Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Oct. 30, 2023; via BofA Merrill Lynch; settling Oct. 26; Cusip: 06048WXU9

• Step-up callable notes due Oct. 30, 2028; via BofA Merrill Lynch; settlement on Oct. 30; Cusip: 06048WXS4

BANK OF MONTREAL

• Autocallable cash-settled notes with conditional interest payments due Nov. 12, 2019 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Oct. 5; Cusip: 06367WDB6

• Autocallable notes with contingent interest payments due Oct. 25, 2022 linked to the S&P 500 index; 60% trigger; via BMO Capital Markets Corp.; pricing Oct. 22; Cusip: 06367WCR2

BANK OF NOVA SCOTIA

• 18- to 21-month 0% capped enhanced participation notes linked to the Russell 2000 index; via Scotia Capital (USA) Inc. with Goldman Sachs & Co. as dealer; Cusip: 064159ME3

• 0% absolute return trigger notes due in 24 to 27 months linked to the S&P 500 index; via Scotia Capital (USA) Inc. as agent with Goldman Sachs & Co. as dealer; Cusip: 064159MG8

BARCLAYS BANK PLC

• Contingent income autocallable securities due Oct. 8, 2021 linked to Amazon.com, Inc. common stock; via Barclays with Morgan Stanley Wealth Management as dealer; pricing Oct. 5; Cusip: 06746U299

• 0% buffered SuperTrack notes due Oct. 11, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing Oct. 5; Cusip: 06746XS53

• Contingent income autocallable securities due Oct. 8, 2021 linked to T-Mobile US, Inc. common stock; via Barclays with Morgan Stanley Wealth Management as dealer; pricing Oct. 5; Cusip: 06746U315

• 0% buffered Performance Leveraged Upside Securities due Nov. 4, 2020 linked to the Euro Stoxx 50 index; via Barclays; pricing Oct. 18; Cusip: 06746U323

• 0% partial principal at risk securities due Nov. 4, 2020 linked to the MSCI Europe index; via Barclays as agent with Morgan Stanley Wealth Management as dealer; pricing Oct. 18; Cusip: 06746U331

• 0% buffered SuperTrack notes due Oct. 30, 2020 linked to the S&P 500 index; via Barclays; pricing Oct. 31; Cusip: 06746XRN5

CANADIAN IMPERIAL BANK OF COMMERCE

• 13- to 15-month digital notes 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 CIBC World Markets; Cusip: 13605WMH1

• 0% capped leveraged notes due in 13 to 15 months tied to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WME8

• 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WMK4

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Contingent income callable securities due April 9, 2021 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; Citigroup Global Markets Inc. as agent with Morgan Stanley Wealth Management handling distribution; pricing Oct. 5; Cusip: 17326YBQ8

• 0% enhanced barrier digital plus securities due Oct. 28, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 17326YXS0

• 0% market-linked notes due Oct. 29, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Oct. 26; Cusip: 17326YL20

• Autocallable contingent coupon equity-linked securities due Nov. 3,2023 linked to the least performing of the Russell 2000 index, the Dow Jones Industrial Average and the Nasdaq-100 index; 60% trigger; via Citigroup Global Markets Inc.; pricing Oct. 31; Cusip: 17326YXT8

• 0% absolute return trigger notes due in 24 to 27 months linked to the S&P 500 index; via Citigroup Global Markets Holdings Inc.; Cusip: 17326YTS5

CREDIT SUISSE AG, LONDON BRANCH

• Trigger autocallable contingent yield notes due Oct. 8, 2020 linked to the S&P 500 index and the Russell 2000 index; via UBS Financial Services Inc.; pricing Oct. 5; Cusip: 22549R482

• 9% autocallable reverse convertible securities due Jan. 13, 2020 linked to common stock of Nvidia Corp.; via Credit Suisse Securities (USA) LLC; pricing Oct. 9; Cusip: 22549JXX3

• Contingent coupon autocallable reverse convertible securities due Jan. 15, 2020 linked to Nvidia Corp. stock; via Credit Suisse Securities (USA) LLC; pricing Oct. 10; Cusip: 22549JXZ8

• 0% digital plus notes due in 24 to 27 months linked to a basket of indexes; via Credit Suisse Securities (USA) LLC; Cusip: 22551LBP4

• 0% leveraged notes due in 18 to 21 months linked to a basket of indexes; via Credit Suisse Securities (USA) LLC; Cusip: 22551LC81

GS FINANCE CORP.

