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Prospect News home > News index > List of issuers S > Headlines for Structured Products Calendar > News item
Published on 7/20/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due September 2019 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in July

BANK OF AMERICA CORP.

• Step-up callable notes due July 26, 2020; via BofA Merrill Lynch; settlement on July 26; Cusip: 06048WXA3

• Step-up callable notes due July 31, 2030; via BofA Merrill Lynch; settlement on July 31; Cusip: 06048WXB1

BANK OF MONTREAL

• 7.68% fixed coupon notes due July 31, 2019 linked to Alphabet Inc., Amazon.com, Inc., Apple Inc., Facebook, Inc., Netflix Inc., Nvidia Corp., Tesla Inc. and Twitter, Inc.; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06367T7G9

• Buffered notes with contingent interest payments due July 30, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06367T6X3

• 0% notes due July 31, 2023 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06367T6W5

• 0% buffered bullish enhanced return notes due July 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06367T7K0

• 0% buffered bullish enhanced return notes due July 31, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06367T7L8

• 0% contingent risk absolute return notes due July 31, 2020 linked to the iShares MSCI EAFE ETF; 69% to 73% trigger; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06367WAB9

BANK OF NOVA SCOTIA

• 0% market-linked securities with leveraged upside participation and contingent downside due Aug. 3, 2020 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities, LLC; pricing July 30; Cusip: 064159LV6

• 0% Accelerated Return Notes due September 2019 linked to a basket of indexes; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% Leveraged Index Return Notes due July 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2023 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2021 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in July

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

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

• 0% autocallable market-linked step-up notes due July 2020 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in July

• 0% capped buffered enhanced participation notes due in 23 to 26 months linked to the iShares MSCI Emerging Markets exchange-traded fund; via Scotia Capital (USA) Inc.; Cusip: 064159LW4

BARCLAYS BANK PLC

• Fixed- to floating-rate notes due July 27, 2023 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via UBS Financial Services Inc. and Barclays; pricing July 23; Cusip: 06746XJK0

• Fixed- to floating-rate notes due Jan. 23, 2026 based on the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; settling July 23; Cusip: 06746XG31

• Floating-rate notes due July 27, 2021 linked to the 30-year U.S. dollar ICE swap rate; via Barclays; pricing July 24; Cusip 06746XJR5

• Callable fixed- to floating-rate notes due July 30, 2030 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; pricing July 25; Cusip: 06746XHQ9

• 0% notes due July 30, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing July 25; Cusip: 06746XGT4

• Phoenix autocallable notes due July 30, 2020 linked to the Russell 2000 index, the SPDR S&P Oil & Gas Exploration & Production ETF and the SPDR S&P Regional Banking ETF; 60% trigger; via Barclays; pricing July 25; Cusip: 06746XJM6

• Phoenix autocallable notes due July 28, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Barclays; pricing July 25; Cusip: 06746XJB0

• Notes due Jan. 29, 2021 linked to the Barclays Trailblazer Sectors 5 index; 70% trigger; via Barclays; pricing July 26; Cusip: 06746XHK2

• 1.75% notes due July 31, 2023 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing July 26; Cusip: 06746XHH9

• Notes due July 31, 2023 linked to the Barclays Trailblazer Sectors 5 index; 70% trigger; via Barclays; pricing July 26; Cusip: 06746XHJ5

• 0% buffered SuperTrack notes due July 31, 2023 linked to the Dow Jones industrial average; via Barclays; pricing July 26; Cusip: 06746XJ79

• 0% buffered SuperTrack notes due July 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing July 26; Cusip: 06746XJ20

• 0% buffered digital plus notes due July 31, 2023 linked to the Russell 2000 index; via Barclays; pricing July 26; Cusip: 06746XGG2

• 4.5% buffered notes due July 31, 2023 linked to the Russell 2000 index; via Barclays; pricing July 26; Cusip: 06746XGK3

• 4.85% buffered notes due July 30, 2025 linked to the Russell 2000 index; via Barclays; pricing July 26; Cusip: 06746XHB2

• Callable contingent coupon notes due Jan. 31, 2022 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 65% trigger; via Barclays; pricing July 26; Cusip: 06746XJ87

• Callable contingent coupon notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Barclays; pricing July 26; Cusip: 06746XHY2

• Callable contingent coupon notes due July 31, 2023 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XJ53

• Contingent coupon notes due July 30, 2025 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XH30

• Callable contingent coupon notes due July 31, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XGN7

• Callable contingent coupon notes due July 31, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx Banks index; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XGP2

• Step up callable contingent payment notes due July 31, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XGL1

• Step up callable contingent payment notes due July 31, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XGJ6

