada 15.50% due 6/19/2013

Royal Bank of Canada 13.50% due 6/19/2013

Royal Bank of Canada 12.25% due 6/19/2013

Royal Bank of Canada 12% due 6/19/2013

Royal Bank of Canada 14.50% due 6/19/2013

Royal Bank of Canada 13.25% due 9/19/2013

Royal Bank of Canada 7.50% due 9/19/2013

Royal Bank of Canada 0.00% due 3/18/2015

Royal Bank of Canada 7.60% due 9/18/2013

Royal Bank of Canada 0.00% due 5/18/2015

Royal Bank of Canada 2.25% in years one through six, 3.25% in years seven through 10 and 4.25% in year 11; payable semiannually due 3/15/2024

Royal Bank of Canada 9.30% due 6/17/2013

Royal Bank of Canada 9.40% due 9/17/2013

Royal Bank of Canada 9.70% due 9/13/2013

Royal Bank of Canada 7.05% due 9/13/2013

Royal Bank of Canada 9.75% due 6/13/2013

Royal Bank of Canada 0.00% due 3/28/2014

Royal Bank of Canada 0.00% due 8/20/2015

Royal Bank of Canada 0.00% due 3/10/2015

Royal Bank of Canada 0.000% due 4/8/2014

Royal Bank of Canada 9% due 6/7/2013

Royal Bank of Canada 0.00% due 6/2/2014

Royal Bank of Canada If Freeport-McMoRan stock closes at or above downside threshold level on quarterly determination date, 2.9375%; otherwise, no interest will be paid for that quarter due 3/5/2014

Royal Bank of Canada 9.70% due 3/5/2014

Royal Bank of Canada 16.70% due 5/31/2013

Royal Bank of Canada 0.00% due 3/4/2020

Royal Bank of Canada 5.44% due 3/4/2014

Royal Bank of Canada 8.11% due 3/4/2014

Royal Bank of Canada 9.30% due 3/4/2014

Royal Bank of Canada 9.27% due 3/4/2014

Royal Bank of Canada 0.00% due 3/1/2016

Royal Bank of Canada 10.25% due 5/30/2013

Royal Bank of Canada 8% due 8/28/2013

Royal Bank of Canada 7% due 8/28/2013

Royal Bank of Canada 11% due 8/28/2013

Royal Bank of Canada 8% due 2/28/2014

Royal Bank of Canada 9.25% due 8/28/2013

Royal Bank of Canada 9.50% due 8/28/2013

Royal Bank of Canada 10.50% due 8/28/2013

Royal Bank of Canada 9.50% due 2/28/2014

Royal Bank of Canada 21% due 5/30/2013

Royal Bank of Canada 12% due 5/30/2013

Royal Bank of Canada 11% due 5/30/2013

Royal Bank of Canada 13% due 5/30/2013

Royal Bank of Canada 12.75% due 8/28/2013

Royal Bank of Canada 8.25% due 8/28/2013

Royal Bank of Canada 12% due 8/28/2013

Royal Bank of Canada 8.75% due 8/28/2013

Royal Bank of Canada 0.00% due 2/28/2018

Royal Bank of Canada 0.00% due 3/2/2017

Royal Bank of Canada 0.00% due 3/1/2016

Royal Bank of Canada 6% for the first year; after that, 4 times the reference rate, which is spread of the 30-year CMS rate over the two-year CMS rate minus 50 bps; cap of 6% and floor of 0%; payable semiannually due 2/28/2033

Royal Bank of Canada 0.00% due 3/31/2014

Royal Bank of Canada 0.00% due 2/27/2017

Royal Bank of Canada 0.00% due 2/25/2015

Royal Bank of Canada 16% due 5/23/2013

Royal Bank of Canada 2.5625% payable quarterly if shares close at or above downside threshold level on determination date for that quarter due 2/21/2014

Royal Bank of Canada 12.50% due 6/21/2013

Royal Bank of Canada 0.00% due 5/18/2015

Royal Bank of Canada 10% due 8/16/2013

Royal Bank of Canada 7.50% due 8/16/2013

Royal Bank of Canada 9.50% due 5/16/2013

Royal Bank of Canada 11.50% due 8/16/2013

Royal Bank of Canada 10% due 8/16/2013

Royal Bank of Canada 0.00% due 8/17/2015

Royal Bank of Canada 7.21% due 8/14/2013

Royal Bank of Canada 9.80% due 8/14/2013

Royal Bank of Canada 10.04% due 8/14/2013

Royal Bank of Canada 9% due 5/13/2013

Royal Bank of Canada 6.50% due 2/28/2014

Royal Bank of Canada 0.00% due 3/10/2014

Royal Bank of Canada 0.00% due 11/7/2014

Royal Bank of Canada 1% for first year; after that, Libor plus 40 bps, subject to a maximum coupon of 4%; payable quarterly due 2/5/2018

Royal Bank of Canada 0.00% due 2/4/2020

Royal Bank of Canada 6.90% due 1/31/2014

Royal Bank of Canada 8.30% due 1/31/2014

Royal Bank of Canada 10.60% due 1/31/2014

Royal Bank of Canada 12.20% due 1/31/2014

Royal Bank of Canada 12.50% due 4/30/2013

Royal Bank of Canada 6.75% due 1/31/2014

Royal Bank of Canada 9.82% due 8/1/2013

Royal Bank of Canada 10.25% due 4/30/2013

Royal Bank of Canada 13% due 7/31/2013

Royal Bank of Canada 9.75% due 7/31/2013

Royal Bank of Canada 9.50% due 7/31/2013

Royal Bank of Canada 8% due 7/31/2013

Royal Bank of Canada 7% due 1/31/2014

Royal Bank of Canada 16.75% due 4/30/2013

Royal Bank of Canada 10% due 7/31/2013

Royal Bank of Canada 8.25% due 7/31/2013

Royal Bank of Canada 10% due 4/30/2013

Royal Bank of Canada 9.25% due 7/31/2013

Royal Bank of Canada 11.75% due 7/31/2013

Royal Bank of Canada 10.75% due 7/31/2013

Royal Bank of Canada 0.00% due 1/31/2018

Royal Bank of Canada 0.00% due 2/2/2015

Royal Bank of Canada 0.00% due 2/2/2017

Royal Bank of Canada 0.00% due 2/2/2016

Royal Bank of Canada 0.00% due 1/30/2015

Royal Bank of Canada 2% initially, stepping up to 2.5% in year seven, to 3.5% in year nine and to 4% in year 11; payable semiannually due 1/31/2024

Royal Bank of Canada 8% due 5/2/2013

Royal Bank of Canada 6.25% due 5/2/2013

Royal Bank of Canada 12.50% due 7/29/2013

Royal Bank of Canada 7.00% due 2/7/2014

Royal Bank of Canada 0.00% due 2/5/2014

Royal Bank of Canada 3% for quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 1/27/2014

Royal Bank of Canada 9.85% due 7/24/2013

Royal Bank of Canada 7.25% due 7/24/2013

Royal Bank of Canada 8.50% due 1/27/2014

Royal Bank of Canada 0.00% due 1/23/2015

Royal Bank of Canada 10.55% due 7/22/2013

Royal Bank of Canada 2% for first year; after that, Libor plus 15 bps, subject to a maximum coupon of 4%; payable quarterly due 1/22/2015

Royal Bank of Canada 0.5% for first year; after that, Libor plus 10 bps, subject to a maximum coupon of 1.25%; payable quarterly due 1/22/2015

Royal Bank of Canada 12.25% due 4/18/2013

Royal Bank of Canada 7.75% due 1/17/2014

Royal Bank of Canada 8.75% due 7/18/2013

Royal Bank of Canada 8.50% due 1/17/2014

Royal Bank of Canada 8.75% due 7/18/2013

Royal Bank of Canada 10% due 7/18/2013

Royal Bank of Canada 15% due 4/18/2013

Royal Bank of Canada 10.75% due 7/18/2013

Royal Bank of Canada 8.75% due 7/18/2013

Royal Bank of Canada 8% due 1/17/2014

Royal Bank of Canada 15% due 4/18/2013

Royal Bank of Canada 11.75% due 4/18/2013

Royal Bank of Canada 10.50% due 4/18/2013

Royal Bank of Canada 10% due 7/18/2013

Royal Bank of Canada 12% due 7/18/2013

Royal Bank of Canada 9.50% due 4/18/2013

Royal Bank of Canada 0.00% due 3/20/2014

Royal Bank of Canada 0.00% due 12/18/2014

Royal Bank of Canada 0.00% due 7/22/2014

Royal Bank of Canada 14.75% due 4/18/2013

Royal Bank of Canada 2.5% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 1/20/2016

Royal Bank of Canada 0.75% initially, stepping up to 1.45% in year two; payable semiannually due 1/17/2018

Royal Bank of Canada 2% initially, stepping up to 2.5% in year four and to 3.5% in year 10; payable semiannually due 1/17/2025

Royal Bank of Canada 8.150% due 1/17/2014

Royal Bank of Canada 8.700% due 1/17/2014

Royal Bank of Canada 6.50% due 1/17/2014

Royal Bank of Canada 0.00% due 7/16/2014

Royal Bank of Canada 17.50% due 4/12/2013

Royal Bank of Canada 7.750% due 1/10/2014

Royal Bank of Canada 10.450% due 1/10/2014

Royal Bank of Canada 0.000% due 1/8/2015

Royal Bank of Canada 0.000% due 2/10/2014

Royal Bank of Canada 8.00% due 1/13/2014

Royal Bank of Canada 10.35% due 6/28/2013

Royal Bank of Canada 7.65% due 6/28/2013

Royal Bank of Canada 8.23% due 6/28/2013

Royal Bank of Canada 0.00% due 12/31/2014

Royal Bank of Canada 9.50% due 6/28/2013

Royal Bank of Canada 8.55% due 3/28/2013

Royal Bank of Canada 9% due 6/28/2013

Royal Bank of Canada 13% due 6/28/2013

Royal Bank of Canada 13.75% due 6/28/2013

Royal Bank of Canada 10.50% due 6/28/2013

Royal Bank of Canada 20% due 3/28/2013

Royal Bank of Canada 11.75% due 3/28/2013

Royal Bank of Canada 10.15% due 3/28/2013

Royal Bank of Canada 11.50% due 3/28/2013

Royal Bank of Canada 9.75% due 6/28/2013

Royal Bank of Canada 18.10% due 3/28/2013

Royal Bank of Canada 11% due 3/28/2013

Royal Bank of Canada 11% due 3/28/2013

Royal Bank of Canada 12% due 6/28/2013

Royal Bank of Canada 10% due 6/28/2013

Royal Bank of Canada 0.00% due 12/31/2014

Royal Bank of Canada 10.65% due 3/28/2013

Royal Bank of Canada 0.00% due 12/27/2017

Royal Bank of Canada 2.5625% for quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 12/24/2015

Royal Bank of Canada 2.5% initially, stepping up to 3.5% for years 11 and 12, to 4% in year 13, to 5% in year 14 and to 6% in year 15; payable semiannually due 12/27/2027

Royal Bank of Canada 6.50% due 1/10/2014

Royal Bank of Canada 0.00% due 12/30/2013

Royal Bank of Canada 0.00% due 2/4/2015

Royal Bank of Canada 9% due 3/21/2013

Royal Bank of Canada 8.26% due 12/19/2013

Royal Bank of Canada 9.43% due 12/19/2013

Royal Bank of Canada 9.84% due 12/19/2013

Royal Bank of Canada 8.40% due 12/19/2013

Royal Bank of Canada 0.00% due 6/12/2014

Royal Bank of Canada 0.00% due 3/11/2014

Royal Bank of Canada 0.00% due 9/9/2014

Royal Bank of Canada 0.00% due 12/17/2015

Royal Bank of Canada 1% initially, stepping up to 2% in year three to maturity; payable semiannually due 12/19/2019

Royal Bank of Canada 14% due 6/14/2013

Royal Bank of Canada 13.50% due 3/15/2013

Royal Bank of Canada 12.25% due 3/15/2013

Royal Bank of Canada 10% due 3/15/2013

Royal Bank of Canada 13.25% due 3/15/2013

Royal Bank of Canada 10.25% due 3/15/2013

Royal Bank of Canada 11.75% due 6/14/2013

Royal Bank of Canada 0.00% due 6/18/2015

Royal Bank of Canada 10% due 3/18/2013

Royal Bank of Canada 12.10% due 6/18/2013

Royal Bank of Canada 10% due 6/17/2013

Royal Bank of Canada 0.000% due 7/6/2016

Royal Bank of Canada 10.000% due 3/14/2013

Royal Bank of Canada 9.00% due 12/13/2013

Royal Bank of Canada 8.75% due 12/13/2013

Royal Bank of Canada 9.25% due 12/12/2013

Royal Bank of Canada 12.20% due 6/11/2013

Royal Bank of Canada 9.13% due 12/11/2013

Royal Bank of Canada 0.00% due 1/9/2014

Royal Bank of Canada 0.000% due 6/9/2016

Royal Bank of Canada 7.600% due 12/6/2013

Royal Bank of Canada 5.750% due 12/6/2013

Royal Bank of Canada 0.00% due 5/5/2015

Royal Bank of Canada 12.50% due 3/5/2013

Royal Bank of Canada 0.00% due 5/30/2014

Royal Bank of Canada 12.30% due 6/3/2013

Royal Bank of Canada 0.00% due 11/30/2017

Royal Bank of Canada 0.00% due 12/3/2014

Royal Bank of Canada 0.00% due 12/31/2013

Royal Bank of Canada 9.25% due 2/28/2013

Royal Bank of Canada 12% due 2/28/2013

Royal Bank of Canada 11.75% due 2/28/2013

Royal Bank of Canada 12.65% due 2/28/2013

Royal Bank of Canada 13.25% due 5/31/2013

Royal Bank of Canada 11.50% due 5/31/2013

Royal Bank of Canada 12.25% due 2/28/2013

Royal Bank of Canada 10% due 2/28/2013

Royal Bank of Canada 13.50% due 5/31/2013

Royal Bank of Canada 10.25% due 2/28/2013

Royal Bank of Canada 14.25% due 2/28/2013

Royal Bank of Canada 11.50% due 2/28/2013

Royal Bank of Canada 13% due 2/28/2013

Royal Bank of Canada 10.50% due 2/28/2013

Royal Bank of Canada 9% due 3/4/2013

Royal Bank of Canada 13% due 2/28/2013

Royal Bank of Canada 11.50% due 5/31/2013

Royal Bank of Canada 0.000% due 5/29/2014

Royal Bank of Canada 2% for first year; after that, Libor plus 25 bps, subject to a maximum coupon of 5%; payable quarterly due 11/27/2019

Royal Bank of Canada 0.00% due 11/24/2014

Royal Bank of Canada 0.00% due 5/22/2014

Royal Bank of Canada 0.00% due 11/22/2013

Royal Bank of Canada 0.00% due 11/21/2019

Royal Bank of Canada 0.00% due 11/19/2015

Royal Bank of Canada 9.75% due 5/21/2013

Royal Bank of Canada 10.50% due 5/21/2013

Royal Bank of Canada 9% due 5/21/2013

Royal Bank of Canada 10.25% due 2/22/2013

Royal Bank of Canada 12.75% due 2/22/2013

Royal Bank of Canada 10% due 2/22/2013

Royal Bank of Canada 9.50% due 5/21/2013

Royal Bank of Canada 0.000% due 11/19/2014

Royal Bank of Canada 2% initially, stepping up to 2.25% for years three through seven and to 3.5% after that; payable semiannually due 11/19/2024

Royal Bank of Canada 9.50% due 2/20/2013

Royal Bank of Canada 7.50% due 11/27/2013

Royal Bank of Canada 9.14% due 11/18/2013

Royal Bank of Canada 9.40% due 11/18/2013

Royal Bank of Canada 8.48% due 11/18/2013

Royal Bank of Canada 0.00% due 11/14/2014

Royal Bank of Canada 8.50% due 11/14/2013

Royal Bank of Canada 8.10% due 5/13/2014

Royal Bank of Canada 8% due 11/14/2013

Royal Bank of Canada 0.000% due 1/23/2015

Royal Bank of Canada 11.000% due 5/10/2013

Royal Bank of Canada 10.000% due 5/10/2013

Royal Bank of Canada 0.000% due 11/12/2014

Royal Bank of Canada 9.50% due 5/9/2013

Royal Bank of Canada 9.85% due 11/12/2013

Royal Bank of Canada 0.00% due 12/9/2013

Royal Bank of Canada 0.00% due 11/10/2014

Royal Bank of Canada 0.00% due 11/10/2014

Royal Bank of Canada 0.000% due 11/6/2014

Royal Bank of Canada 10.500% due 11/6/2013

Royal Bank of Canada 11.000% due 2/6/2013

Royal Bank of Canada 8.10% due 5/2/2013

Royal Bank of Canada 8.50% due 5/2/2013

Royal Bank of Canada 7.20% due 5/2/2013

Royal Bank of Canada 0.00% due 11/20/2013

Royal Bank of Canada 0.00% due 11/5/2014

Royal Bank of Canada 3.4625% if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 11/4/2015

Royal Bank of Canada 0.00% due 5/6/2013

Royal Bank of Canada 9.00% due 10/31/2013

Royal Bank of Canada 10.00% due 1/31/2013

Royal Bank of Canada 12.50% due 1/31/2013

Royal Bank of Canada 12.50% due 1/31/2013

Royal Bank of Canada 12.25% due 4/30/2013

Royal Bank of Canada 11.25% due 4/30/2013

Royal Bank of Canada 12.25% due 1/31/2013

Royal Bank of Canada 15.50% due 4/30/2013

Royal Bank of Canada 13.00% due 4/30/2013

Royal Bank of Canada 10.00% due 1/31/2013

Royal Bank of Canada 14.00% due 4/30/2013

Royal Bank of Canada 0.00% due 11/4/2019

Royal Bank of Canada 0.00% due 11/4/2019

Royal Bank of Canada 0.00% due 10/31/2017

Royal Bank of Canada 0.00% due 11/29/2013

Royal Bank of Canada 2.1625% for quarter if Whole Foods stock closes at or above downside threshold level on determination date for that quarter due 10/29/2015

Royal Bank of Canada 1.5625% if index closes at or above downside threshold level on a quarterly determination date due 7/31/2014

Royal Bank of Canada 12% due 5/1/2013

Royal Bank of Canada 0.00% due 4/26/2013

Royal Bank of Canada 8.50% due 11/8/2013

Royal Bank of Canada 1% initially, stepping up 1.25% for year two and to 1.875% after that; payable semiannually due 10/30/2019

Royal Bank of Canada 2.8% initially, stepping up 3.75% for years seven through 11 and to 4.5% after that; payable semiannually due 10/30/2027

Royal Bank of Canada 2% initially, stepping up 2.375% for years three through seven and to 3.55% after that; payable semiannually due 10/30/2024

Royal Bank of Canada 7.50% due 11/8/2013

Royal Bank of Canada 0.00% due 11/8/2013

Royal Bank of Canada 9.25% due 1/29/2013

Royal Bank of Canada 9.25% due 4/29/2013

Royal Bank of Canada 15.75% due 1/30/2013

Royal Bank of Canada 9.30% due 1/29/2013

Royal Bank of Canada 8.00% due 10/30/2013

Royal Bank of Canada 3.9375% if Chesapeake Energy stock closes at or above downside threshold level on determination date for that quarter due 10/28/2013

Royal Bank of Canada 6% per year, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 10/28/2015

Royal Bank of Canada 9.50% due 10/25/2013

Royal Bank of Canada 7.57% due 10/25/2013

Royal Bank of Canada 0.00% due 10/24/2017

Royal Bank of Canada 0.00% due 11/25/2013

Royal Bank of Canada 1% for first year; after that, equal to Libor, capped at 2.5%; payable quarterly due 10/23/2015

Royal Bank of Canada 29% due 1/24/2013

Royal Bank of Canada 3% initially, stepping up 3.5% in years nine through 15 and to 4.5% after that; payable semiannually due 10/19/2034

Royal Bank of Canada 9.65% due 4/18/2013

Royal Bank of Canada 8.24% due 4/18/2013

Royal Bank of Canada 8.78% due 4/18/2013

Royal Bank of Canada 9.25% due 10/17/2013

Royal Bank of Canada 16% due 1/17/2013

Royal Bank of Canada 11.75% due 4/17/2013

Royal Bank of Canada 10.50% due 1/17/2013

Royal Bank of Canada 14% due 4/17/2013

Royal Bank of Canada 13.50% due 4/17/2013

Royal Bank of Canada 17.50% due 4/17/2013

Royal Bank of Canada 10% due 1/17/2013

Royal Bank of Canada 13% due 1/17/2013

Royal Bank of Canada 11.80% due 10/17/2013

Royal Bank of Canada 9.25% due 10/17/2013

Royal Bank of Canada 7.00% due 10/25/2013

Royal Bank of Canada $0.3963 per note per quarter if Las Vegas Sands stock closes at or above downside threshold level on determination date for that quarter due 10/16/2013

Royal Bank of Canada 0.00% due 10/15/2015

Royal Bank of Canada 0.00% due 4/14/2014

Royal Bank of Canada 0.00% due 10/16/2013

Royal Bank of Canada 7.00% due 4/12/2013

Royal Bank of Canada 6.00% due 4/12/2013

Royal Bank of Canada 9.50% due 4/10/2013

Royal Bank of Canada 1% initially, stepping up to 1.25% in year two and to 2.05% for years three through seven; payable semiannually due 10/10/2019

Royal Bank of Canada 0.00% due 11/8/2013

Royal Bank of Canada 14% due 1/8/2013

Royal Bank of Canada 0.000% due 10/5/2017

Royal Bank of Canada 0.000% due 3/30/2015

Royal Bank of Canada 0.000% due 10/6/2014

Royal Bank of Canada $0.3575 per note per quarter if Cummins stock closes at or above downside threshold level on determination date for that quarter due 10/3/2013

Royal Bank of Canada 0.00% due 10/7/2013

Royal Bank of Canada 0.00% due 3/22/2013

Royal Bank of Canada 3% for the first six years, 3.5% for years seven through 11 and 4.75% after that; payable semiannually due 10/2/2028

Royal Bank of Canada 10.25% due 10/2/2013

Royal Bank of Canada 14.00% due 10/11/2013

Royal Bank of Canada 0.00% due 10/11/2013

Royal Bank of Canada 10.50% due 12/28/2012

Royal Bank of Canada 10% due 9/30/2013

Royal Bank of Canada 10.25% due 12/28/2012

Royal Bank of Canada 15.75% due 12/28/2012

Royal Bank of Canada 10.25% due 9/30/2013

Royal Bank of Canada 10% due 3/28/2013

Royal Bank of Canada 12.75% due 12/28/2012

Royal Bank of Canada 14.25% due 12/28/2012

Royal Bank of Canada 12.25% due 3/28/2013

Royal Bank of Canada 11.50% due 3/28/2013

Royal Bank of Canada 10.25% due 12/28/2012

Royal Bank of Canada 15.50% due 3/28/2013

Royal Bank of Canada 10.75% due 12/28/2012

Royal Bank of Canada 10.25% due 3/28/2013

Royal Bank of Canada 14.50% due 12/28/2012

Royal Bank of Canada 14.75% due 12/28/2012

Royal Bank of Canada 0.00% due 9/29/2017

Royal Bank of Canada 0.00% due 9/30/2014

Royal Bank of Canada 0.00% due 9/30/2014

Royal Bank of Canada 0.75% for first year; after that, Libor plus 33 bps, subject to a maximum coupon of 1.5%; payable quarterly due 9/28/2015

Royal Bank of Canada 2.75% initially, stepping up to 3% for years two through six, 3.5% for years seven through 11 and to 5% after that; payable semiannually due 9/28/2027

Royal Bank of Canada 0.00% due 10/31/2013

Royal Bank of Canada 9.50% due 9/30/2013

Royal Bank of Canada 12.75% due 12/31/2012

Royal Bank of Canada 10.25% due 12/31/2012

Royal Bank of Canada 9.00% due 12/31/2012

Royal Bank of Canada 9.50% due 12/31/2012

Royal Bank of Canada $0.36125 per note per quarter if AIG stock closes at or above downside threshold level on determination date for that quarter due 9/27/2013

Royal Bank of Canada 0.00% due 3/27/2014

Royal Bank of Canada 2.25% initially, stepping up to 2.5% for years three through seven and to 4% after that; payable semiannually due 9/27/2024

Royal Bank of Canada 8.28% due 3/28/2013

Royal Bank of Canada 8.50% due 3/28/2013

Royal Bank of Canada 12.00% due 12/26/2012

Royal Bank of Canada 2% initially, stepping to 2.5% for years three through seven and to 3.5% after that; payable semiannually due 9/24/2024

Royal Bank of Canada 10.25% due 9/20/2013

Royal Bank of Canada 0.000% due 10/17/2013

Royal Bank of Canada 13.750% due 12/19/2012

Royal Bank of Canada 8.750% due 3/19/2013

Royal Bank of Canada 8.250% due 9/19/2013

Royal Bank of Canada 10.500% due 3/19/2013

Royal Bank of Canada 15.750% due 12/19/2012

Royal Bank of Canada 12.000% due 12/19/2012

Royal Bank of Canada 11.250% due 3/19/2013

Royal Bank of Canada 11.750% due 12/19/2012

Royal Bank of Canada 11.750% due 3/19/2013

Royal Bank of Canada 15.750% due 12/19/2012

Royal Bank of Canada 8.750% due 9/19/2013

Royal Bank of Canada 13.000% due 12/19/2012

Royal Bank of Canada 10.750% due 3/19/2013

Royal Bank of Canada 14.750% due 12/19/2012

Royal Bank of Canada 6.000% due 9/19/2014

Royal Bank of Canada 9.50% due 9/27/2013

Royal Bank of Canada 0.00% due 3/17/2014

Royal Bank of Canada 15.75% due 3/15/2013

Royal Bank of Canada 13.80% due 12/13/2012

Royal Bank of Canada 6.730% due 3/13/2013

Royal Bank of Canada 7.680% due 3/13/2013

Royal Bank of Canada 0.00% due 9/11/2014

Royal Bank of Canada 0.000% due 10/8/2013

Royal Bank of Canada 11.500% due 3/11/2013

Royal Bank of Canada 15.50% due 12/10/2012

Royal Bank of Canada 11.72% due 9/9/2013

Royal Bank of Canada 0.00% due 9/5/2014

Royal Bank of Canada 0.00% due 9/5/2014

Royal Bank of Canada 0.00% due 9/5/2014

Royal Bank of Canada 0.000% due 3/5/2014

Royal Bank of Canada 0.000% due 3/6/2017

Royal Bank of Canada 0.00% due 12/5/2013

Royal Bank of Canada 0.00% due 3/6/2013

Royal Bank of Canada 11.25% due 11/30/2012

Royal Bank of Canada 14.50% due 11/30/2012

Royal Bank of Canada 10% due 2/28/2013

Royal Bank of Canada 11.25% due 2/28/2013

Royal Bank of Canada 10% due 11/30/2012

Royal Bank of Canada 8.75% due 2/28/2013

Royal Bank of Canada 14% due 11/30/2012

Royal Bank of Canada 8.50% due 8/30/2013

Royal Bank of Canada 13% due 11/30/2012

Royal Bank of Canada 10% due 11/30/2012

Royal Bank of Canada 12.50% due 11/30/2012

Royal Bank of Canada 10% due 2/28/2013

Royal Bank of Canada 8.50% due 8/30/2013

Royal Bank of Canada 12.500% due 9/3/2013

Royal Bank of Canada 7% per year for each day that the index closes at or above barrier level; payable quarterly due 11/30/2017

Royal Bank of Canada 0.000% due 10/3/2013

Royal Bank of Canada 0.000% due 8/29/2014

Royal Bank of Canada 13.750% due 11/30/2012

Royal Bank of Canada 13.100% due 11/30/2012

Royal Bank of Canada 0.000% due 9/27/2013

Royal Bank of Canada 3% for the first seven years, 4% in years eight through 12, 5% in years 13 through 17 and 6% after that; payable semiannually due 8/28/2034

Royal Bank of Canada 11.80% due 8/29/2013

Royal Bank of Canada 0.00% due 2/27/2014

Royal Bank of Canada 19.600% due 2/28/2013

Royal Bank of Canada 17.300% due 11/28/2012

Royal Bank of Canada 6.150% due 8/29/2014

Royal Bank of Canada 7.07% due 8/29/2014

Royal Bank of Canada 7.47% due 8/29/2014

Royal Bank of Canada 0.935% for first year; after that, Libor plus 43 bps, subject to a minimum coupon of 0.55%; payable quarterly due 8/21/2015

Royal Bank of Canada 9% due 2/27/2013

Royal Bank of Canada 2% for first year, stepping up to 2.25% for years two through six and to 3.5% for years seven through maturity; payable semiannually due 8/24/2023

Royal Bank of Canada 0.00% due 2/25/2013

Royal Bank of Canada 0.00% due 8/23/2013

Royal Bank of Canada 9.10% due 2/25/2013

Royal Bank of Canada 8.00% due 2/25/2013

Royal Bank of Canada 8.30% due 2/25/2013

Royal Bank of Canada 10.10% due 2/25/2013

Royal Bank of Canada 0.00% due 2/24/2014

Royal Bank of Canada 0.00% due 2/21/2014

Royal Bank of Canada 0.00% due 8/30/2013

Royal Bank of Canada 0.00% due 2/11/2014

Royal Bank of Canada 10.25% due 2/21/2013

Royal Bank of Canada 10.25% due 11/20/2012

Royal Bank of Canada 13.25% due 2/21/2013

Royal Bank of Canada 11% due 2/21/2013

Royal Bank of Canada 10.25% due 8/20/2013

Royal Bank of Canada 11.25% due 11/20/2012

Royal Bank of Canada 11.25% due 2/21/2013

Royal Bank of Canada 12.50% due 11/20/2012

Royal Bank of Canada 10.50% due 2/21/2013

Royal Bank of Canada 10% due 2/21/2013

Royal Bank of Canada 0.00% due 8/18/2014

Royal Bank of Canada 3.1875% if closing price is at least 80% of initial price on quarterly determination date; otherwise, none due 8/15/2013

Royal Bank of Canada 2% initially, stepping up to 2.5% for years three through seven and to 4% for years eight through maturity; payable semiannually due 2/15/2025

Royal Bank of Canada 6.27% due 8/15/2014

Royal Bank of Canada 6.00% due 8/15/2014

Royal Bank of Canada 6.04% due 8/15/2014

Royal Bank of Canada 0.00% due 2/11/2014

Royal Bank of Canada 0.00% due 9/10/2013

Royal Bank of Canada 10.50% due 11/8/2012

Royal Bank of Canada 10.30% due 2/8/2013

Royal Bank of Canada 9.10% due 2/8/2013

Royal Bank of Canada 9.20% due 2/8/2013

Royal Bank of Canada 8.80% due 2/8/2013

Royal Bank of Canada 11.15% due 2/8/2013

Royal Bank of Canada 0.00% due 8/7/2014

Royal Bank of Canada 16.25% due 2/7/2013

Royal Bank of Canada 15.00% due 8/14/2013

Royal Bank of Canada 0.000% due 8/4/2014

Royal Bank of Canada 0.000% due 8/4/2014

Royal Bank of Canada 0.000% due 8/4/2014

Royal Bank of Canada 0.000% due 11/4/2013

Royal Bank of Canada 0.000% due 2/2/2016

Royal Bank of Canada 9.000% due 10/31/2012

Royal Bank of Canada 12.100% due 10/31/2012

Royal Bank of Canada 0.00% due 1/29/2015

Royal Bank of Canada 8.25% due 1/30/2013

Royal Bank of Canada 9.25% due 1/30/2013

Royal Bank of Canada 9% due 1/30/2013

Royal Bank of Canada 10% due 10/31/2012

Royal Bank of Canada 10.50% due 10/31/2012

Royal Bank of Canada 10% due 10/31/2012

Royal Bank of Canada 9% due 1/30/2013

Royal Bank of Canada 10% due 1/30/2013

Royal Bank of Canada 12.25% due 10/31/2012

Royal Bank of Canada 9.25% due 1/30/2013

Royal Bank of Canada 16.50% due 10/31/2012

Royal Bank of Canada 8% due 1/30/2013

Royal Bank of Canada 10.45% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 1/31/2014

Royal Bank of Canada 6.2% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 1/31/2014

Royal Bank of Canada 0.00% due 9/27/2013

Royal Bank of Canada 0.00% due 9/27/2013

Royal Bank of Canada 0.00% due 8/2/2013

Royal Bank of Canada 0.00% due 1/30/2014

Royal Bank of Canada 2% for first year; after that, Libor plus 25 bps, up to a maximum rate of 5%; payable quarterly due 7/31/2017

Royal Bank of Canada 0.00% due 8/30/2013

Royal Bank of Canada 0.00% due 8/9/2013

Royal Bank of Canada 3% in years one through 11, 4% in years 12 to 16 and 5% until maturity; payable semiannually due 7/27/2033

Royal Bank of Canada 24.800% due 10/29/2012

Royal Bank of Canada 0.00% due 8/28/2013

Royal Bank of Canada $0.20625 per note if index closes at or above downside threshold level on determination date for that quarter due 4/25/2014

Royal Bank of Canada 12.30% due 1/25/2013

Royal Bank of Canada 10.81% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 1/27/2014

Royal Bank of Canada 10% per year, payable quarterly if ETF closes at or above trigger price on observation date for that quarter due 1/27/2014

Royal Bank of Canada 0.00% due 1/23/2015

Royal Bank of Canada 5.97% due 7/22/2014

Royal Bank of Canada 10.72% due 1/18/2013

Royal Bank of Canada 9.05% due 1/18/2013

Royal Bank of Canada 10.71% due 1/18/2013

Royal Bank of Canada 11.25% due 10/17/2012

Royal Bank of Canada Libor, subject to a floor of 0.75% and a cap of 4%; payable quarterly due 1/12/2016

Royal Bank of Canada 8.50% due 1/11/2013

Royal Bank of Canada 7.09% due 1/11/2013

Royal Bank of Canada 10.85% due 1/11/2013

Royal Bank of Canada 0.00% due 8/8/2013

Royal Bank of Canada 0.00% due 8/30/2013

Royal Bank of Canada 0.00% due 7/3/2014

Royal Bank of Canada 0.00% due 7/3/2014

Royal Bank of Canada 3.3875% if closing price is at least 75% of initial price on quarterly determination date; otherwise, none due 7/3/2013

Royal Bank of Canada 3.5625% if closing price is at least 70% of initial price on quarterly determination date; otherwise, none due 7/3/2013

Royal Bank of Canada Libor plus 10 bps, subject to maximum coupon of 2%; payable quarterly due 7/3/2014

Royal Bank of Canada 0.00% due 7/3/2014

Royal Bank of Canada 0.00% due 10/3/2013

Royal Bank of Canada 12.20% due 10/3/2012

Royal Bank of Canada 0.00% due 7/8/2013

Royal Bank of Canada 8% due 12/31/2012

Royal Bank of Canada 12.75% due 9/28/2012

Royal Bank of Canada 10.75% due 9/28/2012

Royal Bank of Canada 9% due 12/31/2012

Royal Bank of Canada 13.50% due 9/28/2012

Royal Bank of Canada 12.75% due 9/28/2012

Royal Bank of Canada 10.50% due 9/28/2012

Royal Bank of Canada 0.00% due 6/30/2014

Royal Bank of Canada 0.00% due 6/30/2014

Royal Bank of Canada 0.00% due 6/30/2014

Royal Bank of Canada Libor, subject to minimum coupon of 0.75% and maximum coupon of 4%; payable quarterly due 12/28/2015

Royal Bank of Canada 12% due 9/28/2012

Royal Bank of Canada 12% due 9/28/2012

Royal Bank of Canada 16.50% due 9/28/2012

Royal Bank of Canada 8% per year multiplied by proportion of days during life of notes on which fund closes within reference range; Reference range: $137.38 to $190.80, inclusive; equal to 90% to 125% of initial share price due 12/27/2012

Royal Bank of Canada If JPMorgan stock closes at or above downside threshold on a quarterly determination date, $0.3875 per note; otherwise, no contingent payment will be made for that period due 6/27/2013

Royal Bank of Canada 2% in years one through six, 3% in years seven and eight and 4% in years nine and 10; payable semiannually due 6/27/2022

Royal Bank of Canada 6% per year, payable quarterly if shares close at or above trigger price on observation date for that quarter due 6/26/2015

