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Published on 10/1/2019 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF MONTREAL

• Autocallable barrier notes with contingent coupon due Jan. 29, 2021 linked to the lesser performing of the VanEck Vectors Gold Miners exchange-traded fund and the VanEck Vectors Junior Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06367WQR7

• Autocallable barrier notes with contingent coupon due Jan. 29, 2021 linked to the lesser performing of the VanEck Vectors Gold Miners exchange-traded fund and the VanEck Vectors Junior Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 30; Cusip: 06367WQS5

BANK OF NOVA SCOTIA

• 0% capped buffered enhanced participation notes due in 24 to 27 months linked to the Russell 2000 index; via Scotia Capital (USA) Inc.; Cusip: 064159PW0

BARCLAYS BANK PLC

• Phoenix autocallable notes due July 10, 2023 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the Dow Jones industrial average; via Barclays; pricing Oct. 4; Cusip: 06747NKH6

BOFA FINANCE LLC

• Contingent income autocallable yield notes due May 3, 2023 linked to the Dow Jones industrial average and Russell 2000 index; via BofA Securities Inc.; pricing Oct. 28; Cusip: 09709TVN8

CANADIAN IMPERIAL BANK OF COMMERCE

• 45- to 48-month 0% capped leveraged index-linked notes tied to the Russell 2000 index; via CIBC World Markets; Cusip: 13605WRB9

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 25- to 28-month 0% absolute return trigger notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17327TYG5

CREDIT SUISSE AG, LONDON BRANCH

• 0% accelerated barrier notes due Nov. 5, 2024 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FZJ4

• Contingent coupon autocallable yield notes due May 5, 2021 linked to the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FZV7

GS FINANCE CORP.

• Autocallable contingent coupon index-linked notes due July 9, 2020 linked to the S&P 500 index, the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Oct. 2; Cusip: 40056XGR1

• Autocallable contingent coupon index-linked notes due Jan. 11, 2021 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Oct. 4; Cusip: 40056XE28

• Contingent income autocallable securities due Oct. 7, 2022 linked to lululemon athletica inc. common stock; via Goldman Sachs & Co. LLC and Morgan Stanley Wealth Management; pricing Oct. 4; Cusip: 36258L569

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co. LLC; Cusip: 40056XDS2

HSBC USA INC.

• Contingent income autocallable securities due Oct. 7, 2022 linked to the common stock of AT&T Inc.; via HSBC Securities (USA) Inc.; pricing Oct. 4; Cusip: 40438B830

• Contingent income autocallable securities due Oct. 7, 2022 linked to the common stock of General Mills, Inc.; via HSBC Securities (USA) Inc.; pricing Oct. 4; Cusip: 40438B848

• Autocallable contingent income barrier notes due April 12, 2021 linked to the lesser performing of the Dow Jones Industrial Average, the Russell 2000 index and the Nasdaq-100 index; via HSBC Securities (USA) Inc.; pricing Oct. 8; Cusip: 40435UYS7

• Autocallable contingent income barrier notes due Oct. 11, 2024 linked to the lesser performing of the Dow Jones Industrial Average, the Russell 2000 index and the Euro Stoxx Banks index; via HSBC Securities (USA) Inc.; pricing Oct. 8; Cusip: 40435UYM0

• 0% dual directional contingent buffered return enhanced notes due Oct. 18, 2021 linked to the lesser performing of the S&P 500 index and the iShares MSCI EAFE exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 10; Cusip: 40435UYP3

• 0% Performance Leveraged Upside Securities due Jan. 22, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 16; Cusip: 40438B863

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% capped return enhanced notes due Nov. 5, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 2; Cusip: 48132FC87

• 0% capped buffered enhanced participation equity notes due Dec. 17, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 2; Cusip: 48132FNP7

• 0% capped buffered enhanced participation notes due Oct. 6, 2021 linked to a basket of the Euro Stoxx 50 index, the Topix index, the FTSE 100 index, the Swiss Market index and the S&P/ASX 200 index; via J.P. Morgan Securities LLC; pricing Oct. 3; Cusip: 48132FPW0

• 0% capped notes due Oct. 9, 2020 linked to the price of gold; via J.P. Morgan Securities LLC; pricing Oct. 3; Cusip: 48130USF3

• 0% capped dual directional buffered equity notes due April 6, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 3; Cusip: 48132FTH9

• Autocallable contingent interest notes due Jan. 7, 2021 linked to the common stock of Ulta Beauty, Inc.; via J.P. Morgan Securities LLC; pricing Oct. 3; Cusip: 48132FRQ1

• Contingent income autocallable securities due Oct. 7, 2022 linked to the common stocks of Apple Inc. and Bank of America Corp.; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 4; Cusip: 48132G518

• Autocallable contingent interest notes due April 8, 2021 linked to the least performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 48132FRR9

• 0% capped buffered return enhanced notes due Oct. 7, 2022 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 48132FND4

• Autocallable contingent interest notes due April 14, 2021 linked to the lesser performing of the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 9; Cusip: 48132FRH1

• 0% autocallable contingent buffered equity notes due Oct. 31, 2022 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FSF4

MORGAN STANLEY FINANCE LLC

• 0% buffered Performance Leveraged Upside Securities due April 8, 2021 linked to a basket of the S&P 500 index, the Russell 2000 index, the SPDR S&P Midcap 400 exchange-traded fund trust and the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Oct. 3; Cusip: 61769HXA8

• Contingent income autocallable securities due Oct. 26, 2021 linked to the common stock of Tesla, Inc.; via Morgan Stanley & Co. LLC; pricing Oct. 21; Cusip: 61769HB38

• 0% buffered Performance Leveraged Upside Securities due Oct. 31, 2024 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61769HXN0

• 0% buffered Performance Leveraged Upside Securities due Oct. 31, 2024 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HYB5

• 0% dual directional buffered jump securities due Oct. 31, 2024 linked to the least performing of the Dow Jones Industrial Average and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HYG4

• 0% buffered participation securities due Oct. 31, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HXP5

• 0% dual directional buffered Performance Leveraged Upside Securities due Nov. 2, 2022 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HYD1

• 0% equity-linked partial principal at risk securities due May 4, 2023 linked to the Stoxx Europe 600 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HXY6

• 0% buffered participation securities due Nov. 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYK5

• 0% dual directional trigger jump securities due Nov. 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYN9

• 0% buffered participation securities due May 5, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYA7

• 0% equity-linked partial principal at risk securities due Nov. 3, 2022 linked to the Stoxx Europe 600 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYC3

ROYAL BANK OF CANADA

• 13- to 15-month 0% leveraged buffered notes linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78015KHW7

TORONTO-DOMINION BANK

• 24- to 27-month 0% leveraged capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114R2B1

• 20- to 23-month 0% leveraged capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114R2G0

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via TD Securities (USA) LLC; Cusip: 89114Q5N4

UBS AG, LONDON BRANCH

• Callable step-up notes due April 4, 2022; via UBS Securities LLC and UBS Investment Bank; pricing Oct. 2; Cusip: 90270KM97

• 0% capped leveraged buffered notes due in 19 to 22 months linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KM89

WELLS FARGO FINANCE LLC

• 0% buffered enhanced return securities with capped upside and buffered downside due in 24 to 27 months linked to the iShares MSCI Emerging Markets ETF; via Wells Fargo Securities, LLC; Cusip: 95001HAL5

• 0% buffered enhanced return securities with capped upside and buffered downside due in 26 to 29 months linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 95001HAM3


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