• 0% buffered digital notes due July 31, 2020 linked to the S&P 500 index; via Barclays; pricing July 26; Cusip: 06746XH63

• 0% buffered SuperTrack notes due Jan. 29, 2021 linked to the S&P 500 index; via Barclays; pricing July 26; Cusip: 06746XH55

• 0% capped trigger gears due July 29, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing July 26; Cusip: 06746T581

• 0% buffered SuperTrack notes due July 30, 2021 linked to the S&P 500 index; via Barclays; pricing July 26; Cusip: 06746XGU1

• 0% buffered digital notes due Jan. 31, 2022 linked to the S&P 500 index; via Barclays; pricing July 26; Cusip: 06746XH48

• 0% buffered SuperTrack notes due July 31, 2023 linked to the S&P 500 index; via Barclays; pricing July 26; Cusip: 06746XGS6

• Phoenix autocallable notes due Oct. 30, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 70% trigger; via Barclays; pricing July 26; Cusip: 06746XHW6

• Step-up fixed-rate callable notes due Jan. 31, 2022; via Barclays; pricing July 26; Cusip: 06746XJE4

• 0% buffered SuperTrack notes due Jan. 29, 2021 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via Barclays; pricing July 26; Cusip: 06746XHL0

• Buffered phoenix autocallable notes due Jan. 29, 2026 linked to the SPDR S&P Oil & Gas Exploration & Production ETF and the Financial Select Sector SPDR Fund; via Barclays; pricing July 26; Cusip: 06746XHG1

• Phoenix autocallable notes due Aug. 1, 2019 linked to the least performing of the common stocks of Twitter, Inc., Morgan Stanley and FedEx Corp.; 60% trigger; via Barclays; pricing July 26; Cusip: 06746XJ61

• Trigger autocallable contingent yield notes due July 30, 2021 linked to the lesser performing of the MSCI Emerging Markets index and the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing July 27; Cusip: 06746T433

• Trigger autocallable contingent yield notes due July 31, 2023 linked to the lesser performing of the MSCI Emerging Markets index and the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing July 27; Cusip: 06746T417

• Trigger autocallable contingent yield notes due July 31, 2023 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing July 27; Cusip: 06746T425

• Trigger autocallable contingent yield notes due July 31, 2028 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing July 27; Cusip: 06746T441

• 0% market-linked securities with leveraged upside participation and contingent downside due Aug. 2, 2023 linked to the Dow Jones Industrial Average; via Wells Fargo Securities LLC and Barclays; pricing July 30; Cusip: 06746XGB3

• 0% dual directional notes due Feb. 3, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing July 31; Cusip: 06746XGX5

• 0% notes due Aug. 4, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing July 31; Cusip: 06746XHP1

• 0% buffered SuperTrack notes due Aug. 3, 2022 linked to the S&P 500 index; via Barclays; pricing July 31; Cusip: 06746XGU1

• 0% market-linked notes – leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 3, 2023 linked to the S&P 500 index; via Barclays and Wells Fargo Securities, LLC; pricing July 31; Cusip: 06746XGA5

• Phoenix autocallable notes due Aug. 5, 2019 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; 75% trigger; via Barclays; pricing July 31; Cusip: 06746XHA4

• 0% buffered SuperTrack notes due Aug. 5, 2020 linked to the S&P 500 index; via Barclays; pricing July 31; Cusip: 06746XGW7

• 0% buffered SuperTrack notes due Aug. 5, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via Barclays; pricing July 31; Cusip: 06746XHM8

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

BOFA FINANCE LLC

• 0% leveraged notes due Jan. 28, 2022 linked to the FTSE 100 index; via BofA Merrill Lynch; pricing July 26; Cusip: 09709TFP1

• Contingent income autocallable notes due July 31, 2022 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via BofA Merrill Lynch; pricing July 26; Cusip: 09709TFL0

• Contingent income autocallable notes due July 31, 2025 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 75% trigger; via BofA Merrill Lynch; pricing July 26; Cusip: 09709TFN6

• Contingent income autocallable notes due July 31, 2028 linked to the worst performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via BofA Merrill Lynch; pricing July 26; Cusip: 09709TFM8

• 0% Leveraged Index Return Notes due July 2023 linked to the Dow Jones Industrial Average; via BofA Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due in September 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

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

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

• 0% Accelerated Return Notes due in September 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

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

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

• 0% leveraged buffered notes due in 22 to 25 months linked to the S&P 500 index; via BofA Merrill Lynch; Cusip: 09709TFS5