Royal Bank of Canada 0.00% due 6/26/2014

Royal Bank of Canada 0.00% due 6/26/2014

Royal Bank of Canada 7.60% due 12/31/2012

Royal Bank of Canada 7.24% due 12/31/2012

Royal Bank of Canada 0.00% due 7/1/2013

Royal Bank of Canada 0.00% due 12/27/2012

Royal Bank of Canada 7.30% due 12/21/2012

Royal Bank of Canada 0.00% due 6/19/2014

Royal Bank of Canada 0.00% due 9/19/2013

Royal Bank of Canada 0.00% due 9/23/2013

Royal Bank of Canada 12% due 12/20/2012

Royal Bank of Canada 10.50% due 12/20/2012

Royal Bank of Canada 12% due 9/20/2012

Royal Bank of Canada 9% due 12/20/2012

Royal Bank of Canada 12% due 12/20/2012

Royal Bank of Canada 12.50% due 9/20/2012

Royal Bank of Canada 11.50% due 9/20/2012

Royal Bank of Canada 10% due 9/20/2012

Royal Bank of Canada 14.50% due 9/20/2012

Royal Bank of Canada 12.25% due 9/20/2012

Royal Bank of Canada 10.25% due 9/20/2012

Royal Bank of Canada 14.50% due 12/20/2012

Royal Bank of Canada 14.50% due 9/20/2012

Royal Bank of Canada 0.000% due 7/12/2013

Royal Bank of Canada 12.97%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/19/2013

Royal Bank of Canada 18.2%, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 6/19/2013

Royal Bank of Canada 13.3%, payable quarterly if fund closes at or above trigger price on observation date for that quarter due 6/19/2013

Royal Bank of Canada 10% due 6/18/2013

Royal Bank of Canada Libor, subject to minimum coupon of 1% and maximum coupon of 5%; payable quarterly due 6/15/2017

Royal Bank of Canada 1.5% for the first three years and 2.5% after that; payable semiannually due 6/15/2020

Royal Bank of Canada Libor, subject to minimum coupon of 0.75% and maximum coupon of 4%; payable quarterly due 12/14/2015

Royal Bank of Canada 0.00% due 6/12/2014

Royal Bank of Canada 0.00% due 12/31/2013

Royal Bank of Canada 0.00% due 12/16/2013

Royal Bank of Canada 14.00% due 6/10/2013

Royal Bank of Canada 0.00% due 7/9/2013

Royal Bank of Canada 0.00% due 7/12/2013

Royal Bank of Canada 0.000% due 6/11/2014

Royal Bank of Canada 20.300% due 9/7/2012

Royal Bank of Canada 0.00% due 7/8/2013

Royal Bank of Canada 0.00% due 6/4/2014

Royal Bank of Canada 0.00% due 6/4/2014

Royal Bank of Canada 0.00% due 6/4/2014

Royal Bank of Canada 0.00% due 9/4/2013

Royal Bank of Canada 15% due 12/5/2012

Royal Bank of Canada 9.66% due 11/30/2012

Royal Bank of Canada 9.75% due 11/30/2012

Royal Bank of Canada 8.65% due 11/30/2012

Royal Bank of Canada 8.75% due 11/30/2012

Royal Bank of Canada 9.55% due 11/30/2012

Royal Bank of Canada 0.00% due 5/30/2013

Royal Bank of Canada 9.25% due 5/31/2013

Royal Bank of Canada 10.50% due 8/31/2012

Royal Bank of Canada 9% due 11/30/2012

Royal Bank of Canada 10% due 5/31/2013

Royal Bank of Canada 13.75% due 8/31/2012

Royal Bank of Canada 15.25% due 12/4/2012

Royal Bank of Canada 15.50% due 8/31/2012

Royal Bank of Canada 15.25% due 8/31/2012

Royal Bank of Canada 10% due 11/30/2012

Royal Bank of Canada 11.75% due 8/31/2012

Royal Bank of Canada 17% due 8/31/2012

Royal Bank of Canada 11.75% due 8/31/2012

Royal Bank of Canada 8.25% due 5/31/2013

Royal Bank of Canada 0.00% due 5/30/2014

Royal Bank of Canada 0.00% due 5/30/2014

Royal Bank of Canada Libor, subject to minimum coupon of 0.75% and maximum coupon of 4%; payable quarterly due 11/30/2015

Royal Bank of Canada 0.00% due 6/3/2014

Royal Bank of Canada 0.00% due 6/28/2013

Royal Bank of Canada 11.500% due 8/29/2012

Royal Bank of Canada 17.10% due 8/24/2012

Royal Bank of Canada 0.00% due 5/31/2013

Royal Bank of Canada 0.00% due 5/27/2014

Royal Bank of Canada 12.1% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/23/2013

Royal Bank of Canada 13.5% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/23/2013

Royal Bank of Canada 10.9% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/23/2013

Royal Bank of Canada 21.75% due 8/21/2012

Royal Bank of Canada 16% due 8/20/2012

Royal Bank of Canada 10.10% due 8/17/2012

Royal Bank of Canada 0.00% due 5/15/2014

Royal Bank of Canada 0.00% due 5/17/2013

Royal Bank of Canada 9.08% due 5/16/2013

Royal Bank of Canada 12.50% due 11/16/2012

Royal Bank of Canada 8% due 11/16/2012

Royal Bank of Canada 8% due 5/16/2013

Royal Bank of Canada 8.50% due 5/16/2013

Royal Bank of Canada 11.50% due 11/16/2012

Royal Bank of Canada 8.70% due 5/16/2013

Royal Bank of Canada 10.25% due 8/16/2012

Royal Bank of Canada 12.75% due 8/16/2012

Royal Bank of Canada 13.75% due 8/16/2012

Royal Bank of Canada 12.50% due 8/16/2012

Royal Bank of Canada 11.50% due 11/16/2012

Royal Bank of Canada 10.25% due 8/16/2012

Royal Bank of Canada 11.25% due 11/16/2012

Royal Bank of Canada 12.250% due 8/16/2012

Royal Bank of Canada 9.400% due 5/16/2013

Royal Bank of Canada 14.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/16/2013

Royal Bank of Canada 14.75% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/16/2013

Royal Bank of Canada 14.85% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/16/2013

Royal Bank of Canada 0.000% due 5/14/2014

Royal Bank of Canada 0.000% due 5/14/2014

Royal Bank of Canada 0.000% due 3/7/2014

Royal Bank of Canada 2% for the first six years and 3.1% after that; payable semiannually due 5/15/2020

Royal Bank of Canada 10.220% due 11/15/2012

Royal Bank of Canada 11.50% due 8/14/2012

Royal Bank of Canada 10.000% due 5/10/2013

Royal Bank of Canada 9.500% due 11/9/2012

Royal Bank of Canada 8.800% due 11/9/2012

Royal Bank of Canada 8.850% due 11/9/2012

Royal Bank of Canada 9.060% due 11/9/2012

Royal Bank of Canada 11.34% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/8/2013

Royal Bank of Canada 11.34% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 5/8/2013

Royal Bank of Canada 0.00% due 11/7/2013

Royal Bank of Canada 0.000% due 6/10/2013

Royal Bank of Canada 9% due 5/8/2013

Royal Bank of Canada 0.000% due 5/22/2014

Royal Bank of Canada 0.000% due 5/22/2014

Royal Bank of Canada 0.000% due 5/2/2014

Royal Bank of Canada 0.000% due 5/2/2014

Royal Bank of Canada 0.00% due 4/30/2014

Royal Bank of Canada 0.00% due 5/5/2014

Royal Bank of Canada 0.000% due 8/2/2013

Royal Bank of Canada 0.00% due 8/2/2013

Royal Bank of Canada 0.00% due 6/28/2013

Royal Bank of Canada 0.000% due 10/30/2013

Royal Bank of Canada 10.000% due 10/30/2012

Royal Bank of Canada 16.25% due 7/30/2012

Royal Bank of Canada 13.60% due 7/30/2012

Royal Bank of Canada 10% due 7/30/2012

Royal Bank of Canada 12.75% due 7/30/2012

Royal Bank of Canada 13% due 10/30/2012

Royal Bank of Canada 11.50% due 7/30/2012

Royal Bank of Canada 10% due 7/30/2012

Royal Bank of Canada 12.50% due 10/30/2012

Royal Bank of Canada 0.00% due 5/8/2013

Royal Bank of Canada 0.000% due 4/30/2014

Royal Bank of Canada 0.000% due 4/30/2014

Royal Bank of Canada 5.25% per year multiplied by proportion of days on which 10-year Constant Maturity Swap rate is 6% or less; payable quarterly due 4/30/2032

Royal Bank of Canada 0.8% initially, stepping up to 2.35% in year two; payable semiannually due 4/30/2017

Royal Bank of Canada 2.25% initially, stepping up to 3% in year three and to 4% in year eight; payable semiannually due 4/30/2024

Royal Bank of Canada 3.125% initially, stepping up to 4% in year six and to 5.3% in year 11; payable semiannually due 4/30/2027

Royal Bank of Canada 3% initially, stepping up to 3.25% in year five and to 4% in year nine; payable semiannually due 4/30/2024

Royal Bank of Canada 10.600% due 7/30/2012

Royal Bank of Canada 19.150% due 7/30/2012

Royal Bank of Canada If Chesapeake Energy stock closes at or above downside threshold level on quarterly determination date, $0.4375 per note; otherwise, no contingent payment will be made that quarter due 4/29/2015

Royal Bank of Canada 11.20% due 7/20/2012

Royal Bank of Canada 9% due 4/19/2013

Royal Bank of Canada 9.070% due 10/19/2012

Royal Bank of Canada 7.910% due 10/19/2012

Royal Bank of Canada 8.580% due 10/19/2012

Royal Bank of Canada 7.650% due 10/19/2012

Royal Bank of Canada If Chesapeake Energy stock closes at or above downside threshold level on quarterly determination date, $0.4125 per note; otherwise, no contingent payment will be made that quarter due 4/18/2013

Royal Bank of Canada 3% for the first six years, 4.05% for years seven through 11 and 5.75% after that; payable semiannually due 4/18/2028

Royal Bank of Canada 11.25% due 7/18/2012

Royal Bank of Canada 10.25% due 10/17/2012

Royal Bank of Canada 10% due 10/17/2012

Royal Bank of Canada 12% due 7/18/2012

Royal Bank of Canada 11.50% due 7/18/2012

Royal Bank of Canada 11% due 7/18/2012

Royal Bank of Canada 11.75% due 10/17/2012

Royal Bank of Canada 10.50% due 10/17/2012

Royal Bank of Canada 11.00% due 4/16/2013

Royal Bank of Canada 10.50% due 7/16/2012

Royal Bank of Canada 10.50% due 7/13/2012

Royal Bank of Canada 9.40% due 10/12/2012

Royal Bank of Canada 8.85% due 10/12/2012

Royal Bank of Canada 8.65% due 10/12/2012

Royal Bank of Canada 8.89% due 10/12/2012

Royal Bank of Canada 0.00% due 5/8/2013

Royal Bank of Canada 7.020% due 4/8/2013

Royal Bank of Canada Libor plus 25 bps, subject to a cap of 1% in first year, 1.5% beginning April 5, 2013 and 2.25% beginning April 5, 2014; payable quarterly due 4/5/2015

Royal Bank of Canada 13.200% due 6/29/2012

Royal Bank of Canada 12.150% due 6/29/2012

Royal Bank of Canada 0.00% due 4/2/2014

Royal Bank of Canada 0.00% due 4/2/2014

Royal Bank of Canada 0.00% due 4/3/2014

Royal Bank of Canada 0.00% due 4/3/2014

Royal Bank of Canada 0.00% due 7/3/2013

Royal Bank of Canada 0.00% due 10/4/2012

Royal Bank of Canada 10.350% due 9/28/2012

Royal Bank of Canada 9.150% due 9/28/2012

Royal Bank of Canada 8.350% due 9/28/2012

Royal Bank of Canada 0.00% due 3/31/2014

Royal Bank of Canada 10.25% due 9/28/2012

Royal Bank of Canada 11.50% due 9/28/2012

Royal Bank of Canada 10.250% due 6/29/2012

Royal Bank of Canada 10.000% due 6/29/2012

Royal Bank of Canada 10.150% due 9/28/2012

Royal Bank of Canada 10.000% due 6/29/2012

Royal Bank of Canada 12.000% due 6/29/2012

Royal Bank of Canada 12.250% due 6/29/2012

Royal Bank of Canada 10.000% due 6/29/2012

Royal Bank of Canada 10.000% due 6/29/2012

Royal Bank of Canada 11.98% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/28/2013

Royal Bank of Canada 11.7% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/28/2013

Royal Bank of Canada 11.8% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/28/2013

Royal Bank of Canada 0.00% due 10/2/2014

Royal Bank of Canada 0.000% due 7/31/2013

Royal Bank of Canada 0.00% due 4/30/2013

Royal Bank of Canada 0.000% due 3/31/2014

Royal Bank of Canada 0.000% due 5/2/2013

Royal Bank of Canada 0.00% due 4/30/2013

Royal Bank of Canada 16.850% due 6/29/2012

Royal Bank of Canada 9.900% due 6/29/2012

Royal Bank of Canada 11.10% due 6/29/2012

Royal Bank of Canada 11.10% due 6/29/2012

Royal Bank of Canada 9.12% due 3/26/2013

Royal Bank of Canada 0.00% due 10/21/2013

Royal Bank of Canada 12.50% due 6/26/2012

Royal Bank of Canada 0.000% due 7/3/2013

Royal Bank of Canada 9% due 9/20/2012

Royal Bank of Canada 10.77% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/21/2013

Royal Bank of Canada 8.78% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/21/2013

Royal Bank of Canada 10.92% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 3/21/2013

Royal Bank of Canada 0.000% due 4/18/2013

Royal Bank of Canada 3% for first year; after that, Libor plus 50 bps, subject to a maximum coupon of 6.5%; payable quarterly due 3/20/2020

Royal Bank of Canada Libor, subject to floor of 0.5% and cap of 2%; payable quarterly due 3/20/2014

Royal Bank of Canada 2.5% initially, stepping to 3% in year three and 4% in year eight; payable semiannually due 3/20/2024

Royal Bank of Canada 0.00% due 12/31/2012

Royal Bank of Canada 0.00% due 12/30/2013

Royal Bank of Canada 0.000% due 9/18/2013

Royal Bank of Canada 0.000% due 9/18/2013

Royal Bank of Canada 13.000% due 6/15/2012

Royal Bank of Canada 11.750% due 9/17/2012

Royal Bank of Canada 12.000% due 9/17/2012

Royal Bank of Canada 11.000% due 9/17/2012

Royal Bank of Canada 11.000% due 6/15/2012

Royal Bank of Canada 13.000% due 9/17/2012

Royal Bank of Canada 13.000% due 6/15/2012

Royal Bank of Canada 0.00% due 9/13/2013

Royal Bank of Canada 10.000% due 3/13/2013

Royal Bank of Canada 10.000% due 6/13/2012

Royal Bank of Canada 11.450% due 3/13/2013

Royal Bank of Canada 0.00% due 4/15/2013

Royal Bank of Canada 0.00% due 6/14/2013

Royal Bank of Canada 0.00% due 7/3/2013

Royal Bank of Canada 8% due 3/11/2013

Royal Bank of Canada 0.00% due 4/8/2013

Royal Bank of Canada 15.650% due 6/8/2012

Royal Bank of Canada 10.130% due 9/10/2012

Royal Bank of Canada 8.740% due 9/10/2012

Royal Bank of Canada 0.00% due 9/6/2013

Royal Bank of Canada 0.00% due 12/31/2012

Royal Bank of Canada 0.00% due 12/30/2013

Royal Bank of Canada 0.00% due 9/9/2013

Royal Bank of Canada 0.000% due 3/7/2014

Royal Bank of Canada 7.500% due 3/6/2013

Royal Bank of Canada 0.000% due 3/3/2014

Royal Bank of Canada 0.000% due 3/3/2014

Royal Bank of Canada 7.60% due 8/31/2012

Royal Bank of Canada 10.16% due 8/31/2012

Royal Bank of Canada 12.94% due 8/31/2012

Royal Bank of Canada 8.05% due 8/31/2012

Royal Bank of Canada 0.00% due 9/10/2013

Royal Bank of Canada 0.00% due 3/3/2015

Royal Bank of Canada 0.00% due 12/31/2012

Royal Bank of Canada 0.00% due 6/24/2014

Royal Bank of Canada 11.75% due 5/31/2012

Royal Bank of Canada 10.50% due 5/31/2012

Royal Bank of Canada 11.50% due 8/29/2012

Royal Bank of Canada 11.30% due 5/31/2012

Royal Bank of Canada 11.50% due 8/29/2012

Royal Bank of Canada 11.25% due 5/31/2012

Royal Bank of Canada 10.50% due 5/31/2012

Royal Bank of Canada 10.50% due 8/29/2012

Royal Bank of Canada 11.25% due 8/29/2012

Royal Bank of Canada 14.25% due 5/31/2012

Royal Bank of Canada 10.50% due 5/31/2012

Royal Bank of Canada 13.25% due 5/31/2012

Royal Bank of Canada 10.25% due 8/29/2012

Royal Bank of Canada 0.00% due 2/27/2014

Royal Bank of Canada 0.00% due 11/28/2014

Royal Bank of Canada 14.600% due 5/30/2012

Royal Bank of Canada 3.25% for first two years; after that, Libor plus 68 bps, subject to a maximum coupon of 4.5% in years three through five, 5.5% in years six through seven and 6.5% after that; payable quarterly due 2/28/2022

Royal Bank of Canada 12% due 5/30/2012

Royal Bank of Canada 9.50% due 5/30/2012

Royal Bank of Canada 11% due 5/30/2012

Royal Bank of Canada 11% due 5/30/2012

Royal Bank of Canada 11% due 5/30/2012

Royal Bank of Canada 12.25% due 5/30/2012

Royal Bank of Canada 23.50% due 5/30/2012

Royal Bank of Canada 9.35% due 5/30/2012

Royal Bank of Canada 0.00% due 5/9/2013

Royal Bank of Canada 2% for first year; after that, Libor plus 65 bps, capped at 6%; payable quarterly due 2/27/2017

Royal Bank of Canada 1.75% for first year; after that, Libor, with 1.75% floor and 5% cap; payable quarterly due 2/24/2020

Royal Bank of Canada 11.080% due 8/23/2012

Royal Bank of Canada 12.080% due 8/23/2012

Royal Bank of Canada 7.700% due 8/23/2012

Royal Bank of Canada 0.000% due 2/25/2013

Royal Bank of Canada 3% for the first six years, 4% for years seven through 11 and 5% after that; payable semiannually due 2/22/2028

Royal Bank of Canada 10.000% due 5/21/2012

Royal Bank of Canada 4% on each day that the six-month Libor rate is at or below 6% in first year; after that, on each day that six-month Libor is at or below 6%, interest will accrue at 4.5% in years two through six, 5% in years seven through 11, 5.5% in years 12 through 16 and 6% in years 17 through 21; payable quarterly due 2/17/2033

Royal Bank of Canada 10.19% due 8/16/2012

Royal Bank of Canada 9.00% due 8/16/2012

Royal Bank of Canada 9.93% due 8/16/2012

Royal Bank of Canada 0.000% due 4/7/2014

Royal Bank of Canada 2% for first two years; after that, Libor plus 50 bps, capped at 5%; payable quarterly due 2/15/2019

Royal Bank of Canada 16.250% due 5/15/2012

Royal Bank of Canada 12.000% due 5/15/2012

Royal Bank of Canada 10.000% due 8/15/2012

Royal Bank of Canada 11.000% due 5/15/2012

Royal Bank of Canada 12.500% due 5/15/2012

Royal Bank of Canada 10.250% due 5/15/2012

Royal Bank of Canada 10.000% due 5/15/2012

Royal Bank of Canada 12.250% due 8/15/2012

Royal Bank of Canada 14.500% due 5/15/2012

Royal Bank of Canada 12% due 5/15/2012

Royal Bank of Canada 12.25% due 5/15/2012

Royal Bank of Canada 11.50% due 8/15/2012

Royal Bank of Canada 12% due 5/15/2012

Royal Bank of Canada 7.200% due 2/13/2013

Royal Bank of Canada 0.000% due 12/11/2015

Royal Bank of Canada 9.800% due 2/13/2013

Royal Bank of Canada 8.000% due 8/10/2012

Royal Bank of Canada 0.000% due 3/11/2013

Royal Bank of Canada 0.000% due 3/27/2013

Royal Bank of Canada 9.380% due 8/9/2012

Royal Bank of Canada 10.150% due 8/9/2012

Royal Bank of Canada 10.400% due 8/9/2012

Royal Bank of Canada 0.000% due 3/8/2013

Royal Bank of Canada 9.640% due 2/8/2013

Royal Bank of Canada 10.400% due 2/8/2013

Royal Bank of Canada 9.630% due 2/8/2013

Royal Bank of Canada 0.00% due 8/8/2013

Royal Bank of Canada 0.000% due 8/5/2013

Royal Bank of Canada 0.000% due 2/6/2014

Royal Bank of Canada 10.750% due 8/3/2012

Royal Bank of Canada 0.000% due 2/3/2014

Royal Bank of Canada 0.000% due 2/3/2014

Royal Bank of Canada 0.000% due 8/3/2015

Royal Bank of Canada 11.000% due 4/30/2012

Royal Bank of Canada 0.00% due 1/29/2014

Royal Bank of Canada 11.75% due 7/31/2012

Royal Bank of Canada 11% due 4/30/2012

Royal Bank of Canada 10.25% due 4/30/2012

Royal Bank of Canada 15% due 4/30/2012

Royal Bank of Canada 10.50% due 7/31/2012

Royal Bank of Canada 11% due 4/30/2012

Royal Bank of Canada 11.50% due 4/30/2012

Royal Bank of Canada 12.500% due 4/30/2012

Royal Bank of Canada 16.500% due 4/30/2012

Royal Bank of Canada 14.500% due 4/30/2012

Royal Bank of Canada 10.750% due 4/30/2012

Royal Bank of Canada 20.500% due 4/30/2012

Royal Bank of Canada 13.000% due 4/30/2012

Royal Bank of Canada 11.31% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/31/2013

Royal Bank of Canada 11.09% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/31/2013

Royal Bank of Canada 0.000% due 1/31/2014

Royal Bank of Canada 0.00% due 1/31/2014

Royal Bank of Canada 0.00% due 1/31/2014

Royal Bank of Canada 0.00% due 1/29/2015

Royal Bank of Canada 0.00% due 1/31/2014

Royal Bank of Canada 3% for six years, 4% through year 11 and 5% after that; payable semiannually due 1/31/2028

Royal Bank of Canada 0 due 2/28/2013

Royal Bank of Canada Initially 2%; beginning on Jan. 30, 2013, Libor plus 75 bps, subject to a maximum of 5% per year; payable quarterly due 1/30/2019

Royal Bank of Canada 0.00% due 7/30/2012

Royal Bank of Canada 6.000% due 1/30/2013

Royal Bank of Canada 0.000% due 1/30/2013

Royal Bank of Canada 9.52% due 7/27/2012

Royal Bank of Canada 8.48% due 1/28/2013

Royal Bank of Canada 10.54% due 1/28/2013

Royal Bank of Canada 10.28% due 1/28/2013

Royal Bank of Canada 0.000% due 12/3/2013

Royal Bank of Canada 0.00% due 7/23/2012

Royal Bank of Canada 0.00% due 7/25/2013

Royal Bank of Canada 0.00% due 7/25/2013

Royal Bank of Canada 17.05% due 4/23/2012

Royal Bank of Canada 15.25% due 4/20/2012

Royal Bank of Canada 12% due 4/20/2012

Royal Bank of Canada 12.50% due 4/20/2012

Royal Bank of Canada 10.25% due 4/20/2012

Royal Bank of Canada 11.50% due 7/20/2012

Royal Bank of Canada 16.75% due 4/20/2012

Royal Bank of Canada 18.75% due 4/20/2012

Royal Bank of Canada 14.50% due 4/20/2012

Royal Bank of Canada 14.500% due 4/20/2012

Royal Bank of Canada 15.000% due 4/20/2012

Royal Bank of Canada 14.500% due 4/20/2012

Royal Bank of Canada 18.250% due 4/20/2012

Royal Bank of Canada 10.250% due 4/20/2012

Royal Bank of Canada 9.200% due 7/19/2012

Royal Bank of Canada 9.600% due 7/19/2012

Royal Bank of Canada 10.990% due 7/19/2012

Royal Bank of Canada 9.420% due 7/19/2012

Royal Bank of Canada 8.570% due 7/19/2012

Royal Bank of Canada 3.25% for first six years, 4% in years seven through 11, 5% in years 12 through 16 and 6% after that; payable semiannually. due 1/19/2033

Royal Bank of Canada 12% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/22/2013

Royal Bank of Canada 12% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/22/2013

Royal Bank of Canada 12% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 1/22/2013

Royal Bank of Canada 0.00% due 7/31/2013

Royal Bank of Canada 24.600% due 4/12/2012

Royal Bank of Canada 23.750% due 4/12/2012

Royal Bank of Canada 20.000% due 4/12/2012

Royal Bank of Canada 7.83% due 7/12/2012

Royal Bank of Canada 11.25% due 7/12/2012

Royal Bank of Canada 8.16% due 7/12/2012

Royal Bank of Canada 8.81% due 7/12/2012

Royal Bank of Canada 8% due 1/10/2013

Royal Bank of Canada 0.000% due 2/8/2013

Royal Bank of Canada 12.850% due 4/10/2012

Royal Bank of Canada 8.82% due 6/29/2012

Royal Bank of Canada 9.70% due 6/29/2012

Royal Bank of Canada 9.90% due 6/29/2012

Royal Bank of Canada 0.00% due 12/31/2014

Royal Bank of Canada 0.00% due 1/3/2014

Royal Bank of Canada 0.00% due 1/3/2014

Royal Bank of Canada 0.00% due 12/31/2013

Royal Bank of Canada 0.00% due 12/31/2013

Royal Bank of Canada 0.00% due 7/6/2015

Royal Bank of Canada 11% due 3/30/2012

Royal Bank of Canada 15% due 3/30/2012

Royal Bank of Canada 16% due 3/30/2012

Royal Bank of Canada 13% due 3/30/2012

Royal Bank of Canada 14.25% due 3/30/2012

Royal Bank of Canada 15% due 3/30/2012

Royal Bank of Canada 16% due 3/30/2012

Royal Bank of Canada 11% due 3/30/2012

Royal Bank of Canada 18.75% due 3/30/2012

Royal Bank of Canada 13% due 3/30/2012

Royal Bank of Canada 13.75% due 3/30/2012

Royal Bank of Canada 11.82% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2012

Royal Bank of Canada 12.82% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/31/2012

Royal Bank of Canada 0.00% due 6/28/2013

Royal Bank of Canada 0.000% due 12/31/2013

Royal Bank of Canada 3% for first six years, 4% in years seven through 11, 5% in years 12 through 16 and 7% after that; payable semiannually. due 12/30/2032

Royal Bank of Canada 16.050% due 3/30/2012

Royal Bank of Canada 12.900% due 3/30/2012

Royal Bank of Canada 14.500% due 3/29/2012

Royal Bank of Canada 22.500% due 3/30/2012

Royal Bank of Canada 0.000% due 2/28/2013

Royal Bank of Canada 22.500% due 3/23/2012

Royal Bank of Canada 0.00% due 6/24/2013

Royal Bank of Canada 8% due 6/22/2012

Royal Bank of Canada 11% due 12/20/2012

Royal Bank of Canada 12.500% due 12/20/2012

Royal Bank of Canada 1% in first year, 1.25% in second year and 3.1% after that; payable semiannually. due 12/19/2018

Royal Bank of Canada 9.600% due 12/19/2012

Royal Bank of Canada 0.000% due 6/12/2013

Royal Bank of Canada 12.50% due 3/16/2012

Royal Bank of Canada 18% due 3/16/2012

Royal Bank of Canada 10.500% due 6/18/2012

Royal Bank of Canada 14.25% due 3/16/2012

Royal Bank of Canada 13.50% due 3/16/2012

Royal Bank of Canada 22% due 3/16/2012

Royal Bank of Canada 13% due 3/16/2012

Royal Bank of Canada 12.200% due 6/18/2012

Royal Bank of Canada 13.75% due 3/16/2012

Royal Bank of Canada 12.50% due 3/16/2012

Royal Bank of Canada 20% due 3/16/2012

Royal Bank of Canada 17% due 3/16/2012

Royal Bank of Canada 19.250% due 3/16/2012

Royal Bank of Canada 16.250% due 3/16/2012

Royal Bank of Canada 12.300% due 3/16/2012

Royal Bank of Canada 24.500% due 3/16/2012

Royal Bank of Canada 15.000% due 3/16/2012

Royal Bank of Canada 0.00% due 1/14/2013

Royal Bank of Canada 14.45% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/14/2012

Royal Bank of Canada 11.96% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/14/2012

Royal Bank of Canada 13.39% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/14/2012

Royal Bank of Canada 11.500% due 12/12/2012

Royal Bank of Canada 4% on each day six-month Libor is between 0% and 4% for years one through six; 5% for each day six-month Libor is between 0% and 6% for years seven through 11; 6% for each day six-month Libor is between 0% and 6% for years 12 through 16 due 12/9/2027

Royal Bank of Canada 6.50% due 3/9/2012

Royal Bank of Canada 0.000% due 1/9/2013

Royal Bank of Canada 0.000% due 6/12/2013

Royal Bank of Canada 0.000% due 12/7/2012

Royal Bank of Canada 12.01% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/7/2012

Royal Bank of Canada 10.75% per year, payable quarterly if stock closes at or above trigger price on observation date for that quarter due 12/7/2012

Royal Bank of Canada 8% per year, payable quarterly if ETF's shares close at or above trigger price on observation date for that quarter due 12/7/2012

Royal Bank of Canada 0.000% due 12/3/2013

Royal Bank of Canada 0.000% due 12/3/2013

Royal Bank of Canada 0.000% due 6/2/2015

Royal Bank of Canada 11.000% due 3/5/2012

Royal Bank of Canada 10.300% due 5/31/2012

Royal Bank of Canada 11.410% due 5/31/2012

Royal Bank of Canada 10.360% due 5/31/2012

Royal Bank of Canada 13.490% due 5/31/2012

Royal Bank of Canada 9.800% due 5/31/2012

Royal Bank of Canada 12.450% due 5/31/2012

Royal Bank of Canada 3% for first six years, 4.25% through year 11 and 6% after that; payable semiannually due 11/30/2027

Royal Bank of Canada 21.45% due 2/29/2012

Royal Bank of Canada 13.50% due 2/29/2012

Royal Bank of Canada 11.75% due 2/29/2012

Royal Bank of Canada 12.500% due 2/29/2012

Royal Bank of Canada 14.350% due 2/29/2012

Royal Bank of Canada 0.000% due 12/2/2013

Royal Bank of Canada 0.000% due 12/2/2013

Royal Bank of Canada 0.000% due 12/2/2013

Royal Bank of Canada 0.000% due 5/31/2013

Royal Bank of Canada 0.000% due 5/31/2013

Royal Bank of Canada 0.000% due 11/29/2013

Royal Bank of Canada 16.000% due 2/29/2012

Royal Bank of Canada 13.750% due 2/29/2012

Royal Bank of Canada 11.500% due 2/29/2012

Royal Bank of Canada 14.000% due 2/29/2012

Royal Bank of Canada 12.250% due 2/29/2012

Royal Bank of Canada 12.750% due 2/29/2012

Royal Bank of Canada 11.750% due 2/29/2012

Royal Bank of Canada 12.750% due 2/29/2012

Royal Bank of Canada 16.500% due 2/29/2012

Royal Bank of Canada 13.500% due 2/29/2012

Royal Bank of Canada 11.500% due 2/29/2012

Royal Bank of Canada 14.750% due 2/29/2012

Royal Bank of Canada 16.500% due 2/29/2012

Royal Bank of Canada 13.500% due 2/29/2012

Royal Bank of Canada 24.750% due 2/29/2012

Royal Bank of Canada 15.750% due 2/29/2012

Royal Bank of Canada 14.000% due 2/29/2012

Royal Bank of Canada 0.000% due 11/29/2013

Royal Bank of Canada 8.05% per year, payable quarterly if ETF's shares close at or above trigger price on observation date for that quarter due 11/30/2016

Royal Bank of Canada 20.900% due 2/27/2012

Royal Bank of Canada 0.00% due 5/24/2013

Royal Bank of Canada 14.50% due 2/24/2012

Royal Bank of Canada 6.90% due 11/27/2012

Royal Bank of Canada 14% due 2/24/2012

Royal Bank of Canada 10.70% due 11/23/2012

Royal Bank of Canada 23.85% due 2/24/2012

Royal Bank of Canada 14.93% per year, payable quarterly only if Apple stock closes at or above trigger price on observation date for that quarter due 11/26/2012

Royal Bank of Canada 12.25% per year, payable quarterly only if Google stock closes at or above trigger price on observation date for that quarter due 11/26/2012

Royal Bank of Canada 10.33% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 11/24/2014

Royal Bank of Canada 13.2% per year, payable quarterly only if Microsoft stock closes at or above trigger price on observation date for that quarter due 11/26/2012

Royal Bank of Canada 8.2% per year, payable quarterly only if the fund closes at or above trigger price on observation date for that quarter due 11/24/2014

Royal Bank of Canada 13% due 2/23/2012

Royal Bank of Canada 3% through year five, 4% through year 10, 5% through year 15 and 6.05% after that; payable semiannually due 11/18/2031

Royal Bank of Canada 0.000% due 1/22/2013

Royal Bank of Canada 0.000% due 11/21/2013

Royal Bank of Canada 9.370% due 5/17/2012

Royal Bank of Canada 10.470% due 5/17/2012

Royal Bank of Canada 12.080% due 5/17/2012

Royal Bank of Canada 12.380% due 5/17/2012

Royal Bank of Canada 9.440% due 5/17/2012

Royal Bank of Canada 13.500% due 11/15/2012

Royal Bank of Canada 0.000% due 5/15/2013

Royal Bank of Canada 0.000% due 5/15/2013

Royal Bank of Canada 20.20% due 2/15/2012

Royal Bank of Canada 8.8% per year, payable quarterly if ETF’s shares close at or above trigger price on observation date for that quarter due 11/17/2014

Royal Bank of Canada 9.840% due 5/11/2012

Royal Bank of Canada 11.640% due 5/11/2012

Royal Bank of Canada 11.660% due 5/11/2012

Royal Bank of Canada 14.400% due 5/11/2012

Royal Bank of Canada 11.410% due 5/11/2012

Royal Bank of Canada 13.35% if Apple stock closes at or above the trigger price on any of four quarterly observation dates due 11/9/2012

Royal Bank of Canada 12.5% if Coca-Cola stock closes at or above the trigger price on any of four quarterly observation dates due 11/9/2012

Royal Bank of Canada 21.75% if Halliburton stock closes at or above the trigger price on any of four quarterly observation dates due 11/9/2012

Royal Bank of Canada 0.000% due 8/7/2013

Royal Bank of Canada 0.000% due 12/10/2012

Royal Bank of Canada 0.000% due 5/10/2013

Royal Bank of Canada 24.800% due 2/8/2012

Royal Bank of Canada 12.100% due 11/8/2012

Royal Bank of Canada 11.000% due 11/6/2012

Royal Bank of Canada 13.550% due 5/3/2012

Royal Bank of Canada 0.000% due 5/1/2013

Royal Bank of Canada 0.000% due 5/1/2013

Royal Bank of Canada 0.000% due 11/1/2013

Royal Bank of Canada 0.000% due 11/1/2013

Royal Bank of Canada 0.000% due 10/31/2013

Royal Bank of Canada 14.800% due 1/31/2012

Royal Bank of Canada 0.000% due 10/31/2013

Royal Bank of Canada 12.1% if Alcoa stock closes at or above the trigger price on any of four quarterly observation dates due 10/31/2012

Royal Bank of Canada 11.14% if Stryker stock closes at or above the trigger price on any of four quarterly observation dates due 10/31/2012

Royal Bank of Canada 12.02% if Walgreen stock closes at or above the trigger price on any of four quarterly observation dates due 10/31/2012

Royal Bank of Canada 0.00% due 10/31/2013

Royal Bank of Canada 3.125% through year five, 4% through year 10 and 6.05% after that; payable semiannually due 10/28/2025

