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Prospect News home > News index > List of issuers Calendar > Headlines for 2015 > News item

Published on 9/2/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA

• Step-up callable notes due Sept. 25, 2018; via BofA Merrill Lynch; settling Sept. 25; Cusip: 06048WRL6

• 0% autocallable market-linked step-up notes due September 2017 tied to the PHLX Housing Sector index; via Merrill Lynch & Co.; pricing in September

• 0% market-linked step-up notes due September 2017 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in September

BANK OF NOVA SCOTIA

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

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due Sept. 29, 2022 linked to a basket of 10 equally weighted stocks; via BNP Paribas; pricing Sept. 24; Cusip: 06426XNZ9

• Income advantage market-linked certificates of deposit due Sept. 29, 2022 linked to a basket of five equally weighted stocks selected from the Richard Bernstein Advisors Global Dividend Kings universe; via BNP Paribas; pricing Sept. 24; Cusip: 06426XPA2

• 0% market-linked certificates of deposit due Sept. 30, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas; pricing Sept. 25; Cusip: 06426XPB0

• 0% market-linked certificates of deposit due Sept. 30, 2022 linked to the DWA Large Cap Sector Rotation Target Volatility 7 index; via BNP Paribas; pricing Sept. 25; Cusip: 06426XPC8

• 0% market-linked certificates of deposit due Sept. 30, 2022 linked to the Euro Stoxx 50 index and the S&P 500 index; via BNP Paribas; pricing Sept. 25; Cusip: 06426XPD6

BARCLAYS BANK PLC

• 0% notes due Sept. 7, 2018 linked to the EquityCompass Share Buyback index; via Barclays; pricing Sept. 3; Cusip: 06741UD92

• Contingent income autocallable securities due Sept. 7, 2018 linked to Union Pacific Corp.; via Barclays; pricing Sept. 4; Cusip: 06743Q655

• 0% buffered digital notes due March 30, 2018 linked to the Russell 2000 index; via Barclays; pricing Sept. 25; Cusip: 06741UH64

• 0% buffered Super Track notes due Sept. 30, 2020 linked to the Dow Jones industrial average; via Barclays; pricing Sept. 25; Cusip: 06741UH49

• 0% review notes due Sept. 7, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Sept. 4; Cusip: 06741UH72

• 0% capped return enhanced notes due Sept. 21, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank NA; pricing Sept. 4; Cusip: 06741UH98

• 0% capped return enhanced notes due Sept. 21, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank NA; pricing Sept. 4; Cusip: 06741UJ39

• 13% STEP Income Securities due September 2016 linked to Netflix Inc. shares; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due September 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Capped Leveraged Index Return Notes due September 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

CITIGROUP INC.

• 0% trigger jump securities due Sept. 15, 2018 linked to the Energy Select SPDR Fund; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q684

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the Euro Stoxx Banks index; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q726

• 0% market-linked notes due March 20, 2023 linked to a basket containing the S&P 500 index, the Euro Stoxx 50 index and the Topix index; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q692

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q718

CREDIT SUISSE AG

• 0% digital plus barrier notes due Sept. 27, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 18; Cusip: 22546VKW5

• 0% accelerated barrier notes due March 25, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 18; Cusip: 22546VKV7

• Callable daily range accrual securities due March 30, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VLL8

• Contingent coupon autocallable yield notes due Sept. 30, 2025 linked to the S&P 500 index and the Russell 2000 index; via Incapital LLC; pricing Sept. 25; Cusip: 22546VLK0

• 12% to 13% contingent coupon autocallable yield notes due Sept. 10, 2020 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VLD6

• High/low coupon callable yield notes due April 5, 2017 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL95

• 0% accelerated barrier notes due Oct. 5, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL79

• 0% Accelerated Return Notes due November 2016 linked to a basket of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight; via BofA Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due November 2016 linked to a basket of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due September 2017 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via BofA Merrill Lynch; pricing in September

CREDIT SUISSE AG, LONDON BRANCH

• 0% accelerated barrier notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VL53