CANADIAN IMPERIAL BANK OF COMMERCE

• Contingent coupon autocallable yield notes due July 31, 2023 linked to the worse performing of the VanEck Vectors Gold Miners ETF and SPDR S&P Oil & Gas Exploration & Production ETF; 60% trigger; via Jefferies LLC; pricing July 26; Cusip: 13605WLT6

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 3, 2020 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 13605WLR0

• 9% STEP Income Securities due August 2019 linked to D.R. Horton, Inc. common shares; via BofA Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due July 2020 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% Capped Leveraged Index Return Notes due July 2020 linked to a basket of unequally weighted indexes; via BofA Merrill Lynch; pricing in July

• 0% leveraged notes due July 2020 linked to a basket of the Euro Stoxx 50 index, the FTSE 100 index, the Nikkei Stock Average index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; via BofA Merrill Lynch; pricing in July

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

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

• 0% Accelerated Return Notes due July 2020 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable step-up coupon notes due July 26, 2021; via Citigroup Global Markets Inc.; pricing July 23; Cusip: 17324CWP7

• Autocallable contingent coupon equity linked securities due July 27, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 24; Cusip: 17324CWZ5

• 0% absolute return barrier securities due July 27, 2023 to the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22550WZU4

• Autocallable contingent coupon equity linked securities due July 29, 2019 linked to Nvidia Corp. stock; 75% trigger; pricing July 24; Cusip: 17324XGJ3

• Contingent coupon callable yield notes due July 27, 2021 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22550WZV2

• 0% digital buffered notes due Jan. 27, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing July 24; Cusip: 22550WZG5

• 0% autocallable notes due July 27, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22550BTW3

• 0% market-linked notes due July 29, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 17324CX76

• 0% market-linked notes due July 29, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 17324CX35

• 0% buffered digital plus securities due July 31, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 17324CXD3

• 0% capped gears due Sept. 30, 2019 linked to the Russell 2000 index; via UBS Financial Services Inc. and Citigroup Global Markets Inc.; pricing July 26; Cusip: 17326K817

• 0% buffer securities due Jan. 29, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 17324CX50

• 0% market-linked notes due July 29, 2021 linked to an equally weighted basket of the S&P 500 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 17324CWX0

• 0% barrier absolute return market-linked notes with daily barrier observation due July 30, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing July 26; Cusip 17324CY67

• 0% barrier absolute return market-linked notes with daily barrier observation due July 30, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing July 26; Cusip 17324CY75

• Contingent income autocallable securities due July 30, 2021 linked to the worse performing of the common stocks of Amazon.com Inc., Alphabet, Inc. and Netflix, Inc.; 55% trigger; via Citigroup Global Markets Inc.; pricing July 27; Cusip: 17326K668

• 0% dual directional barrier securities due Feb. 4, 2021 linked to the SPDR S&P 500 ETF trust; via Citigroup Global Markets Inc.; pricing July 30; Cusip: 17324XDW7

• 0% buffered securities due Aug. 5, 2020 linked to the iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 17324CXW1

• 0% market-linked notes due Aug. 5, 2020 linked to the MSCI Europe index; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 17326K718

• 0% Performance Leveraged Upside Securities due Nov. 5, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 17326K635

• 0% market-linked notes due Aug. 3, 2023 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 17324CX27

• Fixed-to-floating notes due Aug. 7, 2028 linked to the 10-year Constant Maturity Swap rate; via Citigroup Global Markets Inc.; pricing Aug. 2; Cusip: 17324CY83

• 0% index-linked notes due in 17 to 20 months tied to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17324CXU5

• 0% notes due in 25 to 28 months linked to a basket of indexes; via Citigroup Global Markets Inc.; Cusip: 17324CXX9

CREDIT SUISSE AG, LONDON BRANCH

• 0% digital barrier notes due Aug. 28, 2019 linked to the Russell 2000 index and the Dow Jones Industrial Average; via Credit Suisse Securities (USA) LLC; pricing July 23; Cusip: 22550BU68

• 0% digital buffered notes due Jan. 27, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22550WZG5

• 0% accelerated barrier notes due July 27, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22550WZT7

• Contingent coupon autocallable reverse convertible securities due Jan. 27, 2021 linked to the lowest performing of the common stocks of Amazon.com, Inc., Caterpillar Inc. and Goldman Sachs Group, Inc.; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22549JVQ0

• Contingent coupon autocallable reverse convertible securities due Jan. 27, 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 July 25; Cusip: 22549JVR8

• 17.75% to 18.75% autocallable reverse convertible securities due July 29, 2019 linked to the lowest performing of the common stocks of Cleveland-Cliffs Inc., Ensco plc and U.S. Steel Corp.; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22549JVC1

• Step-up contingent coupon callable yield notes due July 27, 2021 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22550WZE0

• Step-up contingent coupon callable yield notes due July 27, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22550WZA8