Royal Bank of Canada 14.000% due 1/31/2012

Royal Bank of Canada 10.750% due 1/31/2012

Royal Bank of Canada 14.000% due 1/31/2012

Royal Bank of Canada 13.250% due 1/31/2012

Royal Bank of Canada 10.000% due 1/31/2012

Royal Bank of Canada 14.750% due 1/31/2012

Royal Bank of Canada 12.250% due 1/31/2012

Royal Bank of Canada 16.100% due 1/31/2012

Royal Bank of Canada 12.250% due 1/31/2012

Royal Bank of Canada 12.500% due 1/31/2012

Royal Bank of Canada 16.500% due 1/31/2012

Royal Bank of Canada 10.03% due 10/26/2012

Royal Bank of Canada 10.00% due 10/26/2012

Royal Bank of Canada 10.36% due 10/26/2012

Royal Bank of Canada 1% for the first year, 1.25% for the second year. 1.5% for the third year and 3.25% for the fourth and fifth years; payable quarterly due 10/21/2016

Royal Bank of Canada 10.750% due 1/20/2012

Royal Bank of Canada 10.250% due 1/20/2012

Royal Bank of Canada 10.500% due 1/20/2012

Royal Bank of Canada 15.250% due 1/20/2012

Royal Bank of Canada 15.250% due 1/20/2012

Royal Bank of Canada 22.250% due 1/20/2012

Royal Bank of Canada 17.750% due 1/20/2012

Royal Bank of Canada 15.250% due 1/20/2012

Royal Bank of Canada 12.250% due 1/20/2012

Royal Bank of Canada 12.000% due 1/20/2012

Royal Bank of Canada 16.000% due 1/20/2012

Royal Bank of Canada 6% per year, payable quarterly only if fund closes at or above trigger price on observation date for that quarter due 10/20/2014

Royal Bank of Canada 20.000% due 10/19/2012

Royal Bank of Canada 25.500% due 1/18/2012

Royal Bank of Canada 12.000% due 10/16/2012

Royal Bank of Canada 0.000% due 1/10/2013

Royal Bank of Canada 11.000% due 4/13/2012

Royal Bank of Canada 11.800% due 4/13/2012

Royal Bank of Canada 10% if stock closes at or above trigger price on observation date for that interest period; payable quarterly due 10/10/2014

Royal Bank of Canada 0.000% due 4/10/2013

Royal Bank of Canada 0.000% due 10/10/2013

Royal Bank of Canada 0.000% due 11/8/2012

Royal Bank of Canada 15.200% due 10/10/2012

Royal Bank of Canada 15.250% due 1/6/2012

Royal Bank of Canada 0.000% due 4/4/2013

Royal Bank of Canada 15.500% due 12/30/2011

Royal Bank of Canada 27.700% due 4/4/2012

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 0.000% due 10/3/2013

Royal Bank of Canada 0.000% due 10/3/2013

Royal Bank of Canada 0.000% due 4/4/2013

Royal Bank of Canada 0.000% due 4/4/2013

Royal Bank of Canada 0.000% due 4/4/2016

Royal Bank of Canada 0.000% due 10/9/2012

Royal Bank of Canada 0.000% due 4/4/2016

Royal Bank of Canada 3.25% through year five, 4.1% through year 10 and 5% after that; payable semiannually due 9/30/2026

Royal Bank of Canada 16.150% due 12/30/2011

Royal Bank of Canada 11.570% due 3/30/2012

Royal Bank of Canada 9.470% due 3/30/2012

Royal Bank of Canada 8.350% due 3/30/2012

Royal Bank of Canada 0.000% due 9/30/2013

Royal Bank of Canada 0.000% due 3/28/2013

Royal Bank of Canada 12.000% due 12/30/2011

Royal Bank of Canada 14.000% due 12/30/2011

Royal Bank of Canada 14.500% due 12/30/2011

Royal Bank of Canada 22.500% due 12/30/2011

Royal Bank of Canada 10.750% due 3/30/2012

Royal Bank of Canada 13.250% due 12/30/2011

Royal Bank of Canada 15.250% due 12/30/2011

Royal Bank of Canada 17.000% due 12/30/2011

Royal Bank of Canada 15.500% due 12/30/2011

Royal Bank of Canada 17.750% due 12/30/2011

Royal Bank of Canada 16.000% due 12/30/2011

Royal Bank of Canada 0.000% due 7/31/2012

Royal Bank of Canada 12.600% due 12/30/2011

Royal Bank of Canada 12.600% due 12/30/2011

Royal Bank of Canada 18.550% due 12/30/2011

Royal Bank of Canada 11.200% due 9/27/2012

Royal Bank of Canada 14.78% per year, payable quarterly if stock closes at or above trigger price on observation date for that interest period due 9/28/2012

Royal Bank of Canada 14.94% per year, payable quarterly if stock closes at or above trigger price on observation date for that interest period due 9/28/2012

Royal Bank of Canada 20.55% per year, payable quarterly if stock closes at or above trigger price on observation date for that interest period due 9/28/2012

Royal Bank of Canada 14.740% due 3/29/2012

Royal Bank of Canada 13.600% due 3/29/2012

Royal Bank of Canada 28.500% due 12/28/2011

Royal Bank of Canada 0.000% due 10/3/2013

Royal Bank of Canada 24.500% due 12/27/2011

Royal Bank of Canada 0.000% due 10/25/2012

Royal Bank of Canada 17.000% due 12/22/2011

Royal Bank of Canada 14.000% due 12/21/2011

Royal Bank of Canada 14.750% due 12/21/2011

Royal Bank of Canada 11.500% due 12/21/2011

Royal Bank of Canada 14.000% due 12/21/2011

Royal Bank of Canada 14.000% due 12/21/2011

Royal Bank of Canada 14.250% due 12/21/2011

Royal Bank of Canada 21.000% due 12/21/2011

Royal Bank of Canada 12.000% due 12/21/2011

Royal Bank of Canada 13.250% due 12/21/2011

Royal Bank of Canada 27.500% due 12/21/2011

Royal Bank of Canada 11.000% due 12/21/2011

Royal Bank of Canada 17.750% due 12/21/2011

Royal Bank of Canada 19.500% due 12/21/2011

Royal Bank of Canada 14.000% due 12/21/2011

Royal Bank of Canada 12.250% due 12/21/2011

Royal Bank of Canada 11.13% per year, payable quarterly only if Exxon Mobil stock closes at or above trigger price on observation date for that quarter due 9/20/2012

Royal Bank of Canada 10.5% per year, payable quarterly only if IBM stock closes at or above trigger price on observation date for that quarter due 9/20/2012

Royal Bank of Canada 11.100% due 9/21/2012

Royal Bank of Canada 8.630% due 9/21/2012

Royal Bank of Canada 19.800% due 3/20/2012

Royal Bank of Canada 0.00% due 10/18/2012

Royal Bank of Canada 8.500% due 9/19/2012

Royal Bank of Canada 12.500% due 12/16/2011

Royal Bank of Canada 12.750% due 12/16/2011

Royal Bank of Canada 10.520% due 3/15/2012

Royal Bank of Canada 13.740% due 3/15/2012

Royal Bank of Canada 11.000% due 9/13/2012

Royal Bank of Canada 0.000% due 10/9/2012

Royal Bank of Canada 12.500% due 12/9/2011

Royal Bank of Canada 20.450% due 12/7/2011

Royal Bank of Canada 30.000% due 12/7/2011

Royal Bank of Canada 21.000% due 12/7/2011

Royal Bank of Canada 11.530% due 9/10/2012

Royal Bank of Canada 10.800% due 9/10/2012

Royal Bank of Canada 0.000% due 10/26/2012

Royal Bank of Canada 0.000% due 10/26/2012

Royal Bank of Canada 0.000% due 9/10/2012

Royal Bank of Canada 0.000% due 9/10/2012

Royal Bank of Canada 0.00% due 9/3/2013

Royal Bank of Canada 0.00% due 9/3/2013

Royal Bank of Canada 0.000% due 9/3/2013

Royal Bank of Canada 0.000% due 9/3/2013

Royal Bank of Canada 0.000% due 11/1/2012

Royal Bank of Canada 0.000% due 3/1/2016

Royal Bank of Canada 15.200% due 11/30/2011

Royal Bank of Canada 17.000% due 11/30/2011

Royal Bank of Canada 14.4% if BHP ADSs close at or above the trigger price on any of four quarterly observation dates due 8/31/2012

Royal Bank of Canada 12.5% if Celgene stock closes at or above the trigger price on any of four quarterly observation dates due 8/31/2012

Royal Bank of Canada 13.52% if Google stock closes at or above the trigger price on any of four quarterly observation dates due 8/31/2012

Royal Bank of Canada 8.98% per year, payable quarterly only if fund closes at or above trigger price on observation date for that quarter due 8/31/2016

Royal Bank of Canada 7.29% per year, payable quarterly only if fund closes at or above trigger price on observation date for that quarter due 8/31/2016

Royal Bank of Canada 7.11% per year, payable quarterly only if fund closes at or above trigger price on observation date for that quarter due 8/31/2016

Royal Bank of Canada 0.000% due 9/3/2013

Royal Bank of Canada 0.000% due 7/31/2012

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 22.750% due 11/30/2011

Royal Bank of Canada 18.250% due 11/30/2011

Royal Bank of Canada 13.000% due 11/30/2011

Royal Bank of Canada 14.000% due 11/30/2011

Royal Bank of Canada 13.250% due 2/29/2012

Royal Bank of Canada 16.750% due 11/30/2011

Royal Bank of Canada 16.000% due 11/30/2011

Royal Bank of Canada 16.500% due 11/30/2011

Royal Bank of Canada 17.250% due 11/30/2011

Royal Bank of Canada 17.750% due 11/30/2011

Royal Bank of Canada 26.500% due 11/30/2011

Royal Bank of Canada 16.000% due 11/30/2011

Royal Bank of Canada 26.000% due 11/30/2011

Royal Bank of Canada 16.300% due 11/30/2011

Royal Bank of Canada 16.500% due 11/30/2011

Royal Bank of Canada 10.500% due 2/29/2012

Royal Bank of Canada 11.750% due 2/29/2012

Royal Bank of Canada 14.250% due 11/30/2011

Royal Bank of Canada 12.250% due 2/29/2012

Royal Bank of Canada 15.250% due 11/30/2011

Royal Bank of Canada 16.000% due 11/30/2011

Royal Bank of Canada 19.750% due 11/30/2011

Royal Bank of Canada 20.500% due 11/30/2011

Royal Bank of Canada 18.000% due 11/30/2011

Royal Bank of Canada 0.000% due 8/27/2014

Royal Bank of Canada 0.000% due 8/28/2014

Royal Bank of Canada 30.500% due 11/29/2011

Royal Bank of Canada 13.000% due 11/29/2011

Royal Bank of Canada 0.000% due 8/27/2013

Royal Bank of Canada 20.050% due 11/28/2011

Royal Bank of Canada 16.700% due 11/28/2011

Royal Bank of Canada 0.000% due 9/24/2012

Royal Bank of Canada 0.000% due 2/22/2013

Royal Bank of Canada 15% if Home Depot stock closes at or above the trigger price on any of four quarterly observation dates due 8/24/2012

Royal Bank of Canada 14.45% if Intel stock closes at or above the trigger price on any of four quarterly observation dates due 8/24/2012

Royal Bank of Canada 10% per year, payable quarterly only if fund closes at or above trigger price on observation date for that quarter due 8/23/2016

Royal Bank of Canada 17.94% if Silver Wheaton stock closes at or above the trigger price on any of four quarterly observation dates due 8/24/2012

Royal Bank of Canada 8.1% per year, payable quarterly only if fund closes at or above trigger price on observation date for that quarter due 8/23/2016

Royal Bank of Canada 13.000% due 11/22/2011

Royal Bank of Canada 13.000% due 11/23/2011

Royal Bank of Canada 16.300% due 11/23/2011

Royal Bank of Canada 14.200% due 11/23/2011

Royal Bank of Canada 10.200% due 8/28/2012

Royal Bank of Canada 8% for one year; then four times spread of 30-year CMS rate over two-year CMS rate less 50 bps, capped at 8%, floor of zero; payable semiannually due 8/18/2031

Royal Bank of Canada 17.250% due 11/18/2011

Royal Bank of Canada 14.250% due 11/18/2011

Royal Bank of Canada 19.000% due 11/18/2011

Royal Bank of Canada 8.500% due 8/20/2012

Royal Bank of Canada 15.250% due 11/18/2011

Royal Bank of Canada 15% due 11/18/2011

Royal Bank of Canada 18% due 11/18/2011

Royal Bank of Canada 15.75% due 11/18/2011

Royal Bank of Canada 10.25% due 2/21/2012

Royal Bank of Canada 14.250% due 11/18/2011

Royal Bank of Canada 18.500% due 11/18/2011

Royal Bank of Canada 20.300% due 11/18/2011

Royal Bank of Canada 14.750% due 11/18/2011

Royal Bank of Canada 18.750% due 11/18/2011

Royal Bank of Canada 15.250% due 11/18/2011

Royal Bank of Canada 0.000% due 8/15/2014

Royal Bank of Canada 27.20% due 11/17/2011

Royal Bank of Canada 19.25% due 11/18/2011

Royal Bank of Canada 0.000% due 2/14/2013

Royal Bank of Canada 0.000% due 8/30/2013

Royal Bank of Canada 0.000% due 8/23/2012

Royal Bank of Canada 0.000% due 9/18/2012

Royal Bank of Canada 10.000% due 11/17/2011

Royal Bank of Canada 12.200% due 11/17/2011

Royal Bank of Canada 0.000% due 8/20/2012

Royal Bank of Canada 0.000% due 8/16/2013

Royal Bank of Canada 12.500% due 11/16/2011

Royal Bank of Canada 11.750% due 11/16/2011

Royal Bank of Canada 15.500% due 8/15/2012

Royal Bank of Canada 15.600% due 8/15/2012

Royal Bank of Canada 2.5% in years one through five, 3.25% in year six, 4.25% in year seven, 5.25% in year eight, 6.25% in year nine, 7% in year 10 and 8% in year 11; payable semiannually due 8/12/2022

Royal Bank of Canada 14.000% due 11/15/2011

Royal Bank of Canada 17.500% due 11/10/2011

Royal Bank of Canada 12.000% due 2/10/2012

Royal Bank of Canada 9.770% due 2/10/2012

Royal Bank of Canada 10.540% due 2/10/2012

Royal Bank of Canada 12.75% due 2/10/2012

Royal Bank of Canada 7.300% due 11/9/2011

Royal Bank of Canada 0.000% due 9/11/2012

Royal Bank of Canada 29.500% due 11/7/2011

Royal Bank of Canada 12.000% due 11/7/2011

Royal Bank of Canada 18.400% due 11/3/2011

Royal Bank of Canada 16.650% due 8/3/2012

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 0.000% due 8/31/2012

Royal Bank of Canada 0.000% due 8/31/2012

Royal Bank of Canada 14.000% due 11/2/2011

Royal Bank of Canada 0.000% due 2/3/2014

Royal Bank of Canada 12.300% due 10/31/2011

Royal Bank of Canada 12.050% due 10/31/2011

Royal Bank of Canada 0.000% due 7/27/2012

Royal Bank of Canada 12.93% if CSX stock closes at or above the trigger price on any of four quarterly observation dates due 7/27/2012

Royal Bank of Canada 14.19% if Schlumberger stock closes at or above the trigger price on any of four quarterly observation dates due 7/27/2012

Royal Bank of Canada 0.000% due 7/31/2013

Royal Bank of Canada 0.000% due 7/31/2013

Royal Bank of Canada 0.000% due 7/31/2014

Royal Bank of Canada 14.000% due 10/31/2011

Royal Bank of Canada 7.750% due 7/31/2012

Royal Bank of Canada 11.250% due 10/31/2011

Royal Bank of Canada 10.500% due 1/31/2012

Royal Bank of Canada 11.500% due 10/31/2011

Royal Bank of Canada 13.250% due 10/31/2011

Royal Bank of Canada 17.700% due 10/31/2011

Royal Bank of Canada 17.750% due 10/31/2011

Royal Bank of Canada 15.250% due 10/31/2011

Royal Bank of Canada 11.750% due 10/31/2011

Royal Bank of Canada 17.150% due 10/31/2011

Royal Bank of Canada 16.000% due 10/31/2011

Royal Bank of Canada 19.000% due 10/31/2011

Royal Bank of Canada 20.250% due 10/31/2011

Royal Bank of Canada 11.000% due 10/31/2011

Royal Bank of Canada 13.000% due 10/31/2011

Royal Bank of Canada 12.000% due 10/31/2011

Royal Bank of Canada 11.000% due 10/31/2011

Royal Bank of Canada 10.500% due 1/31/2012

Royal Bank of Canada 12.750% due 10/31/2011

Royal Bank of Canada 11.000% due 10/31/2011

Royal Bank of Canada 9.500% due 1/31/2012

Royal Bank of Canada 27.400% due 10/31/2011

Royal Bank of Canada 14.800% due 10/31/2011

Royal Bank of Canada 16.850% due 10/31/2011

Royal Bank of Canada 13.900% due 10/31/2011

Royal Bank of Canada 17.550% due 10/31/2011

Royal Bank of Canada 11.150% due 10/31/2011

Royal Bank of Canada 8.350% due 1/27/2012

Royal Bank of Canada 10.670% due 1/27/2012

Royal Bank of Canada 10.060% due 1/27/2012

Royal Bank of Canada 6.60% due 1/26/2012

Royal Bank of Canada 8.00% due 1/26/2012

Royal Bank of Canada 16.000% due 10/21/2011

Royal Bank of Canada 13.000% due 10/19/2011

Royal Bank of Canada 17.110% due 10/19/2011

Royal Bank of Canada 1.25% in years one and two, 4% in years three through seven; payable semiannually due 7/18/2018

Royal Bank of Canada 12.000% due 40834

Royal Bank of Canada 0.000% due 7/18/2012

Royal Bank of Canada 0.000% due 7/18/2012

Royal Bank of Canada 13.000% due 10/21/2011

Royal Bank of Canada 8.190% due 7/13/2012

Royal Bank of Canada 8.440% due 7/13/2012

Royal Bank of Canada 7.160% due 7/13/2012

Royal Bank of Canada 0.000% due 8/8/2012

Royal Bank of Canada 14.750% due 10/11/2011

Royal Bank of Canada 10.300% due 9/30/2011

Royal Bank of Canada 21.200% due 9/30/2011

Royal Bank of Canada 17.200% due 9/30/2011

Royal Bank of Canada 0.000% due 6/28/2013

Royal Bank of Canada 0.000% due 6/28/2013

Royal Bank of Canada 0.000% due 12/29/2017

Royal Bank of Canada 0.000% due 7/31/2012

Royal Bank of Canada 15.750% due 9/30/2011

Royal Bank of Canada 16.250% due 9/30/2011

Royal Bank of Canada 16.000% due 9/30/2011

Royal Bank of Canada 13.500% due 12/30/2011

Royal Bank of Canada 16.400% due 9/30/2011

Royal Bank of Canada 13.500% due 9/30/2011

Royal Bank of Canada 17.750% due 9/30/2011

Royal Bank of Canada 12.250% due 9/30/2011

Royal Bank of Canada 16.500% due 9/30/2011

Royal Bank of Canada 12.250% due 12/30/2011

Royal Bank of Canada 16.000% due 9/30/2011

Royal Bank of Canada 14.800% due 9/30/2011

Royal Bank of Canada 14.000% due 9/30/2011

Royal Bank of Canada 16.500% due 9/30/2011

Royal Bank of Canada 18.750% due 9/30/2011

Royal Bank of Canada 14.600% due 9/30/2011

Royal Bank of Canada 15.250% due 9/30/2011

Royal Bank of Canada 18.250% due 9/30/2011

Royal Bank of Canada 13.250% due 9/30/2011

Royal Bank of Canada 20.550% due 9/30/2011

Royal Bank of Canada 17.050% due 9/30/2011

Royal Bank of Canada 14.750% due 9/30/2011

Royal Bank of Canada 17.500% due 9/30/2011

Royal Bank of Canada 15.500% due 9/30/2011

Royal Bank of Canada 16.250% due 9/30/2011

Royal Bank of Canada 16.200% due 9/30/2011

Royal Bank of Canada 14.000% due 9/30/2011

Royal Bank of Canada 14.000% due 9/30/2011

Royal Bank of Canada 18.250% due 9/30/2011

Royal Bank of Canada 14.000% due 9/30/2011

Royal Bank of Canada 13.250% due 9/30/2011

Royal Bank of Canada 16.500% due 9/30/2011

Royal Bank of Canada 15.750% due 9/30/2011

Royal Bank of Canada 18.000% due 9/30/2011

Royal Bank of Canada 11.450% due 6/28/2012

Royal Bank of Canada 19.000% due 9/28/2011

Royal Bank of Canada 14.150% due 9/30/2011

Royal Bank of Canada 11.300% due 9/30/2011

Royal Bank of Canada 0.000% due 12/28/2012

Royal Bank of Canada 11.54% if American Express stock closes at or above the trigger price on any of four quarterly observation dates due 6/27/2012

Royal Bank of Canada 13.52% if Oracle stock closes at or above the trigger price on any of four quarterly observation dates due 6/27/2012

Royal Bank of Canada 9.94% if Pfizer stock closes at or above the trigger price on any of four quarterly observation dates due 6/27/2012

Royal Bank of Canada 0.000% due 7/26/2012

Royal Bank of Canada 14.250% due 9/26/2011

Royal Bank of Canada 9.400% due 9/26/2011

Royal Bank of Canada 26.150% due 9/23/2011

Royal Bank of Canada 20.150% due 9/23/2011

Royal Bank of Canada 22.000% due 9/22/2011

Royal Bank of Canada 0.000% due 7/19/2012

Royal Bank of Canada 13.500% due 9/20/2011

Royal Bank of Canada 12.500% due 12/20/2011

Royal Bank of Canada 14.750% due 9/20/2011

Royal Bank of Canada 14.250% due 9/20/2011

Royal Bank of Canada 17.500% due 9/20/2011

Royal Bank of Canada 16.250% due 9/20/2011

Royal Bank of Canada 18.500% due 9/20/2011

Royal Bank of Canada 14.000% due 9/20/2011

Royal Bank of Canada 16.750% due 9/20/2011

Royal Bank of Canada 15.000% due 9/20/2011

Royal Bank of Canada 17.250% due 9/20/2011

Royal Bank of Canada 14.000% due 9/20/2011

Royal Bank of Canada 18.500% due 9/20/2011

Royal Bank of Canada 15.500% due 9/20/2011

Royal Bank of Canada 17.500% due 9/20/2011

Royal Bank of Canada 14.750% due 9/20/2011

Royal Bank of Canada 18.250% due 9/20/2011

Royal Bank of Canada 16.500% due 9/20/2011

Royal Bank of Canada 19.250% due 9/20/2011

Royal Bank of Canada 16.700% due 9/19/2011

Royal Bank of Canada 0.000% due 6/15/2012

Royal Bank of Canada 12.500% due 9/15/2011

Royal Bank of Canada 25.600% due 9/15/2011

Royal Bank of Canada 12.040% due 6/14/2012

Royal Bank of Canada 9.690% due 6/14/2012

Royal Bank of Canada 20.900% due 9/13/2011

Royal Bank of Canada 0.000% due 6/13/2012

Royal Bank of Canada 16.000% due 12/9/2011

Royal Bank of Canada 12.000% due 9/9/2011

Royal Bank of Canada 0.000% due 7/9/2012

Royal Bank of Canada 20.000% due 9/9/2011

Royal Bank of Canada 12.000% due 9/9/2011

Royal Bank of Canada 10.65% per year, payable quarterly only if Boeing stock closes at or above trigger price on observation date for that quarter due 6/7/2012

Royal Bank of Canada 10.95% per year, payable quarterly only if Intel stock closes at or above trigger price on observation date for that quarter due 6/7/2012

Royal Bank of Canada 0.000% due 6/6/2013

Royal Bank of Canada 16.300% due 12/6/2011

Royal Bank of Canada 14% if American Eagle stock closes at or above the trigger price on observation date; payable quarterly due 6/1/2012

Royal Bank of Canada 17.13% if Anadarko stock closes at or above the trigger price on observation date; payable quarterly due 6/1/2012

Royal Bank of Canada 14.36% if Ann stock closes at or above the trigger price on observation date; payable quarterly due 6/1/2012

Royal Bank of Canada 15.600% due 8/30/2011

Royal Bank of Canada 11.250% due 8/31/2011

Royal Bank of Canada 15.000% due 8/31/2011

Royal Bank of Canada 11.500% due 8/31/2011

Royal Bank of Canada 12.500% due 11/30/2011

Royal Bank of Canada 12.500% due 11/30/2011

Royal Bank of Canada 14.250% due 8/30/2011

Royal Bank of Canada 15.000% due 8/31/2011

Royal Bank of Canada 12.250% due 8/31/2011

Royal Bank of Canada 13.750% due 8/31/2011

Royal Bank of Canada 13.500% due 8/31/2011

Royal Bank of Canada 15.500% due 8/31/2011

Royal Bank of Canada 12.250% due 8/31/2011

Royal Bank of Canada 15.750% due 8/31/2011

Royal Bank of Canada 16.450% due 8/30/2011

Royal Bank of Canada 18.500% due 8/31/2011

Royal Bank of Canada 13.750% due 8/31/2011

Royal Bank of Canada 14.500% due 8/31/2011

Royal Bank of Canada 14.500% due 8/31/2011

Royal Bank of Canada 14.850% due 8/30/2011

Royal Bank of Canada 10.750% due 11/30/2011

Royal Bank of Canada 11.500% due 11/30/2011

Royal Bank of Canada 17.250% due 8/31/2011

Royal Bank of Canada 14.000% due 8/31/2011

Royal Bank of Canada 11.000% due 8/31/2011

Royal Bank of Canada 17.000% due 8/31/2011

Royal Bank of Canada 17.750% due 8/31/2011

Royal Bank of Canada 10.750% due 8/31/2011

Royal Bank of Canada 16.750% due 8/31/2011

Royal Bank of Canada 18.000% due 8/30/2011

Royal Bank of Canada Accrues at designated percentage multiplied by the proportion of days on which six-month Libor is less than or equal to the cap level; percentage and cap level 5% in years one through five, 6% in years six through 10 and 7% in years 11 through 15, floor of zero; payable quarterly due 5/27/2026

Royal Bank of Canada 14.500% due 8/29/2011

Royal Bank of Canada 11.250% due 11/30/2011

Royal Bank of Canada 15.300% due 8/30/2011

Royal Bank of Canada 13.500% due 8/29/2011

Royal Bank of Canada 15.000% due 8/30/2011

Royal Bank of Canada 13.150% due 8/30/2011

Royal Bank of Canada 16.850% due 8/30/2011

Royal Bank of Canada 11.700% due 8/30/2011

Royal Bank of Canada 11.600% due 8/29/2011

Royal Bank of Canada 10.000% due 5/31/2012

Royal Bank of Canada 8.960% due 11/28/2011

Royal Bank of Canada 12.730% due 11/28/2011

Royal Bank of Canada 23.000% due 8/24/2011

Royal Bank of Canada 12.510% due 8/23/2011

Royal Bank of Canada 10.250% due 11/23/2011

Royal Bank of Canada 12.220% due 8/23/2011

Royal Bank of Canada 0.000% due 5/22/2013

Royal Bank of Canada 0.000% due 5/22/2013

Royal Bank of Canada 10.000% due 8/22/2011

Royal Bank of Canada 3% through year five, 4% through year eight, 5% through year nine and 7% from then on; payable semiannually due 5/18/2021

Royal Bank of Canada 12.200% due 8/19/2011

Royal Bank of Canada 12.250% due 8/18/2011

Royal Bank of Canada 13.500% due 8/18/2011

Royal Bank of Canada 12.750% due 8/18/2011

Royal Bank of Canada 19.750% due 8/18/2011

Royal Bank of Canada 13.250% due 8/18/2011

Royal Bank of Canada 14.500% due 8/18/2011

Royal Bank of Canada 16.500% due 8/18/2011

Royal Bank of Canada 19.500% due 8/18/2011

Royal Bank of Canada 17.000% due 8/18/2011

Royal Bank of Canada 12.500% due 8/18/2011

Royal Bank of Canada 15.000% due 5/17/2012

Royal Bank of Canada 22.500% due 8/18/2011

Royal Bank of Canada 13.750% due 8/18/2011

Royal Bank of Canada 18.250% due 8/18/2011

Royal Bank of Canada 12.750% due 8/18/2011

Royal Bank of Canada 14.000% due 8/18/2011

Royal Bank of Canada 11.000% due 11/17/2011

Royal Bank of Canada 12.250% due 8/18/2011

Royal Bank of Canada 20.000% due 8/18/2011

Royal Bank of Canada 18.500% due 8/18/2011

Royal Bank of Canada 15.250% due 8/18/2011

Royal Bank of Canada 11.000% due 11/17/2011

Royal Bank of Canada 16.500% due 8/18/2011

Royal Bank of Canada 18.000% due 8/18/2011

Royal Bank of Canada 15.36% if Silver Wheaton stock closes at or above the trigger price on an observation date, otherwise none; payable quarterly due 5/17/2012

Royal Bank of Canada 15.650% due 8/17/2011

Royal Bank of Canada 12.000% due 8/17/2011

Royal Bank of Canada 0.000% due 5/21/2012

Royal Bank of Canada 15.900% due 11/17/2011

Royal Bank of Canada 15.200% due 11/17/2011

Royal Bank of Canada 26.300% due 11/16/2011

Royal Bank of Canada 13.350% due 8/15/2011

Royal Bank of Canada 19.000% due 8/15/2011

Royal Bank of Canada 13.900% due 5/15/2012

Royal Bank of Canada 9.100% due 8/12/2011

Royal Bank of Canada 16.600% due 8/11/2011

Royal Bank of Canada 0.000% due 5/10/2012

Royal Bank of Canada 11.89% if Apple stock closes at or above the trigger price on an observation date, otherwise none; payable quarterly due 5/10/2012

Royal Bank of Canada 10.9% if Bank of America stock closes at or above the trigger price on an observation date, otherwise none; payable quarterly due 5/10/2012

Royal Bank of Canada 12.91% if Southwestern Energy stock closes at or above the trigger price on an observation date, otherwise none; payable quarterly due 5/10/2012

Royal Bank of Canada 12.050% due 8/10/2011

Royal Bank of Canada 16.750% due 8/10/2011

Royal Bank of Canada 21.850% due 8/10/2011

Royal Bank of Canada 14.000% due 11/10/2011

Royal Bank of Canada 0.000% due 6/8/2012

Royal Bank of Canada 0.000% due 12/11/2012

Royal Bank of Canada 20.750% due 8/9/2011

Royal Bank of Canada 13.410% due 11/9/2011

Royal Bank of Canada 13.300% due 11/9/2011

Royal Bank of Canada Accrues at 5.98% per year on each day that Libor is 7% or less; payable quarterly due 5/5/2026

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 15.450% due 8/2/2011

Royal Bank of Canada 0.000% due 10/28/2011

Royal Bank of Canada 0.000% due 5/7/2012

Royal Bank of Canada 13.000% due 8/1/2011

Royal Bank of Canada 26.200% due 8/1/2011

Royal Bank of Canada 0.000% due 10/31/2012

Royal Bank of Canada 12.500% due 10/31/2011

Royal Bank of Canada 16.750% due 7/29/2011

Royal Bank of Canada 14.000% due 7/29/2011

Royal Bank of Canada 12.700% due 7/29/2011

Royal Bank of Canada 14.250% due 7/29/2011

Royal Bank of Canada 12.000% due 7/29/2011

Royal Bank of Canada 12.500% due 7/29/2011

Royal Bank of Canada 16.000% due 7/29/2011

Royal Bank of Canada 18.350% due 7/29/2011

Royal Bank of Canada 20.300% due 7/29/2011

Royal Bank of Canada 20.750% due 7/29/2011

Royal Bank of Canada 15.870% due 7/29/2011

Royal Bank of Canada 13.500% due 7/29/2011

Royal Bank of Canada 14.500% due 7/29/2011

Royal Bank of Canada 13.300% due 7/29/2011

Royal Bank of Canada 16.250% due 7/29/2011

Royal Bank of Canada 16.000% due 7/29/2011

Royal Bank of Canada 20.250% due 7/29/2011

Royal Bank of Canada 14.000% due 7/29/2011

Royal Bank of Canada 19.000% due 7/29/2011

Royal Bank of Canada 15.350% due 7/29/2011

Royal Bank of Canada 13.000% due 7/29/2011

Royal Bank of Canada 14.250% due 7/29/2011

Royal Bank of Canada 20.250% due 7/29/2011

Royal Bank of Canada 18.000% due 7/29/2011

Royal Bank of Canada 20.750% due 7/29/2011

Royal Bank of Canada 12.500% due 7/29/2011

Royal Bank of Canada 13.750% due 7/29/2011

Royal Bank of Canada 11.000% due 10/31/2011

Royal Bank of Canada 19.250% due 7/29/2011

Royal Bank of Canada 12.250% due 7/29/2011

Royal Bank of Canada 21.750% due 7/29/2011

Royal Bank of Canada 3% through year three, 4% through year six, 5% through year nine and 6% thereafter; payable semiannually due 4/28/2023

Royal Bank of Canada 9.350% due 10/28/2011

Royal Bank of Canada 10.850% due 7/28/2011

Royal Bank of Canada 9.35% due 7/28/2011

Royal Bank of Canada 31.800% due 7/26/2011

Royal Bank of Canada 16.750% due 7/28/2011

Royal Bank of Canada 16.450% due 7/28/2011

Royal Bank of Canada 19% if ARM Holdings shares close at or above trigger price on quarterly observation date due 4/26/2012

Royal Bank of Canada 16.85% if Green Mountain stock closes at or above the trigger price on a quarterly observation date due 4/26/2012

Royal Bank of Canada 16.75% if Rackspace stock closes at or above the trigger price on a quarterly observation date due 4/26/2012

Royal Bank of Canada 11.75% due 7/22/2011

Royal Bank of Canada 10.65% due 7/22/2011

Royal Bank of Canada 1% in first year, 2% in second year, 3% in third year, 5% in fourth year, 6.5% in fifth year; payable semiannually due 4/21/2016

Royal Bank of Canada 13.500% due 7/21/2011

Royal Bank of Canada 9.830% due 7/21/2011

Royal Bank of Canada 0.000% due 10/18/2012

Royal Bank of Canada 0.000% due 10/18/2012

Royal Bank of Canada 0.000% due 10/18/2012

Royal Bank of Canada 0.000% due 10/18/2012

Royal Bank of Canada 0.000% due 4/20/2016

Royal Bank of Canada 0.000% due 5/1/2012

Royal Bank of Canada 14.750% due 7/19/2011

Royal Bank of Canada 20.050% due 7/19/2011

Royal Bank of Canada 12.250% due 10/19/2011

Royal Bank of Canada 12.400% due 10/19/2011

Royal Bank of Canada 17.500% due 7/19/2011

Royal Bank of Canada 18.250% due 7/19/2011

Royal Bank of Canada 12.400% due 10/19/2011

Royal Bank of Canada 13.250% due 7/19/2011

Royal Bank of Canada 14.000% due 7/19/2011

Royal Bank of Canada 12.500% due 7/19/2011

Royal Bank of Canada 24.250% due 7/19/2011

Royal Bank of Canada 15.250% due 7/19/2011

Royal Bank of Canada 19.500% due 7/19/2011

Royal Bank of Canada 15.250% due 7/19/2011

Royal Bank of Canada 17.250% due 7/19/2011

Royal Bank of Canada 14.750% due 7/19/2011

Royal Bank of Canada 19.250% due 7/19/2011

Royal Bank of Canada 23.500% due 7/19/2011

Royal Bank of Canada 13.250% due 7/19/2011

Royal Bank of Canada 16.750% due 7/19/2011

Royal Bank of Canada 16.250% due 7/19/2011

Royal Bank of Canada 12.500% due 7/19/2011

Royal Bank of Canada 14.000% due 7/19/2011

Royal Bank of Canada 13.750% due 7/19/2011

Royal Bank of Canada 15.750% due 7/19/2011

Royal Bank of Canada 24.500% due 7/19/2011

Royal Bank of Canada 16.96% if Peabody Energy stock closes at or above the trigger price on observation date; payable monthly due 4/18/2012

Royal Bank of Canada 12.850% due 7/18/2011

Royal Bank of Canada 18.100% due 7/18/2011

Royal Bank of Canada 18.250% due 10/18/2011

Royal Bank of Canada 0.000% due 4/19/2012

Royal Bank of Canada 9.800% due 10/17/2011

Royal Bank of Canada 0.000% due 4/12/2013

Royal Bank of Canada 13.32% if Starbucks stock closes at or above the trigger price on observation date; payable quarterly due 4/12/2012

