Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Nov. 19, 2025; via BofA Merrill Lynch; settlement on Nov. 19; Cusip: 06048WXY1

• Step-up callable notes due Nov. 30, 2028; via BofA Merrill Lynch; settlement on Nov. 30; Cusip: 06048WXZ8

BANK OF MONTREAL

• Autocallable cash-settled notes with conditional interest payments due May 8, 2020 linked to the lesser performing of the Nasdaq 100 index and the Russell 2000 index; 70% trigger; via BMO Capital Markets Corp.; pricing Nov. 5; Cusip: 06367WEB5

BANK OF NOVA SCOTIA

• Autocallable market-linked step-up notes due November 2020 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in November

• 0% capped Leveraged Index Return Notes due November 2020 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in November

• 0% capped Leveraged Index Return Notes due January 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% market-linked step-up notes due November 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

BARCLAYS BANK PLC

• 0% barrier digital notes due Nov. 15, 2022 linked to the S&P 500 index; via Barclays; pricing Nov. 9; Cusip: 06746XUK7

• 0% performance leveraged upside securities due Oct. 20, 2024 linked to the S&P 500 index; via Barclays Capital plc; pricing Nov. 30; Cusip: 06746V818

• 0% Accelerated Return Notes due January 2020 linked to an equally weighted basket of the common stocks of Citigroup Inc., JPMorgan Chase & Co. and Morgan Stanley & Co. LLC; via BofA Merrill Lynch; pricing in November

BOFA FINANCE LLC

• 0% leveraged notes due in 19 to 22 months linked to an unequally-weighted basket of indexes consisting of the Euro Stoxx index, Topix index, FTSE 100 index, Swiss Market index, S&P/ASX 200 index; via BofA Merrill Lynch; pricing in November; Cusip: 09709TKT7

• 0% capped Leveraged Index Return Notes due November 2020 linked to S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due in January 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due Jan. 2020; linked to an international equity index basket; via BofA Merrill Lynch; pricing in November

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Accelerated Return Notes due December 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Autocallable securities due Nov. 17, 2023 linked to the least performing of the Russell 2000 index, the Dow Jones industrial average and the S&P 500 index; 65% trigger; via Citigroup Global Markets Inc.; pricing Nov. 14; Cusip: 17326YMW3

• Fixed-to-floating leveraged notes due November 2025 linked to the 30-year minus two-year CMS spread; via Citigroup Global Markets Holdings Inc.; pricing Nov. 16; Cusip: 17326YGS9

• Floating-rate notes due Nov. 20, 2023 linked to the Consumer Price Index; via Citigroup Global Markets Holdings Inc.; pricing Nov. 16; Cusip: 17326YVN3

• 0% enhanced barrier digital securities due Dec. 19, 2019 linked to the worst performing of the SPDR S&P Oil & Gas Exploration & Production ETF and the Energy Select Sector SPDR fund; via Citigroup Global Markets Holdings Inc.; pricing Nov. 16; Cusip: 17326YTG1

• Callable fixed-to-floating range accrual securities due Nov. 21, 2038 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Nov. 19; Cusip: 17326YQT6

• 0% autocallable securities due Nov. 26, 2021 linked to the SPDR Dow Jones Industrial Average ETF trust and the Invesco QQQ Trust, Series 1; via Citigroup Global Markets Inc.; pricing Nov. 20; Cusip: 17324XKV1

• 0% enhanced barrier digital plus securities due Dec. 1, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing Nov. 26; Cusip: 17324XHF0

• 0% buffered digital notes due Dec. 2, 2021 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing Nov. 27; Cusip: 17326YJK3

• 0% market-linked notes due Dec. 2, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Nov. 27; Cusip: 17326YYU4

• 0% buffered digital plus securities due Nov. 30, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Nov. 27; Cusip: 17326Y3W4

• Autocallable contingent coupon equity-linked securities due Nov. 30, 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 Nov. 27; Cusip: 17326YLN4

• Autocallable contingent coupon equity-linked securities due June 1, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Citigroup Global Markets Inc.; pricing Nov. 27; Cusip: 17326YEG7

• 0% dual directional buffer securities due Nov. 30, 2023 linked to the worse performing of the S&P 500 index and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Nov. 27; Cusip: 17326YD94

• 0% enhanced barrier digital plus securities due Nov. 30, 2023 linked to the SPDR S&P 500 ETF; via Citigroup Global Markets Inc.; pricing Nov. 27; Cusip:17324XJD3

• Autocallable contingent coupon equity-linked securities due June 4, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 30; 17326YB47

• Barrier securities due Dec. 5, 2023 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Citigroup Global Markets Inc.; pricing Nov. 30; Cusip: 17326YX35