• Step-up contingent coupon callable yield notes due July 27, 2020 linked to the lesser performing of the Russell 2000 index and the Nasdaq-100 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22550WZC4

• 0% callable daily range accrual securities due Jan. 27, 2026 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22550BU84

• 0% accelerated barrier notes due Jan. 29, 2020 linked to the lesser performing of the VanEck Vectors Gold Miners ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22550WZB6

• Contingent coupon autocallable yield notes due Aug. 2, 2021 linked to the least performing of the common stocks of Marathon Oil Corp., Raytheon Co., AT&T Inc. and Twitter, Inc.; 55% trigger; via Incapital LLC; pricing July 26; Cusip: 22550BUQ4

• Market-linked securities due July 28, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 75% trigger; via Citigroup Global Markets Inc.; pricing July 27; Cusip: 22550WZH3

• Market-linked securities due July 28, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the Euro Stoxx 50 index, the S&P 500 index and the Financial Select Sector SPDR Fund; 70% trigger; via Citigroup Global Markets Inc.; pricing July 27; Cusip: 22550WZK6

• 0% Accelerated Return Equity Securities due Sept. 30, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 27; Cusip: 22550BV83

• 0% CS notes due Aug. 4, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WYM3

• 0% Buffered Accelerated Return Equity Securities due Aug. 3, 2022 linked to the iShares MSCI Emerging Markets ETF; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550BUV3

• Contingent coupon callable yield notes due Aug. 3, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WZ91

• Contingent income issuer callable notes due Aug. 5, 2020 linked to the worst performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index; 70% trigger; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 22550BV26

• 0% Buffered Accelerated Return Equity Securities due Feb. 5, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WYU5

• 0% equity-linked partial principal at risk securities due Aug. 3, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22549M780

• 0% Buffered Accelerated Return Equity Securities due Sept. 5, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WZ42

• Contingent coupon callable yield notes due Aug. 3, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WZ34

• Contingent coupon callable yield notes due Aug. 3, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WZW0

• 0% digital plus barrier securities due Aug. 3, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WYW1

• 0% autocallable securities due Aug. 3, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550BTX1

• Contingent coupon autocallable yield notes due Aug. 3, 2020 linked to the lesser performing of the SPDR S&P Biotech exchange-traded fund and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22550WYV3

• 0% absolute return digital barrier securities due Aug. 8, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 3; Cusip: 22550WZ83

• 0% digital buffered notes due in 17 to 20 months linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUZ4

• 0% leveraged notes tied to the iShares MSCI Emerging Markets exchange-traded fund due in 13 to 15 months; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUS0

• 0% leveraged buffered notes linked to the S&P 500 index due in 20 to 23 months; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUT8

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due July 2021; via Goldman Sachs & Co. and Incapital LLC; pricing in July; Cusip: 38150AAU9

• Callable step-up fixed-rate notes due January 2024; via Goldman Sachs & Co.; pricing in July; Cusip: 38150AAV7

GS FINANCE CORP.

• Callable contingent coupon notes due Aug. 1, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 55% trigger; via Goldman Sachs & Co.; pricing July 24; Cusip: 40055QK84

• 0% leveraged buffered notes due Jan. 29, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJE3

• 0% leveraged buffered notes due July 31, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJD5

• 0% index-linked notes due July 31, 2024 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJ60

• Variable coupon notes due July 31, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QMN9

• Autocallable contingent coupon notes due Feb. 3, 2026 linked to the lesser performing of the S&P 500 index and he Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QN73

• Autocallable contingent coupon notes due Feb. 3, 2026 linked to the lesser performing of the S&P 500 index and he Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QN65

• GS Finance Corp. plans to price 0% step down trigger autocallable notes due July 31, 2023 linked to the least performing of the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 36255U455

• 0% autocallable notes due Aug. 3, 2023 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QN57

• 0% autocallable notes due Aug. 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QMJ8

• 0% autocallable notes due Aug. 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QLK6

• 0% autocallable notes due Aug. 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QKZ4

• 0% notes due Jan. 29, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QLC4

• 0% autocallable notes due Aug. 9, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QLG5

• 0% autocallable notes due Aug. 11, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QM82

• 0% capped gears due Sept. 30, 2019 linked to the iShares MSCI Emerging Markets ETF; via UBS Financial Services Inc. and Goldman Sachs & Co.; pricing July 26; Cusip: 36255U281

• 0% capped buffer gears due July 30, 2020 linked to the iShares MSCI Emerging Markets ETF; via UBS Financial Services Inc. and Goldman Sachs & Co.; pricing July 26; Cusip: 36255U299

• 0% autocallable notes due Aug. 11, 2025 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QLD2