Royal Bank of Canada 17.25% if Teck Resources stock closes at or above the trigger price on observation date; payable quarterly due 4/12/2012

Royal Bank of Canada 8.600% due 10/13/2011

Royal Bank of Canada 17.500% due 7/12/2011

Royal Bank of Canada 0.000% due 5/8/2012

Royal Bank of Canada 9.650% due 10/7/2011

Royal Bank of Canada 8.800% due 10/7/2011

Royal Bank of Canada 13.150% due 10/5/2011

Royal Bank of Canada 15.450% due 7/6/2011

Royal Bank of Canada 0.000% due 4/5/2012

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 3% the first year; after that, rate is equal to year-over-year change in Consumer Price Index plus 100 bps, with floor of 0% and cap of 7%; payable monthly due 3/31/2021

Royal Bank of Canada 2% for first year, 2.1% for second year, 2.25% for third year, 2.5% for fourth year, 3.25% for fifth year, payable semiannually due 3/31/2016

Royal Bank of Canada 17.300% due 6/30/2011

Royal Bank of Canada 14.750% due 6/30/2011

Royal Bank of Canada 12.250% due 6/30/2011

Royal Bank of Canada 15.000% due 6/30/2011

Royal Bank of Canada 12.250% due 9/30/2011

Royal Bank of Canada 17.750% due 6/30/2011

Royal Bank of Canada 13.750% due 6/30/2011

Royal Bank of Canada 11.000% due 9/30/2011

Royal Bank of Canada 9.250% due 9/30/2011

Royal Bank of Canada 13.750% due 9/30/2011

Royal Bank of Canada 14.250% due 6/30/2011

Royal Bank of Canada 18.250% due 6/30/2011

Royal Bank of Canada 12.000% due 6/30/2011

Royal Bank of Canada 18.500% due 6/30/2011

Royal Bank of Canada 16.500% due 6/30/2011

Royal Bank of Canada 16.250% due 6/30/2011

Royal Bank of Canada 11.250% due 9/30/2011

Royal Bank of Canada 17.000% due 6/30/2011

Royal Bank of Canada 19.250% due 6/30/2011

Royal Bank of Canada 11.500% due 6/30/2011

Royal Bank of Canada 11.500% due 6/30/2011

Royal Bank of Canada 17.750% due 6/30/2011

Royal Bank of Canada 15.250% due 6/30/2011

Royal Bank of Canada 15.250% due 6/30/2011

Royal Bank of Canada 13.250% due 6/30/2011

Royal Bank of Canada 16.000% due 6/30/2011

Royal Bank of Canada 13.750% due 6/30/2011

Royal Bank of Canada 11.250% due 6/30/2011

Royal Bank of Canada 10.750% due 6/30/2011

Royal Bank of Canada 17.250% due 6/30/2011

Royal Bank of Canada 17.500% due 6/30/2011

Royal Bank of Canada 0.000% due 5/25/2012

Royal Bank of Canada 0.000% due 4/3/2012

Royal Bank of Canada 0.000% due 4/3/2012

Royal Bank of Canada 9.110% due 6/30/2011

Royal Bank of Canada 13.140% due 6/30/2011

Royal Bank of Canada 14.600% due 9/28/2011

Royal Bank of Canada 16.360% due 6/28/2011

Royal Bank of Canada 16.300% due 6/28/2011

Royal Bank of Canada 13.550% due 6/30/2011

Royal Bank of Canada 9.290% due 3/30/2012

Royal Bank of Canada 8.790% due 3/30/2012

Royal Bank of Canada 20.250% due 6/27/2011

Royal Bank of Canada 10.550% due 6/24/2011

Royal Bank of Canada 10.500% due 9/22/2011

Royal Bank of Canada 0.000% due 3/21/2013

Royal Bank of Canada 19.150% due 6/22/2011

Royal Bank of Canada 10.000% due 6/21/2011

Royal Bank of Canada 10.900% due 9/21/2011

Royal Bank of Canada 0.000% due 9/20/2012

Royal Bank of Canada 0.000% due 3/20/2014

Royal Bank of Canada 0.000% due 4/19/2012

Royal Bank of Canada 12.000% due 9/20/2011

Royal Bank of Canada 15.100% due 6/20/2011

Royal Bank of Canada 10.000% due 9/20/2011

Royal Bank of Canada 11.500% due 9/20/2011

Royal Bank of Canada 10.000% due 9/20/2011

Royal Bank of Canada 24.050% due 6/20/2011

Royal Bank of Canada 19.500% due 6/20/2011

Royal Bank of Canada 27.300% due 6/20/2011

Royal Bank of Canada 10.000% due 6/20/2011

Royal Bank of Canada 11.000% due 6/20/2011

Royal Bank of Canada 21.450% due 6/20/2011

Royal Bank of Canada 15.280% due 6/20/2011

Royal Bank of Canada 25.030% due 6/20/2011

Royal Bank of Canada 27.950% due 6/20/2011

Royal Bank of Canada 13.250% due 6/20/2011

Royal Bank of Canada 10.750% due 6/20/2011

Royal Bank of Canada 22.100% due 6/20/2011

Royal Bank of Canada 22.000% due 6/20/2011

Royal Bank of Canada 27.300% due 6/20/2011

Royal Bank of Canada 14.950% due 6/20/2011

Royal Bank of Canada 20.800% due 6/20/2011

Royal Bank of Canada 12.510% due 6/17/2011

Royal Bank of Canada 19.000% due 9/19/2011

Royal Bank of Canada 0.000% due 3/21/2012

Royal Bank of Canada 2.5% for two years and 3.6% thereafter; payable semiannually due 3/16/2018

Royal Bank of Canada 15.250% due 6/15/2011

Royal Bank of Canada 25.000% due 6/15/2011

Royal Bank of Canada 15.220% due 6/15/2011

Royal Bank of Canada 15.500% due 9/14/2011

Royal Bank of Canada 10.560% due 9/12/2011

Royal Bank of Canada 0.000% due 6/11/2012

Royal Bank of Canada 0.000% due 6/11/2012

Royal Bank of Canada Libor plus 50 bps, floor of 0.75%, capped at 5.35%; payable quarterly due 3/9/2016

Royal Bank of Canada 0.000% due 4/10/2012

Royal Bank of Canada 16.630% due 6/8/2011

Royal Bank of Canada 10.510% due 9/9/2011

Royal Bank of Canada 22.280% due 6/8/2011

Royal Bank of Canada 14.350% due 6/8/2011

Royal Bank of Canada 11.150% due 6/8/2011

Royal Bank of Canada 15.500% due 6/7/2011

Royal Bank of Canada 11.000% due 9/8/2011

Royal Bank of Canada 16.600% due 6/3/2011

Royal Bank of Canada 24.100% due 5/31/2011

Royal Bank of Canada 19.160% due 5/26/2011

Royal Bank of Canada 31.790% due 5/31/2011

Royal Bank of Canada 0.000% due 4/27/2012

Royal Bank of Canada 0.000% due 4/27/2012

Royal Bank of Canada 14.560% due 5/26/2011

Royal Bank of Canada 13.000% due 5/31/2011

Royal Bank of Canada 10.500% due 8/31/2011

Royal Bank of Canada 13.750% due 8/31/2011

Royal Bank of Canada 13.500% due 5/31/2011

Royal Bank of Canada 13.250% due 5/31/2011

Royal Bank of Canada 11.250% due 5/31/2011

Royal Bank of Canada 11.750% due 5/31/2011

Royal Bank of Canada 12.500% due 8/31/2011

Royal Bank of Canada 12.000% due 8/31/2011

Royal Bank of Canada 11.500% due 5/31/2011

Royal Bank of Canada 11.250% due 5/31/2011

Royal Bank of Canada 11.750% due 8/31/2011

Royal Bank of Canada 26.000% due 5/31/2011

Royal Bank of Canada 11.000% due 5/31/2011

Royal Bank of Canada 12.000% due 8/31/2011

Royal Bank of Canada 15.000% due 5/31/2011

Royal Bank of Canada 10.750% due 8/31/2011

Royal Bank of Canada 12.500% due 5/31/2011

Royal Bank of Canada 13.250% due 5/31/2011

Royal Bank of Canada 16.500% due 5/31/2011

Royal Bank of Canada 14.750% due 5/31/2011

Royal Bank of Canada 10.500% due 5/31/2011

Royal Bank of Canada 14.250% due 5/31/2011

Royal Bank of Canada 14.750% due 5/27/2011

Royal Bank of Canada 19.600% due 5/27/2011

Royal Bank of Canada 11.780% due 5/27/2011

Royal Bank of Canada 19.830% due 5/23/2011

Royal Bank of Canada 11.130% due 5/23/2011

Royal Bank of Canada 20.650% due 5/20/2011

Royal Bank of Canada 8.500% due 5/19/2011

Royal Bank of Canada 13.250% due 5/19/2011

Royal Bank of Canada 11.700% due 5/19/2011

Royal Bank of Canada 12.500% due 8/22/2011

Royal Bank of Canada 15.040% due 8/18/2011

Royal Bank of Canada 0.000% due 2/14/2013

Royal Bank of Canada 0.000% due 2/14/2014

Royal Bank of Canada 17.300% due 5/16/2011

Royal Bank of Canada 12.350% due 8/16/2011

Royal Bank of Canada 20.700% due 5/16/2011

Royal Bank of Canada 16.550% due 5/16/2011

Royal Bank of Canada 15.200% due 5/16/2011

Royal Bank of Canada 10.300% due 8/16/2011

Royal Bank of Canada 9.400% due 8/16/2011

Royal Bank of Canada 12.700% due 5/13/2011

Royal Bank of Canada 24.000% due 5/13/2011

Royal Bank of Canada 8.650% due 8/11/2011

Royal Bank of Canada 1.75% for the first year, 2% in year two, 2.25% in year three, 3% in year four and 4% in year five; payable semiannually due 2/8/2016

Royal Bank of Canada 8.000% due 5/9/2011

Royal Bank of Canada 12.500% due 5/9/2011

Royal Bank of Canada 10.000% due 8/9/2011

Royal Bank of Canada 0.000% due 3/8/2012

Royal Bank of Canada 12.000% due 5/6/2011

Royal Bank of Canada 12.900% due 5/5/2011

Royal Bank of Canada 0.000% due 2/6/2013

Royal Bank of Canada 0.000% due 8/3/2012

Royal Bank of Canada Interest accrues at 5.25% per year on each day that Libor is 6.5% or less and at 0.05% per year on each day that Libor is more than 6.5%; payable quarterly due 2/2/2021

Royal Bank of Canada 13.450% due 4/29/2011

Royal Bank of Canada 0.000% due 3/30/2012

Royal Bank of Canada 0.000% due 3/30/2012

Royal Bank of Canada 0.000% due 1/31/2013

Royal Bank of Canada 0.000% due 7/31/2012

Royal Bank of Canada 0.000% due 1/31/2013

Royal Bank of Canada 0.000% due 2/29/2012

Royal Bank of Canada 3% for five years, 5.25% thereafter; payable semiannually due 1/31/2022

Royal Bank of Canada 11.000% due 4/29/2011

Royal Bank of Canada 10.770% due 7/29/2011

Royal Bank of Canada 11.000% due 7/29/2011

Royal Bank of Canada 17.750% due 4/29/2011

Royal Bank of Canada 12.750% due 4/29/2011

Royal Bank of Canada 10.500% due 7/29/2011

Royal Bank of Canada 11.000% due 7/29/2011

Royal Bank of Canada 11.000% due 7/29/2011

Royal Bank of Canada 12.250% due 7/29/2011

Royal Bank of Canada 14.750% due 4/29/2011

Royal Bank of Canada 15.000% due 4/29/2011

Royal Bank of Canada 10.250% due 7/29/2011

Royal Bank of Canada 15.250% due 4/29/2011

Royal Bank of Canada 11.000% due 7/29/2011

Royal Bank of Canada 20.500% due 4/29/2011

Royal Bank of Canada 22.450% due 4/29/2011

Royal Bank of Canada 12.500% due 4/29/2011

Royal Bank of Canada 10.000% due 7/29/2011

Royal Bank of Canada 13.750% due 4/29/2011

Royal Bank of Canada 11.250% due 4/29/2011

Royal Bank of Canada 14.000% due 4/29/2011

Royal Bank of Canada 16.250% due 4/29/2011

Royal Bank of Canada 28.500% due 4/28/2011

Royal Bank of Canada 12.250% due 4/29/2011

Royal Bank of Canada 9% for one year; thereafter, four times spread of 30-year CMS rate over five-year CMS rate, capped at 9%, floor of 0%; payable quarterly due 1/27/2031

Royal Bank of Canada 11.250% due 4/29/2011

Royal Bank of Canada 23.050% due 7/26/2011

Royal Bank of Canada 10.500% due 4/26/2011

Royal Bank of Canada 24.710% due 4/25/2011

Royal Bank of Canada 22.770% due 4/25/2011

Royal Bank of Canada 12.200% due 4/25/2011

Royal Bank of Canada 12.160% due 7/21/2011

Royal Bank of Canada 8.750% due 7/21/2011

Royal Bank of Canada 24.620% due 4/21/2011

Royal Bank of Canada 19.000% due 4/21/2011

Royal Bank of Canada 16.750% due 4/19/2011

Royal Bank of Canada 10.310% due 7/19/2011

Royal Bank of Canada 8.220% due 4/20/2011

Royal Bank of Canada 20.060% due 4/18/2011

Royal Bank of Canada 13.260% due 4/20/2011

Royal Bank of Canada 20.780% due 4/18/2011

Royal Bank of Canada 14.350% due 4/18/2011

Royal Bank of Canada 0.000% due 7/17/2012

Royal Bank of Canada 26.370% due 4/15/2011

Royal Bank of Canada 3.5% for five years, 4.5% through year 10 and 6.1% thereafter; payable semiannually due 1/14/2026

Royal Bank of Canada 14.750% due 4/14/2011

Royal Bank of Canada 13.160% due 4/12/2011

Royal Bank of Canada 0.000% due 3/23/2012

Royal Bank of Canada 0.000% due 2/8/2012

Royal Bank of Canada 0.000% due 2/9/2012

Royal Bank of Canada 0.000% due 1/6/2012

Royal Bank of Canada 0.000% due 12/31/2012

Royal Bank of Canada 14.250% due 3/31/2011

Royal Bank of Canada 16.000% due 3/31/2011

Royal Bank of Canada 14.500% due 3/31/2011

Royal Bank of Canada 15.750% due 3/31/2011

Royal Bank of Canada 16.250% due 3/31/2011

Royal Bank of Canada 12.250% due 6/30/2011

Royal Bank of Canada 10.500% due 3/31/2011

Royal Bank of Canada 13.500% due 3/31/2011

Royal Bank of Canada 15.000% due 3/31/2011

Royal Bank of Canada 11.500% due 3/31/2011

Royal Bank of Canada 12.250% due 3/31/2011

Royal Bank of Canada 11.000% due 3/31/2011

Royal Bank of Canada 14.750% due 3/31/2011

Royal Bank of Canada 11.250% due 6/30/2011

Royal Bank of Canada 13.750% due 3/31/2011

Royal Bank of Canada 13.500% due 3/31/2011

Royal Bank of Canada 18.250% due 3/31/2011

Royal Bank of Canada 11.250% due 3/31/2011

Royal Bank of Canada 20.500% due 3/31/2011

Royal Bank of Canada 12.000% due 3/31/2011

Royal Bank of Canada 17.500% due 3/31/2011

Royal Bank of Canada 15.750% due 3/31/2011

Royal Bank of Canada 13.000% due 3/31/2011

Royal Bank of Canada 18.500% due 3/31/2011

Royal Bank of Canada 11.750% due 6/30/2011

Royal Bank of Canada 14.250% due 3/31/2011

Royal Bank of Canada 14.750% due 3/31/2011

Royal Bank of Canada 13.750% due 6/30/2011

Royal Bank of Canada 13.000% due 3/31/2011

Royal Bank of Canada 11.750% due 3/31/2011

Royal Bank of Canada 13.000% due 3/31/2011

Royal Bank of Canada 18.750% due 3/31/2011

Royal Bank of Canada 13.500% due 3/31/2011

Royal Bank of Canada 13.000% due 3/31/2011

Royal Bank of Canada 19.250% due 3/31/2011

Royal Bank of Canada 10.250% due 6/30/2011

Royal Bank of Canada 14.250% due 3/31/2011

Royal Bank of Canada 10.750% due 6/30/2011

Royal Bank of Canada 23.250% due 3/28/2011

Royal Bank of Canada 11.560% due 6/27/2011

Royal Bank of Canada 11.210% due 6/27/2011

Royal Bank of Canada 22.350% due 3/24/2011

Royal Bank of Canada 3% for the first five years, then 4.1%; payable semiannually due 12/23/2020

Royal Bank of Canada 15.100% due 3/24/2011

Royal Bank of Canada 10.850% due 3/24/2011

Royal Bank of Canada 20.150% due 6/22/2011

Royal Bank of Canada 0.000% due 6/20/2012

Royal Bank of Canada 0.000% due 6/20/2012

Royal Bank of Canada 0.000% due 6/22/2012

Royal Bank of Canada 15.230% due 6/20/2011

Royal Bank of Canada 10.000% due 6/20/2011

Royal Bank of Canada 16.930% due 6/20/2011

Royal Bank of Canada 25.080% due 3/17/2011

Royal Bank of Canada 3% for six years, 4.5% in years seven through 11 and 7% thereafter; payable semiannually due 12/15/2026

Royal Bank of Canada 21.350% due 3/15/2011

Royal Bank of Canada 21.000% due 3/15/2011

Royal Bank of Canada 27.070% due 3/15/2011

Royal Bank of Canada 20.180% due 3/14/2011

Royal Bank of Canada 12.650% due 3/11/2011

Royal Bank of Canada 12.270% due 3/11/2011

Royal Bank of Canada 0.000% due 1/10/2012

Royal Bank of Canada 18.250% due 3/8/2011

Royal Bank of Canada 10.000% due 3/3/2011

Royal Bank of Canada 29.300% due 3/3/2011

Royal Bank of Canada 24.000% due 3/3/2011

Royal Bank of Canada 17.500% due 3/3/2011

Royal Bank of Canada 0.000% due 12/1/2011

Royal Bank of Canada 2% for the first two years, 2.25% for year three, 2.5% for year four, 3% for year five, 3.5% for year six and 4.3% for year seven; payable semiannually due 11/30/2017

Royal Bank of Canada 1.5% for the first year, 1.8% for year two, 2.1% for year three, 2.4% for year four and 2.75% for year five; payable semiannually due 11/30/2015

Royal Bank of Canada 16.000% due 3/1/2011

Royal Bank of Canada 0.000% due 5/30/2012

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 0.000% due 11/30/2015

Royal Bank of Canada 12.500% due 2/28/2011

Royal Bank of Canada 17.250% due 2/28/2011

Royal Bank of Canada 13.250% due 5/31/2011

Royal Bank of Canada 13.000% due 2/28/2011

Royal Bank of Canada 19.250% due 2/28/2011

Royal Bank of Canada 14.750% due 2/28/2011

Royal Bank of Canada 11.250% due 5/31/2011

Royal Bank of Canada 10.000% due 5/26/2011

Royal Bank of Canada 11.250% due 2/28/2011

Royal Bank of Canada 12.750% due 5/31/2011

Royal Bank of Canada 11.250% due 5/31/2011

Royal Bank of Canada 12.750% due 5/31/2011

Royal Bank of Canada 13.250% due 5/31/2011

Royal Bank of Canada 11.750% due 2/28/2011

Royal Bank of Canada 11.300% due 5/26/2011

Royal Bank of Canada 13.350% due 2/28/2011

Royal Bank of Canada 17.750% due 2/28/2011

Royal Bank of Canada 10.500% due 5/31/2011

Royal Bank of Canada 12.750% due 5/31/2011

Royal Bank of Canada 17.000% due 2/28/2011

Royal Bank of Canada 16.000% due 2/28/2011

Royal Bank of Canada 19.250% due 2/28/2011

Royal Bank of Canada 13.250% due 5/31/2011

Royal Bank of Canada 14.750% due 2/28/2011

Royal Bank of Canada 14.500% due 2/28/2011

Royal Bank of Canada 19.250% due 2/28/2011

Royal Bank of Canada 12.250% due 5/31/2011

Royal Bank of Canada 14.750% due 2/28/2011

Royal Bank of Canada 18.500% due 2/28/2011

Royal Bank of Canada 12.750% due 2/28/2011

Royal Bank of Canada 12.700% due 5/26/2011

Royal Bank of Canada 10.750% due 5/31/2011

Royal Bank of Canada 3% for the first five years, 4.25% for years six through 10 and 5.5% for years 11 through 15; payable semiannually due 11/26/2025

Royal Bank of Canada 17.900% due 2/28/2011

Royal Bank of Canada 25.400% due 2/25/2011

Royal Bank of Canada 0.000% due 12/27/2011

Royal Bank of Canada 11.500% due 5/25/2011

Royal Bank of Canada 10.000% due 5/20/2011

Royal Bank of Canada 9.500% due 5/24/2011

Royal Bank of Canada 23.030% due 2/23/2011

Royal Bank of Canada 23.000% due 2/18/2011

Royal Bank of Canada 0.000% due 11/18/2011

Royal Bank of Canada 0.000% due 11/18/2011

Royal Bank of Canada 24.250% due 2/17/2011

Royal Bank of Canada 19.610% due 2/17/2011

Royal Bank of Canada 29.510% due 2/15/2011

Royal Bank of Canada 19.750% due 2/15/2011

Royal Bank of Canada 0.000% due 5/14/2012

Royal Bank of Canada 17.420% due 5/12/2011

Royal Bank of Canada 13.125% due 5/9/2011

Royal Bank of Canada 14.500% due 5/9/2011

Royal Bank of Canada 16.750% due 5/9/2011

Royal Bank of Canada 21.850% due 5/9/2011

Royal Bank of Canada 0.000% due 12/8/2011

Royal Bank of Canada 0.000% due 11/7/2012

Royal Bank of Canada 0.000% due 12/7/2011

Royal Bank of Canada 12.760% due 5/5/2011

Royal Bank of Canada 17.220% due 5/3/2011

Royal Bank of Canada 25.050% due 5/3/2011

Royal Bank of Canada 15.250% due 5/3/2011

Royal Bank of Canada 9.000% due 5/3/2011

Royal Bank of Canada 12.500% due 5/3/2011

Royal Bank of Canada 0.000% due 11/1/2011

Royal Bank of Canada 0.000% due 10/30/2015

Royal Bank of Canada 16.500% due 2/1/2011

Royal Bank of Canada 17.000% due 2/1/2011

Royal Bank of Canada 0.000% due 10/30/2015

Royal Bank of Canada 2% for the first four years, 3.3% from Oct. 28, 2014 to Oct. 27, 2018; and 5% from Oct. 28, 2018 until maturity; payable semiannually due 10/28/2022

Royal Bank of Canada 0.000% due 11/30/2011

Royal Bank of Canada 19.500% due 1/31/2011

Royal Bank of Canada 13.750% due 4/29/2011

Royal Bank of Canada 21.250% due 1/31/2011

Royal Bank of Canada 12.250% due 1/31/2011

Royal Bank of Canada 11.500% due 1/31/2011

Royal Bank of Canada 11.500% due 4/29/2011

Royal Bank of Canada 15.000% due 1/31/2011

Royal Bank of Canada 20.000% due 1/31/2011

Royal Bank of Canada 11.000% due 1/31/2011

Royal Bank of Canada 12.750% due 1/31/2011

Royal Bank of Canada 13.500% due 4/29/2011

Royal Bank of Canada 12.250% due 1/31/2011

Royal Bank of Canada 17.250% due 1/31/2011

Royal Bank of Canada 12.000% due 4/29/2011

Royal Bank of Canada 15.750% due 1/31/2011

Royal Bank of Canada 21.750% due 1/31/2011

Royal Bank of Canada 14.000% due 1/31/2011

Royal Bank of Canada 15.300% due 1/31/2011

Royal Bank of Canada 11.750% due 1/31/2011

Royal Bank of Canada 14.640% due 1/31/2011

Royal Bank of Canada 15.500% due 1/31/2011

Royal Bank of Canada 17.500% due 1/31/2011

Royal Bank of Canada 13.500% due 1/31/2011

Royal Bank of Canada 18.750% due 1/31/2011

Royal Bank of Canada 1% for first year; thereafter, Libor plus 25 bps, capped at 4.5% and a floor of 0.25%; payable quarterly due 10/28/2015

Royal Bank of Canada 12.500% due 1/31/2011

Royal Bank of Canada 0.000% due 10/28/2011

Royal Bank of Canada 18.500% due 1/27/2011

Royal Bank of Canada 10.100% due 10/24/2011

Royal Bank of Canada 27.700% due 10/24/2011

Royal Bank of Canada 0.000% due 2/10/2012

Royal Bank of Canada 0.000% due 4/23/2012

Royal Bank of Canada 10.500% due 4/20/2011

Royal Bank of Canada 16.000% due 1/21/2011

Royal Bank of Canada 10.000% due 4/20/2011

Royal Bank of Canada 18.500% due 1/21/2011

Royal Bank of Canada 11.000% due 1/21/2011

Royal Bank of Canada 12.000% due 4/20/2011

Royal Bank of Canada 12.750% due 1/21/2011

Royal Bank of Canada 12.750% due 1/21/2011

Royal Bank of Canada 13.750% due 4/20/2011

Royal Bank of Canada 11.500% due 4/20/2011

Royal Bank of Canada 11.250% due 1/21/2011

Royal Bank of Canada 13.500% due 1/21/2011

Royal Bank of Canada 18.250% due 1/21/2011

Royal Bank of Canada 11.000% due 1/21/2011

Royal Bank of Canada 12.750% due 1/21/2011

Royal Bank of Canada 13.500% due 1/21/2011

Royal Bank of Canada 13.750% due 1/21/2011

Royal Bank of Canada 14.500% due 1/21/2011

Royal Bank of Canada 12.500% due 1/21/2011

Royal Bank of Canada 18.750% due 1/21/2011

Royal Bank of Canada 10.500% due 1/21/2011

Royal Bank of Canada 12.250% due 4/20/2011

Royal Bank of Canada 11.500% due 4/20/2011

Royal Bank of Canada 17.000% due 1/21/2011

Royal Bank of Canada 16.000% due 1/21/2011

Royal Bank of Canada 10.000% due 4/20/2011

Royal Bank of Canada 13.000% due 1/21/2011

Royal Bank of Canada 25.38% due 4/19/2011

Royal Bank of Canada 16.26% due 4/19/2011

Royal Bank of Canada 2.5% for five years; 4.5% for years six to twelve due 10/14/2022

Royal Bank of Canada 16.610% due 1/18/2011

Royal Bank of Canada 0.000% due 10/16/2012

Royal Bank of Canada 12.050% due 4/14/2011

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 21.050% due 1/13/2011

Royal Bank of Canada 0.000% due 4/12/2012

Royal Bank of Canada 0.000% due 10/10/2012

Royal Bank of Canada 0.000% due 6/14/2012

Royal Bank of Canada 11.190% due 4/12/2011

Royal Bank of Canada 0.000% due 11/8/2011

Royal Bank of Canada 16.850% due 4/4/2011

Royal Bank of Canada 15.250% due 4/4/2011

Royal Bank of Canada 12.000% due 12/30/2010

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 1.75% for first year, 1.9% for second year, 2.1% for third year, 2.5% for fourth year, 3.1% for fifth year due 9/30/2015

Royal Bank of Canada 13.000% due 3/31/2011

Royal Bank of Canada 11.750% due 3/31/2011

Royal Bank of Canada 20.000% due 12/31/2010

Royal Bank of Canada 14.000% due 12/31/2010

Royal Bank of Canada 20.000% due 12/31/2010

Royal Bank of Canada 17.750% due 12/31/2010

Royal Bank of Canada 39.000% due 12/31/2010

Royal Bank of Canada 13.000% due 3/31/2011

Royal Bank of Canada 11.250% due 3/31/2011

Royal Bank of Canada 14.000% due 3/31/2011

Royal Bank of Canada 21.250% due 12/31/2010

Royal Bank of Canada 17.750% due 12/31/2010

Royal Bank of Canada 18.000% due 12/31/2010

Royal Bank of Canada 12.250% due 3/31/2011

Royal Bank of Canada 14.250% due 12/31/2010

Royal Bank of Canada 21.250% due 12/31/2010

Royal Bank of Canada 17.250% due 12/31/2010

Royal Bank of Canada 13.750% due 3/31/2011

Royal Bank of Canada 18.750% due 12/31/2010

Royal Bank of Canada 18.000% due 12/31/2010

Royal Bank of Canada 19.500% due 12/31/2010

Royal Bank of Canada 17.000% due 12/31/2010

Royal Bank of Canada 29.750% due 12/31/2010

Royal Bank of Canada 17.000% due 12/31/2010

Royal Bank of Canada 21.500% due 12/31/2010

Royal Bank of Canada 18.000% due 12/31/2010

Royal Bank of Canada 15.250% due 12/31/2010

Royal Bank of Canada 21.500% due 12/31/2010

Royal Bank of Canada 15.000% due 12/31/2010

Royal Bank of Canada 24.750% due 12/31/2010

Royal Bank of Canada 21.250% due 12/31/2010

Royal Bank of Canada 11.650% due 12/31/2010

Royal Bank of Canada 16.750% due 12/31/2010

Royal Bank of Canada 20.500% due 3/29/2011

Royal Bank of Canada 0.000% due 11/28/2011

Royal Bank of Canada 0.000% due 11/25/2011

Royal Bank of Canada 4% in year one, 4% minus Libor in years two and three, 4.5% minus Libor in year four, 5.5% minus Libor in year five, 6% minus Libor in year six, 7% minus Libor in years seven and eight 8% minus Libor in years nine and 10; payable quarterly due 9/28/2020

Royal Bank of Canada 15.500% due 12/28/2010

Royal Bank of Canada 21.500% due 3/24/2011

Royal Bank of Canada 2% for first two years, 2.5% for years three to five, 3.25% for years six to eight, 4.5% for year nine, 6.25% for year 10 due 9/22/2020

Royal Bank of Canada 0.000% due 9/22/2011

Royal Bank of Canada 0.000% due 10/21/2011

Royal Bank of Canada 0.000% due 9/18/2015

Royal Bank of Canada 15.750% due 12/20/2010

Royal Bank of Canada 16.750% due 12/20/2010

Royal Bank of Canada 32.000% due 12/20/2010

Royal Bank of Canada 15.250% due 12/20/2010

Royal Bank of Canada 17.750% due 12/20/2010

Royal Bank of Canada 13.250% due 12/20/2010

Royal Bank of Canada 12.750% due 12/20/2010

Royal Bank of Canada 14.000% due 12/20/2010

Royal Bank of Canada 14.750% due 12/20/2010

Royal Bank of Canada 19.000% due 12/20/2010

Royal Bank of Canada 13.500% due 12/20/2010

Royal Bank of Canada 12.750% due 12/20/2010

Royal Bank of Canada 16.500% due 12/20/2010

Royal Bank of Canada 17.000% due 12/20/2010

Royal Bank of Canada 14.250% due 12/20/2010

Royal Bank of Canada 15.500% due 12/20/2010

Royal Bank of Canada 16.250% due 12/20/2010

Royal Bank of Canada 13.500% due 12/20/2010

Royal Bank of Canada 22.250% due 12/20/2010

Royal Bank of Canada 23.000% due 12/20/2010

Royal Bank of Canada 16.000% due 12/20/2010

Royal Bank of Canada 19.500% due 12/20/2010

Royal Bank of Canada 15.000% due 12/20/2010

Royal Bank of Canada 19.250% due 12/20/2010

Royal Bank of Canada 18.250% due 12/20/2010

Royal Bank of Canada 19.750% due 12/20/2010

Royal Bank of Canada 13.000% due 12/20/2010

Royal Bank of Canada 15.000% due 12/20/2010

Royal Bank of Canada 24.050% due 12/17/2010

Royal Bank of Canada 24.250% due 12/16/2010

Royal Bank of Canada 20.450% due 12/16/2010

Royal Bank of Canada 15.000% due 3/15/2011

Royal Bank of Canada 0.000% due 3/14/2012

Royal Bank of Canada 15.000% due 3/14/2011

Royal Bank of Canada 15.500% due 3/14/2011

Royal Bank of Canada 0.000% due 3/13/2012

Royal Bank of Canada 16.000% due 9/12/2011

Royal Bank of Canada 0.000% due 10/11/2011

Royal Bank of Canada 0.000% due 9/10/2015

Royal Bank of Canada 0.000% due 9/11/2012

Royal Bank of Canada 17.050% due 12/7/2010

Royal Bank of Canada 12.000% due 12/7/2010

Royal Bank of Canada 15.500% due 12/6/2010

Royal Bank of Canada 12.650% due 12/6/2010

Royal Bank of Canada 14.500% due 12/6/2010

Royal Bank of Canada 20.000% due 12/3/2010

Royal Bank of Canada 0.000% due 3/5/2012

Royal Bank of Canada 22.200% due 11/30/2010

Royal Bank of Canada 25.000% due 11/30/2010

Royal Bank of Canada 2% for first two years, 2.5% for years three and four, 2.75% for year five, 3% for year six, 3.25% for year seven, 3.5% for year eight, 4.5% for year nine, 5.25% for year 10, 6.5% for year 11 due 8/31/2021

Royal Bank of Canada 17.150% due 12/2/2010

Royal Bank of Canada 0.000% due 8/29/2014

Royal Bank of Canada 14.500% due 11/30/2010

Royal Bank of Canada 12.250% due 2/28/2011

Royal Bank of Canada 14.500% due 11/30/2010

Royal Bank of Canada 35.500% due 11/30/2010

Royal Bank of Canada 13.750% due 11/30/2010

Royal Bank of Canada 18.500% due 11/30/2010

Royal Bank of Canada 19.000% due 11/30/2010

Royal Bank of Canada 16.500% due 11/30/2010

Royal Bank of Canada 15.250% due 11/30/2010

Royal Bank of Canada 13.250% due 2/28/2011

Royal Bank of Canada 15.250% due 11/30/2010

Royal Bank of Canada 19.750% due 11/30/2010

Royal Bank of Canada 19.000% due 11/30/2010

Royal Bank of Canada 9.250% due 2/28/2011

Royal Bank of Canada 14.500% due 11/30/2010

Royal Bank of Canada 14.500% due 11/30/2010

Royal Bank of Canada 17.000% due 11/30/2010

Royal Bank of Canada 14.750% due 11/30/2010

Royal Bank of Canada 10.250% due 2/28/2011

Royal Bank of Canada 18.500% due 11/30/2010

Royal Bank of Canada 16.000% due 11/30/2010

Royal Bank of Canada 15.000% due 11/30/2010

Royal Bank of Canada 24.000% due 11/30/2010

Royal Bank of Canada 15.500% due 11/30/2010

Royal Bank of Canada 19.500% due 11/30/2010

Royal Bank of Canada 15.500% due 11/30/2010

Royal Bank of Canada 14.750% due 11/30/2010

Royal Bank of Canada 15.500% due 11/30/2010

Royal Bank of Canada 17.000% due 11/30/2010

Royal Bank of Canada 18.500% due 11/30/2010

Royal Bank of Canada 16.250% due 11/30/2010

Royal Bank of Canada 16.500% due 11/30/2010

Royal Bank of Canada 8.200% due 3/2/2011

Royal Bank of Canada 12.450% due 12/1/2010

Royal Bank of Canada 16.000% due 12/1/2010

Royal Bank of Canada 13.800% due 12/1/2010

Royal Bank of Canada 12.300% due 12/1/2010

Royal Bank of Canada 16.800% due 3/2/2011

Royal Bank of Canada 1% for first year, 1.5% for second year, 2% for third year, 2.5% for fourth year, 3.65% for fifth year due 8/27/2015

Royal Bank of Canada 12.750% due 11/30/2010

Royal Bank of Canada 13.550% due 2/28/2011

Royal Bank of Canada 3.05% for years 1 through 5, 4.5% for years 6 through 10, 5.25% for years 11 through 15 due 8/25/2025

Royal Bank of Canada 1% for first year, then Libor, capped at 4% due 2/24/2014

Royal Bank of Canada 2% for first two years, 2.5% for years three and four, 3% for years five and six, 3.5% for years seven and eight, 4.75% for years 9 and 10, 6% for years 11 and 12, 7% for year 12.5 due 2/24/2023

