Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due April 25, 2025; via BofA Merrill Lynch; pricing April 23; Cusip: 06048WWD8

• Step-up callable notes due April 27, 2033; via BofA Merrill Lynch; pricing April 24; Cusip: 06048WWE6

• Step-up callable notes due April 27, 2028; via BofA Merrill Lynch; pricing April 25; Cusip: 06048WWC0

BANK OF NOVA SCOTIA

• 0% Accelerated Return Notes due June 2019 linked to an equally weighted basket of four technology sector stocks (Amazon.com, Inc., Facebook, Inc., Alphabet Inc. and Netflix, Inc.); via BofA Merrill Lynch; pricing in March

• 0% market-linked securities – leveraged upside participation and contingent downside due May 4, 2020 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities, LLC; pricing April 27; Cusip 064159LC8

• 0% autocallable market-linked step-up notes due April 2024 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

BARCLAYS BANK PLC

• Phoenix autocallable notes due April 15, 2021 linked to the least performing of the common stocks of Raymond James Financial, Inc., Applied Materials, Inc. and Carmax, Inc.; via Barclays; pricing April 12; Cusip 06746X3E1

• Floating-rate notes due April 12, 2028 linked to the Consumer Price Index; via Barclays; settlement April 12; Cusip: 06746X2S1

• Fixed- to floating-rate notes due April 20, 2023 linked to the 10-year U.S. dollar ICE swap rate; via Barclays; settlement April 20; Cusip: 06746X2T9

CREDIT SUISSE AG, LONDON BRANCH

• 7.5% contingent coupon callable yield notes due April 5, 2023 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 2; Cusip 22550WMD6

• 8.8% autocallable reverse convertible securities due July 10, 2019 linked to the common stock of Bank of America Corp.; via Credit Suisse Securities (USA) LLC; pricing April 5; Cusip 22549JA59

GOLDMAN SACHS GROUP, INC.

• Fixed- to floating-rate notes due April 2028 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in March; Cusip: 38150A6M2

GS FINANCE CORP.

• 0% leveraged buffered notes due April 7, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing April 2; Cusip: 40055AP43

• 0% leveraged buffered notes due April 7, 2022 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 2; Cusip: 40055AP35

• 0% autocallable notes due April 28, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing April 12; Cusip 40055ATK3

• Fixed-coupon autocallable notes due July 22, 2019 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing April 12; Cusip 40055ATP2

• 0% autocallable index-linked notes due May 9, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman, Sachs & Co.; pricing April 25; Cusip 40055AUD7

• 0% autocallable index-linked notes due May 9, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman, Sachs & Co.; pricing April 25; Cusip 40055AUC9

• Callable contingent coupon underlier-linked notes due in 48 months linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip 40055ATQ0

HSBC USA, INC.

• Callable step-up rate notes due April 11, 2023; via HSBC Securities (USA) Inc.; pricing April 6; Cusip: 40435FXX0

• 0% leveraged performance notes due May 1, 2023 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing April 25; Cusip 40435FXS1

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% capped buffered return enhanced notes due April 9, 2020 linked to a basket made up of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 6; Cusip: 48129MDV5

MORGAN STANLEY

• Fixed- to floating-rate notes due April 3, 2028 linked to the 30-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; pricing March 30; Cusip: 61760QLA0

TORONTO-DOMINION BANK

• Callable step-up notes due April 20, 2023; via TD Securities (USA) LLC; pricing April 17; Cusip: 89114QMA3

• Callable step-up notes due April 30, 2021; via TD Securities (USA) LLC; pricing April 25; Cusip: 89114QME5

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