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Published on 6/11/2020 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF MONTREAL

• 11.3% autocallable reverse convertible notes due Sept. 17, 2021 linked to the common stock of Citigroup Inc.; via BMO Capital Markets Corp.; pricing June 12; Cusip: 06367WP98

CANADIAN IMPERIAL BANK OF COMMERCE

• Contingent coupon autocallable notes due June 17, 2025 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via CIBC World Markets Corp.; pricing June 12; Cusip: 13605WYW5

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% market-linked notes due June 20, 2025 linked to the Citi Dynamic Asset Selector 5 Excess Return index; via Citigroup Global Markets Inc.; pricing June 17; Cusip: 17328VL40

• Autocallable contingent coupon equity-linked securities due June 28, 2023 tied to the worst performing of FedEx Corp., Goldman Sachs Group, Inc., Micron Technology, Inc. and Visa Inc.; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17324XL65

GS FINANCE CORP.

• 0% five-year notes linked to the least performing of the Nasdaq-100 Technology Sector index and the Nasdaq-100 index; via Goldman Sachs & Co.; Cusip: 40057E4W4

• 0% bearish autocallable absolute return notes due in 13 to 15 months linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40057C2Z3

MORGAN STANLEY FINANCE LLC

• 0% autocallable buffered notes due in 36 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61770FFJ8

UBS AG, LONDON BRANCH

• Trigger autocallable contingent yield notes due June 15, 2023 linked to the common stock of Applied Materials, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 12; Cusip: 90276BDF7


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