Royal Bank of Canada 9.550% due 11/22/2010

Royal Bank of Canada 0.000% due 2/22/2012

Royal Bank of Canada 0.000% due 8/20/2015

Royal Bank of Canada 0.000% due 9/22/2011

Royal Bank of Canada 13.250% due 11/19/2010

Royal Bank of Canada 24.000% due 11/19/2010

Royal Bank of Canada 17.750% due 11/19/2010

Royal Bank of Canada 13.250% due 11/19/2010

Royal Bank of Canada 15.000% due 11/19/2010

Royal Bank of Canada 12.500% due 2/22/2011

Royal Bank of Canada 13.000% due 2/22/2011

Royal Bank of Canada 16.500% due 11/19/2010

Royal Bank of Canada 17.500% due 11/19/2010

Royal Bank of Canada 13.750% due 11/19/2010

Royal Bank of Canada 15.750% due 11/19/2010

Royal Bank of Canada 11.750% due 2/22/2011

Royal Bank of Canada 19.000% due 11/19/2010

Royal Bank of Canada 12.750% due 11/19/2010

Royal Bank of Canada 12.000% due 11/19/2010

Royal Bank of Canada 14.500% due 11/19/2010

Royal Bank of Canada 16.250% due 11/19/2010

Royal Bank of Canada 14.250% due 11/19/2010

Royal Bank of Canada 12.000% due 11/19/2010

Royal Bank of Canada 11.000% due 8/18/2011

Royal Bank of Canada 8.000% due 2/17/2011

Royal Bank of Canada 0.000% due 8/17/2011

Royal Bank of Canada 0.000% due 2/15/2012

Royal Bank of Canada 0.000% due 2/15/2012

Royal Bank of Canada 11.500% due 2/15/2011

Royal Bank of Canada 8% for first year; after that, four times the spread of 30-year CMS rate over two-year CMS rate less 25 bps, capped at 8% with floor of zero; payable semiannually due 8/12/2030

Royal Bank of Canada 0.000% due 9/9/2011

Royal Bank of Canada 11.450% due 2/9/2011

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 1.25% for first year, 1.5% for year 2, 1.75% for year 3, 2% for year 4, 3% for year 5, 4% for year 5.5 due 1/30/2016

Royal Bank of Canada 0.000% due 8/2/2011

Royal Bank of Canada 0.000% due 9/19/2012

Royal Bank of Canada 17.500% due 10/29/2010

Royal Bank of Canada 14.250% due 10/29/2010

Royal Bank of Canada 13.500% due 10/29/2010

Royal Bank of Canada 12.750% due 10/29/2010

Royal Bank of Canada 12.000% due 10/29/2010

Royal Bank of Canada 19.250% due 10/29/2010

Royal Bank of Canada 13.750% due 10/29/2010

Royal Bank of Canada 15.250% due 10/29/2010

Royal Bank of Canada 15.000% due 10/29/2010

Royal Bank of Canada 25.000% due 10/29/2010

Royal Bank of Canada 20.750% due 10/29/2010

Royal Bank of Canada 25.000% due 10/29/2010

Royal Bank of Canada 10.250% due 10/29/2010

Royal Bank of Canada 19.250% due 10/29/2010

Royal Bank of Canada 17.500% due 10/29/2010

Royal Bank of Canada 14.750% due 10/29/2010

Royal Bank of Canada 18.500% due 10/29/2010

Royal Bank of Canada 16.750% due 10/29/2010

Royal Bank of Canada 10.250% due 10/29/2010

Royal Bank of Canada 22.250% due 10/29/2010

Royal Bank of Canada 18.750% due 10/29/2010

Royal Bank of Canada 20.000% due 10/29/2010

Royal Bank of Canada 11.000% due 10/29/2010

Royal Bank of Canada 22.250% due 10/29/2010

Royal Bank of Canada 11.250% due 10/29/2010

Royal Bank of Canada 14.500% due 10/29/2010

Royal Bank of Canada 25.250% due 10/29/2010

Royal Bank of Canada 15.000% due 10/29/2010

Royal Bank of Canada 15.750% due 10/29/2010

Royal Bank of Canada 21.250% due 10/29/2010

Royal Bank of Canada 19.000% due 10/29/2010

Royal Bank of Canada 12.250% due 10/29/2010

Royal Bank of Canada 16.750% due 10/29/2010

Royal Bank of Canada 12.250% due 10/29/2010

Royal Bank of Canada 15.250% due 10/29/2010

Royal Bank of Canada 21.000% due 10/29/2010

Royal Bank of Canada 16.500% due 10/29/2010

Royal Bank of Canada 27.750% due 10/29/2010

Royal Bank of Canada 16.750% due 10/29/2010

Royal Bank of Canada 16.500% due 10/29/2010

Royal Bank of Canada 14.750% due 10/29/2010

Royal Bank of Canada 17.500% due 10/29/2010

Royal Bank of Canada 14.250% due 10/29/2010

Royal Bank of Canada 5.5% per year on each day that the reference rate is 6% or less; payable quarterly; 15-year CMS rate for years one through five, 10-year CMS rate in year six, nine-year CMS rate in year seven, eight-year CMS rate in year eight, seven-year CMS rate in year nine, six-year CMS rate in year 10, five-year CMS rate in year 11, four-year CMS rate in year 12, three-year CMS rate in year 13, two-year CMS rate in year 14 and one-year CMS rate in year 15 due 7/28/2025

Royal Bank of Canada 13.600% due 10/29/2010

Royal Bank of Canada 17.150% due 10/29/2010

Royal Bank of Canada 0.000% due 7/28/2015

Royal Bank of Canada 0.000% due 7/24/2015

Royal Bank of Canada 1% for year 1, 1.25% for next 6 months, 1.5% for next 6 months, 1.75% for next 6 months, 2% for next 6 months, 2.25% for final 6 months due 1/22/2014

Royal Bank of Canada 0.000% due 7/21/2011

Royal Bank of Canada 12.000% due 10/19/2010

Royal Bank of Canada 0.000% due 7/16/2015

Royal Bank of Canada 9.450% due 1/18/2011

Royal Bank of Canada 0.000% due 8/8/2011

Royal Bank of Canada 0.000% due 10/6/2011

Royal Bank of Canada 22.000% due 1/3/2011

Royal Bank of Canada 25.200% due 9/30/2010

Royal Bank of Canada 0.000% due 8/2/2011

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 0.000% due 6/30/2011

Royal Bank of Canada 15.750% due 9/30/2010

Royal Bank of Canada 14.750% due 9/30/2010

Royal Bank of Canada 15.750% due 9/30/2010

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 10.500% due 9/30/2010

Royal Bank of Canada 15.750% due 9/30/2010

Royal Bank of Canada 11.250% due 9/30/2010

Royal Bank of Canada 24.750% due 9/30/2010

Royal Bank of Canada 14.250% due 9/30/2010

Royal Bank of Canada 16.250% due 9/30/2010

Royal Bank of Canada 18.750% due 9/30/2010

Royal Bank of Canada 15.000% due 9/30/2010

Royal Bank of Canada 18.250% due 9/30/2010

Royal Bank of Canada 15.250% due 9/30/2010

Royal Bank of Canada 14.500% due 9/30/2010

Royal Bank of Canada 25.600% due 9/30/2010

Royal Bank of Canada 29.250% due 9/30/2010

Royal Bank of Canada 15.750% due 9/30/2010

Royal Bank of Canada 17.500% due 9/30/2010

Royal Bank of Canada 19.250% due 9/30/2010

Royal Bank of Canada 14.000% due 9/30/2010

Royal Bank of Canada 18.250% due 9/30/2010

Royal Bank of Canada 17.500% due 9/30/2010

Royal Bank of Canada 20.500% due 9/30/2010

Royal Bank of Canada 28.250% due 9/30/2010

Royal Bank of Canada 20.250% due 9/30/2010

Royal Bank of Canada 24.250% due 9/30/2010

Royal Bank of Canada 13.600% due 9/30/2010

Royal Bank of Canada 23.750% due 9/30/2010

Royal Bank of Canada 25.250% due 9/30/2010

Royal Bank of Canada 19.500% due 9/30/2010

Royal Bank of Canada 12.750% due 9/30/2010

Royal Bank of Canada 0.000% due 8/26/2011

Royal Bank of Canada 0.000% due 12/30/2011

Royal Bank of Canada 3% for years 1 through 3, 4% for years 4 through 6, 5% for years 7 through 9; 6% for years 10 through 12, 7% for years 13 through 15 due 6/30/2025

Royal Bank of Canada 19.900% due 9/30/2010

Royal Bank of Canada 14.100% due 9/29/2010

Royal Bank of Canada 15.800% due 9/30/2010

Royal Bank of Canada 14.500% due 9/27/2010

Royal Bank of Canada 19.250% due 9/23/2010

Royal Bank of Canada 0.000% due 6/20/2012

Royal Bank of Canada 15.750% due 9/20/2010

Royal Bank of Canada 14.000% due 9/20/2010

Royal Bank of Canada 17.000% due 9/20/2010

Royal Bank of Canada 10.000% due 9/20/2010

Royal Bank of Canada 17.250% due 9/20/2010

Royal Bank of Canada 37.000% due 9/20/2010

Royal Bank of Canada 15.000% due 9/20/2010

Royal Bank of Canada 23.500% due 9/20/2010

Royal Bank of Canada 19.750% due 9/20/2010

Royal Bank of Canada 21.000% due 9/20/2010

Royal Bank of Canada 19.250% due 9/20/2010

Royal Bank of Canada 16.500% due 9/20/2010

Royal Bank of Canada 16.000% due 9/20/2010

Royal Bank of Canada 28.250% due 9/20/2010

Royal Bank of Canada 12.750% due 9/20/2010

Royal Bank of Canada 21.000% due 9/20/2010

Royal Bank of Canada 13.750% due 9/20/2010

Royal Bank of Canada 19.750% due 9/20/2010

Royal Bank of Canada 19.000% due 9/20/2010

Royal Bank of Canada 19.500% due 9/20/2010

Royal Bank of Canada 13.750% due 9/20/2010

Royal Bank of Canada 19.000% due 9/20/2010

Royal Bank of Canada 25.000% due 9/20/2010

Royal Bank of Canada 22.000% due 9/20/2010

Royal Bank of Canada 16.000% due 9/20/2010

Royal Bank of Canada 13.250% due 9/20/2010

Royal Bank of Canada 14.500% due 9/20/2010

Royal Bank of Canada 29.000% due 9/20/2010

Royal Bank of Canada 22.500% due 9/20/2010

Royal Bank of Canada 13.500% due 9/20/2010

Royal Bank of Canada 0.000% due 6/20/2011

Royal Bank of Canada 2% for years 1 and 2, 2.5% for year 3, 3% for year 4, 3.6% for year 5, 4.75% for year 6, 6.25% for year 6.5 due 12/14/2016

Royal Bank of Canada 0.000% due 6/14/2011

Royal Bank of Canada 14.250% due 9/10/2010

Royal Bank of Canada 12.000% due 9/10/2010

Royal Bank of Canada 3% for years 1 through 3, 3.25% for years 4 through 5, 3.75% for year 6, 4% for year 7, 4.25% for year 8, 4.5% for year 9, 5% for year 10 due 6/9/2020

Royal Bank of Canada 15.750% due 9/10/2010

Royal Bank of Canada 20.750% due 9/10/2010

Royal Bank of Canada 17.000% due 9/10/2010

Royal Bank of Canada 18.400% due 9/10/2010

Royal Bank of Canada 6.600% due 9/10/2010

Royal Bank of Canada 0.000% due 7/11/2011

Royal Bank of Canada 17.200% due 9/9/2010

Royal Bank of Canada 1% for year 1, 1.3% for year 2, 2.5% for year 2.5 due 12/7/2012

Royal Bank of Canada 3.5% for years 1 through 8, 5.5% for years 9 through 15 due 6/4/2025

Royal Bank of Canada 20.250% due 8/30/2010

Royal Bank of Canada 26.500% due 8/30/2010

Royal Bank of Canada 98.85% of the distributions a holder would have received from the companies underlying the index during the distribution period; payable quarterly due 6/30/2011

Royal Bank of Canada 11% for first year; after that, four times the spread between 30-year CMS rate and two-year CMS rate less 25 bps, capped at 11%; payable quarterly due 5/28/2030

Royal Bank of Canada 13.250% due 8/31/2010

Royal Bank of Canada 12.500% due 8/31/2010

Royal Bank of Canada 16.250% due 8/31/2010

Royal Bank of Canada 14.750% due 8/31/2010

Royal Bank of Canada 33.750% due 8/31/2010

Royal Bank of Canada 14.750% due 8/31/2010

Royal Bank of Canada 21.750% due 8/31/2010

Royal Bank of Canada 25.000% due 8/31/2010

Royal Bank of Canada 15.000% due 8/31/2010

Royal Bank of Canada 13.000% due 8/31/2010

Royal Bank of Canada 15.000% due 8/31/2010

Royal Bank of Canada 12.900% due 8/31/2010

Royal Bank of Canada 16.000% due 8/31/2010

Royal Bank of Canada 21.000% due 8/31/2010

Royal Bank of Canada 21.500% due 8/31/2010

Royal Bank of Canada 16.000% due 8/31/2010

Royal Bank of Canada 24.000% due 8/31/2010

Royal Bank of Canada 16.750% due 8/31/2010

Royal Bank of Canada 18.000% due 8/31/2010

Royal Bank of Canada 3% for years 1 through 3, 3.5% for years 4 through 6, 4.5% for years 7 through 9, 6% for years 10 through 12 due 5/27/2022

Royal Bank of Canada 14.200% due 8/25/2010

Royal Bank of Canada 0.000% due 6/27/2011

Royal Bank of Canada 17.000% due 11/22/2010

Royal Bank of Canada 2.75% for year 1, 3% for year 2, 3.25% for year 3, 3.5% for year 4, 3.75% for year 5, 4% for year 6, 4.25% for year 7, 4.5% for year 8, 4.75% for year 9, 5% for year 10 due 5/19/2020

Royal Bank of Canada 15.000% due 11/18/2010

Royal Bank of Canada 14.750% due 11/18/2010

Royal Bank of Canada 20.250% due 8/18/2010

Royal Bank of Canada 19.750% due 8/18/2010

Royal Bank of Canada 38.000% due 8/18/2010

Royal Bank of Canada 16.250% due 11/18/2010

Royal Bank of Canada 16.250% due 11/18/2010

Royal Bank of Canada 14.500% due 11/18/2010

Royal Bank of Canada 11.000% due 11/18/2010

Royal Bank of Canada 15.250% due 8/18/2010

Royal Bank of Canada 27.500% due 8/18/2010

Royal Bank of Canada 25.750% due 8/18/2010

Royal Bank of Canada 31.750% due 8/18/2010

Royal Bank of Canada 20.500% due 8/18/2010

Royal Bank of Canada 14.750% due 8/18/2010

Royal Bank of Canada 19.250% due 8/18/2010

Royal Bank of Canada 17.000% due 11/18/2010

Royal Bank of Canada 16.000% due 11/18/2010

Royal Bank of Canada 25.750% due 8/18/2010

Royal Bank of Canada 24.250% due 8/18/2010

Royal Bank of Canada 16.000% due 11/18/2010

Royal Bank of Canada 20.000% due 8/18/2010

Royal Bank of Canada 16.000% due 11/18/2010

Royal Bank of Canada 18.500% due 8/18/2010

Royal Bank of Canada 25.000% due 8/18/2010

Royal Bank of Canada 26.000% due 8/18/2010

Royal Bank of Canada 24.500% due 8/18/2010

Royal Bank of Canada 21.000% due 8/18/2010

Royal Bank of Canada 30.500% due 8/18/2010

Royal Bank of Canada 18.000% due 11/18/2010

Royal Bank of Canada 18.000% due 7/13/2010

Royal Bank of Canada 23.500% due 8/18/2010

Royal Bank of Canada 40.000% due 8/18/2010

Royal Bank of Canada 36.000% due 8/18/2010

Royal Bank of Canada 16.000% due 8/18/2010

Royal Bank of Canada 18.000% due 8/18/2010

Royal Bank of Canada 24.000% due 8/18/2010

Royal Bank of Canada 33.000% due 8/18/2010

Royal Bank of Canada 21.500% due 8/18/2010

Royal Bank of Canada 21.500% due 8/18/2010

Royal Bank of Canada 25.000% due 7/15/2010

Royal Bank of Canada 2% for years 1 and 2, 2.5% for year 3, 3% for year 4, 4% for year 5, 5.25% for year 6, 7% for year 7 due 5/12/2017

Royal Bank of Canada 12.000% due 8/13/2010

Royal Bank of Canada 8% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, with cap of 8% and floor of 0%; payable quarterly due 5/12/2022

Royal Bank of Canada 0.000% due 11/10/2011

Royal Bank of Canada 0.000% due 11/10/2011

Royal Bank of Canada 13.000% due 8/11/2010

Royal Bank of Canada 12.000% due 8/11/2010

Royal Bank of Canada 98.85% of the distributions a holder would have received from the companies underlying the index during the distribution period; payable quarterly due 6/9/2011

Royal Bank of Canada 0.000% due 6/8/2011

Royal Bank of Canada 12.000% due 11/10/2010

Royal Bank of Canada 3% for years 1 through 5, 5.25% for years 6 through 10, 8% for years 11 through 15 due 5/27/2025

Royal Bank of Canada 7% for first year; after that, four times the spread between 30-year CMS rate and two-year CMS rate less 15 bps, capped at 7%; payable quarterly due 5/7/2020

Royal Bank of Canada 12.000% due 11/9/2010

Royal Bank of Canada 24.150% due 7/9/2010

Royal Bank of Canada 0.000% due 6/24/2011

Royal Bank of Canada 12.000% due 7/30/2010

Royal Bank of Canada 11% for first year; after that, four times the spread between 30-year CMS rate and two-year CMS rate less 25 bps, capped at 11%; payable quarterly due 4/30/2030

Royal Bank of Canada 0.000% due 4/30/2015

Royal Bank of Canada 10.750% due 10/29/2010

Royal Bank of Canada 12.500% due 7/30/2010

Royal Bank of Canada 11.000% due 10/29/2010

Royal Bank of Canada 14.500% due 7/30/2010

Royal Bank of Canada 16.000% due 7/30/2010

Royal Bank of Canada 10.500% due 10/29/2010

Royal Bank of Canada 10.000% due 7/30/2010

Royal Bank of Canada 10.500% due 10/29/2010

Royal Bank of Canada 11.000% due 7/30/2010

Royal Bank of Canada 20.250% due 7/30/2010

Royal Bank of Canada 16.000% due 7/30/2010

Royal Bank of Canada 14.250% due 7/30/2010

Royal Bank of Canada 20.250% due 7/30/2010

Royal Bank of Canada 15.500% due 7/30/2010

Royal Bank of Canada 12.250% due 7/30/2010

Royal Bank of Canada 10.250% due 7/30/2010

Royal Bank of Canada 12.250% due 10/29/2010

Royal Bank of Canada 21.750% due 7/30/2010

Royal Bank of Canada 27.000% due 7/30/2010

Royal Bank of Canada 13.500% due 7/30/2010

Royal Bank of Canada 14.500% due 7/30/2010

Royal Bank of Canada 19.000% due 7/30/2010

Royal Bank of Canada 19.750% due 7/30/2010

Royal Bank of Canada 16.750% due 7/30/2010

Royal Bank of Canada 21.500% due 7/30/2010

Royal Bank of Canada 12.150% due 10/29/2010

Royal Bank of Canada 15.500% due 7/30/2010

Royal Bank of Canada 19.000% due 7/30/2010

Royal Bank of Canada 26.000% due 7/30/2010

Royal Bank of Canada 17.250% due 7/30/2010

Royal Bank of Canada 11.000% due 7/30/2010

Royal Bank of Canada 17.250% due 7/30/2010

Royal Bank of Canada 21.500% due 7/30/2010

Royal Bank of Canada 16.000% due 7/30/2010

Royal Bank of Canada 17.250% due 7/30/2010

Royal Bank of Canada 16.500% due 7/30/2010

Royal Bank of Canada 13.250% due 7/30/2010

Royal Bank of Canada 14.200% due 7/30/2010

Royal Bank of Canada 15.250% due 7/30/2010

Royal Bank of Canada 11.250% due 10/29/2010

Royal Bank of Canada 2% for years 1 and 2, 2.5% for year 3, 3.25% for year 4, 4% for year 5, 5.25% for year 6 due 4/29/2016

Royal Bank of Canada 12.500% due 10/29/2010

Royal Bank of Canada 0.000% due 10/20/2011

Royal Bank of Canada 97.5% of the distributions a holder would have received from the companies underlying the index during the distribution period; payable July 20, Oct. 20, Jan. 21, 2011 and at maturity due 5/19/2011

Royal Bank of Canada 2.5% for years 1 and 2, 3% for year 3, 3.5% for year 4, 4% for year 5, 5.25% for year 6, 7% for year 7 due 4/20/2017

Royal Bank of Canada 2% for year 1, 2.25% for year 2, 3% for year 3, 3.5% for year 4, 5% for year 5 due 4/20/2015

Royal Bank of Canada 2% for years 1 and 2, 2.5% for year 3, 3.3% for year 4, 5.25% for years 5 and 5.5 due 10/20/2015

Royal Bank of Canada 0.75% for year 1, 1.25% for year 2 due 4/19/2012

Royal Bank of Canada 9.250% due 7/20/2010

Royal Bank of Canada 12.250% due 7/20/2010

Royal Bank of Canada 10.000% due 10/20/2010

Royal Bank of Canada 13.750% due 7/20/2010

Royal Bank of Canada 10.500% due 7/20/2010

Royal Bank of Canada 21.750% due 7/20/2010

Royal Bank of Canada 13.000% due 7/20/2010

Royal Bank of Canada 11.500% due 10/20/2010

Royal Bank of Canada 10.750% due 7/20/2010

Royal Bank of Canada 17.250% due 7/20/2010

Royal Bank of Canada 14.750% due 7/20/2010

Royal Bank of Canada 13.500% due 7/20/2010

Royal Bank of Canada 15.250% due 7/20/2010

Royal Bank of Canada 11.000% due 7/20/2010

Royal Bank of Canada 11.250% due 10/20/2010

Royal Bank of Canada 12.250% due 10/20/2010

Royal Bank of Canada 24.750% due 7/20/2010

Royal Bank of Canada 10.000% due 7/20/2010

Royal Bank of Canada 14.500% due 7/20/2010

Royal Bank of Canada 13.500% due 7/20/2010

Royal Bank of Canada 10.750% due 10/20/2010

Royal Bank of Canada 17.250% due 7/20/2010

Royal Bank of Canada 12.000% due 7/20/2010

Royal Bank of Canada 18.500% due 7/20/2010

Royal Bank of Canada 17.200% due 7/20/2010

Royal Bank of Canada 19.250% due 7/20/2010

Royal Bank of Canada 15.250% due 7/20/2010

Royal Bank of Canada 10.500% due 10/20/2010

Royal Bank of Canada 12.000% due 10/20/2010

Royal Bank of Canada 14.000% due 7/20/2010

Royal Bank of Canada 11.500% due 10/20/2010

Royal Bank of Canada 19.000% due 7/20/2010

Royal Bank of Canada 18.750% due 7/20/2010

Royal Bank of Canada 16.750% due 7/20/2010

Royal Bank of Canada 13.250% due 7/20/2010

Royal Bank of Canada 14.250% due 7/20/2010

Royal Bank of Canada 11.250% due 7/20/2010

Royal Bank of Canada 12.250% due 10/19/2010

Royal Bank of Canada 28.400% due 6/17/2010

Royal Bank of Canada 0.000% due 10/25/2011

Royal Bank of Canada 33.400% due 6/14/2010

Royal Bank of Canada 0.000% due 4/12/2012

Royal Bank of Canada 0.000% due 5/9/2011

Royal Bank of Canada 2.25% for years 1 and 2, 3% for years 3 and 4, 4% for years 5 and 6, 6.5% for years 7 and 8 due 4/9/2018

Royal Bank of Canada 9.300% due 10/12/2010

Royal Bank of Canada 32.850% due 6/10/2010

Royal Bank of Canada 11.000% due 7/9/2010

Royal Bank of Canada 37.550% due 6/10/2010

Royal Bank of Canada 25.150% due 6/4/2010

Royal Bank of Canada 12.000% due 6/30/2010

Royal Bank of Canada 0.000% due 3/31/2014

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 13.000% due 6/30/2010

Royal Bank of Canada 19.000% due 6/30/2010

Royal Bank of Canada 10.750% due 9/30/2010

Royal Bank of Canada 13.000% due 9/30/2010

Royal Bank of Canada 10.000% due 9/30/2010

Royal Bank of Canada 13.250% due 6/30/2010

Royal Bank of Canada 15.000% due 6/30/2010

Royal Bank of Canada 14.000% due 6/30/2010

Royal Bank of Canada 13.500% due 6/30/2010

Royal Bank of Canada 13.500% due 9/30/2010

Royal Bank of Canada 13.000% due 9/30/2010

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 12.750% due 9/30/2010

Royal Bank of Canada 21.500% due 6/30/2010

Royal Bank of Canada 15.000% due 6/30/2010

Royal Bank of Canada 12.000% due 6/30/2010

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 23.500% due 6/30/2010

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 17.000% due 6/30/2010

Royal Bank of Canada 12.250% due 6/30/2010

Royal Bank of Canada 17.000% due 6/30/2010

Royal Bank of Canada 14.000% due 6/30/2010

Royal Bank of Canada 38.000% due 6/30/2010

Royal Bank of Canada 13.500% due 9/30/2010

Royal Bank of Canada 12.000% due 9/30/2010

Royal Bank of Canada 11.500% due 9/30/2010

Royal Bank of Canada 13.000% due 6/30/2010

Royal Bank of Canada 12.530% due 6/30/2010

Royal Bank of Canada 15.000% due 6/30/2010

Royal Bank of Canada 12.000% due 6/30/2010

Royal Bank of Canada 11.250% due 6/30/2010

Royal Bank of Canada 13.000% due 9/30/2010

Royal Bank of Canada 14.500% due 6/30/2010

Royal Bank of Canada 0.000% due 5/27/2011

Royal Bank of Canada 2% for years 1 and 2, 2.5% for year 3, 3.5% for year 4, 4% for year 5, 5 for year 6, 7% for year 7 due 3/29/2017

Royal Bank of Canada 0.000% due 3/30/2011

Royal Bank of Canada 15.000% due 6/30/2010

Royal Bank of Canada 11.250% due 6/30/2010

Royal Bank of Canada 37.400% due 5/27/2010

Royal Bank of Canada 2% for years 1 and 2, 3% for years 3 and 4, 4% for years 5 and 6, 6.5% for years 7 and 8, 8.5% for years 9 and 10 due 3/24/2020

Royal Bank of Canada 38.300% due 5/24/2010

Royal Bank of Canada 12.250% due 5/24/2010

Royal Bank of Canada 32.200% due 5/20/2010

Royal Bank of Canada 0.000% due 3/21/2011

Royal Bank of Canada 10.000% due 6/18/2010

Royal Bank of Canada 12.250% due 9/20/2010

Royal Bank of Canada 12.750% due 6/18/2010

Royal Bank of Canada 22.250% due 6/18/2010

Royal Bank of Canada 10.000% due 9/20/2010

Royal Bank of Canada 10.000% due 9/20/2010

Royal Bank of Canada 11.500% due 9/20/2010

Royal Bank of Canada 18.250% due 6/18/2010

Royal Bank of Canada 16.750% due 6/18/2010

Royal Bank of Canada 13.000% due 6/18/2010

Royal Bank of Canada 13.000% due 6/18/2010

Royal Bank of Canada 11.000% due 6/18/2010

Royal Bank of Canada 11.000% due 9/20/2010

Royal Bank of Canada 10.000% due 6/18/2010

Royal Bank of Canada 26.750% due 6/18/2010

Royal Bank of Canada 15.000% due 6/18/2010

Royal Bank of Canada 11.250% due 9/20/2010

Royal Bank of Canada 18.500% due 6/18/2010

Royal Bank of Canada 10.000% due 6/18/2010

Royal Bank of Canada 10.000% due 6/18/2010

Royal Bank of Canada 15.750% due 6/18/2010

Royal Bank of Canada 10.900% due 9/20/2010

Royal Bank of Canada 14.500% due 6/18/2010

Royal Bank of Canada 34.250% due 6/18/2010

Royal Bank of Canada 12.250% due 9/20/2010

Royal Bank of Canada 11.500% due 9/20/2010

Royal Bank of Canada 10.750% due 9/20/2010

Royal Bank of Canada 10.500% due 9/20/2010

Royal Bank of Canada 14.500% due 6/18/2010

Royal Bank of Canada 17.500% due 6/18/2010

Royal Bank of Canada 15.000% due 6/18/2010

Royal Bank of Canada 11.000% due 6/18/2010

Royal Bank of Canada 0.000% due 3/18/2015

Royal Bank of Canada 40.000% due 6/16/2010

Royal Bank of Canada 15.000% due 6/16/2010

Royal Bank of Canada 0.000% due 3/15/2011

Royal Bank of Canada 26.400% due 5/13/2010

Royal Bank of Canada 19.800% due 6/10/2010

Royal Bank of Canada 9.100% due 9/13/2010

Royal Bank of Canada 3.5% for years 1 through 5, 5.1% for years 6 through 10 due 3/10/2020

Royal Bank of Canada 9.100% due 5/10/2010

Royal Bank of Canada 25.850% due 5/10/2010

Royal Bank of Canada 0.000% due 9/9/2011

Royal Bank of Canada 0.000% due 3/7/2013

Royal Bank of Canada 0.000% due 4/8/2011

Royal Bank of Canada 13.000% due 6/8/2010

Royal Bank of Canada 11.250% due 9/9/2010

Royal Bank of Canada 19.100% due 6/8/2010

Royal Bank of Canada 12.500% due 8/31/2010

Royal Bank of Canada 0.000% due 2/28/2014

Royal Bank of Canada 11% per year for the first year; after that, five times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 10%; payable quarterly due 2/26/2030

Royal Bank of Canada 7.4% per year multiplied by proportion of days on which six-month Libor is no greater than cap, which is 4% in years one through five, 6% in years six through 10 and 6.75% in years 11 through 15; payable quarterly due 2/26/2025

Royal Bank of Canada 14.000% due 5/28/2010

Royal Bank of Canada 12.750% due 5/28/2010

Royal Bank of Canada 10.500% due 5/28/2010

Royal Bank of Canada 11.750% due 5/28/2010

Royal Bank of Canada 14.250% due 5/28/2010

Royal Bank of Canada 20.750% due 5/28/2010

Royal Bank of Canada 10.750% due 5/28/2010

Royal Bank of Canada 10.000% due 5/28/2010

Royal Bank of Canada 11.000% due 5/28/2010

Royal Bank of Canada 20.500% due 5/28/2010

Royal Bank of Canada 18.000% due 5/28/2010

Royal Bank of Canada 16.000% due 5/28/2010

Royal Bank of Canada 13.000% due 5/28/2010

Royal Bank of Canada 16.500% due 5/28/2010

Royal Bank of Canada 11.250% due 5/28/2010

Royal Bank of Canada 15.000% due 5/28/2010

Royal Bank of Canada 26.000% due 5/28/2010

Royal Bank of Canada 14.750% due 5/28/2010

Royal Bank of Canada 17.750% due 5/28/2010

Royal Bank of Canada 11.000% due 5/28/2010

Royal Bank of Canada 15.750% due 5/28/2010

Royal Bank of Canada 23.000% due 5/28/2010

Royal Bank of Canada 12.750% due 5/28/2010

Royal Bank of Canada 15.500% due 5/28/2010

Royal Bank of Canada 23.750% due 5/28/2010

Royal Bank of Canada 22.500% due 5/28/2010

Royal Bank of Canada 13.750% due 5/28/2010

Royal Bank of Canada 12.500% due 5/28/2010

Royal Bank of Canada 21.500% due 5/28/2010

Royal Bank of Canada 19.000% due 5/28/2010

Royal Bank of Canada 31.750% due 5/28/2010

Royal Bank of Canada 11.000% due 5/28/2010

Royal Bank of Canada 10.000% due 5/28/2010

Royal Bank of Canada 16.250% due 5/28/2010

Royal Bank of Canada 18.750% due 5/28/2010

Royal Bank of Canada 12.700% due 5/28/2010

Royal Bank of Canada 13.500% due 5/28/2010

Royal Bank of Canada 0.000% due 4/25/2012

Royal Bank of Canada 3% for years 1 and 2, 3.5% for years 3 and 4, 4% for years 5 and 6, 5% for years 7 and 8, 6% for years 9 and 10 due 2/25/2020

Royal Bank of Canada 13.000% due 5/28/2010

Royal Bank of Canada 13.750% due 5/28/2010

Royal Bank of Canada 14.750% due 5/28/2010

Royal Bank of Canada 11.750% due 5/28/2010

Royal Bank of Canada 13.600% due 5/28/2010

Royal Bank of Canada 27.500% due 5/28/2010

Royal Bank of Canada 17.500% due 5/28/2010

Royal Bank of Canada 0.000% due 4/25/2012

Royal Bank of Canada 12.750% due 5/21/2010

Royal Bank of Canada 31.000% due 5/20/2010

Royal Bank of Canada 0.000% due 8/26/2011

Royal Bank of Canada 24.500% due 5/17/2010

Royal Bank of Canada 10.750% due 5/17/2010

Royal Bank of Canada 2.25% for first three years; thereafter, the coupon will be equal to the year-over-year change in the CPI plus a spread of 100 basis points; floor of 0% and a cap of 7%; payable monthly due 2/16/2017

Royal Bank of Canada 26% due 4/15/2010

Royal Bank of Canada 5.25% per year multiplied by proportion of days on which Libor is 6.5% or less; payable quarterly due 2/12/2020

Royal Bank of Canada 12.000% due 5/14/2010

Royal Bank of Canada 24.750% due 5/10/2010

Royal Bank of Canada 0.000% due 2/8/2012

Royal Bank of Canada 0.000% due 3/8/2011

Royal Bank of Canada 12.500% due 5/6/2010

Royal Bank of Canada 25.440% due 5/6/2010

Royal Bank of Canada 0.000% due 6/7/2011

Royal Bank of Canada 16.650% due 5/6/2010

Royal Bank of Canada 32.350% due 5/6/2010

Royal Bank of Canada 12.000% due 5/6/2010

Royal Bank of Canada 12.000% due 4/29/2010

Royal Bank of Canada 0.000% due 1/31/2012

Royal Bank of Canada 0.000% due 7/29/2011

Royal Bank of Canada 3.25% for first five years; thereafter, the coupon will be equal to the year-over-year change in the CPI plus a spread of 100 basis points; floor of 0%; payable monthly due 1/28/2020

Royal Bank of Canada 0.000% due 1/30/2015

Royal Bank of Canada 8% per year multiplied by proportion of days on which six-month Libor is no greater than cap, which is 4% in years one through five, 6% in years six through 10 and 6.75% in years 11 through 15; payable quarterly due 1/28/2025