• 0% accelerated barrier notes due Sept. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VL46

• 0% accelerated barrier notes due Oct. 3, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL87

• 0% accelerated barrier notes due Sept. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL79

DEUTSCHE BANK AG, LONDON BRANCH

• Leveraged Index Return Notes due September 2018 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due September 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due Sept. 27, 2021 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Sept. 18; Cusip: 38148TD55

• 0% notes due Sept. 28, 2023 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Sept. 24; Cusip: 38148TDB2

• 0% notes due Oct. 11, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 25; Cusip: 38148TCK3

• Autocallable contingent coupon index-linked notes due Oct. 14, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing Sept. 28; Cusip: 38148TDK2

• 0% index-linked notes due July 3, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TD89

• Callable monthly Russell 2000 index-linked range accrual notes due Sept. 30, 2025; 75% trigger; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TCJ6

• 0% buffered notes due Oct. 1, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TD48

• Callable monthly Russell 2000 index-linked range accrual notes due Sept. 30, 2025; via Goldman Sachs & Co.; pricing Sept. 30; Cusip: 38148TD30

• Five-year 0% leveraged buffered notes due linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QZ58

• Five-year 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QZ41

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TAD1

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TBS7

• Five-year 0% digital notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TCY3

HSBC USA INC.

• Contingent income autocallable securities due Sept. 7, 2018 linked to Prudential Financial, Inc. shares; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management handling distribution; pricing Sept. 4; Cusip: 40434E390

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6F0

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6G8

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6E3

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6D5

• 0% buffered Accelerated Market Participation Securities due Oct. 2, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7D4

• 0% buffered Accelerated Market Participation Securities due Oct. 2, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7C6

• 0% buffered Accelerated Market Participation Securities due Oct. 2, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7B8

• 0% leveraged buffered uncapped market participation securities due July 1, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6R4

• 0% leveraged buffered uncapped market participation securities due March 30, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6V5

• 0% buffered uncapped market participation securities due Oct. 1, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6S2

• 0% leveraged buffered uncapped market participation securities due Sept. 30, 2020 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6W3

• 0% buffered uncapped market participation securities due Sept. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6U7

• 0% buffered uncapped market participation securities due Sept. 30, 2019 linked to an equally weighted basket made up of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7J1

• 0% buffered uncapped market participation securities due Sept. 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6Q6

• 0% buffered uncapped market participation securities due Sept. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6T0

• 0% dual digital-plus barrier notes due Sept. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6N3

• 0% autocallable market-linked step-up notes due September 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in September

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

• 0% barrier Accelerated Market Participation Securities due March 2019 linked to the S&P Europe 350 Low Volatility index; via HSBC Securities (USA) Inc.; pricing in September; Cusip: 40433B7L6

JPMORGAN CHASE & CO.

• 0% capped return enhanced notes due Dec. 8, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 3; Cusip: 48125UU91

• Autocallable contingent interest notes due Sept. 8, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 3; Cusip: 48125U3S9

• 0% trigger Performance Leveraged Upside Securities due Sept. 18, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; 85% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Sept. 4; Cusip: 48127V322

• Contingent income autocallable securities due Sept. 7, 2018 linked to Nike, Inc. class B common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Sept. 4; Cusip: 48127V355

• 0% buffered digital notes due Sept. 7, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 4; Cusip: 48125UX56

• 0% digital notes due Sept. 13, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 8; Cusip: 48125UT69

• 0% digital notes due Sept. 13, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 8; Cusip: 48125UZF2

• 0% buffered Performance Leveraged Upside Securities due Sept. 20, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48127V272

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48127V298

• Fixed- to floating-rate notes due Sept. 22, 2025 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing Sept. 17; Cusip: 48125UY55

• 0% review notes due Sept. 23, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48125UU34

• 6% autocallable yield notes due Dec. 27, 2016 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 21; Cusip 48125UQ47.