• Callable contingent coupon notes due Oct. 12, 2023 linked to the Dow Jones Industrial Average, the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 9; Cusip: 40056E2K3

• Callable contingent coupon notes due Oct. 16, 2028 linked to the least performing of the Nasdaq-100 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40056EAH1

• 0% leveraged notes due April 15, 2021 linked to the S&P 500 index; 64%-66% barrier; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40055QZR6

• 0% buffered notes due Oct. 16, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40056EAG3

• 0% autocallable notes due Oct. 18, 2023 linked to the lesser performing of the S&P 500 index, the Dow Jones industrial average and the Russell 2000 index; 65% trigger; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40056EAB4

• Autocallable contingent coupon notes due April 21, 2020 linked to the least performing of the S&P 500 index, the Dow Jones industrial average and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40056EAA6

• Callable contingent coupon notes due Oct. 16, 2023 linked to the least performing of the S&P 500 index, the Dow Jones industrial average and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40056EAF5

• Autocallable contingent coupon notes due April 21, 2020 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Oct. 11; Cusip: 40056EAC2

• 0% Performance Leveraged Upside Securities due Feb. 5, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co. with Morgan Stanley Wealth Management handling distribution; pricing Oct. 18; Cusip: 36256M197

• 0% Performance Leveraged Upside Securities due Feb. 5, 2020 linked to the Russell 2000 index; via Goldman Sachs & Co. with Morgan Stanley Wealth Management handling distribution; pricing Oct. 18; Cusip: 36256M163

• 0% Performance Leveraged Upside Securities due Feb. 5, 2020 linked to the Topix index; via Goldman Sachs & Co. with Morgan Stanley Wealth Management handling distribution; pricing Oct. 18; Cusip: 36256M189

• 0% leveraged notes due in 15 to 17 months linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40056E2E7

HSBC USA, INC.

• 0% buffered market participation securities due Jan. 17, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 12; Cusip: 40435F3K1

• 0% buffered market participation securities due Jan. 17, 2020 linked to the NYSE FANG+ index; via HSBC Securities (USA) Inc.; pricing Oct. 12; Cusip: 40435F3J4

JEFFERIES GROUP LLC

• Senior fixed-rate step-up callable notes due Oct. 17, 2025; via Jefferies LLC; settlement on Oct. 17; Cusip: 47233JBM9

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due April 9, 2020 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 5; Cusip: 48130U5G6

• Autocallable contingent interest notes due April 9, 2020 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 5; Cusip: 48130U5J0

• 0% capped enhanced participation equity notes due Jan. 16, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 5; Cusip: 48130UMS1

• 0% dual directional knock-out notes due Oct. 8, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 5; Cusip: 48130U5K7

• 0% buffered digital notes due Oct. 8, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 5; Cusip: 48130U5M3

• Autocallable contingent interest notes due Oct. 23, 2019 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via J.P. Morgan Securities LLC; pricing Oct. 5; Cusip: 48130U5F8

• Autocallable contingent interest notes due April 17, 2020 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 12; Cusip: 48130UMD4

• Autocallable contingent interest notes due Jan. 16, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 12; Cusip: 48130UMC6

• Autocallable contingent interest notes due Jan. 22, 2020 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; 65% trigger; via J.P. Morgan Securities LLC; pricing Oct. 16; Cusip: 48130ULC7

MORGAN STANLEY FINANCE LLC

• Contingent income autocallable securities due Oct. 8, 2021 linked to Apple Inc. stock; 80% trigger; via Morgan Stanley & Co. LLC; pricing Oct. 5; Cusip: 61768T407

• 0% trigger absolute return digital securities due Oct. 11, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Oct. 5; Cusip: 61768T225

• 0% capped dual directional contingent buffer equity notes due Oct. 23, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC as underwriter with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing Oct. 5; Cusip: 61768DHA6

• Callable contingent income securities due Oct. 24, 2023 linked to the lesser performing of the Russell 2000 index, the Nasdaq-100 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Oct. 19; Cusip: 61768DFG5

• Callable contingent income securities due Oct. 24, 2023 linked to the lesser performing of the Russell 2000 index, the Nasdaq-100 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Oct. 19; Cusip: 61768DFH3

• 0% leveraged buffered notes due in 19 to 22 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768DFC4

TORONTO-DOMINION BANK

• 0% leveraged capped buffered 24- to 27-month notes linked to the MSCI EAFE index; via TD Securities (USA) LLC; Cusip: 89114QRF7

UBS AG, LONDON BRANCH

• 5.43% trigger yield securities due Oct. 8, 2021 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via UBS Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Oct. 5; Cusip: 90270KUR8

• 0% capped leveraged notes due in 18 to 21 months linked to a basket of indexes; via UBS Securities LLC; Cusip: 90270KTV1

• 0% capped leveraged buffered notes due in 28 to 31 months linked to a basket of indexes; via UBS Securities LLC; Cusip: 90270KUA5

WELLS FARGO & CO.

• Step-up callable notes due Oct. 24, 2033; via Wells Fargo Securities, LLC; pricing Oct. 19; Cusip: 95001D2Z2

• 0% 23- to 26-month buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; Cusip: 95000E2R9

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