• 0% autocallable notes due Aug. 11, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QL75

• 0% autocallable notes due Aug. 11, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QL26

• 0% leveraged buffered notes due Jan. 29, 2021 linked to the MSCI EAFE index; 60% trigger; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJM5

• 0% leveraged buffered notes due July 29, 2022 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QMA7

• 0% leveraged buffered notes due July 31, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QJK9

• 0% leveraged buffered notes due Jan. 29, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QJC7

• 0% index-linked notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QMK5

• 0% trigger gears due July 29, 2021 linked to the Russell 2000 index; 55% trigger; via UBS Financial Services Inc. and Goldman Sachs & Co. LLC; pricing July 26; Cusip: 36255U331

• 4.25% fixed coupon callable buffered notes due May 2, 2022 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QJU7

• 4.7% fixed coupon callable buffered notes due July 31, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QJV5

• 0% leveraged notes due July 30, 2026 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJ52

• 0% leveraged buffered notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJA1

• 0% buffered notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJ37

• 0% leveraged buffered notes due Jan. 29, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJB9

• 0% leveraged buffered notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJ94

• 0% buffered index-linked notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; 40055QHW5

• 0% buffered index-linked notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; 40055QHZ8

• Callable contingent coupon notes due July 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QHE5

• 0% autocallable notes due July 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co.; pricing July 26; Cusip: 40055QJQ6

• Autocallable contingent coupon notes due Feb. 3, 2020 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QHD7

• 0% trigger gears due Aug. 1, 2023 linked to a basket of indexes; via Goldman Sachs & Co. and UBS Financial Services Inc.; pricing July 27; Cusip: 36255U430

• Autocallable contingent coupon notes due Aug. 3, 2021 linked to Chevron Corp. stock; 65% trigger; via Goldman Sachs & Co.; pricing July 27; Cusip: 40055QMM1

• 0% trigger step securities due July 29, 2022 linked to the Euro Stoxx 50 index; 75% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 36255U323

• 0% trigger gears due July 31, 2023 linked to the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 36255U307

• Autocallable contingent coupon notes due Feb. 3, 2026 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via Goldman Sachs & Co.; pricing July 27; Cusip: 40055QMZ2

• Contingent coupon notes due July 31, 2021 linked to the least performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QL83

• Contingent coupon notes due July 31, 2023 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QKP6

• Contingent coupon notes due July 31, 2023 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QKS0

• Autocallable contingent coupon notes due Aug. 3, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing July 27; Cusip: 40055QJS2

• Contingent coupon notes due July 31, 2028 linked to the least performing of the Euro Stoxx 50 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QL91

• Contingent coupon notes due July 31, 2028 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the Nasdaq-100 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QKR2

• Contingent coupon notes due July 31, 2028 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QKQ4

• Contingent coupon notes due July 31, 2028 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QLB6

• 7.2% to 8.2% trigger autocallable contingent yield notes due July 31, 2028 linked to the MSCI Emerging Markets index and the Euro Stoxx 50 index; via Goldman Sachs & Co. and UBS Financial Services Inc.; pricing July 27; Cusip: 36255U448

• Callable contingent coupon notes due July 31, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing July 27; Cusip: 40055QM25

• Callable contingent coupon notes due July 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QM25

• Contingent income callable securities due Aug. 3, 2023 linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QMT6

• Contingent coupon notes due July 31, 2033 linked to the S&P 500 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QL42

• Contingent coupon notes due July 31, 2028 linked to the least performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 27; Cusip: 40055QK92

• Autocallable contingent coupon notes due Aug. 3, 2028 linked to the lesser performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co.; pricing July 27; Cusip: 40055QJN3

• Autocallable contingent coupon notes due Aug. 3, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing July 27; Cusip: 40055QJZ6

• 0% leveraged buffered notes due Aug. 3, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLV2

• 0% notes due Jan Aug. 5, 2020 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLZ3

• 0% notes due Jan Aug. 3, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLQ3

• 0% autocallable notes due Aug. 14, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLX8

• 0% trigger jump securities due Feb. 5, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co. with Morgan Stanley Wealth Management as distributor; pricing July 31; Cusip: 36255U422

• 0% index-linked notes due Feb. 3, 2022 linked to the lesser performing of the iShares MSCI EAFE ETF and the iShares MSCI Emerging Markets ETF; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLY6

• 0% notes due Nov. 3, 2021 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLS9

• 0% index-linked notes due Feb. 3, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLR1

• 0% index-linked notes due Aug. 3, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QL34

• 0% index-linked notes due Aug. 3, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLT7

• Contingent coupon notes due Aug. 3, 2023 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLW0