• Callable step-up fixed-rate notes due Sept. 25, 2020; via J.P. Morgan Securities LLC; pricing Sept. 22; Cusip: 48125UX98

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW24

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV90

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV82

• 0% digital dual directional contingent buffered notes due Sept. 29, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UX72

• Callable step-up fixed-rate notes due Sept. 25, 2030; via J.P. Morgan Securities LLC; pricing Sept. 22; Cusip: 48125UY30

• 0% uncapped buffered return enhanced notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW65

• 0% uncapped buffered return enhanced notes due Sept. 30, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UP97

MORGAN STANLEY

• Contingent income autocallable securities due Sept. 7, 2018 linked to of JPMorgan Chase & Co. shares; 80% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 4; Cusip: 61765R248

• Contingent income autocallable securities due Sept. 7, 2018 linked to of MetLife, Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 4; Cusip: 61765R230

• Contingent income autocallable securities due Sept. 19, 2017 linked to the S&P GSCI Crude Oil Index - Excess Return; via Morgan Stanley; pricing Sept. 14; Cusip 61762GET7

• Contingent income autocallable securities due Sept. 19, 2017 linked to the S&P GSCI Crude Oil Index Excess Return; 70% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 14; Cusip: 61762GET7

• Fixed-to-floating notes due Sept. 15, 2022; via Morgan Stanley & Co. LLC; settling Sept. 15; Cusip: 61760QHE7

• 0% buffered Performance Leveraged Upside Securities due Sept. 20, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley; pricing Sept. 15; Cusip: 61765R255

• Contingent income participation securities due Sept. 30, 2030 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley; pricing Sept. 25; Cusip 61761JJ75

• Contingent income autocallable securities due Sept. 30, 2025 linked to the S&P GSCI Crude Oil Index - Excess Return; via Morgan Stanley; pricing Sept. 25; Cusip 61762GEU4

• 0% trigger Performance Leveraged Upside Securities due Sept. 30, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61761JK73

• 0% trigger Performance Leveraged Upside Securities due October 2022 linked to the price of gold; via Morgan Stanley & Co. LLC; pricing in September: Cusip: 61762GEY6

• Contingent income autocallable securities due Sept. 30, 2025 linked to the S&P GSCI Crude Oil Index Excess Return; 50% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61762GEU4

• CMS curve range accrual securities due Sept. 30, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; settling Sept. 30; Cusip: 61760QHH0

• 0% buffered digital notes due September 2017 to December 2017 linked to the MSCI EAFE index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61761JH51

ROYAL BANK OF CANADA

• 0% direct investment notes due Oct. 11, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Sept. 3; Cusip: 78012KFY8

• Contingent income autocallable securities due Sept. 7, 2018 linked to Qualcomm Inc.; via RBC Capital Markets, LLC; pricing Sept. 4; Cusip: 78013D649

• Redeemable step-up notes due Sept. 9, 2025; via RBC Capital Markets, LLC; settling Sept. 9; Cusip: 78012KFH5

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Sept. 15; Cusip: 78013D656

• 0% capped buffered bullish return notes with step-up feature due March 21, 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Sept. 16; Cusip: 78012KGG6

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due November 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

WELLS FARGO & CO.

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 7, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Sept. 30; Cusip: 94986RYQ8

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• 0% capped return enhanced notes due Sept. 21, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank NA; pricing Sept. 4; Cusip:	06741UJ39

• 13% STEP Income Securities due September 2016 linked to Netflix Inc. shares; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due September 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Capped Leveraged Index Return Notes due September 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

CITIGROUP INC.

• 0% trigger jump securities due Sept. 15, 2018 linked to the Energy Select SPDR Fund; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q684

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the Euro Stoxx Banks index; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q726

• 0% market-linked notes due March 20, 2023 linked to a basket containing the S&P 500 index, the Euro Stoxx 50 index and the Topix index; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q692

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Citigroup Global Markets Inc.; pricing Sept. 15; Cusip: 17323Q718

CREDIT SUISSE AG

• 0% digital plus barrier notes due Sept. 27, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 18; Cusip: 22546VKW5

• 0% accelerated barrier notes due March 25, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 18; Cusip: 22546VKV7

• Callable daily range accrual securities due March 30, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VLL8