• Autocallable contingent coupon equity-linked securities due Dec. 5, 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 Nov. 30; Cusip: 17326Y7B6

CREDIT SUISSE AG, LONDON BRANCH

• Step-up contingent coupon callable yield notes due Nov. 22, 2021 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 19; Cusip: 22551LJF8

• 16.5% contingent coupon autocallable reverse convertible securities due May 21, 2021 linked to the least performing of three stocks; via Credit Suisse Securities (USA) LLC; pricing Nov. 19; Cusip: 22549JZB9

• 15% contingent coupon autocallable reverse convertible securities due May 21, 2021 linked to the least performing of four stocks; via Credit Suisse Securities (USA) LLC; pricing Nov. 19; Cusip: 22549JZC7

• Contingent coupon autocallable reverse convertible securities due Nov. 30, 2021 linked to the least performing of the common stocks of Amazon.com Inc., Facebook, Inc., Alphabet, Inc. and Netflix, Inc.; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 27; Cusip: 22549JZA1

• 0% digital plus CS notes due Dec. 3, 2024 linked to the FTSE 100 index; via Credit Suisse Securities (USA) LLC; priding Nov. 27; Cusip: 22551LK66

• Callable step-up securities due Nov. 30, 2021; via Credit Suisse Securities (USA) LLC; pricing Nov. 28; Cusip: 22551LJB7

• 0% trigger jump securities due Dec. 3, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22549R722

• 0% absolute return barrier securities due Dec. 5, 2023 linked to the lowest performing of the iShares MSCI Emerging Markets fund and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22551LJT8

GS FINANCE CORP.

• 0% autocallable notes due Nov. 28, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Nov. 13; Cusip: 40056ECT3

• 0% leveraged buffered index-linked notes due Nov. 20, 2020 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 13; Cusip: 40056ECF3

• 0% buffered notes due Nov. 20, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 13; Cusip: 40056ECE6

• Autocallable contingent coupon notes due May 20, 2020 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 13; Cusip: 40056ECN6

• 0% leveraged buffered index-linked notes due Nov. 18, 2021 tied to the MSCI EAFE index; via Goldman Sachs & Co.; pricing Nov. 15; Cusip: 40056ECB2

• 0% leveraged buffered index-linked notes due May 28, 2021 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Nov. 21; Cusip: 40056ECD8

• 0% leveraged buffered index-linked notes due Nov. 30, 2021 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Nov. 21; Cusip: 40056ECC0

• 0% leveraged buffered index-linked notes due Nov. 30, 2023 tied to the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 27; Cusip: 40056EBY3

• 0% buffered Performance Leveraged Upside Securities due June 3, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing Nov. 30; Cusip: 36256M510

• Autocallable market-linked step-up notes due November 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• Market-linked step-up notes due November 2020 linked to a basket of indexes; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2021 linked to a basket of indexes; via BofA Merrill Lynch; pricing in November

• Callable contingent coupon notes due Dec. 6, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Dec. 3; Cusip: 40056EBX5

• 0% leveraged buffered notes due in 24 to 27 months linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40056ED70

HSBC USA, INC.

• 0% Leveraged Index Return Notes due November 2023 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2023 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2024 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2023 linked to a basket of indexes; via BofA Merrill Lynch; pricing in November

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due Nov. 12, 2019 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 Nov. 6; Cusip: 48130UR31

• Autocallable contingent interest notes due May 11, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 6; Cusip: 48130UK61

• 0% contingent buffered return enhanced notes due May 12, 2022 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing on Nov. 8; Cusip: 48130WAQ4

• Autocallable contingent interest notes due May 14, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 9; Cusip: 48130UJ30

• 8% autocallable yield notes due Feb. 25, 2020 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48130UF59

• 0% market-linked notes due Dec. 5, 2023 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48130V426

MORGAN STANLEY

• 0% buffered Performance Leveraged Upside Securities due Dec. 3, 2020 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC as agent with Morgan Stanley Wealth Management handling distribution; pricing Nov. 14; Cusip: 61768T639

• 0% buffered PLUS due Dec. 2, 2020 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Nov. 27; Cusip: 61768DJR7

• 0% trigger Performance Leveraged Upside Securities due Dec. 5, 2022 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC as agent with Morgan Stanley Wealth Management handling distribution; pricing Nov. 30; Cusip: 61768T621

ROYAL BANK OF CANADA

• 0% leveraged index-linked notes in 16 to 9 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78013XR67

UBS AG, LONDON BRANCH

• 0% capped leveraged buffered notes due in 24 to 27 months linked to the Euro Stoxx 50 index; via UBS Securities LLC; Cusip: 90270KVC0

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