• Contingent income autocallable securities due Aug. 3, 2023 linked to the worst performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 60% trigger; via Goldman Sachs & Co.; pricing July 31; Cusip: 40055QMV1

• Autocallable contingent coupon notes due Feb. 7, 2020 linked to the lesser performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing July 31; Cusip: 40055QHG0

• Autocallable contingent coupon notes due Feb. 7, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing July 31; Cusip: 40055QJR4

• 0% leveraged buffered notes due Aug. 5, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLP5

• 0% leveraged buffered notes due Aug. 3, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing July 31; Cusip: 40055QLU4

• 0% leveraged buffered notes due Jan. 3, 2023 linked to a basket of two indexes and an exchange-traded fund; 60% trigger; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QKN1

• 0% leveraged buffered notes due Feb. 4, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QK50

• 0% index-linked notes due Feb. 4, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QK76

• Contingent coupon notes due Aug. 6, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QK35

• 0% leveraged buffered notes due Aug. 5, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QK43

• 0% buffered digital notes due Aug. 4, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QKE1

• 0% leveraged buffered digital notes due Aug. 6, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QKD3

• Autocallable contingent coupon notes due Feb. 6, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing Aug. 1; Cusip: 40055QLM2

• 0% index-linked notes due in 24 months tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40055QMD1

• 13- to 15-month 0% leveraged notes linked to the Nasdaq-100 index; via Goldman Sachs & Co.; Cusip 40055QND0

HSBC USA, INC.

• 8.25% callable notes with contingent return due July 31, 2024 linked to the least performing of the S&P 500 index, the Dow Jones Industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40435FP35

• 0% buffered Accelerated Market Participation Securities due Feb. 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435FL96

• Zero-coupon 5% limited loss notes due July 31, 2020 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435FM87

• 0% capped trigger gears due July 29, 2021 linked to the iShares MSCI Emerging Markets ETF; 75% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435X827

• Autocallable barrier notes with contingent return due Aug. 2, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435FP76

• Callable barrier notes with contingent return due July 31, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435FM79

• 0% trigger absolute return step securities due July 31, 2023 linked to the S&P 500 index; 75% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435X793

• 0% capped trigger gears due July 29, 2021 linked to the S&P MidCap 400 index; 75% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40435X835

• Zero-coupon 5% limited loss notes due Aug. 3, 2020 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40435FM95

• Performance Leveraged Upside Securities due Nov. 5, 2019 linked to the iShares China Large-Cap exchange-traded fund; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40435X744

• 0% dual directional barrier securities due Aug. 3, 2021 linked to the lesser performing of the iShares MSCI EAFE ETF and the Euro Stoxx 50 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40435FP68

• 6.5% autocallable yield notes due Nov. 4, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40435FM46

• 0% digital dual directional barrier securities due Aug. 8, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 3; Cusip: 40435FP92

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% uncapped dual directional buffered equity notes due July 28, 2020 linked to the lesser performing of the S&P 500 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing July 23; Cusip: 48129M4T0

• 0% review notes due July 29, 2024 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Dow Jones industrial average; 70% trigger; via J.P. Morgan Securities LLC; pricing July 24; Cusip: 48129MG75

• 0% review notes due July 28, 2023 linked to the worse performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial Average; 60% trigger; via J.P. Morgan Securities LLC; pricing July 25; Cusip: 48129MM37

• 0% buffered return enhanced notes due July 31, 2020 linked to the Bloomberg Commodity index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 46647MSF1

• 0% buffered digital notes due July 29, 2022 linked to the Dow Jones Industrial average; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M7B6

• Autocallable contingent interest notes due Jan. 30, 2020 linked to the lesser performing of the Dow Jones Industrial Average and the Nasdaq-100 index; 70% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MN69

• 0% capped buffered return enhanced notes due Jan. 29, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M6R2

• Autocallable contingent interest notes due July 31, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MF35

• Autocallable contingent interest notes due Jan. 31, 2020 linked to the lesser 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 July 26; Cusip: 48129ME69

• Autocallable contingent interest notes due July 31, 2023 linked to the lesser 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 July 26; Cusip: 48129ME85

• Autocallable contingent interest notes due July 31, 2028 linked to the lesser performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MF43

• 0% contingent buffered return enhance notes due July 31, 2023 linked to the lesser performing of the iShares MSCI EAFE ETF and the Euro Stoxx 50 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M5X0

• 0% uncapped dual directional contingent buffered return enhanced notes due July 30, 2021 linked to the iShares MSCI EAFE Small-Cap exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M5T9

• 0% uncapped dual directional contingent buffered equity notes due July 31, 2020 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MM52