• Contingent coupon autocallable yield notes due Sept. 30, 2025 linked to the S&P 500 index and the Russell 2000 index; via Incapital LLC; pricing Sept. 25; Cusip: 22546VLK0

• 12% to 13% contingent coupon autocallable yield notes due Sept. 10, 2020 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VLD6

• High/low coupon callable yield notes due April 5, 2017 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL95

• 0% accelerated barrier notes due Oct. 5, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL79

• 0% Accelerated Return Notes due November 2016 linked to a basket of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight; via BofA Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due November 2016 linked to a basket of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due September 2017 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via BofA Merrill Lynch; pricing in September

CREDIT SUISSE AG, LONDON BRANCH

• 0% accelerated barrier notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VL53

• 0% accelerated barrier notes due Sept. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VL46

• 0% accelerated barrier notes due Oct. 3, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL87

• 0% accelerated barrier notes due Sept. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL79

DEUTSCHE BANK AG, LONDON BRANCH

• Leveraged Index Return Notes due September 2018 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due September 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due Sept. 27, 2021 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Sept. 18; Cusip: 38148TD55

• 0% notes due Sept. 28, 2023 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Sept. 24; Cusip: 38148TDB2

• 0% notes due Oct. 11, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 25; Cusip: 38148TCK3

• Autocallable contingent coupon index-linked notes due Oct. 14, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing Sept. 28; Cusip: 38148TDK2

• 0% index-linked notes due July 3, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TD89

• Callable monthly Russell 2000 index-linked range accrual notes due Sept. 30, 2025; 75% trigger; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TCJ6

• 0% buffered notes due Oct. 1, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TD48

• Callable monthly Russell 2000 index-linked range accrual notes due Sept. 30, 2025; via Goldman Sachs & Co.; pricing Sept. 30; Cusip: 38148TD30

• Five-year 0% leveraged buffered notes due linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QZ58

• Five-year 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QZ41

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TAD1

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TBS7

• Five-year 0% digital notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TCY3

HSBC USA INC.

• Contingent income autocallable securities due Sept. 7, 2018 linked to Prudential Financial, Inc. shares; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management handling distribution; pricing Sept. 4; Cusip: 40434E390

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the Euro Stoxx 50 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6F0

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6G8

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6E3

• 0% barrier Accelerated Market Participation Securities due March 25, 2019 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433B6D5

• 0% buffered Accelerated Market Participation Securities due Oct. 2, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7D4

• 0% buffered Accelerated Market Participation Securities due Oct. 2, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7C6

• 0% buffered Accelerated Market Participation Securities due Oct. 2, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7B8

• 0% leveraged buffered uncapped market participation securities due July 1, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6R4

• 0% leveraged buffered uncapped market participation securities due March 30, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6V5

• 0% buffered uncapped market participation securities due Oct. 1, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6S2

• 0% leveraged buffered uncapped market participation securities due Sept. 30, 2020 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6W3

• 0% buffered uncapped market participation securities due Sept. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6U7

• 0% buffered uncapped market participation securities due Sept. 30, 2019 linked to an equally weighted basket made up of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7J1

• 0% buffered uncapped market participation securities due Sept. 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6Q6

• 0% buffered uncapped market participation securities due Sept. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6T0

• 0% dual digital-plus barrier notes due Sept. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6N3

• 0% autocallable market-linked step-up notes due September 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in September

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

• 0% barrier Accelerated Market Participation Securities due March 2019 linked to the S&P Europe 350 Low Volatility index; via HSBC Securities (USA) Inc.; pricing in September; Cusip: 40433B7L6

JPMORGAN CHASE & CO.