Royal Bank of Canada 19.750% due 4/30/2010

Royal Bank of Canada 10.000% due 4/30/2010

Royal Bank of Canada 11.750% due 4/30/2010

Royal Bank of Canada 10.750% due 4/30/2010

Royal Bank of Canada 23.000% due 4/30/2010

Royal Bank of Canada 13.500% due 4/30/2010

Royal Bank of Canada 13.500% due 4/30/2010

Royal Bank of Canada 19.000% due 4/30/2010

Royal Bank of Canada 20.750% due 4/30/2010

Royal Bank of Canada 10.050% due 4/30/2010

Royal Bank of Canada 14.500% due 4/30/2010

Royal Bank of Canada 17.500% due 4/30/2010

Royal Bank of Canada 7.200% due 4/30/2010

Royal Bank of Canada 18.250% due 4/30/2010

Royal Bank of Canada 13.000% due 4/30/2010

Royal Bank of Canada 11.500% due 4/30/2010

Royal Bank of Canada 21.250% due 4/30/2010

Royal Bank of Canada 17.250% due 4/30/2010

Royal Bank of Canada 17.500% due 4/30/2010

Royal Bank of Canada 13.600% due 4/30/2010

Royal Bank of Canada 14.500% due 4/30/2010

Royal Bank of Canada 14.750% due 4/30/2010

Royal Bank of Canada 15.750% due 4/30/2010

Royal Bank of Canada 13.800% due 4/30/2010

Royal Bank of Canada 21.500% due 4/30/2010

Royal Bank of Canada 12.500% due 4/30/2010

Royal Bank of Canada 11.000% due 4/30/2010

Royal Bank of Canada 18.750% due 4/30/2010

Royal Bank of Canada 22.250% due 4/30/2010

Royal Bank of Canada 24.800% due 4/30/2010

Royal Bank of Canada 26.000% due 4/30/2010

Royal Bank of Canada 20.500% due 4/30/2010

Royal Bank of Canada 16.250% due 4/30/2010

Royal Bank of Canada 16.500% due 4/30/2010

Royal Bank of Canada 10.750% due 4/30/2010

Royal Bank of Canada 10.500% due 4/30/2010

Royal Bank of Canada 0.000% due 1/31/2012

Royal Bank of Canada 13.000% due 4/27/2010

Royal Bank of Canada 31.500% due 4/27/2010

Royal Bank of Canada 34.000% due 4/23/2010

Royal Bank of Canada 30.000% due 4/19/2010

Royal Bank of Canada 0.000% due 4/18/2011

Royal Bank of Canada 0.000% due 4/18/2011

Royal Bank of Canada 0.000% due 4/18/2011

Royal Bank of Canada 6.100% due 3/17/2010

Royal Bank of Canada 0.000% due 2/8/2011

Royal Bank of Canada 6.6% per year times proportion of days that Libor is 6.5% or less, payable quarterly due 1/7/2025

Royal Bank of Canada 7% per year times proportion of days that six-month Libor is 7% or less, payable quarterly due 1/7/2025

Royal Bank of Canada 0.000% due 12/30/2011

Royal Bank of Canada 0.000% due 6/30/2011

Royal Bank of Canada 0.000% due 1/31/2011

Royal Bank of Canada 0.000% due 6/30/2015

Royal Bank of Canada 10.000% due 6/30/2010

Royal Bank of Canada 21.000% due 3/31/2010

Royal Bank of Canada 13.000% due 3/31/2010

Royal Bank of Canada 11.500% due 3/31/2010

Royal Bank of Canada 10.000% due 6/30/2010

Royal Bank of Canada 14.500% due 3/31/2010

Royal Bank of Canada 25.000% due 3/31/2010

Royal Bank of Canada 13.500% due 6/30/2010

Royal Bank of Canada 12.750% due 3/31/2010

Royal Bank of Canada 15.250% due 3/31/2010

Royal Bank of Canada 22.500% due 3/31/2010

Royal Bank of Canada 24.500% due 3/31/2010

Royal Bank of Canada 24.000% due 3/31/2010

Royal Bank of Canada 18.000% due 3/31/2010

Royal Bank of Canada 23.500% due 3/31/2010

Royal Bank of Canada 14.000% due 3/31/2010

Royal Bank of Canada 13.000% due 3/31/2010

Royal Bank of Canada 15.750% due 6/30/2010

Royal Bank of Canada 22.250% due 3/31/2010

Royal Bank of Canada 17.000% due 3/31/2010

Royal Bank of Canada 22.500% due 3/31/2010

Royal Bank of Canada 13.750% due 3/31/2010

Royal Bank of Canada 20.000% due 3/31/2010

Royal Bank of Canada 18.500% due 3/31/2010

Royal Bank of Canada 28.000% due 3/31/2010

Royal Bank of Canada 18.000% due 3/31/2010

Royal Bank of Canada 13.250% due 3/31/2010

Royal Bank of Canada 12.000% due 3/31/2010

Royal Bank of Canada 14.500% due 3/31/2010

Royal Bank of Canada 28.000% due 3/31/2010

Royal Bank of Canada 13.500% due 3/31/2010

Royal Bank of Canada 10.000% due 6/30/2010

Royal Bank of Canada 27.000% due 3/31/2010

Royal Bank of Canada 18.450% due 3/31/2010

Royal Bank of Canada 13.250% due 6/30/2010

Royal Bank of Canada 9.750% due 6/30/2010

Royal Bank of Canada 12.750% due 6/30/2010

Royal Bank of Canada 22.250% due 3/31/2010

Royal Bank of Canada 14.750% due 6/30/2010

Royal Bank of Canada 17.150% due 3/31/2010

Royal Bank of Canada 10.000% due 3/31/2010

Royal Bank of Canada 11.000% due 6/30/2010

Royal Bank of Canada 15.150% due 6/30/2010

Royal Bank of Canada 13.000% due 3/31/2010

Royal Bank of Canada 0.000% due 12/28/2011

Royal Bank of Canada 0.000% due 12/28/2011

Royal Bank of Canada 6.1% per year multiplied by proportion of days on which Libor is 6.5% or less; payable quarterly due 12/23/2024

Royal Bank of Canada 15.200% due 3/23/2010

Royal Bank of Canada 15.100% due 3/23/2010

Royal Bank of Canada 5.05% per year multiplied by proportion of days on which Libor is 6.25% or less; payable quarterly due 12/23/2019

Royal Bank of Canada 12.100% due 6/18/2010

Royal Bank of Canada 0.000% due 1/19/2011

Royal Bank of Canada 6% per year times proportion of days that 10-year CMS rate is 7% or less, payable quarterly due 12/16/2024

Royal Bank of Canada 6.1% per year times proportion of days that Libor is 6% or less, payable quarterly due 12/16/2024

Royal Bank of Canada 12.000% due 3/15/2010

Royal Bank of Canada 32.250% due 3/11/2010

Royal Bank of Canada 0.000% due 1/11/2011

Royal Bank of Canada 0.000% due 1/6/2011

Royal Bank of Canada 9% per year for the first year; after that, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 10%; payable semiannually due 9/28/2029

Royal Bank of Canada 0.000% due 1/28/2011

Royal Bank of Canada 0.000% due 12/2/2010

Royal Bank of Canada 0.000% due 11/30/2011

Royal Bank of Canada 0.000% due 2/29/2012

Royal Bank of Canada 0.000% due 5/31/2011

Royal Bank of Canada 0.000% due 12/30/2010

Royal Bank of Canada 0.000% due 11/28/2014

Royal Bank of Canada 12.750% due 5/28/2010

Royal Bank of Canada 26.750% due 2/26/2010

Royal Bank of Canada 16.250% due 2/26/2010

Royal Bank of Canada 18.500% due 2/26/2010

Royal Bank of Canada 11.250% due 5/28/2010

Royal Bank of Canada 11.000% due 11/30/2010

Royal Bank of Canada 16.000% due 2/26/2010

Royal Bank of Canada 34.000% due 2/26/2010

Royal Bank of Canada 18.000% due 2/26/2010

Royal Bank of Canada 11.750% due 5/28/2010

Royal Bank of Canada 15.000% due 2/26/2010

Royal Bank of Canada 14.000% due 2/26/2010

Royal Bank of Canada 27.500% due 2/26/2010

Royal Bank of Canada 28.000% due 2/26/2010

Royal Bank of Canada 21.000% due 2/26/2010

Royal Bank of Canada 16.000% due 5/28/2010

Royal Bank of Canada 16.000% due 2/26/2010

Royal Bank of Canada 15.000% due 2/26/2010

Royal Bank of Canada 10.000% due 11/30/2010

Royal Bank of Canada 14.250% due 5/28/2010

Royal Bank of Canada 13.000% due 2/26/2010

Royal Bank of Canada 25.000% due 2/26/2010

Royal Bank of Canada 10.000% due 5/28/2010

Royal Bank of Canada 28.750% due 2/26/2010

Royal Bank of Canada 17.000% due 2/26/2010

Royal Bank of Canada 21.000% due 2/26/2010

Royal Bank of Canada 16.250% due 2/26/2010

Royal Bank of Canada 12.250% due 2/26/2010

Royal Bank of Canada 36.000% due 2/26/2010

Royal Bank of Canada 28.000% due 2/26/2010

Royal Bank of Canada 12.000% due 11/30/2010

Royal Bank of Canada 12.250% due 2/26/2010

Royal Bank of Canada 23.500% due 2/26/2010

Royal Bank of Canada 16.750% due 2/26/2010

Royal Bank of Canada 12.250% due 2/26/2010

Royal Bank of Canada 11.500% due 2/26/2010

Royal Bank of Canada 15.750% due 2/26/2010

Royal Bank of Canada 15.000% due 11/30/2010

Royal Bank of Canada 0.000% due 11/30/2011

Royal Bank of Canada 0.000% due 11/25/2014

Royal Bank of Canada 0.000% due 11/27/2012

Royal Bank of Canada 0.000% due 11/25/2011

Royal Bank of Canada 21.000% due 5/24/2010

Royal Bank of Canada 13.000% due 2/24/2010

Royal Bank of Canada 13.200% due 2/17/2010

Royal Bank of Canada 17.000% due 2/12/2010

Royal Bank of Canada 0.000% due 11/15/2010

Royal Bank of Canada 0.000% due 12/9/2010

Royal Bank of Canada 20.250% due 2/5/2010

Royal Bank of Canada 0.000% due 1/18/2011

Royal Bank of Canada 0.000% due 10/30/2013

Royal Bank of Canada 0.000% due 10/31/2012

Royal Bank of Canada 0.000% due 10/30/2014

Royal Bank of Canada 35.500% due 1/29/2010

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 0.000% due 11/30/2010

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 20.250% due 1/29/2010

Royal Bank of Canada 15.500% due 1/29/2010

Royal Bank of Canada 14.000% due 1/29/2010

Royal Bank of Canada 33.000% due 1/29/2010

Royal Bank of Canada 29.250% due 4/30/2010

Royal Bank of Canada 13.000% due 4/30/2010

Royal Bank of Canada 10.250% due 4/30/2010

Royal Bank of Canada 12.750% due 1/29/2010

Royal Bank of Canada 13.000% due 1/29/2010

Royal Bank of Canada 24.500% due 1/29/2010

Royal Bank of Canada 31.000% due 1/29/2010

Royal Bank of Canada 16.000% due 1/29/2010

Royal Bank of Canada 12.750% due 1/29/2010

Royal Bank of Canada 13.750% due 1/29/2010

Royal Bank of Canada 13.500% due 1/29/2010

Royal Bank of Canada 26.250% due 1/29/2010

Royal Bank of Canada 12.000% due 4/30/2010

Royal Bank of Canada 14.250% due 1/29/2010

Royal Bank of Canada 24.000% due 1/29/2010

Royal Bank of Canada 18.250% due 1/29/2010

Royal Bank of Canada 11.750% due 1/29/2010

Royal Bank of Canada 30.000% due 1/29/2010

Royal Bank of Canada 12.250% due 4/30/2010

Royal Bank of Canada 11.500% due 4/30/2010

Royal Bank of Canada 12.250% due 1/29/2010

Royal Bank of Canada 14.000% due 1/29/2010

Royal Bank of Canada 10.000% due 4/30/2010

Royal Bank of Canada 13.000% due 1/29/2010

Royal Bank of Canada 0.000% due 10/26/2012

Royal Bank of Canada 13.000% due 1/25/2010

Royal Bank of Canada 0.000% due 10/20/2011

Royal Bank of Canada 12.500% due 4/20/2010

Royal Bank of Canada 20.500% due 1/21/2010

Royal Bank of Canada 16.500% due 1/21/2010

Royal Bank of Canada 19.000% due 1/21/2010

Royal Bank of Canada 10.250% due 4/20/2010

Royal Bank of Canada 18.250% due 1/21/2010

Royal Bank of Canada 36.000% due 1/21/2010

Royal Bank of Canada 14.250% due 1/21/2010

Royal Bank of Canada 12.750% due 4/20/2010

Royal Bank of Canada 12.000% due 1/21/2010

Royal Bank of Canada 24.250% due 1/21/2010

Royal Bank of Canada 22.250% due 1/21/2010

Royal Bank of Canada 35.000% due 1/21/2010

Royal Bank of Canada 18.750% due 1/21/2010

Royal Bank of Canada 16.000% due 1/21/2010

Royal Bank of Canada 15.250% due 4/20/2010

Royal Bank of Canada 15.000% due 1/21/2010

Royal Bank of Canada 10.250% due 4/20/2010

Royal Bank of Canada 13.000% due 4/20/2010

Royal Bank of Canada 16.250% due 1/21/2010

Royal Bank of Canada 31.000% due 1/21/2010

Royal Bank of Canada 35.000% due 1/21/2010

Royal Bank of Canada 28.250% due 1/21/2010

Royal Bank of Canada 19.000% due 1/21/2010

Royal Bank of Canada 11.500% due 1/21/2010

Royal Bank of Canada 20.250% due 1/21/2010

Royal Bank of Canada 13.500% due 1/21/2010

Royal Bank of Canada 11.000% due 4/20/2010

Royal Bank of Canada 16.750% due 1/21/2010

Royal Bank of Canada 12.500% due 4/20/2010

Royal Bank of Canada 13.750% due 1/21/2010

Royal Bank of Canada 4% per year multiplied by proportion of days on which Libor is no greater than cap and no less than floor; payable quarterly; cap is 3.25% in year one, 3.75% in year two, 4% in year three, 4.5% in year four and 5% in year five; floor is zero in each year due 10/16/2014

Royal Bank of Canada 0.000% due 11/8/2010

Royal Bank of Canada 0.000% due 10/5/2011

Royal Bank of Canada 13.900% due 4/5/2010

Royal Bank of Canada 0.000% due 9/30/2013

Royal Bank of Canada 0.000% due 9/30/2014

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 0.000% due 3/31/2011

Royal Bank of Canada 13.000% due 3/31/2010

Royal Bank of Canada 19.500% due 12/31/2009

Royal Bank of Canada 16.500% due 12/31/2009

Royal Bank of Canada 14.750% due 12/31/2009

Royal Bank of Canada 10.750% due 12/31/2009

Royal Bank of Canada 14.000% due 12/31/2009

Royal Bank of Canada 34.000% due 12/31/2009

Royal Bank of Canada 17.750% due 12/31/2009

Royal Bank of Canada 13.250% due 3/31/2010

Royal Bank of Canada 11.000% due 3/31/2010

Royal Bank of Canada 21.500% due 12/31/2009

Royal Bank of Canada 23.750% due 12/31/2009

Royal Bank of Canada 30.750% due 12/31/2009

Royal Bank of Canada 22.000% due 12/31/2009

Royal Bank of Canada 15.000% due 12/31/2009

Royal Bank of Canada 14.750% due 12/31/2009

Royal Bank of Canada 14.500% due 12/31/2009

Royal Bank of Canada 11.750% due 3/31/2010

Royal Bank of Canada 31.000% due 12/31/2009

Royal Bank of Canada 24.000% due 3/31/2010

Royal Bank of Canada 30.000% due 12/31/2009

Royal Bank of Canada 23.750% due 12/31/2009

Royal Bank of Canada 12.000% due 12/31/2009

Royal Bank of Canada 23.750% due 12/31/2009

Royal Bank of Canada 21.250% due 12/31/2009

Royal Bank of Canada 11.500% due 12/31/2009

Royal Bank of Canada 11.250% due 12/31/2009

Royal Bank of Canada 16.500% due 12/31/2009

Royal Bank of Canada 20.000% due 12/31/2009

Royal Bank of Canada 10.000% due 12/31/2009

Royal Bank of Canada 14.500% due 12/31/2009

Royal Bank of Canada 11% per year for the first year; after that, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 10%; payable semiannually due 9/28/2029

Royal Bank of Canada 0.000% due 11/29/2010

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 14.750% due 12/28/2009

Royal Bank of Canada 0.000% due 9/19/2011

Royal Bank of Canada 0.000% due 3/17/2011

Royal Bank of Canada 10.500% due 12/18/2009

Royal Bank of Canada 18.750% due 12/18/2009

Royal Bank of Canada 13.250% due 12/18/2009

Royal Bank of Canada 11.000% due 12/18/2009

Royal Bank of Canada 13.750% due 12/18/2009

Royal Bank of Canada 13.750% due 12/18/2009

Royal Bank of Canada 13.500% due 3/18/2010

Royal Bank of Canada 12.500% due 12/18/2009

Royal Bank of Canada 23.250% due 12/18/2009

Royal Bank of Canada 26.000% due 12/18/2009

Royal Bank of Canada 10.750% due 3/18/2010

Royal Bank of Canada 21.500% due 12/18/2009

Royal Bank of Canada 17.500% due 12/18/2009

Royal Bank of Canada 16.250% due 12/18/2009

Royal Bank of Canada 15.250% due 12/18/2009

Royal Bank of Canada 13.000% due 3/18/2010

Royal Bank of Canada 34.000% due 12/18/2009

Royal Bank of Canada 16.000% due 3/18/2010

Royal Bank of Canada 24.000% due 12/18/2009

Royal Bank of Canada 12.500% due 12/18/2009

Royal Bank of Canada 17.500% due 12/18/2009

Royal Bank of Canada 11.000% due 3/18/2010

Royal Bank of Canada 18.000% due 12/18/2009

Royal Bank of Canada 18.500% due 12/18/2009

Royal Bank of Canada 14.500% due 12/18/2009

Royal Bank of Canada 16.500% due 3/18/2010

Royal Bank of Canada 0.000% due 9/16/2011

Royal Bank of Canada 12.500% due 12/16/2009

Royal Bank of Canada 15.400% due 12/15/2009

Royal Bank of Canada 15.000% due 3/11/2010

Royal Bank of Canada 0.000% due 10/8/2010

Royal Bank of Canada 0.000% due 9/7/2011

Royal Bank of Canada 12.000% due 11/30/2009

Royal Bank of Canada 0.000% due 8/30/2013

Royal Bank of Canada 0.000% due 2/28/2013

Royal Bank of Canada 0.000% due 2/28/2013

Royal Bank of Canada 0.000% due 8/31/2011

Royal Bank of Canada 0.000% due 2/28/2013

Royal Bank of Canada 0.000% due 8/31/2011

Royal Bank of Canada 0.000% due 2/28/2011

Royal Bank of Canada 0.000% due 2/28/2011

Royal Bank of Canada 10.750% due 11/30/2009

Royal Bank of Canada 20.250% due 11/30/2009

Royal Bank of Canada 17.250% due 11/30/2009

Royal Bank of Canada 15.500% due 11/30/2009

Royal Bank of Canada 16.000% due 11/30/2009

Royal Bank of Canada 17.250% due 11/30/2009

Royal Bank of Canada 12.500% due 11/30/2009

Royal Bank of Canada 12.750% due 11/30/2009

Royal Bank of Canada 22.500% due 11/30/2009

Royal Bank of Canada 27.500% due 11/30/2009

Royal Bank of Canada 10.000% due 11/30/2009

Royal Bank of Canada 18.750% due 11/30/2009

Royal Bank of Canada 20.000% due 11/30/2009

Royal Bank of Canada 13.000% due 2/26/2010

Royal Bank of Canada 12.500% due 2/26/2010

Royal Bank of Canada 30.750% due 11/30/2009

Royal Bank of Canada 14.750% due 11/30/2009

Royal Bank of Canada 17.750% due 11/30/2009

Royal Bank of Canada 25.750% due 11/30/2009

Royal Bank of Canada 13.250% due 11/30/2009

Royal Bank of Canada 11.750% due 2/26/2010

Royal Bank of Canada 12.500% due 2/26/2010

Royal Bank of Canada 21.750% due 11/30/2009

Royal Bank of Canada 17.000% due 11/30/2009

Royal Bank of Canada 17.000% due 11/30/2009

Royal Bank of Canada 14.500% due 2/26/2010

Royal Bank of Canada 12.250% due 11/30/2009

Royal Bank of Canada 16.000% due 11/30/2009

Royal Bank of Canada 17.000% due 2/26/2010

Royal Bank of Canada 20.500% due 11/30/2009

Royal Bank of Canada 27.000% due 11/25/2009

Royal Bank of Canada 25.000% due 11/25/2009

Royal Bank of Canada 34.000% due 11/25/2009

Royal Bank of Canada 0.000% due 8/22/2011

Royal Bank of Canada 0.000% due 2/22/2011

Royal Bank of Canada 10.000% due 11/23/2009

Royal Bank of Canada 16.500% due 11/23/2009

Royal Bank of Canada 19.750% due 11/23/2009

Royal Bank of Canada 10.500% due 2/22/2010

Royal Bank of Canada 10.750% due 11/23/2009

Royal Bank of Canada 12.250% due 11/23/2009

Royal Bank of Canada 19.000% due 11/23/2009

Royal Bank of Canada 9.750% due 11/23/2009

Royal Bank of Canada 10.750% due 11/23/2009

Royal Bank of Canada 15.750% due 2/22/2010

Royal Bank of Canada 28.250% due 11/23/2009

Royal Bank of Canada 12.500% due 2/22/2010

Royal Bank of Canada 16.000% due 11/23/2009

Royal Bank of Canada 14.500% due 11/23/2009

Royal Bank of Canada 15.000% due 11/23/2009

Royal Bank of Canada 14.800% due 2/22/2010

Royal Bank of Canada 10.750% due 2/22/2010

Royal Bank of Canada 10.000% due 2/22/2010

Royal Bank of Canada 11.800% due 2/22/2010

Royal Bank of Canada 37.000% due 11/23/2009

Royal Bank of Canada 18.000% due 11/23/2009

Royal Bank of Canada 24.000% due 11/23/2009

Royal Bank of Canada 11.000% due 2/22/2010

Royal Bank of Canada 11.000% due 11/23/2009

Royal Bank of Canada 15.750% due 2/22/2010

Royal Bank of Canada 25.000% due 11/23/2009

Royal Bank of Canada 11.500% due 2/22/2010

Royal Bank of Canada 10.250% due 2/22/2010

Royal Bank of Canada 11.000% due 11/23/2009

Royal Bank of Canada 12.500% due 2/22/2010

Royal Bank of Canada 10.250% due 2/22/2010

Royal Bank of Canada 20.500% due 11/23/2009

Royal Bank of Canada 19.250% due 11/23/2009

Royal Bank of Canada 9.000% due 11/23/2009

Royal Bank of Canada 11.000% due 11/23/2009

Royal Bank of Canada 18.750% due 11/23/2009

Royal Bank of Canada 10.5% per year for the first year; after that, four times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0% and cap of 11.5%; payable semiannually due 8/14/2029

Royal Bank of Canada 12.550% due 11/17/2009

Royal Bank of Canada 17.050% due 11/13/2009

Royal Bank of Canada 12.150% due 11/13/2009

Royal Bank of Canada 0.000% due 8/12/2010

Royal Bank of Canada 8.25% per year for the first year; after that, 4.5 times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0%; payable semiannually due 8/13/2029

Royal Bank of Canada 0.000% due 9/9/2010

Royal Bank of Canada 0.000% due 7/31/2013

Royal Bank of Canada 0.000% due 7/31/2013

Royal Bank of Canada 0.000% due 1/31/2011

Royal Bank of Canada 19.000% due 10/30/2009

Royal Bank of Canada 13.250% due 10/30/2009

Royal Bank of Canada 20.500% due 10/30/2009

Royal Bank of Canada 14.500% due 1/29/2010

Royal Bank of Canada 20.000% due 10/30/2009

Royal Bank of Canada 16.000% due 1/29/2010

Royal Bank of Canada 26.750% due 10/30/2009

Royal Bank of Canada 21.000% due 10/30/2009

Royal Bank of Canada 15.750% due 10/30/2009

Royal Bank of Canada 15.000% due 1/29/2010

Royal Bank of Canada 11.500% due 10/30/2009

Royal Bank of Canada 27.000% due 10/30/2009

Royal Bank of Canada 15.000% due 10/30/2009

Royal Bank of Canada 16.000% due 10/30/2009

Royal Bank of Canada 28.000% due 10/30/2009

Royal Bank of Canada 22.000% due 10/30/2009

Royal Bank of Canada 13.000% due 1/29/2010

Royal Bank of Canada 19.500% due 10/30/2009

Royal Bank of Canada 13.750% due 1/29/2010

Royal Bank of Canada 19.250% due 10/30/2009

Royal Bank of Canada 15.500% due 10/30/2009

Royal Bank of Canada 20.500% due 1/29/2010

Royal Bank of Canada 15.500% due 10/30/2009

Royal Bank of Canada 0.000% due 7/29/2011

Royal Bank of Canada 3% for first two years; then the coupon will be equal to the year-over-year change in the CPI plus a spread of 100 basis points; floor of 0%; payable monthly due 4/20/2015

Royal Bank of Canada 0.000% due 1/20/2011

Royal Bank of Canada 25.500% due 10/20/2009

Royal Bank of Canada 18.500% due 10/20/2009

Royal Bank of Canada 11.000% due 10/20/2009

Royal Bank of Canada 17.250% due 10/20/2009

Royal Bank of Canada 14.500% due 1/20/2010

Royal Bank of Canada 14.000% due 10/20/2009

Royal Bank of Canada 24.250% due 10/20/2009

Royal Bank of Canada 24.750% due 10/20/2009

Royal Bank of Canada 16.50% due 10/20/2009

Royal Bank of Canada 13.750% due 10/20/2009

Royal Bank of Canada 24.150% due 10/20/2009

Royal Bank of Canada 20.500% due 10/20/2009

Royal Bank of Canada 22.250% due 1/20/2010

Royal Bank of Canada 26.300% due 10/20/2009

Royal Bank of Canada 13.000% due 10/20/2009

Royal Bank of Canada 23.500% due 10/20/2009

Royal Bank of Canada 10.500% due 1/20/2010

Royal Bank of Canada 10.500% due 1/20/2010

Royal Bank of Canada 13.250% due 10/20/2009

Royal Bank of Canada 33.850% due 10/20/2009

Royal Bank of Canada 11.250% due 1/20/2010

Royal Bank of Canada 18.750% due 10/20/2009

Royal Bank of Canada 15.500% due 10/20/2009

Royal Bank of Canada 25.750% due 10/20/2009

Royal Bank of Canada 22.250% due 10/20/2009

Royal Bank of Canada 14.250% due 10/20/2009

Royal Bank of Canada 22.250% due 10/20/2009

Royal Bank of Canada 26.250% due 10/20/2009

Royal Bank of Canada 12.850% due 10/20/2009

Royal Bank of Canada 26.250% due 10/20/2009

Royal Bank of Canada 0.000% due 7/14/2011

Royal Bank of Canada 0.000% due 7/13/2012

Royal Bank of Canada 0.000% due 8/11/2010

Royal Bank of Canada 0.000% due 12/31/2015

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 0.000% due 6/30/2014

Royal Bank of Canada 0.000% due 6/28/2013

Royal Bank of Canada 0.000% due 12/30/2010

Royal Bank of Canada 0.000% due 7/30/2010

Royal Bank of Canada 26.750% due 9/30/2009

Royal Bank of Canada 16.000% due 9/30/2009

Royal Bank of Canada 19.250% due 9/30/2009

Royal Bank of Canada 9.000% due 12/31/2009

Royal Bank of Canada 25.000% due 9/30/2009

Royal Bank of Canada 26.500% due 9/30/2009

Royal Bank of Canada 27.750% due 9/30/2009

Royal Bank of Canada 12.500% due 9/30/2009

Royal Bank of Canada 22.000% due 9/30/2009

Royal Bank of Canada 14.500% due 9/30/2009

Royal Bank of Canada 21.000% due 9/30/2009

Royal Bank of Canada 21.750% due 9/30/2009

Royal Bank of Canada 12.500% due 9/30/2009

Royal Bank of Canada 14.000% due 9/30/2009

Royal Bank of Canada 15.750% due 9/30/2009

Royal Bank of Canada 10.500% due 9/30/2009

Royal Bank of Canada 17.25% due 9/30/2009

Royal Bank of Canada 15.750% due 9/30/2009

Royal Bank of Canada 27.000% due 9/30/2009

Royal Bank of Canada 19.750% due 9/30/2009

Royal Bank of Canada 14.500% due 12/31/2009

Royal Bank of Canada 17.750% due 9/30/2009

Royal Bank of Canada 25.000% due 12/31/2009

Royal Bank of Canada 17.500% due 9/30/2009

Royal Bank of Canada 24.000% due 9/30/2009

Royal Bank of Canada 3.25% for first two years; thereafter, the coupon will be equal to the year-over-year change in the CPI plus a spread of 100 basis points; floor of 0%; payable monthly due 12/26/2014

Royal Bank of Canada 27.750% due 9/24/2009

Royal Bank of Canada 8% per year for the first year; after that, 4.75 times the spread of the 10-year CMS rate over the two-year CMS rate, with floor of 0%; payable semiannually due 6/26/2029

Royal Bank of Canada 0.000% due 7/16/2010

Royal Bank of Canada 25.000% due 9/18/2009

Royal Bank of Canada 21.000% due 9/18/2009

Royal Bank of Canada 20.000% due 9/18/2009

Royal Bank of Canada 27.000% due 12/18/2009

Royal Bank of Canada 30.250% due 9/18/2009

Royal Bank of Canada 17.000% due 9/18/2009

Royal Bank of Canada 18.500% due 12/18/2009

Royal Bank of Canada 17.000% due 9/18/2009

Royal Bank of Canada 30.750% due 9/18/2009

Royal Bank of Canada 19.500% due 9/18/2009

Royal Bank of Canada 18.500% due 9/18/2009

Royal Bank of Canada 12.250% due 9/18/2009

Royal Bank of Canada 10.350% due 12/18/2009

Royal Bank of Canada 19.250% due 9/18/2009

Royal Bank of Canada 11.000% due 12/18/2009

Royal Bank of Canada 21.000% due 9/18/2009

Royal Bank of Canada 18.000% due 9/18/2009

Royal Bank of Canada 10.750% due 9/18/2009

Royal Bank of Canada 16.500% due 9/18/2009

Royal Bank of Canada 18.750% due 9/18/2009

Royal Bank of Canada 9.500% due 9/18/2009

Royal Bank of Canada 25.500% due 9/18/2009

Royal Bank of Canada 19.000% due 9/18/2009

Royal Bank of Canada 18.500% due 9/18/2009

Royal Bank of Canada 0.000% due 7/9/2010

Royal Bank of Canada 0.000% due 7/9/2010

Royal Bank of Canada 0.000% due 7/9/2010

Royal Bank of Canada 16.000% due 12/9/2009

Royal Bank of Canada 0.000% due 1/4/2010

Royal Bank of Canada 0.000% due 5/31/2012

Royal Bank of Canada 0.000% due 5/31/2012

Royal Bank of Canada 19.000% due 8/31/2009

Royal Bank of Canada 25.000% due 8/31/2009

Royal Bank of Canada 11.000% due 8/31/2009

Royal Bank of Canada 23.500% due 8/31/2009

Royal Bank of Canada 10.000% due 11/30/2009

Royal Bank of Canada 25.000% due 8/31/2009

Royal Bank of Canada 30.250% due 8/31/2009

Royal Bank of Canada 18.500% due 8/31/2009

Royal Bank of Canada 16.000% due 8/31/2009

Royal Bank of Canada 18.750% due 8/31/2009

Royal Bank of Canada 10.500% due 8/31/2009

Royal Bank of Canada 28.000% due 11/30/2009

Royal Bank of Canada 15.500% due 8/31/2009

Royal Bank of Canada 11.750% due 8/31/2009

Royal Bank of Canada 12.000% due 8/31/2009

Royal Bank of Canada 16.000% due 8/31/2009

Royal Bank of Canada 10.500% due 11/30/2009

Royal Bank of Canada 15.000% due 8/31/2009

Royal Bank of Canada 12.500% due 8/31/2009

Royal Bank of Canada 10.750% due 11/30/2009

Royal Bank of Canada 23.550% due 8/31/2009

Royal Bank of Canada 18.000% due 8/31/2009

Royal Bank of Canada 12.500% due 8/31/2009

Royal Bank of Canada 20.250% due 8/31/2009

Royal Bank of Canada 21.500% due 8/31/2009

Royal Bank of Canada 11.250% due 8/31/2009

Royal Bank of Canada 27.500% due 8/31/2009

Royal Bank of Canada 13.000% due 8/31/2009

Royal Bank of Canada 19.000% due 8/31/2009

Royal Bank of Canada 0.000% due 5/28/2013

Royal Bank of Canada 0.000% due 6/18/2010

Royal Bank of Canada 0.000% due 11/19/2010

Royal Bank of Canada 14.500% due 8/20/2009

Royal Bank of Canada 10.250% due 11/20/2009

Royal Bank of Canada 23.000% due 8/20/2009

Royal Bank of Canada 10.250% due 8/20/2009

Royal Bank of Canada 10.000% due 8/20/2009

Royal Bank of Canada 11.250% due 8/20/2009

Royal Bank of Canada 15.250% due 8/20/2009

Royal Bank of Canada 19.250% due 8/20/2009

Royal Bank of Canada 12.500% due 8/20/2009

Royal Bank of Canada 10.250% due 11/20/2009

Royal Bank of Canada 10.000% due 8/20/2009

Royal Bank of Canada 17.150% due 8/20/2009

Royal Bank of Canada 11.000% due 8/20/2009

Royal Bank of Canada 23.250% due 8/20/2009

Royal Bank of Canada 18.500% due 11/20/2009

Royal Bank of Canada 23.500% due 8/20/2009

Royal Bank of Canada 11.050% due 8/20/2009

Royal Bank of Canada 23.250% due 8/20/2009

Royal Bank of Canada 0.000% due 5/18/2012

Royal Bank of Canada 0.000% due 11/15/2010

Royal Bank of Canada 0.000% due 11/6/2009

Royal Bank of Canada 0.000% due 4/30/2012

Royal Bank of Canada 8% for first year; after that, four times spread of 10-year CMS rate over two-year CMS rate, with floor of zero; payable semiannually due 4/30/2029