• 0% buffered return enhanced notes due July 31, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MM86

• 6% autocallable yield notes due July 31, 2019 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 July 26; Cusip: 48129MJ56

• Autocallable step-up contingent interest notes due July 30, 2020 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M5N2

• 0% dual directional contingent buffered equity notes due July 30, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 80% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M5K8

• 0% dual directional contingent buffered return enhanced notes due July 29, 2022 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 July 26; Cusip: 48129M5U6

• 0% uncapped buffered return enhanced notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M6U5

• 0% step-up autocallable contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M7F7

• 0% contingent buffered return enhance notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M5Y8

• 0% step-up autocallable contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M7E0

• 0% dual directional contingent buffered return enhanced notes due July 31, 2023 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 July 26; Cusip: 48129M5V4

• 0% contingent buffered return enhance notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 Low Volatility High Dividend index; 60% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M5L6

• 0% step-up autocallable buffered equity notes due July 31, 2025 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M7G5

• 0% buffered return enhanced notes due July 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MM78

• 0% capped gears due Sept. 30, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129N450

• 0% uncapped dual directional contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M7L4

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the least performing of the common stocks of Lockheed Martin Corp., United States Steel Corp. and Wells Fargo & Co.; 65% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MP34

• Autocallable contingent interest notes due July 29, 2021 linked to the least performing of the common stocks of Nvidia Corp., Wells Fargo & Co. and CenturyLink, Inc.; 50% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129MP26

• Trigger autocallable contingent yield notes due July 30, 2021 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 27; Cusip: 48129N377

• Trigger autocallable contingent yield notes due July 30, 2021 linked to the Nasdaq-100 index and the Euro Stoxx 50 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 27; Cusip: 48129N385

• 0% buffered return enhanced notes due Jan. 29, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129M6M3

• 0% contingent buffered return enhanced notes due July 31, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129ME44

• 0% contingent buffered return enhanced notes due July 29, 2022 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MD94

• Autocallable contingent interest notes due July 31, 2019 linked to the lesser 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 July 31; Cusip: 48129M6F8

• 0% autocallable contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129M6Z4

• 0% contingent buffered return enhanced notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the Nasdaq-100 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MD78

• 0% dual directional contingent buffered equity notes due July 31, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 85% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MF50

• 0% contingent buffered return enhanced notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129ME51

• Autocallable contingent interest notes due Oct. 31, 2019 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 July 31; Cusip: 48129M6G6

• 0% dual directional contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MD60

• 0% autocallable contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129M7A8

• 0% buffered digital notes due Jan. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MG34

• 0% buffered return enhanced notes due July 31, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129M6E1

• 0% buffered return enhanced notes due Aug. 4, 2022 linked to the S&P 500 index; 80% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MK54

• 0% contingent buffered return enhanced notes due July 29, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MD86

• 0% contingent buffered return enhanced notes due July 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129MF76

• 0% buffered equity notes due July 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48129ME77

• 0% digital dual directional notes due Aug. 8, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 3; Cusip: 48129M4Y9

MORGAN STANLEY FINANCE LLC

• 0% dual directional trigger jump securities due July 27, 2023 linked to the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 23; Cusip: 61768DAB1

• 9.2% contingent income autocallable securities due July 26, 2019 linked to West Texas Intermediate Light Sweet Crude Oil futures contracts; via Morgan Stanley & Co. LLC; pricing July 23; Cusip 61766YDD0

• 9.85% contingent income autocallable securities due July 30, 2021 linked to the common units of Blackstone Group LP; via Morgan Stanley & Co. LLC; pricing July 27; Cusip 61768R419

• 9.05% contingent income autocallable securities with a step-up redemption price feature due July 30, 2021 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC; pricing July 27; Cusip 61768R401

• 8.3% contingent income autocallable securities due July 30, 2021 linked to the common stock of Facebook, Inc.; via Morgan Stanley & Co. LLC; pricing July 27; Cusip 61768R427

• 0% buffered jump securities due Feb. 1, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 27; Cusip 61768DAL9

• 0% buffered Performance Leveraged Upside Securities due July 31, 2023 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61768C6M4

• 0% jump notes with autocallable feature due Jan. 29, 2026 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61768C6U6

• 0% trigger Performance Leveraged Upside Securities due July 31, 2023 linked to the lesser performing of the Russell 2000 index Dow Jones industrial average; 65% trigger; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61768C6T9

• Contingent income autocallable securities due Feb. 3, 2020 linked to the S&P 500 index and the iShares MSCI Emerging Markets ETF; 70% trigger; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61768C6Q5

• 0% capped buffer gears due Feb. 3, 2020 linked to an unequally weighted basket of the Euro Stoxx 50 index, the FTSE 100 index, the Nikkei 225 index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing July 27; Cusip: 61768R294