• 0% capped return enhanced notes due Dec. 8, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 3; Cusip: 48125UU91

• Autocallable contingent interest notes due Sept. 8, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 3; Cusip: 48125U3S9

• 0% trigger Performance Leveraged Upside Securities due Sept. 18, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; 85% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Sept. 4; Cusip: 48127V322

• Contingent income autocallable securities due Sept. 7, 2018 linked to Nike, Inc. class B common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Sept. 4; Cusip: 48127V355

• 0% buffered digital notes due Sept. 7, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 4; Cusip: 48125UX56

• 0% digital notes due Sept. 13, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 8; Cusip: 48125UT69

• 0% digital notes due Sept. 13, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 8; Cusip: 48125UZF2

• 0% buffered Performance Leveraged Upside Securities due Sept. 20, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48127V272

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48127V298

• Fixed- to floating-rate notes due Sept. 22, 2025 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing Sept. 17; Cusip:	48125UY55

• 0% review notes due Sept. 23, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48125UU34

• 6% autocallable yield notes due Dec. 27, 2016 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 21; Cusip 48125UQ47.

• Callable step-up fixed-rate notes due Sept. 25, 2020; via J.P. Morgan Securities LLC; pricing Sept. 22; Cusip: 48125UX98

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW24

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV90

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV82

• 0% digital dual directional contingent buffered notes due Sept. 29, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UX72

• Callable step-up fixed-rate notes due Sept. 25, 2030; via J.P. Morgan Securities LLC; pricing Sept. 22; Cusip: 48125UY30

• 0% uncapped buffered return enhanced notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW65

• 0% uncapped buffered return enhanced notes due Sept. 30, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UP97

MORGAN STANLEY

• Contingent income autocallable securities due Sept. 7, 2018 linked to of JPMorgan Chase & Co. shares; 80% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 4; Cusip: 61765R248

• Contingent income autocallable securities due Sept. 7, 2018 linked to of MetLife, Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 4; Cusip: 61765R230

• Contingent income autocallable securities due Sept. 19, 2017 linked to the S&P GSCI Crude Oil Index - Excess Return; via Morgan Stanley; pricing Sept. 14; Cusip 61762GET7

• Contingent income autocallable securities due Sept. 19, 2017 linked to the S&P GSCI Crude Oil Index Excess Return; 70% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 14; Cusip: 61762GET7

• Fixed-to-floating notes due Sept. 15, 2022; via Morgan Stanley & Co. LLC; settling Sept. 15; Cusip: 61760QHE7

• 0% buffered Performance Leveraged Upside Securities due Sept. 20, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley; pricing Sept. 15; Cusip: 61765R255

• Contingent income participation securities due Sept. 30, 2030 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley; pricing Sept. 25; Cusip 61761JJ75

• Contingent income autocallable securities due Sept. 30, 2025 linked to the S&P GSCI Crude Oil Index - Excess Return; via Morgan Stanley; pricing Sept. 25; Cusip 61762GEU4

• 0% trigger Performance Leveraged Upside Securities due Sept. 30, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61761JK73

• 0% trigger Performance Leveraged Upside Securities due October 2022 linked to the price of gold; via Morgan Stanley & Co. LLC; pricing in September: Cusip: 61762GEY6

• Contingent income autocallable securities due Sept. 30, 2025 linked to the S&P GSCI Crude Oil Index Excess Return; 50% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61762GEU4

• CMS curve range accrual securities due Sept. 30, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; settling Sept. 30; Cusip: 61760QHH0

• 0% buffered digital notes due September 2017 to December 2017 linked to the MSCI EAFE index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61761JH51

ROYAL BANK OF CANADA

• 0% direct investment notes due Oct. 11, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Sept. 3; Cusip: 78012KFY8

• Contingent income autocallable securities due Sept. 7, 2018 linked to Qualcomm Inc.; via RBC Capital Markets, LLC; pricing Sept. 4; Cusip: 78013D649

• Redeemable step-up notes due Sept. 9, 2025; via RBC Capital Markets, LLC; settling Sept. 9; Cusip: 78012KFH5

• 0% Performance Leveraged Upside Securities due Dec. 20, 2016 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Sept. 15; Cusip: 78013D656

• 0% capped buffered bullish return notes with step-up feature due March 21, 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Sept. 16; Cusip: 78012KGG6

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due November 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

WELLS FARGO & CO.

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 7, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Sept. 30; Cusip: 94986RYQ8