Royal Bank of Canada 0.000% due 4/30/2012

Royal Bank of Canada 24.250% due 7/31/2009

Royal Bank of Canada 10.000% due 7/31/2009

Royal Bank of Canada 11.000% due 7/31/2009

Royal Bank of Canada 34.000% due 7/31/2009

Royal Bank of Canada 10.000% due 7/31/2009

Royal Bank of Canada 14.500% due 7/31/2009

Royal Bank of Canada 10.250% due 10/30/2009

Royal Bank of Canada 16.200% due 7/31/2009

Royal Bank of Canada 20.300% due 7/31/2009

Royal Bank of Canada 24.000% due 7/31/2009

Royal Bank of Canada 23.750% due 7/31/2009

Royal Bank of Canada 12.000% due 7/31/2009

Royal Bank of Canada 21.000% due 7/31/2009

Royal Bank of Canada 14.50% due 7/31/2009

Royal Bank of Canada 10.000% due 7/31/2009

Royal Bank of Canada 12.250% due 7/31/2009

Royal Bank of Canada 11.000% due 7/31/2009

Royal Bank of Canada 23.250% due 7/31/2009

Royal Bank of Canada 0.000% due 4/29/2013

Royal Bank of Canada 0.000% due 7/28/2010

Royal Bank of Canada 23.000% due 7/22/2009

Royal Bank of Canada 27.500% due 10/20/2009

Royal Bank of Canada 15.750% due 7/17/2009

Royal Bank of Canada 12.750% due 7/17/2009

Royal Bank of Canada 23.000% due 7/17/2009

Royal Bank of Canada 21.750% due 7/17/2009

Royal Bank of Canada 19.250% due 7/17/2009

Royal Bank of Canada 20.500% due 7/17/2009

Royal Bank of Canada 25.000% due 7/17/2009

Royal Bank of Canada 27.750% due 7/17/2009

Royal Bank of Canada 20.750% due 7/17/2009

Royal Bank of Canada 16.000% due 7/17/2009

Royal Bank of Canada 23.250% due 7/17/2009

Royal Bank of Canada 18.250% due 7/17/2009

Royal Bank of Canada 12.250% due 7/17/2009

Royal Bank of Canada 25.500% due 7/17/2009

Royal Bank of Canada 12.000% due 10/19/2009

Royal Bank of Canada 23.500% due 7/17/2009

Royal Bank of Canada 10.750% due 7/17/2009

Royal Bank of Canada 23.500% due 7/17/2009

Royal Bank of Canada 0.000% due 3/28/2013

Royal Bank of Canada 0.000% due 3/31/2014

Royal Bank of Canada 0.000% due 3/31/2015

Royal Bank of Canada 15.000% due 6/30/2009

Royal Bank of Canada 23.750% due 6/30/2009

Royal Bank of Canada 23.250% due 6/30/2009

Royal Bank of Canada 16.500% due 6/30/2009

Royal Bank of Canada 25.250% due 6/30/2009

Royal Bank of Canada 24.750% due 6/30/2009

Royal Bank of Canada 11.250% due 6/30/2009

Royal Bank of Canada 23.500% due 6/30/2009

Royal Bank of Canada 11.000% due 6/30/2009

Royal Bank of Canada 11.000% due 6/30/2009

Royal Bank of Canada 21.500% due 6/30/2009

Royal Bank of Canada 23.65% due 6/30/2009

Royal Bank of Canada 18.000% due 6/30/2009

Royal Bank of Canada 23.700% due 6/30/2009

Royal Bank of Canada 0.000% due 9/28/2011

Royal Bank of Canada 0.000% due 9/24/2010

Royal Bank of Canada 23.000% due 4/19/2010

Royal Bank of Canada 16.000% due 6/18/2009

Royal Bank of Canada 10.000% due 6/18/2009

Royal Bank of Canada 13.500% due 6/18/2009

Royal Bank of Canada 22.500% due 6/18/2009

Royal Bank of Canada 25.000% due 6/18/2009

Royal Bank of Canada 12.750% due 6/18/2009

Royal Bank of Canada 12.250% due 6/18/2009

Royal Bank of Canada 17.000% due 6/18/2009

Royal Bank of Canada 13.50% due 6/18/2009

Royal Bank of Canada 30.000% due 6/18/2009

Royal Bank of Canada 24.500% due 6/18/2009

Royal Bank of Canada 14.500% due 6/18/2009

Royal Bank of Canada 23.250% due 6/18/2009

Royal Bank of Canada 0.000% due 9/9/2010

Royal Bank of Canada 0.000% due 3/29/2010

Royal Bank of Canada 0.000% due 3/29/2010

Royal Bank of Canada 0.000% due 3/29/2010

Royal Bank of Canada 23.000% due 5/29/2009

Royal Bank of Canada 20.000% due 5/29/2009

Royal Bank of Canada 18.750% due 5/29/2009

Royal Bank of Canada 12.000% due 5/29/2009

Royal Bank of Canada 11.000% due 8/31/2009

Royal Bank of Canada 32.000% due 5/29/2009

Royal Bank of Canada 28.500% due 5/29/2009

Royal Bank of Canada 12.000% due 5/29/2009

Royal Bank of Canada 20.000% due 5/29/2009

Royal Bank of Canada 33.500% due 5/29/2009

Royal Bank of Canada 14.000% due 5/29/2009

Royal Bank of Canada 11.250% due 5/29/2009

Royal Bank of Canada 21.000% due 5/29/2009

Royal Bank of Canada 34.500% due 5/29/2009

Royal Bank of Canada 19.000% due 5/29/2009

Royal Bank of Canada 10.000% due 8/31/2009

Royal Bank of Canada 0.000% due 2/19/2013

Royal Bank of Canada 0.000% due 3/23/2010

Royal Bank of Canada 0.000% due 2/19/2013

Royal Bank of Canada 12.250% due 3/18/2010

Royal Bank of Canada 21.000% due 5/18/2009

Royal Bank of Canada 12.500% due 5/18/2009

Royal Bank of Canada 11.000% due 5/18/2009

Royal Bank of Canada 10.000% due 5/18/2009

Royal Bank of Canada 12.500% due 8/18/2009

Royal Bank of Canada 16.000% due 5/18/2009

Royal Bank of Canada 21.000% due 8/18/2009

Royal Bank of Canada 34.000% due 5/18/2009

Royal Bank of Canada 27.000% due 5/18/2009

Royal Bank of Canada 22.000% due 5/18/2009

Royal Bank of Canada 10.250% due 5/18/2009

Royal Bank of Canada 16.000% due 5/18/2009

Royal Bank of Canada 34.000% due 5/18/2009

Royal Bank of Canada 15.000% due 8/18/2009

Royal Bank of Canada 22.000% due 5/18/2009

Royal Bank of Canada 16.000% due 5/18/2009

Royal Bank of Canada 10.000% due 8/18/2009

Royal Bank of Canada 29.000% due 5/18/2009

Royal Bank of Canada 11.000% due 5/18/2009

Royal Bank of Canada 33.000% due 5/18/2009

Royal Bank of Canada 19.000% due 2/26/2010

Royal Bank of Canada 18.500% due 1/31/2011

Royal Bank of Canada 15.780% due 5/4/2009

Royal Bank of Canada 15.500% due 4/30/2009

Royal Bank of Canada 12.150% due 7/31/2009

Royal Bank of Canada 13.000% due 4/30/2009

Royal Bank of Canada 11.250% due 7/31/2009

Royal Bank of Canada 8.150% due 4/30/2009

Royal Bank of Canada 11.500% due 7/31/2009

Royal Bank of Canada 10.000% due 7/31/2009

Royal Bank of Canada 11.000% due 4/30/2009

Royal Bank of Canada 33.250% due 4/30/2009

Royal Bank of Canada 10.000% due 4/20/2009

Royal Bank of Canada 0.000% due 11/26/2010

Royal Bank of Canada 0.000% due 6/30/2010

Royal Bank of Canada 12.250% due 3/31/2009

Royal Bank of Canada 13.000% due 3/31/2009

Royal Bank of Canada 12.000% due 3/31/2009

Royal Bank of Canada 11.000% due 3/31/2009

Royal Bank of Canada 10.000% due 3/31/2009

Royal Bank of Canada 15.000% due 3/31/2009

Royal Bank of Canada 12.150% due 3/31/2009

Royal Bank of Canada 10.000% due 3/31/2009

Royal Bank of Canada 0.000% due 7/17/2009

Royal Bank of Canada 25.000% due 2/27/2009

Royal Bank of Canada 0.000% due 12/23/2010

Royal Bank of Canada 12.000% due 3/10/2009

Royal Bank of Canada 12.250% due 3/10/2009

Royal Bank of Canada 12.000% due 3/10/2009

Royal Bank of Canada 14.250% due 3/10/2009

Royal Bank of Canada 13.000% due 3/10/2009

Royal Bank of Canada 15.000% due 3/10/2009

Royal Bank of Canada 0.000% due 6/19/2009

Royal Bank of Canada 26.850% due 3/5/2009

Royal Bank of Canada 0.000% due 11/30/2010

Royal Bank of Canada 0.000% due 5/28/2010

Royal Bank of Canada 0.000% due 5/28/2010

Royal Bank of Canada 10.250% due 5/29/2009

Royal Bank of Canada 19.900% due 2/27/2009

Royal Bank of Canada 24.600% due 2/27/2009

Royal Bank of Canada 0.000% due 11/26/2010

Royal Bank of Canada 14.650% due 2/19/2009

Royal Bank of Canada 10.000% due 2/19/2009

Royal Bank of Canada 20.000% due 2/17/2009

Royal Bank of Canada 13.000% due 2/13/2009

Royal Bank of Canada 17.900% due 11/13/2009

Royal Bank of Canada 13.000% due 2/13/2009

Royal Bank of Canada 14.500% due 2/13/2009

Royal Bank of Canada 11.500% due 2/13/2009

Royal Bank of Canada 17.000% due 2/13/2009

Royal Bank of Canada 0.000% due 10/31/2013

Royal Bank of Canada 0.000% due 10/30/2009

Royal Bank of Canada 0.000% due 4/30/2010

Royal Bank of Canada 0.000% due 4/30/2010

Royal Bank of Canada 0.000% due 10/29/2010

Royal Bank of Canada 16.000% due 1/30/2009

Royal Bank of Canada 28.000% due 1/30/2009

Royal Bank of Canada 20.000% due 4/30/2009

Royal Bank of Canada 13.500% due 4/30/2009

Royal Bank of Canada 30.500% due 1/30/2009

Royal Bank of Canada 19.500% due 1/30/2009

Royal Bank of Canada 23.250% due 4/30/2009

Royal Bank of Canada 20.500% due 4/30/2009

Royal Bank of Canada 40.000% due 1/30/2009

Royal Bank of Canada 11.750% due 1/30/2009

Royal Bank of Canada 17.000% due 10/30/2009

Royal Bank of Canada 19.250% due 1/30/2009

Royal Bank of Canada 26.000% due 4/30/2009

Royal Bank of Canada 11.250% due 10/30/2009

Royal Bank of Canada 21.000% due 4/30/2009

Royal Bank of Canada 21.250% due 1/30/2009

Royal Bank of Canada 18.500% due 1/30/2009

Royal Bank of Canada 0.000% due 7/28/2009

Royal Bank of Canada 26.000% due 4/27/2009

Royal Bank of Canada 0.000% due 9/30/2010

Royal Bank of Canada 22.850% due 10/14/2009

Royal Bank of Canada 19.300% due 10/14/2009

Royal Bank of Canada 15.500% due 1/9/2009

Royal Bank of Canada 15.000% due 1/9/2009

Royal Bank of Canada 21.200% due 1/9/2009

Royal Bank of Canada 23.650% due 1/9/2009

Royal Bank of Canada 29.800% due 1/9/2009

Royal Bank of Canada 10% per year for the first year; after that, 10 times spread of 30-year CMS rate over two-year CMS rate, with floor of 0% and capped at 15% per year; payable quarterly due 9/30/2028

Royal Bank of Canada 0.000% due 9/30/2010

Royal Bank of Canada 0.000% due 9/30/2013

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 24.000% due 12/30/2008

Royal Bank of Canada 0.000% due 10/30/2009

Royal Bank of Canada 0.000% due 3/31/2010

Royal Bank of Canada 0.000% due 9/30/2010

Royal Bank of Canada 0.000% due 3/31/2010

Royal Bank of Canada 0.000% due 9/30/2010

Royal Bank of Canada 14.500% due 3/31/2009

Royal Bank of Canada 25.000% due 12/31/2008

Royal Bank of Canada 11.750% due 9/30/2009

Royal Bank of Canada 22.000% due 12/31/2008

Royal Bank of Canada 15.150% due 9/30/2009

Royal Bank of Canada 13.250% due 3/31/2009

Royal Bank of Canada 11.000% due 12/31/2008

Royal Bank of Canada 11.000% due 9/30/2009

Royal Bank of Canada 10.550% due 12/31/2008

Royal Bank of Canada 20.250% due 12/31/2008

Royal Bank of Canada 22.250% due 12/31/2008

Royal Bank of Canada 11.750% due 12/31/2008

Royal Bank of Canada 15.800% due 3/31/2009

Royal Bank of Canada 9.000% due 3/31/2009

Royal Bank of Canada 13.500% due 3/31/2009

Royal Bank of Canada 14.250% due 3/31/2009

Royal Bank of Canada 13.500% due 9/30/2009

Royal Bank of Canada 8.250% due 9/30/2009

Royal Bank of Canada 21.150% due 12/31/2008

Royal Bank of Canada 14.250% due 9/30/2009

Royal Bank of Canada 9.750% due 12/31/2008

Royal Bank of Canada 29.850% due 12/31/2008

Royal Bank of Canada 13.750% due 3/31/2009

Royal Bank of Canada 25.850% due 12/26/2008

Royal Bank of Canada 42.500% due 12/19/2008

Royal Bank of Canada 25.000% due 12/19/2008

Royal Bank of Canada 11.300% due 3/16/2009

Royal Bank of Canada 23.250% due 12/12/2008

Royal Bank of Canada 12.600% due 3/10/2009

Royal Bank of Canada 0.000% due 12/29/2008

Royal Bank of Canada 0.000% due 9/30/2009

Royal Bank of Canada 0.000% due 9/30/2009

Royal Bank of Canada 0.000% due 8/31/2010

Royal Bank of Canada 0.000% due 8/31/2010

Royal Bank of Canada 0.000% due 2/26/2010

Royal Bank of Canada 0.000% due 8/31/2010

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 13.25% due 2/27/2009

Royal Bank of Canada 15.50% due 2/27/2009

Royal Bank of Canada 21.25% due 2/27/2009

Royal Bank of Canada 10.75% due 11/28/2008

Royal Bank of Canada 16% due 11/28/2008

Royal Bank of Canada 12.90% due 2/27/2009

Royal Bank of Canada 11% due 8/31/2009

Royal Bank of Canada 23.55% due 11/28/2008

Royal Bank of Canada 9.75% due 11/28/2008

Royal Bank of Canada 15% due 11/28/2008

Royal Bank of Canada 15.65% due 2/27/2009

Royal Bank of Canada 13.90% due 8/31/2009

Royal Bank of Canada 19.25% due 11/28/2008

Royal Bank of Canada 9.50% due 8/31/2009

Royal Bank of Canada 25.50% due 11/28/2008

Royal Bank of Canada 14.30% due 11/28/2008

Royal Bank of Canada 21.50% due 11/28/2008

Royal Bank of Canada 14% due 11/28/2008

Royal Bank of Canada 13.75% due 2/27/2009

Royal Bank of Canada 20.55% due 11/28/2008

Royal Bank of Canada 14% due 11/28/2008

Royal Bank of Canada 34.80% due 11/28/2008

Royal Bank of Canada 26.75% due 2/27/2009

Royal Bank of Canada 12.50% due 2/27/2009

Royal Bank of Canada 13.50% due 8/31/2009

Royal Bank of Canada 21% due 11/28/2008

Royal Bank of Canada 15.65% due 2/27/2009

Royal Bank of Canada 13.90% due 8/31/2009

Royal Bank of Canada 12.25% due 11/28/2008

Royal Bank of Canada 20.25% due 11/28/2008

Royal Bank of Canada 22% due 2/27/2009

Royal Bank of Canada 10.75% due 11/28/2008

Royal Bank of Canada 15.50% due 2/27/2009

Royal Bank of Canada 15.25% due 11/28/2008

Royal Bank of Canada 25.75% due 11/28/2008

Royal Bank of Canada 26% due 11/28/2008

Royal Bank of Canada 22.500% due 11/25/2008

Royal Bank of Canada 17.000% due 2/17/2009

Royal Bank of Canada 0.000% due 8/6/2012

Royal Bank of Canada 17.250% due 11/5/2008

Royal Bank of Canada 11.25%, only payable if the final index level is greater than the initial level due 5/4/2009

Royal Bank of Canada 10% per year for the first year; after that, 10 times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and capped at 15% per year; payable quarterly due 7/31/2028

Royal Bank of Canada 0.000% due 7/30/2010

Royal Bank of Canada 0.000% due 7/29/2011

Royal Bank of Canada 0.000% due 1/31/2013

Royal Bank of Canada 16.750% due 1/30/2009

Royal Bank of Canada 0.000% due 8/31/2009

Royal Bank of Canada 0.000% due 8/31/2009

Royal Bank of Canada 0.000% due 8/31/2009

Royal Bank of Canada 0.000% due 7/30/2010

Royal Bank of Canada 0.000% due 7/30/2010

Royal Bank of Canada 10% per year for first year; after that, 35 times the spread of the 30-year CMS rate over the 10-year CMS rate, with a floor of 0% and a cap of 15%; payable quarterly due 7/31/2028

Royal Bank of Canada 14.250% due 10/31/2008

Royal Bank of Canada 13.250% due 1/30/2009

Royal Bank of Canada 10.750% due 1/30/2009

Royal Bank of Canada 10.750% due 10/31/2008

Royal Bank of Canada 17.000% due 7/31/2009

Royal Bank of Canada 13.000% due 10/31/2008

Royal Bank of Canada 18.250% due 1/30/2009

Royal Bank of Canada 15.250% due 7/31/2009

Royal Bank of Canada 23.800% due 10/31/2008

Royal Bank of Canada 11.200% due 10/31/2008

Royal Bank of Canada 14.750% due 10/31/2008

Royal Bank of Canada 10.000% due 7/31/2009

Royal Bank of Canada 14.000% due 1/30/2009

Royal Bank of Canada 19.000% due 10/31/2008

Royal Bank of Canada 18.750% due 10/31/2008

Royal Bank of Canada 20.750% due 10/31/2008

Royal Bank of Canada 10.150% due 1/30/2009

Royal Bank of Canada 19.750% due 10/31/2008

Royal Bank of Canada 13.000% due 7/31/2009

Royal Bank of Canada 21.500% due 10/31/2008

Royal Bank of Canada 21.000% due 1/30/2009

Royal Bank of Canada 20.000% due 10/31/2008

Royal Bank of Canada 39.000% due 10/31/2008

Royal Bank of Canada 11.500% due 1/30/2009

Royal Bank of Canada 12.500% due 1/30/2009

Royal Bank of Canada 30.750% due 10/31/2008

Royal Bank of Canada 16.750% due 10/31/2008

Royal Bank of Canada 13.000% due 7/31/2009

Royal Bank of Canada 16.500% due 10/31/2008

Royal Bank of Canada 22.000% due 10/31/2008

Royal Bank of Canada 17.000% due 1/30/2009

Royal Bank of Canada 22.400% due 10/31/2008

Royal Bank of Canada 17.500% due 7/31/2009

Royal Bank of Canada 17.250% due 1/30/2009

Royal Bank of Canada 12.500% due 10/31/2008

Royal Bank of Canada 9.750% due 7/31/2009

Royal Bank of Canada 18.000% due 10/31/2008

Royal Bank of Canada 16.750% due 10/31/2008

Royal Bank of Canada 29.250% due 10/31/2008

Royal Bank of Canada 13.750% due 1/30/2009

Royal Bank of Canada 16.500% due 10/31/2008

Royal Bank of Canada 21.250% due 10/31/2008

Royal Bank of Canada 15.250% due 10/31/2008

Royal Bank of Canada 10.000% due 10/31/2008

Royal Bank of Canada 12.250% due 1/30/2009

Royal Bank of Canada 0.000% due 1/28/2010

Royal Bank of Canada 11.750% due 1/30/2009

Royal Bank of Canada 14.750% due 1/30/2009

Royal Bank of Canada 27.250% due 10/30/2008

Royal Bank of Canada 19.000% due 1/29/2009

Royal Bank of Canada 19.000% due 1/29/2009

Royal Bank of Canada 0.000% due 7/25/2012

Royal Bank of Canada 16.150% due 10/28/2008

Royal Bank of Canada 0.000% due 1/29/2014

Royal Bank of Canada 13.000% due 1/26/2009

Royal Bank of Canada 0.000% due 1/25/2010

Royal Bank of Canada 0.000% due 2/18/2009

Royal Bank of Canada 11% per year for the first year; after that, 10 times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and capped at 15% per year; payable quarterly due 7/18/2023

Royal Bank of Canada 16.000% due 10/20/2008

Royal Bank of Canada 12.500% due 10/20/2008

Royal Bank of Canada 16.000% due 10/20/2008

Royal Bank of Canada 14.000% due 10/16/2008

Royal Bank of Canada 10.850% due 4/14/2009

Royal Bank of Canada 9.000% due 1/12/2009

Royal Bank of Canada 20.150% due 10/14/2008

Royal Bank of Canada 16.750% due 4/13/2009

Royal Bank of Canada 18.850% due 4/13/2009

Royal Bank of Canada 0.000% due 6/30/2011

Royal Bank of Canada 0.000% due 6/30/2011

Royal Bank of Canada 0.000% due 6/30/2014

Royal Bank of Canada 0.000% due 6/30/2010

Royal Bank of Canada 0.000% due 6/30/2010

Royal Bank of Canada 8.25% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 6/30/2023

Royal Bank of Canada 7.5% per year multiplied by proportion of days on which six-month Libor is at least 0% and not more than 7%; payable quarterly due 6/30/2023

Royal Bank of Canada 9% per year multiplied by the proportion of days on which six-month Libor is at least 0% and not more than 6.4%; payable quarterly due 6/30/2023

Royal Bank of Canada 14.750% due 9/30/2008

Royal Bank of Canada 12.000% due 9/30/2008

Royal Bank of Canada 12.500% due 6/30/2009

Royal Bank of Canada 19.000% due 6/30/2009

Royal Bank of Canada 21.250% due 9/30/2008

Royal Bank of Canada 14.500% due 6/30/2009

Royal Bank of Canada 11.000% due 9/30/2008

Royal Bank of Canada 12.250% due 12/30/2008

Royal Bank of Canada 15.250% due 12/30/2008

Royal Bank of Canada 10.000% due 6/30/2009

Royal Bank of Canada 11.250% due 6/30/2009

Royal Bank of Canada 13.000% due 9/30/2008

Royal Bank of Canada 18.750% due 9/30/2008

Royal Bank of Canada 15.500% due 12/30/2008

Royal Bank of Canada 10.750% due 9/30/2008

Royal Bank of Canada 12.250% due 6/30/2009

Royal Bank of Canada 10.500% due 12/30/2008

Royal Bank of Canada 17.750% due 9/30/2008

Royal Bank of Canada 21.500% due 9/30/2008

Royal Bank of Canada 14.000% due 12/30/2008

Royal Bank of Canada 22.750% due 12/30/2008

Royal Bank of Canada 11.000% due 6/30/2009

Royal Bank of Canada 9.250% due 6/30/2009

Royal Bank of Canada 8.500% due 12/30/2008

Royal Bank of Canada 12.750% due 12/30/2008

Royal Bank of Canada 9.750% due 6/30/2009

Royal Bank of Canada 18.250% due 9/30/2008

Royal Bank of Canada 20.000% due 12/30/2008

Royal Bank of Canada 14.750% due 12/30/2008

Royal Bank of Canada 20.500% due 9/30/2008

Royal Bank of Canada 15.750% due 6/30/2009

Royal Bank of Canada 14.000% due 9/30/2008

Royal Bank of Canada 13.000% due 12/30/2008

Royal Bank of Canada 11.000% due 6/30/2009

Royal Bank of Canada 13.750% due 6/30/2009

Royal Bank of Canada 15.000% due 9/30/2008

Royal Bank of Canada 17.750% due 12/30/2008

Royal Bank of Canada 12.000% due 6/30/2009

Royal Bank of Canada 10.000% due 6/30/2009

Royal Bank of Canada 11.750% due 9/30/2008

Royal Bank of Canada 15.500% due 12/31/2008

Royal Bank of Canada 0.000% due 7/24/2009

Royal Bank of Canada 0.000% due 12/24/2009

Royal Bank of Canada 0.000% due 5/28/2010

Royal Bank of Canada 0.000% due 12/24/2009

Royal Bank of Canada 10% per year for the first year; after that, eight times the spread of the 30-year CMS rate over the two-year CMS rate, with floor of 0% and capped at 20% per year; payable quarterly due 6/13/2023

Royal Bank of Canada 17.000% due 12/11/2008

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 23.500% due 12/9/2008

Royal Bank of Canada 0.000% due 6/9/2009

Royal Bank of Canada 0.000% due 6/30/2009

Royal Bank of Canada 0.000% due 5/31/2013

Royal Bank of Canada 0.000% due 5/28/2010

Royal Bank of Canada 0.000% due 5/28/2010

Royal Bank of Canada 0.000% due 5/28/2010

Royal Bank of Canada 0.000% due 5/31/2011

Royal Bank of Canada 0.000% due 11/30/2012

Royal Bank of Canada 13.500% due 11/28/2008

Royal Bank of Canada 14.500% due 11/28/2008

Royal Bank of Canada 14.750% due 8/29/2008

Royal Bank of Canada 15.500% due 11/28/2008

Royal Bank of Canada 10.000% due 11/28/2008

Royal Bank of Canada 11.650% due 11/28/2008

Royal Bank of Canada 16.000% due 11/28/2008

Royal Bank of Canada 15.750% due 11/28/2008

Royal Bank of Canada 17.650% due 8/29/2008

Royal Bank of Canada 19.500% due 5/29/2009

Royal Bank of Canada 22.400% due 11/28/2008

Royal Bank of Canada 15.300% due 11/28/2008

Royal Bank of Canada 14.250% due 11/28/2008

Royal Bank of Canada 17.350% due 8/29/2008

Royal Bank of Canada 16.350% due 11/28/2008

Royal Bank of Canada 10.350% due 11/28/2008

Royal Bank of Canada 10.350% due 11/28/2008

Royal Bank of Canada 12.000% due 5/29/2009

Royal Bank of Canada 15.100% due 11/28/2008

Royal Bank of Canada 13.050% due 11/28/2008

Royal Bank of Canada 15.000% due 8/29/2008

Royal Bank of Canada 12.250% due 5/29/2009

Royal Bank of Canada 17.750% due 11/28/2008

Royal Bank of Canada 14.000% due 11/28/2008

Royal Bank of Canada 16.750% due 5/29/2009

Royal Bank of Canada 18.100% due 8/29/2008

Royal Bank of Canada 12.250% due 8/29/2008

Royal Bank of Canada 13.000% due 8/29/2008

Royal Bank of Canada 16.850% due 11/28/2008

Royal Bank of Canada 14.000% due 8/29/2008

Royal Bank of Canada 10.000% due 11/28/2008

Royal Bank of Canada 17.250% due 5/29/2009

Royal Bank of Canada 16.800% due 5/29/2009

Royal Bank of Canada 17.000% due 5/29/2009

Royal Bank of Canada 10.250% due 8/29/2008

Royal Bank of Canada 21.000% due 8/29/2008

Royal Bank of Canada 10.000% due 5/29/2009

Royal Bank of Canada 8.050% due 8/29/2008

Royal Bank of Canada 11.000% due 11/28/2008

Royal Bank of Canada 8.750% due 5/29/2009

Royal Bank of Canada 15.300% due 11/28/2008

Royal Bank of Canada 13.880% due 8/29/2008

Royal Bank of Canada 0.000% due 8/24/2011

Royal Bank of Canada 23.000% due 8/25/2008

Royal Bank of Canada 16.750% due 8/20/2008

Royal Bank of Canada 11.000% due 11/20/2008

Royal Bank of Canada 15.500% due 11/14/2008

Royal Bank of Canada 0.000% due 5/15/2009

Royal Bank of Canada 10.700% due 5/8/2009

Royal Bank of Canada 22.000% due 8/8/2008

Royal Bank of Canada 0.000% due 4/30/2013

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 0.000% due 10/31/2012

Royal Bank of Canada 8% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to 10-year CMS rate; payable quarterly due 4/30/2028

Royal Bank of Canada 0.000% due 5/29/2009

Royal Bank of Canada 0.000% due 5/29/2009

Royal Bank of Canada 7.7% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 4/30/2028

Royal Bank of Canada 14.000% due 10/31/2008

Royal Bank of Canada 13.500% due 7/31/2008

Royal Bank of Canada 18.150% due 7/31/2008

Royal Bank of Canada 14.000% due 10/31/2008

Royal Bank of Canada 27.150% due 7/31/2008

Royal Bank of Canada 19.250% due 7/31/2008

Royal Bank of Canada 9.760% due 10/31/2008

Royal Bank of Canada 14.250% due 4/30/2009

Royal Bank of Canada 17.000% due 10/31/2008

Royal Bank of Canada 16.400% due 7/31/2008

Royal Bank of Canada 18.050% due 7/31/2008

Royal Bank of Canada 16.000% due 10/31/2008

Royal Bank of Canada 23.400% due 7/31/2008

Royal Bank of Canada 21.000% due 10/31/2008

Royal Bank of Canada 17.250% due 7/31/2008

Royal Bank of Canada 16.500% due 10/31/2008

Royal Bank of Canada 13.400% due 10/31/2008

Royal Bank of Canada 20.200% due 7/31/2008

Royal Bank of Canada 11.900% due 10/31/2008

Royal Bank of Canada 11.440% due 4/30/2009

Royal Bank of Canada 21.000% due 10/31/2008

Royal Bank of Canada 14.750% due 4/30/2009

Royal Bank of Canada 27.150% due 7/31/2008

Royal Bank of Canada 35.200% due 7/31/2008

Royal Bank of Canada 25.900% due 7/31/2008

Royal Bank of Canada 9.830% due 4/30/2009

Royal Bank of Canada 17.000% due 10/31/2008

Royal Bank of Canada 17.300% due 7/31/2008

Royal Bank of Canada 17.350% due 7/31/2008

Royal Bank of Canada 20.000% due 7/31/2008

Royal Bank of Canada 19.100% due 7/31/2008

Royal Bank of Canada 12.000% due 10/31/2008

Royal Bank of Canada 8.700% due 10/31/2008

Royal Bank of Canada 12.000% due 10/31/2008

Royal Bank of Canada 13.500% due 7/31/2008

Royal Bank of Canada 12.750% due 7/31/2008

Royal Bank of Canada 39.100% due 7/31/2008

Royal Bank of Canada 10.500% due 10/31/2008

Royal Bank of Canada 11.750% due 7/31/2008

Royal Bank of Canada 21.400% due 10/31/2008

Royal Bank of Canada 14.000% due 10/31/2008

Royal Bank of Canada 24.000% due 6/30/2008

Royal Bank of Canada 30.000% due 7/25/2008

Royal Bank of Canada 0.000% due 4/29/2009

Royal Bank of Canada 8.5% per year multiplied by proportion of days on which 30-year CMS rate is greater than or equal to 10-year CMS rate; payable quarterly due 4/11/2028

Royal Bank of Canada 26.600% due 7/8/2008

Royal Bank of Canada 28.500% due 7/8/2008

Royal Bank of Canada 0.000% due 3/29/2012

Royal Bank of Canada 0.000% due 3/28/2013

Royal Bank of Canada 0.000% due 3/31/2010

Royal Bank of Canada 0.000% due 9/28/2012

Royal Bank of Canada 0.000% due 4/30/2009

Royal Bank of Canada 16.500% due 6/30/2008

Royal Bank of Canada 13.700% due 3/31/2009

Royal Bank of Canada 11.850% due 3/31/2009

Royal Bank of Canada 12.950% due 6/30/2008

Royal Bank of Canada 18.250% due 6/30/2008

Royal Bank of Canada 15.600% due 9/30/2008

Royal Bank of Canada 13.400% due 9/30/2008

Royal Bank of Canada 12.850% due 6/30/2008

Royal Bank of Canada 35.600% due 6/30/2008

Royal Bank of Canada 12.000% due 9/30/2008

Royal Bank of Canada 10.100% due 3/31/2009

Royal Bank of Canada 16.250% due 9/30/2008

Royal Bank of Canada 16.000% due 9/30/2008

Royal Bank of Canada 18.250% due 6/30/2008

Royal Bank of Canada 16.300% due 3/31/2009

Royal Bank of Canada 17.050% due 9/30/2008

Royal Bank of Canada 10.300% due 6/30/2008

Royal Bank of Canada 10.000% due 9/30/2008

Royal Bank of Canada 9.750% due 3/31/2009

Royal Bank of Canada 15.050% due 6/30/2008

Royal Bank of Canada 14.250% due 9/30/2008

Royal Bank of Canada 18.000% due 6/30/2008

Royal Bank of Canada 15.000% due 6/30/2008

Royal Bank of Canada 14.250% due 3/31/2009

Royal Bank of Canada 12.000% due 9/30/2008

Royal Bank of Canada 11.750% due 6/30/2008

Royal Bank of Canada 10.500% due 9/30/2008

Royal Bank of Canada 15.500% due 6/30/2008

Royal Bank of Canada 12.450% due 9/30/2008

Royal Bank of Canada 12.750% due 6/30/2008

Royal Bank of Canada 14.300% due 6/30/2008

Royal Bank of Canada 30.500% due 6/30/2008

Royal Bank of Canada 11.750% due 3/31/2009

Royal Bank of Canada 16.000% due 6/30/2008

Royal Bank of Canada 12.000% due 9/30/2008

Royal Bank of Canada 14.680% due 6/30/2008

Royal Bank of Canada 14.680% due 6/30/2008

Royal Bank of Canada 11.750% due 9/30/2008

Royal Bank of Canada 12.450% due 9/30/2008

Royal Bank of Canada 11.050% due 9/30/2008

Royal Bank of Canada 14.050% due 6/30/2008

Royal Bank of Canada 20.750% due 6/30/2008

Royal Bank of Canada 0.000% due 4/28/2009

Royal Bank of Canada 0.000% due 4/27/2009

Royal Bank of Canada 0.000% due 9/22/2009

Royal Bank of Canada 7.75% per year multiplied by proportion of days on which six-month Libor is at least 0% and not more than 7%; payable semiannually due 3/20/2028

Royal Bank of Canada 21.000% due 6/19/2008

Royal Bank of Canada 18.800% due 9/19/2008

Royal Bank of Canada 17.450% due 9/19/2008

Royal Bank of Canada 21.700% due 9/19/2008

Royal Bank of Canada 23.800% due 6/24/2008

Royal Bank of Canada 0.000% due 4/9/2009

Royal Bank of Canada 26.750% due 5/5/2008

Royal Bank of Canada 10.000% due 2/27/2009

Royal Bank of Canada 0.000% due 2/26/2010

Royal Bank of Canada 0.000% due 2/26/2010

Royal Bank of Canada 0.000% due 2/28/2014

Royal Bank of Canada 0.000% due 2/26/2010

Royal Bank of Canada 11.250% due 2/27/2009

Royal Bank of Canada 19.000% due 6/4/2008

Royal Bank of Canada 15.250% due 5/29/2008

Royal Bank of Canada 10.550% due 5/29/2008

Royal Bank of Canada 14.000% due 8/29/2008

Royal Bank of Canada 10.000% due 8/29/2008

Royal Bank of Canada 14.250% due 8/29/2008

Royal Bank of Canada 13.600% due 8/29/2008

Royal Bank of Canada 13.400% due 5/29/2008

Royal Bank of Canada 13.500% due 5/29/2008

Royal Bank of Canada 8.750% due 5/29/2008

Royal Bank of Canada 14.450% due 5/29/2008

Royal Bank of Canada 15.000% due 5/29/2008

Royal Bank of Canada 17.550% due 5/29/2008

Royal Bank of Canada 14.550% due 5/29/2008

Royal Bank of Canada 15.000% due 5/29/2008

Royal Bank of Canada 21.250% due 5/29/2008

Royal Bank of Canada 14.850% due 2/27/2009

Royal Bank of Canada 10.000% due 8/29/2008

Royal Bank of Canada 13.100% due 5/29/2008

Royal Bank of Canada 10.700% due 5/29/2008

Royal Bank of Canada 13.350% due 5/29/2008

Royal Bank of Canada 11.000% due 5/29/2008

Royal Bank of Canada 14.450% due 5/29/2008

Royal Bank of Canada 11.500% due 8/28/2008

Royal Bank of Canada 17.400% due 2/27/2009

Royal Bank of Canada 15.750% due 5/29/2008

Royal Bank of Canada 10.000% due 2/27/2009

Royal Bank of Canada 10.000% due 2/27/2009

Royal Bank of Canada 8.700% due 8/29/2008

Royal Bank of Canada 21.000% due 5/29/2008

Royal Bank of Canada 19.550% due 5/29/2008

Royal Bank of Canada 11.250% due 5/29/2008

Royal Bank of Canada 13.000% due 5/29/2008

Royal Bank of Canada 16.000% due 5/29/2008

Royal Bank of Canada 12.200% due 8/29/2008

Royal Bank of Canada 20.500% due 5/29/2008

Royal Bank of Canada 10.500% due 5/29/2008

Royal Bank of Canada 0.000% due 3/31/2009

Royal Bank of Canada 7.4% per year multiplied by proportion of days on which six-month Libor is at least 0% and not more than 7%; payable semiannually due 2/28/2023