• Fixed- to floating-rate notes due July 31, 2023 linked to the 10-year Constant Maturity Treasury rate; via Morgan Stanley & Co. LLC; settlement on July 31; Cusip: 61760QLN2

• 0% buffered Performance Leveraged Upside Securities due Feb. 3, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61768R385

• 0% Performance Leveraged Upside Securities due Nov. 5, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61768R377

• 0% buffered digital notes due in 25 to 28 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C6V4

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes; via Morgan Stanley & Co. LLC; Cusip: 61768DAA3

• 0% leveraged buffered notes due in 26 to 29 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C7L5

• 0% capped leveraged notes due in 25 to 28 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C6W2

ROYAL BANK OF CANADA

• 0% buffered enhanced return notes due July 30, 2020 linked to the iShares MSCI EAFE ETF; via RBC Capital Markets, LLC; pricing July 26; Cusip: 78013XPV4

• 0% absolute return barrier notes due July 30, 2020 linked to S&P 500 index; 72.6% to 75.6% trigger; via RBC Capital Markets, LLC; pricing July 26; Cusip: 78013XPX0

• 0% trigger gears due July 29, 2021 linked to the Euro Stoxx 50 index; 70% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing July 27; Cusip: 78014G302

• 0% market-linked securities – leveraged upside participation and fixed percentage buffered downside due Aug. 3, 2023 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 78013XNL8

• 0% notes due July 31, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing July 27; Cusip: 78013XPT9

• 0% market-linked securities – autocallable with fixed percentage buffered downside due Aug. 3, 2021 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 78013XNM6

• 0% buffered Performance Leveraged Upside Securities due Feb. 3, 2021 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing July 31; Cusip: 78014G385

• 0% capped Leveraged Index Return Notes due July 2020 tied to the Russell 2000 index; via BofA Merrill Lynch; pricing in July

TORONTO-DOMINION BANK

• Callable step-up notes due July 26, 2023; via TD Securities (USA) LLC and Barclays; pricing July 23; Cusip: 89114QPL6

• Callable step-up notes due Aug. 3, 2021; via TD Securities (USA) LLC; pricing July 26; Cusip: 89114QPR3

• Autocallable contingent interest barrier notes due July 29, 2021 linked to the least performing of the common stocks of Amazon.com Inc., Facebook, Inc. and Netflix, Inc.; 60% trigger; via TD Securities (USA) LLC; pricing July 26; Cusip: 89114QPE2

• 8% STEP Income Securities due August 2019 linked to the common stock of Facebook, Inc.; via BofA Merrill Lynch; pricing in July

• 0% 18- to 21-month leveraged capped notes linked a basket of indexes; via TD Securities (USA) LLC; Cusip: 89114QPJ1

• 0% leveraged capped buffered 23- to 26-month notes linked to the MSCI EAFE index; via TD Securities (USA) LLC; Cusip: 89114QPK8

UBS AG, LONDON BRANCH

• Trigger autocallable contingent yield notes due July 30, 2021 linked to Amazon.com, Inc. stock; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 27; Cusip: 90270KSV2

• 0% trigger gears due July 31, 2023 linked to an unequally weighted basket of the Euro Stoxx 50 index, the FTSE 100 index, the Nikkei 225 index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 27; Cusip: 90281A603

• 24- to 27-month 0% leveraged buffered notes linked to a basket of the Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via UBS Securities LLC; Cusip: 90270KSR1

WELLS FARGO & CO.

• Step-up callable notes due July 30, 2022; via Wells Fargo Securities, LLC; pricing July 25; Cusip: 95001D2P4

• Market-linked securities due July 29, 2021 – autocallable with contingent coupon and contingent downside linked to the lowest performing of the common stocks of Mylan NV, American Airlines Group Inc. and Intel Corp.; 50% trigger; via Wells Fargo Securities LLC; pricing July 26; Cusip: 95001B5F7

• 0% market linked securities – callable range accrual securities with fixed percentage buffered downside due July 31, 2023 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing July 26; Cusip: 95001B5E0

• Market-linked securities due July 31, 2023 – autocallable with contingent coupon and contingent downside linked to the SPDR S&P Oil & Gas Exploration & Production ETF and the VanEck Vectors Gold Miners ETF; 60% trigger; via Wells Fargo Securities LLC; pricing July 26; Cusip: 95001B5D2

• Market-linked securities due Aug. 2, 2021 – autocallable with contingent downside linked to the iShares MSCI Brazil ETF; 60% trigger; via Wells Fargo Securities LLC; pricing July 30; Cusip: 95001B5K6


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