Royal Bank of Canada 23.500% due 5/29/2008

Royal Bank of Canada 20.000% due 5/27/2008

Royal Bank of Canada 9.000% due 8/20/2008

Royal Bank of Canada 22.250% due 8/20/2008

Royal Bank of Canada 16.500% due 5/20/2008

Royal Bank of Canada 24.000% due 4/21/2008

Royal Bank of Canada 17.000% due 8/20/2008

Royal Bank of Canada 11.000% due 2/13/2009

Royal Bank of Canada 25.500% due 5/13/2008

Royal Bank of Canada 25.000% due 5/13/2008

Royal Bank of Canada 21.500% due 2/13/2009

Royal Bank of Canada 0.000% due 2/8/2010

Royal Bank of Canada 0.000% due 1/29/2010

Royal Bank of Canada 0.000% due 1/29/2010

Royal Bank of Canada 0.000% due 1/29/2010

Royal Bank of Canada 0.000% due 1/31/2014

Royal Bank of Canada 0.000% due 2/27/2009

Royal Bank of Canada 0.000% due 7/31/2009

Royal Bank of Canada 10.350% due 7/31/2008

Royal Bank of Canada 13.250% due 7/31/2008

Royal Bank of Canada 17.000% due 5/5/2008

Royal Bank of Canada 18.000% due 4/30/2008

Royal Bank of Canada 9.000% due 4/30/2008

Royal Bank of Canada 19.500% due 4/30/2008

Royal Bank of Canada 24.700% due 7/31/2008

Royal Bank of Canada 16.000% due 4/30/2008

Royal Bank of Canada 19.200% due 4/30/2008

Royal Bank of Canada 30.500% due 4/30/2008

Royal Bank of Canada 36.550% due 4/30/2008

Royal Bank of Canada 19.500% due 7/31/2008

Royal Bank of Canada 17.500% due 4/30/2008

Royal Bank of Canada 10.100% due 7/31/2008

Royal Bank of Canada 27.550% due 4/30/2008

Royal Bank of Canada 19.800% due 7/31/2008

Royal Bank of Canada 9.150% due 1/30/2009

Royal Bank of Canada 25.600% due 4/3/2008

Royal Bank of Canada 14.000% due 7/31/2008

Royal Bank of Canada 13.750% due 4/30/2008

Royal Bank of Canada 15.800% due 4/30/2008

Royal Bank of Canada 11.000% due 1/30/2009

Royal Bank of Canada 12.700% due 7/31/2008

Royal Bank of Canada 22.750% due 4/30/2008

Royal Bank of Canada 11.800% due 4/30/2008

Royal Bank of Canada 10.500% due 4/30/2008

Royal Bank of Canada 12.300% due 4/30/2008

Royal Bank of Canada 15.250% due 4/30/2008

Royal Bank of Canada 17.500% due 4/30/2008

Royal Bank of Canada 15.600% due 4/30/2008

Royal Bank of Canada 11.500% due 1/30/2009

Royal Bank of Canada 13.000% due 4/30/2008

Royal Bank of Canada 16.750% due 7/31/2008

Royal Bank of Canada 15.750% due 4/30/2008

Royal Bank of Canada 32.100% due 4/30/2008

Royal Bank of Canada 12.250% due 7/31/2008

Royal Bank of Canada 9.300% due 1/30/2009

Royal Bank of Canada 10.000% due 4/30/2008

Royal Bank of Canada 11.000% due 7/31/2008

Royal Bank of Canada 11.250% due 1/30/2009

Royal Bank of Canada 12.450% due 1/30/2009

Royal Bank of Canada 30.500% due 4/23/2008

Royal Bank of Canada 16.000% due 1/16/2009

Royal Bank of Canada 15.700% due 4/11/2008

Royal Bank of Canada 0.000% due 1/12/2009

Royal Bank of Canada 0.000% due 12/31/2008

Royal Bank of Canada 10.000% due 3/31/2008

Royal Bank of Canada 24.450% due 3/31/2008

Royal Bank of Canada 12.000% due 6/30/2008

Royal Bank of Canada 18.050% due 3/31/2008

Royal Bank of Canada 15.200% due 3/31/2008

Royal Bank of Canada 10.750% due 3/31/2008

Royal Bank of Canada 15.750% due 6/30/2008

Royal Bank of Canada 14.750% due 3/31/2008

Royal Bank of Canada 14.600% due 3/31/2008

Royal Bank of Canada 14.600% due 6/30/2008

Royal Bank of Canada 17.600% due 3/31/2008

Royal Bank of Canada 13.650% due 6/30/2008

Royal Bank of Canada 22.900% due 3/31/2008

Royal Bank of Canada 15.300% due 6/30/2008

Royal Bank of Canada 10.000% due 6/30/2008

Royal Bank of Canada 10.000% due 6/30/2008

Royal Bank of Canada 21.400% due 3/31/2008

Royal Bank of Canada 19.000% due 3/31/2008

Royal Bank of Canada 22.000% due 6/30/2008

Royal Bank of Canada 17.250% due 12/31/2008

Royal Bank of Canada 11.400% due 3/31/2008

Royal Bank of Canada 37.900% due 3/31/2008

Royal Bank of Canada 31.100% due 3/31/2008

Royal Bank of Canada 20.750% due 3/31/2008

Royal Bank of Canada 30.900% due 3/31/2008

Royal Bank of Canada 16.250% due 12/31/2008

Royal Bank of Canada 17.500% due 6/30/2008

Royal Bank of Canada 16.250% due 3/31/2008

Royal Bank of Canada 20.500% due 3/31/2008

Royal Bank of Canada 17.200% due 3/31/2008

Royal Bank of Canada 17.250% due 6/30/2008

Royal Bank of Canada 22.500% due 3/31/2008

Royal Bank of Canada 24.650% due 3/31/2008

Royal Bank of Canada 15.250% due 6/30/2008

Royal Bank of Canada 17.800% due 6/30/2008

Royal Bank of Canada 14.200% due 3/31/2008

Royal Bank of Canada 19.800% due 3/31/2008

Royal Bank of Canada 14.100% due 6/30/2008

Royal Bank of Canada 13.450% due 6/30/2008

Royal Bank of Canada 33.750% due 3/31/2008

Royal Bank of Canada 23.200% due 6/30/2008

Royal Bank of Canada 29.450% due 3/31/2008

Royal Bank of Canada 11.500% due 6/30/2008

Royal Bank of Canada 15.100% due 6/30/2008

Royal Bank of Canada 17.500% due 6/30/2008

Royal Bank of Canada 11.000% due 3/31/2008

Royal Bank of Canada 24.400% due 3/31/2008

Royal Bank of Canada 15.500% due 3/31/2008

Royal Bank of Canada 16.400% due 6/30/2008

Royal Bank of Canada 17.950% due 6/30/2008

Royal Bank of Canada 0.000% due 12/29/2009

Royal Bank of Canada 0.000% due 12/31/2013

Royal Bank of Canada 0.000% due 12/31/2008

Royal Bank of Canada 19.250% due 3/27/2008

Royal Bank of Canada 16.000% due 3/20/2008

Royal Bank of Canada 0.000% due 12/18/2008

Royal Bank of Canada 16.750% due 6/6/2008

Royal Bank of Canada 18.500% due 3/7/2008

Royal Bank of Canada 23.500% due 3/7/2008

Royal Bank of Canada 0.000% due 12/9/2008

Royal Bank of Canada 0.000% due 12/9/2008

Royal Bank of Canada 12.250% due 2/29/2008

Royal Bank of Canada 11.300% due 2/29/2008

Royal Bank of Canada 10.000% due 11/28/2008

Royal Bank of Canada 18.550% due 2/29/2008

Royal Bank of Canada 12.900% due 5/30/2008

Royal Bank of Canada 14.000% due 5/30/2008

Royal Bank of Canada 18.050% due 5/30/2008

Royal Bank of Canada 21.000% due 2/29/2008

Royal Bank of Canada 14.250% due 2/29/2008

Royal Bank of Canada 12.050% due 5/30/2008

Royal Bank of Canada 19.000% due 2/29/2008

Royal Bank of Canada 23.000% due 2/29/2008

Royal Bank of Canada 27.650% due 2/29/2008

Royal Bank of Canada 13.500% due 11/28/2008

Royal Bank of Canada 14.000% due 2/29/2008

Royal Bank of Canada 9.750% due 2/29/2008

Royal Bank of Canada 17.750% due 2/29/2008

Royal Bank of Canada 23.000% due 2/29/2008

Royal Bank of Canada 33.250% due 2/29/2008

Royal Bank of Canada 14.250% due 2/29/2008

Royal Bank of Canada 14.300% due 5/30/2008

Royal Bank of Canada 15.000% due 2/29/2008

Royal Bank of Canada 12.500% due 5/30/2008

Royal Bank of Canada 11.800% due 5/30/2008

Royal Bank of Canada 18.150% due 2/29/2008

Royal Bank of Canada 18.750% due 5/30/2008

Royal Bank of Canada 15.000% due 2/29/2008

Royal Bank of Canada 17.250% due 5/30/2008

Royal Bank of Canada 18.750% due 2/29/2008

Royal Bank of Canada 16.650% due 5/30/2008

Royal Bank of Canada 17.350% due 2/29/2008

Royal Bank of Canada 18.750% due 5/30/2008

Royal Bank of Canada 21.000% due 2/29/2008

Royal Bank of Canada 14.800% due 2/29/2008

Royal Bank of Canada 13.150% due 2/29/2008

Royal Bank of Canada 18.000% due 2/29/2008

Royal Bank of Canada 12.500% due 2/29/2008

Royal Bank of Canada 18.350% due 2/29/2008

Royal Bank of Canada 22.000% due 2/29/2008

Royal Bank of Canada 11.600% due 5/30/2008

Royal Bank of Canada 9.200% due 11/28/2008

Royal Bank of Canada 13.000% due 5/30/2008

Royal Bank of Canada 18.500% due 5/30/2008

Royal Bank of Canada 0.000% due 11/27/2009

Royal Bank of Canada 0.000% due 11/26/2012

Royal Bank of Canada 0.000% due 11/27/2009

Royal Bank of Canada 0.000% due 11/26/2012

Royal Bank of Canada 28.000% due 2/29/2008

Royal Bank of Canada 35.000% due 2/19/2008

Royal Bank of Canada 28.500% due 2/15/2008

Royal Bank of Canada 29.000% due 2/15/2008

Royal Bank of Canada 18.600% due 11/10/2008

Royal Bank of Canada 12.000% due 5/6/2008

Royal Bank of Canada 27.000% due 2/5/2008

Royal Bank of Canada 0.000% due 10/31/2012

Royal Bank of Canada 0.000% due 10/30/2009

Royal Bank of Canada 0.000% due 10/16/2008

Royal Bank of Canada 0.000% due 11/7/2008

Royal Bank of Canada 0.000% due 11/7/2008

Royal Bank of Canada 0.000% due 4/30/2009

Royal Bank of Canada 0.000% due 4/30/2009

Royal Bank of Canada 17.000% due 4/30/2008

Royal Bank of Canada 20.850% due 1/31/2008

Royal Bank of Canada 9.500% due 4/30/2008

Royal Bank of Canada 10.500% due 4/30/2008

Royal Bank of Canada 14.000% due 4/30/2008

Royal Bank of Canada 12.000% due 4/30/2008

Royal Bank of Canada 15.500% due 4/30/2008

Royal Bank of Canada 26.200% due 1/31/2008

Royal Bank of Canada 11.500% due 4/30/2008

Royal Bank of Canada 12.400% due 4/30/2008

Royal Bank of Canada 20.450% due 1/31/2008

Royal Bank of Canada 19.300% due 4/30/2008

Royal Bank of Canada 14.000% due 4/30/2008

Royal Bank of Canada 12.000% due 4/30/2008

Royal Bank of Canada 26.600% due 1/31/2008

Royal Bank of Canada 19.300% due 4/30/2008

Royal Bank of Canada 19.000% due 1/31/2008

Royal Bank of Canada 26.850% due 1/31/2008

Royal Bank of Canada 19.500% due 4/30/2008

Royal Bank of Canada 25.450% due 1/31/2008

Royal Bank of Canada 21.250% due 1/31/2008

Royal Bank of Canada 14.950% due 4/30/2008

Royal Bank of Canada 11.400% due 4/30/2008

Royal Bank of Canada 18.250% due 1/31/2008

Royal Bank of Canada 8.400% due 4/30/2008

Royal Bank of Canada 9.000% due 10/31/2008

Royal Bank of Canada 23.450% due 1/31/2008

Royal Bank of Canada 14.500% due 4/30/2008

Royal Bank of Canada 14.500% due 1/31/2008

Royal Bank of Canada 9.300% due 4/30/2008

Royal Bank of Canada 25.750% due 1/31/2008

Royal Bank of Canada 15.750% due 4/30/2008

Royal Bank of Canada 10.350% due 4/30/2008

Royal Bank of Canada 9.750% due 10/31/2008

Royal Bank of Canada 19.200% due 4/30/2008

Royal Bank of Canada 19.100% due 4/30/2008

Royal Bank of Canada 18.650% due 4/30/2008

Royal Bank of Canada 12.800% due 4/30/2008

Royal Bank of Canada 15.250% due 1/31/2008

Royal Bank of Canada 10.800% due 10/31/2008

Royal Bank of Canada 9.750% due 4/30/2008

Royal Bank of Canada 12.250% due 4/30/2008

Royal Bank of Canada 11.000% due 4/30/2008

Royal Bank of Canada 10.050% due 4/30/2008

Royal Bank of Canada 41.000% due 1/25/2008

Royal Bank of Canada 12.650% due 10/30/2008

Royal Bank of Canada 11.500% due 4/30/2008

Royal Bank of Canada 12.800% due 4/25/2008

Royal Bank of Canada 9.500% due 4/25/2008

Royal Bank of Canada 12.000% due 4/25/2008

Royal Bank of Canada 25.000% due 4/25/2008

Royal Bank of Canada 14.250% due 4/25/2008

Royal Bank of Canada 11.500% due 4/25/2008

Royal Bank of Canada 12.750% due 4/25/2008

Royal Bank of Canada 10.250% due 4/25/2008

Royal Bank of Canada 12.250% due 4/25/2008

Royal Bank of Canada 17.250% due 4/25/2008

Royal Bank of Canada 11.100% due 4/25/2008

Royal Bank of Canada 17.300% due 4/25/2008

Royal Bank of Canada 0.000% due 4/26/2010

Royal Bank of Canada 11.000% due 4/17/2008

Royal Bank of Canada 17.000% due 1/16/2008

Royal Bank of Canada 10.000% due 4/3/2008

Royal Bank of Canada 16.500% due 1/4/2008

Royal Bank of Canada 0.000% due 9/28/2009

Royal Bank of Canada 0.000% due 9/28/2009

Royal Bank of Canada 13.500% due 1/3/2008

Royal Bank of Canada 11.000% due 4/1/2008

Royal Bank of Canada 13.800% due 4/1/2008

Royal Bank of Canada 0.000% due 3/27/2009

Royal Bank of Canada 0.000% due 10/9/2008

Royal Bank of Canada 0.000% due 10/9/2008

Royal Bank of Canada 24.900% due 12/28/2007

Royal Bank of Canada 11.800% due 3/28/2008

Royal Bank of Canada 15.250% due 3/28/2008

Royal Bank of Canada 14.000% due 12/28/2007

Royal Bank of Canada 18.400% due 3/28/2008

Royal Bank of Canada 28.750% due 12/28/2007

Royal Bank of Canada 21.650% due 12/28/2007

Royal Bank of Canada 9.400% due 12/28/2007

Royal Bank of Canada 11.000% due 3/28/2008

Royal Bank of Canada 10.900% due 3/28/2008

Royal Bank of Canada 9.300% due 3/28/2008

Royal Bank of Canada 10.550% due 9/28/2008

Royal Bank of Canada 17.500% due 1/2/2008

Royal Bank of Canada 13.350% due 3/28/2008

Royal Bank of Canada 21.200% due 12/28/2007

Royal Bank of Canada 18.600% due 12/28/2007

Royal Bank of Canada 8.950% due 12/28/2007

Royal Bank of Canada 21.300% due 12/28/2007

Royal Bank of Canada 8.500% due 3/28/2008

Royal Bank of Canada 16.000% due 3/28/2008

Royal Bank of Canada 18.150% due 12/28/2007

Royal Bank of Canada 26.400% due 12/28/2007

Royal Bank of Canada 17.550% due 3/28/2008

Royal Bank of Canada 19.850% due 3/28/2008

Royal Bank of Canada 13.300% due 12/28/2007

Royal Bank of Canada 12.350% due 3/28/2008

Royal Bank of Canada 17.850% due 12/28/2007

Royal Bank of Canada 9.250% due 12/28/2007

Royal Bank of Canada 15.150% due 9/28/2008

Royal Bank of Canada 10.250% due 3/28/2008

Royal Bank of Canada 13.700% due 3/28/2008

Royal Bank of Canada 12.150% due 3/28/2008

Royal Bank of Canada 9.350% due 9/28/2008

Royal Bank of Canada 13.600% due 12/28/2007

Royal Bank of Canada 9.100% due 3/28/2008

Royal Bank of Canada 9.250% due 3/28/2008

Royal Bank of Canada 14.200% due 3/28/2008

Royal Bank of Canada 14.950% due 3/28/2008

Royal Bank of Canada 10.500% due 3/28/2008

Royal Bank of Canada 22.350% due 12/28/2007

Royal Bank of Canada 18.100% due 9/28/2008

Royal Bank of Canada 17.750% due 3/28/2008

Royal Bank of Canada 19.050% due 12/28/2007

Royal Bank of Canada 13.600% due 12/28/2007

Royal Bank of Canada 18.100% due 3/28/2008

Royal Bank of Canada 9.300% due 9/28/2008

Royal Bank of Canada 15.500% due 12/28/2007

Royal Bank of Canada 11.400% due 9/28/2008

Royal Bank of Canada 16.550% due 12/28/2007

Royal Bank of Canada 0.000% due 3/29/2010

Royal Bank of Canada 19.500% due 12/28/2007

Royal Bank of Canada 24.500% due 12/28/2007

Royal Bank of Canada 23.750% due 12/28/2007

Royal Bank of Canada 22.000% due 12/28/2007

Royal Bank of Canada 19.500% due 3/28/2008

Royal Bank of Canada 19.500% due 3/28/2008

Royal Bank of Canada 18.250% due 3/28/2008

Royal Bank of Canada 16.100% due 3/25/2008

Royal Bank of Canada 11.500% due 3/14/2008

Royal Bank of Canada 12.700% due 9/8/2008

Royal Bank of Canada 11.300% due 3/7/2008

Royal Bank of Canada 12.000% due 12/7/2007

Royal Bank of Canada 0.000% due 8/31/2012

Royal Bank of Canada 0.000% due 8/31/2012

Royal Bank of Canada 0.000% due 8/31/2009

Royal Bank of Canada 0.000% due 8/31/2011

Royal Bank of Canada 0.000% due 8/31/2009

Royal Bank of Canada 17.600% due 2/29/2008

Royal Bank of Canada 12.100% due 2/29/2008

Royal Bank of Canada 8.450% due 2/29/2008

Royal Bank of Canada 27.100% due 11/30/2007

Royal Bank of Canada 7.000% due 2/29/2008

Royal Bank of Canada 7.300% due 8/29/2008

Royal Bank of Canada 11.000% due 2/29/2008

Royal Bank of Canada 11.000% due 11/30/2007

Royal Bank of Canada 19.100% due 11/30/2007

Royal Bank of Canada 19.500% due 11/30/2007

Royal Bank of Canada 13.500% due 2/29/2008

Royal Bank of Canada 17.650% due 11/30/2007

Royal Bank of Canada 11.700% due 2/29/2008

Royal Bank of Canada 10.400% due 2/29/2008

Royal Bank of Canada 10.000% due 2/29/2008

Royal Bank of Canada 9.150% due 2/29/2008

Royal Bank of Canada 14.850% due 11/30/2007

Royal Bank of Canada 17.200% due 11/30/2007

Royal Bank of Canada 14.350% due 11/30/2007

Royal Bank of Canada 10.450% due 8/29/2008

Royal Bank of Canada 15.750% due 11/30/2007

Royal Bank of Canada 10.800% due 11/30/2007

Royal Bank of Canada 13.250% due 2/29/2008

Royal Bank of Canada 9.900% due 2/29/2008

Royal Bank of Canada 9.200% due 8/29/2008

Royal Bank of Canada 9.800% due 8/29/2008

Royal Bank of Canada 19.150% due 11/30/2007

Royal Bank of Canada 27.950% due 11/30/2007

Royal Bank of Canada 11.900% due 2/29/2008

Royal Bank of Canada 15.900% due 11/30/2007

Royal Bank of Canada 12.350% due 11/30/2007

Royal Bank of Canada 19.100% due 11/30/2007

Royal Bank of Canada 11.850% due 2/29/2008

Royal Bank of Canada 13.600% due 2/29/2008

Royal Bank of Canada 18.150% due 11/30/2007

Royal Bank of Canada 10.100% due 2/29/2008

Royal Bank of Canada 15.700% due 11/30/2007

Royal Bank of Canada 13.850% due 11/30/2007

Royal Bank of Canada 7.000% due 8/29/2008

Royal Bank of Canada 17.850% due 11/30/2007

Royal Bank of Canada 12.800% due 2/29/2008

Royal Bank of Canada 12.250% due 8/29/2008

Royal Bank of Canada 15.200% due 2/29/2008

Royal Bank of Canada 17.050% due 11/30/2007

Royal Bank of Canada 17.600% due 2/29/2008

Royal Bank of Canada 14.000% due 8/29/2008

Royal Bank of Canada 13.000% due 11/30/2007

Royal Bank of Canada 15.000% due 2/29/2008

Royal Bank of Canada 8.000% due 8/29/2008

Royal Bank of Canada 12.300% due 2/29/2008

Royal Bank of Canada 14.250% due 8/29/2008

Royal Bank of Canada 11.050% due 11/30/2007

Royal Bank of Canada 13.750% due 2/29/2008

Royal Bank of Canada 19.300% due 2/29/2008

Royal Bank of Canada 12.850% due 2/29/2008

Royal Bank of Canada 10.950% due 8/29/2008

Royal Bank of Canada 10.400% due 11/30/2007

Royal Bank of Canada 13.150% due 2/29/2008

Royal Bank of Canada 8.950% due 2/29/2008

Royal Bank of Canada 13.000% due 8/29/2008

Royal Bank of Canada 10.500% due 11/29/2007

Royal Bank of Canada 16.400% due 11/29/2007

Royal Bank of Canada 11.000% due 2/29/2008

Royal Bank of Canada 24.000% due 11/15/2007

Royal Bank of Canada 13.000% due 2/15/2008

Royal Bank of Canada 0.000% due 8/12/2009

Royal Bank of Canada 26.000% due 11/9/2007

Royal Bank of Canada 22.500% due 11/9/2007

Royal Bank of Canada 14.000% due 11/7/2007

Royal Bank of Canada 21.500% due 11/6/2007

Royal Bank of Canada 0.000% due 1/30/2009

Royal Bank of Canada 0.000% due 7/30/2010

Royal Bank of Canada 0.000% due 7/30/2010

Royal Bank of Canada 11.000% due 5/2/2008

Royal Bank of Canada 14.000% due 2/4/2008

Royal Bank of Canada 20.000% due 11/2/2007

Royal Bank of Canada 0.000% due 1/30/2009

Royal Bank of Canada 0.000% due 7/31/2012

Royal Bank of Canada 0.000% due 7/29/2011

Royal Bank of Canada 13.500% due 7/28/2008

Royal Bank of Canada 14.550% due 1/31/2008

Royal Bank of Canada 13.400% due 7/28/2008

Royal Bank of Canada 10.000% due 7/28/2008

Royal Bank of Canada 14.750% due 10/31/2007

Royal Bank of Canada 17.100% due 1/31/2008

Royal Bank of Canada 12.100% due 1/31/2008

Royal Bank of Canada 11.000% due 1/31/2008

Royal Bank of Canada 12.000% due 1/31/2008

Royal Bank of Canada 11.250% due 7/28/2008

Royal Bank of Canada 11.750% due 10/31/2007

Royal Bank of Canada 25.100% due 10/31/2007

Royal Bank of Canada 11.750% due 7/28/2008

Royal Bank of Canada 25.750% due 10/31/2007

Royal Bank of Canada 11.000% due 7/28/2008

Royal Bank of Canada 11.500% due 7/28/2008

Royal Bank of Canada 10.250% due 10/31/2007

Royal Bank of Canada 13.250% due 1/31/2008

Royal Bank of Canada 18.500% due 1/31/2008

Royal Bank of Canada 13.300% due 10/31/2007

Royal Bank of Canada 10.150% due 7/28/2008

Royal Bank of Canada 12.500% due 1/31/2008

Royal Bank of Canada 10.000% due 7/28/2008

Royal Bank of Canada 12.600% due 1/31/2008

Royal Bank of Canada 9.500% due 1/31/2008

Royal Bank of Canada 9.000% due 7/28/2008

Royal Bank of Canada 12.750% due 10/31/2007

Royal Bank of Canada 10.000% due 7/28/2008

Royal Bank of Canada 22.000% due 10/31/2007

Royal Bank of Canada 13.250% due 1/31/2008

Royal Bank of Canada 16.000% due 11/2/2007

Royal Bank of Canada 12.500% due 7/28/2008

Royal Bank of Canada 10.000% due 7/28/2008

Royal Bank of Canada 9.000% due 7/28/2008

Royal Bank of Canada 19.000% due 11/2/2007

Royal Bank of Canada 15.000% due 1/31/2008

Royal Bank of Canada 10.250% due 10/31/2007

Royal Bank of Canada 9.000% due 1/31/2008

Royal Bank of Canada 11.600% due 7/28/2008

Royal Bank of Canada 14.900% due 10/31/2007

Royal Bank of Canada 9.000% due 7/28/2008

Royal Bank of Canada 20.000% due 10/29/2007

Royal Bank of Canada 20.000% due 10/26/2007

Royal Bank of Canada 0.000% due 7/31/2008

Royal Bank of Canada 11.000% due 7/23/2008

Royal Bank of Canada 11.400% due 1/17/2008

Royal Bank of Canada 12.750% due 1/17/2008

Royal Bank of Canada 10.250% due 1/17/2008

Royal Bank of Canada 13.600% due 7/11/2008

Royal Bank of Canada 15.500% due 1/11/2008

Royal Bank of Canada 0%; interim coupon of 25% if the basket level is greater than the initial level on July 8, 2010 due 7/9/2012

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 25% if basket level on June 25, 2010 is above initial level due 6/29/2012

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 0.000% due 12/29/2008

Royal Bank of Canada 0.000% due 6/29/2012

Royal Bank of Canada 14.000% due 12/31/2007

Royal Bank of Canada 21.500% due 12/31/2007

Royal Bank of Canada 16.000% due 12/31/2007

Royal Bank of Canada 9.000% due 12/31/2007

Royal Bank of Canada 10.500% due 6/30/2008

Royal Bank of Canada 8.500% due 6/30/2008

Royal Bank of Canada 10.000% due 12/31/2007

Royal Bank of Canada 14.750% due 6/30/2008

Royal Bank of Canada 16.500% due 12/31/2007

Royal Bank of Canada 11.500% due 6/30/2008

Royal Bank of Canada 15.500% due 12/31/2007

Royal Bank of Canada 12.500% due 12/31/2007

Royal Bank of Canada 9.000% due 6/30/2008

Royal Bank of Canada 8.500% due 12/31/2007

Royal Bank of Canada 12.250% due 12/31/2007

Royal Bank of Canada 15.000% due 6/30/2008

Royal Bank of Canada 12.250% due 12/31/2007

Royal Bank of Canada 11.000% due 12/31/2007

Royal Bank of Canada 18.750% due 12/31/2007

Royal Bank of Canada 14.250% due 9/28/2007

Royal Bank of Canada 13.500% due 12/31/2007

Royal Bank of Canada 10.750% due 9/28/2007

Royal Bank of Canada 10.000% due 12/31/2007

Royal Bank of Canada 12.200% due 12/31/2007

Royal Bank of Canada 11.500% due 9/28/2007

Royal Bank of Canada 9.000% due 6/30/2008

Royal Bank of Canada 11.000% due 12/31/2007

Royal Bank of Canada 9.100% due 6/30/2008

Royal Bank of Canada 13.200% due 6/30/2008

Royal Bank of Canada 18.500% due 9/28/2007

Royal Bank of Canada 14.500% due 12/31/2007

Royal Bank of Canada 20.000% due 12/31/2007

Royal Bank of Canada 9.000% due 6/30/2008

Royal Bank of Canada 13.750% due 12/27/2007

Royal Bank of Canada 21.500% due 12/13/2007

Royal Bank of Canada 27.500% due 9/17/2007

Royal Bank of Canada 15.000% due 9/7/2007

Royal Bank of Canada 8.75% for each day one-month Libor remains within range, payable Nov. 30, 2007 and semi-annually thereafter due 5/31/2022

Royal Bank of Canada 0.000% due 5/31/2012

Royal Bank of Canada 0.000% due 3/31/2012

Royal Bank of Canada 0.000% due 11/28/2008

Royal Bank of Canada 0.000% due 6/30/2008

Royal Bank of Canada 9.000% due 5/30/2008

Royal Bank of Canada 10.000% due 5/30/2008

Royal Bank of Canada 8.250% due 5/30/2008

Royal Bank of Canada 8.250% due 5/30/2008

Royal Bank of Canada 14.000% due 8/31/2007

Royal Bank of Canada 13.000% due 8/31/2007

Royal Bank of Canada 8.250% due 11/30/2007

Royal Bank of Canada 19.500% due 8/31/2007

Royal Bank of Canada 9.300% due 5/30/2008

Royal Bank of Canada 15.250% due 11/30/2007

Royal Bank of Canada 9.650% due 5/30/2008

Royal Bank of Canada 8.250% due 5/30/2008

Royal Bank of Canada 9.000% due 5/30/2008

Royal Bank of Canada 11.850% due 5/30/2008

Royal Bank of Canada 11.600% due 5/30/2008

Royal Bank of Canada 11.000% due 8/31/2007

Royal Bank of Canada 22.000% due 8/31/2007

Royal Bank of Canada 12.000% due 11/30/2007

Royal Bank of Canada 10.250% due 5/30/2008

Royal Bank of Canada 9.000% due 5/30/2008

Royal Bank of Canada 10.500% due 11/30/2007

Royal Bank of Canada 11.250% due 5/30/2008

Royal Bank of Canada 13.150% due 11/30/2007

Royal Bank of Canada 10.850% due 5/30/2008

Royal Bank of Canada 10.000% due 11/30/2007

Royal Bank of Canada 15.350% due 5/30/2008

Royal Bank of Canada 12.000% due 5/30/2008

Royal Bank of Canada 17.750% due 11/30/2007

Royal Bank of Canada 12.500% due 11/23/2007

Royal Bank of Canada 13.250% due 11/20/2007

Royal Bank of Canada 0.000% due 5/16/2011

Royal Bank of Canada 10.250% due 11/13/2007

Royal Bank of Canada 13.250% due 11/6/2007

Royal Bank of Canada 13.250% due 8/3/2007

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 0.000% due 4/30/2012

Royal Bank of Canada 0.000% due 4/30/2009

Royal Bank of Canada 0.000% due 10/30/2008

Royal Bank of Canada 7.500% due 4/30/2008

Royal Bank of Canada 11.300% due 4/30/2008

Royal Bank of Canada 9.250% due 4/30/2008

Royal Bank of Canada 10.500% due 4/30/2008

Royal Bank of Canada 11.500% due 4/30/2008

Royal Bank of Canada 9.250% due 4/30/2008

Royal Bank of Canada 14.400% due 4/30/2008

Royal Bank of Canada 12.750% due 10/30/2007

Royal Bank of Canada 14.400% due 4/30/2008

Royal Bank of Canada 12.250% due 10/30/2007

Royal Bank of Canada 12.000% due 4/30/2008

Royal Bank of Canada 16.750% due 10/30/2007

Royal Bank of Canada 8.000% due 4/30/2008

Royal Bank of Canada 14.750% due 4/30/2008

Royal Bank of Canada 13.900% due 4/30/2008

Royal Bank of Canada 11.500% due 4/30/2008

Royal Bank of Canada 12.250% due 10/30/2007

Royal Bank of Canada 12.250% due 10/30/2007

Royal Bank of Canada 14.750% due 10/30/2007

Royal Bank of Canada 15.000% due 7/30/2007

Royal Bank of Canada 22.750% due 10/30/2007

Royal Bank of Canada 12.800% due 4/30/2008

Royal Bank of Canada 11.650% due 4/30/2008

Royal Bank of Canada 8.600% due 4/30/2008

Royal Bank of Canada 17.000% due 10/30/2007

Royal Bank of Canada 9.500% due 4/30/2008

Royal Bank of Canada 11.650% due 4/30/2008

Royal Bank of Canada 10.750% due 4/30/2008

Royal Bank of Canada 10.000% due 10/30/2007

Royal Bank of Canada 10.250% due 4/30/2008

Royal Bank of Canada 0.000% due 10/27/2009

Royal Bank of Canada 17.750% due 10/22/2007

Royal Bank of Canada 11.000% due 10/18/2007

Royal Bank of Canada 11.500% due 10/18/2007

Royal Bank of Canada 0.000% due 4/16/2008

Royal Bank of Canada 11.250% due 10/4/2007

Royal Bank of Canada 0.000% due 3/30/2011

Royal Bank of Canada 0.000% due 3/30/2009

Royal Bank of Canada 0.000% due 3/30/2010

Royal Bank of Canada 9.000% due 3/31/2008

Royal Bank of Canada 10.750% due 3/31/2008

Royal Bank of Canada 12.600% due 3/31/2008

Royal Bank of Canada 9.000% due 3/31/2008

Royal Bank of Canada 9.500% due 9/28/2007

Royal Bank of Canada 12.750% due 9/28/2007

Royal Bank of Canada 8.000% due 3/31/2008

Royal Bank of Canada 10.750% due 3/31/2008

Royal Bank of Canada 8.100% due 3/31/2008

Royal Bank of Canada 19.150% due 3/31/2008

Royal Bank of Canada 13.000% due 3/31/2008

Royal Bank of Canada 14.500% due 3/31/2008

Royal Bank of Canada 8.750% due 3/31/2008

Royal Bank of Canada 10.200% due 3/31/2008

Royal Bank of Canada 8.500% due 3/31/2008

Royal Bank of Canada 11.400% due 3/31/2008

Royal Bank of Canada 8.150% due 3/31/2008

Royal Bank of Canada 16.350% due 9/28/2007

Royal Bank of Canada 12.400% due 9/28/2007

Royal Bank of Canada 10.600% due 9/14/2007

Royal Bank of Canada 0.000% due 2/26/2010

Royal Bank of Canada 0.000% due 2/28/2011

Royal Bank of Canada 15.500% due 2/28/2008

Royal Bank of Canada 14.000% due 2/28/2008

Royal Bank of Canada 8.750% due 2/28/2008

Royal Bank of Canada 10.250% due 2/28/2008

Royal Bank of Canada 13.500% due 2/28/2008

Royal Bank of Canada 10.500% due 2/28/2008

Royal Bank of Canada 16.500% due 2/28/2008

Royal Bank of Canada 14.350% due 2/28/2008

Royal Bank of Canada 12.100% due 8/28/2007

Royal Bank of Canada 14.500% due 2/28/2008

Royal Bank of Canada 14.500% due 2/28/2008

Royal Bank of Canada 10.000% due 2/28/2008

Royal Bank of Canada 0.000% due 2/24/2010

Royal Bank of Canada 8.750% due 8/21/2007

Royal Bank of Canada 10.700% due 8/14/2007

Royal Bank of Canada 11.000% due 8/14/2007

Royal Bank of Canada 0.000% due 2/7/2011

Royal Bank of Canada 0.000% due 1/23/2008

Royal Bank of Canada 0.000% due 1/29/2010

Royal Bank of Canada 0.000% due 1/29/2009

Royal Bank of Canada 0.000% due 1/30/2009

Royal Bank of Canada 9.000% due 1/31/2008

Royal Bank of Canada 9.000% due 1/31/2008

Royal Bank of Canada 9.000% due 1/31/2008

Royal Bank of Canada 10.000% due 1/31/2008

Royal Bank of Canada 16.500% due 1/31/2008

Royal Bank of Canada 9.500% due 7/30/2007

Royal Bank of Canada 13.500% due 7/30/2007

Royal Bank of Canada 11.500% due 7/18/2007

Royal Bank of Canada 15.500% due 7/18/2007

Royal Bank of Canada 13.500% due 7/18/2007

Royal Bank of Canada 0.000% due 12/29/2009

Royal Bank of Canada 0.000% due 12/28/2009

Royal Bank of Canada 0.000% due 11/30/2009

Royal Bank of Canada 0.000% due 11/29/2007

Royal Bank of Canada 0.000% due 11/29/2013

Royal Bank of Canada 0.000% due 11/30/2011

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 0.000% due 10/31/2011

Royal Bank of Canada 0.000% due 10/31/2011

Royal Bank of Canada 0.000% due 10/31/2013

Royal Bank of Canada 0.000% due 9/20/2007

Royal Bank of Canada 0.000% due 9/30/2011

Royal Bank of Canada 0.000% due 3/31/2008

Royal Bank of Canada 0.000% due 8/31/2011

Royal Bank of Canada 11.000% due 1/31/2007

Royal Bank of Canada 0.000% due 6/30/2011

Royal Bank of Canada 0.000% due 6/30/2010

Royal Bank of Canada 0.000% due 5/31/2011

Royal Bank of Canada 0.000% due 4/29/2011

Royal Bank of Canada 0.000% due 4/30/2008

Royal Bank of Canada 0.000% due 9/28/2007

Royal Bank of Canada 0.000% due 3/31/2011

Royal Bank of Canada 0.000% due 2/27/2009

Royal Bank of Canada 0.000% due 8/28/2009

Royal Bank of Canada 0.000% due 8/28/2007

Royal Bank of Canada 0.000% due 1/31/2011

Royal Bank of Canada 0.000% due 2/1/2007



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