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Published on 9/16/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA

• 0% barrier step-up notes due Sept. 27, 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing Sept. 18; Cusip: 06048WRQ5

• Step-up callable notes due Sept. 25, 2030; via BofA Merrill Lynch; pricing Sept. 23; Cusip: 06048WRM4

• 0% autocallable notes due Sept. 25, 2019 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BofA Merrill Lynch; settling Sept. 25; Cusip: 06048WRN2

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

• Step-up callable notes due Sept. 28, 2022; via BofA Merrill Lynch; settling Sept. 28; Cusip: 06048WRP7

• 0% Market Index Target-Term Securities due September 2022 linked to a global equity basket comprising of the Dow Jones industrial average and the Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in September

• Market-linked step-up notes due September 2017 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in September

• 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% Accelerated Return Notes due November 2016 linked to the S&P 500 index; via BofA Merrill Lynch; 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 MONTREAL

• 0% buffered bullish enhanced return notes due Dec. 30, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366R2K0

• 0% buffered bullish enhanced return notes due Dec. 30, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366R2J3

• 0% notes due Oct. 7, 2016 linked to common stocks selected by Ameriprise Financial Services, Inc.’s investment research group for its July 2015 sustainable and responsible investing equity focus list; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ24

• 0% notes due Oct. 7, 2016 linked to common stocks selected by Ameriprise Financial Services, Inc.’s investment research group for its July 2015 sustainable and responsible investing equity focus list; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ32

• 0% contingent risk absolute return notes due Sept. 30, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366R2G9

• 0% buffered bullish digital plus notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RY74

• 0% buffered bullish digital plus notes due Sept. 30, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RY66

• 0% contingent risk absolute return notes due Sept. 29, 2017 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RY58

• 0% buffered bullish enhanced return notes due Sept. 29, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366R2A2

• 0% buffered bullish enhanced return notes due Sept. 29, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366R2B0

• 7.8% autocallable cash-settled notes with fixed interest payments due Sept. 30, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ65.

• 10.2% autocallable cash-settled notes with fixed interest payments due Sept. 30, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ99.

• 12% autocallable cash-settled notes with fixed interest payments due Sept. 30, 2016 linked to the iShares MSCI Brazil Capped exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ57

• 13.8% autocallable cash-settled notes with fixed interest payments due Sept. 30, 2016 linked to the iShares MSCI Brazil Capped exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ81

• Notes due Sept. 30, 2016 linked to a basket of 13 equally weighted U.S.-housing-related common equity securities selected in August by Raymond James & Associates, Inc.; via BMO Capital Markets Corp.; settling Sept. 25; Cusip: 06366RY25

• Notes due Sept. 30, 2016 linked to a basket of 13 equally weighted U.S.-housing-related common equity securities selected in August by Raymond James & Associates, Inc.; via BMO Capital Markets Corp.; settling Sept. 25; Cusip: 06366RY33

• 0% buffered bullish return notes due Sept. 30, 2019 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RY82

• 0% buffered bullish enhanced return notes due Sept. 29, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RY90

• 12% autocallable cash-settled notes with fixed interest payments due Sept. 30, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ40

• 14.4% autocallable cash-settled notes with fixed interest payments due Sept. 30, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RZ73

BANK OF NOVA SCOTIA

• 0% equity-linked index notes due Sept. 21, 2018 linked to the Raymond James CEFR Domestic Equity Total Return index; via Scotia Capital (USA); pricing Sept. 18; Cusip: 064159GS9

• 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 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

• 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

BARCLAYS BANK PLC

• Callable contingent coupon notes due Sept. 25, 2018 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing Sept. 18; Cusip: 06741UG99

• 0% capped return enhanced notes due Oct. 5, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Sept. 18; Cusip: 06741UL36

• Phoenix autocallable securities due Oct. 5, 2016 linked to the common stock of Apple, Inc.; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 06741UL51

• Phoenix autocallable securities due Oct. 5, 2016 linked to Bank of America Corp. common stock; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 06741UL69

• Phoenix autocallable securities due Oct. 5, 2016 linked to Valeant Pharmaceuticals International, Inc. common stock; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 06741UL44

• Phoenix autocallable securities due Oct. 5, 2016 linked to Walt Disney Co. common stock; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 06741UL77

• Trigger phoenix autocallable optimization securities due Sept. 24, 2018 linked to the ordinary shares of Allergan plc; via Barclays and UBS Financial Services Inc.; pricing Sept. 18; Cusip: 06743Q515

• Trigger phoenix autocallable optimization securities due Sept. 24, 2018 linked to the common stock of American International Group, Inc.; via Barclays and UBS Financial Services Inc.; pricing Sept. 18; Cusip: 06743Q499

• 0% trigger return optimization securities due Sept. 28, 2018 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Sept. 24; Cusip: 06743Q622

• Leveraged CMS curve and S&P 500 index-linked securities due Sept. 30, 2030; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 22546VMD5

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

• 0% accelerated barrier notes due March 28, 2019 linked to the Euro Stoxx 50 index; via Barclays pricing Sept. 25; Cusip: 22546VME3

• 0% buffered return optimization securities due Sept. 28, 2018 linked to the Euro Stoxx 50 index; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 06743Q572

• Callable contingent coupon notes due Sept. 28, 2018 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing Sept. 25; Cusip: 06741UK52

• 0% buffered Super Track notes due March 29, 2019 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Barclays; pricing Sept. 25; Cusip: 06741UJ62

• 0% annual autocallable notes due Sept. 28, 2018 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Barclays; pricing Sept. 25; Cusip: 06741UK78

• 0% trigger performance securities due Sept. 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via Barclays and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 06743N132

• Annual reset coupon buffered notes due Sept. 29, 2021 linked to the Russell 2000 index; via Barclays; pricing Sept. 25; Cusip: 06741UJ54

• 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 March 29, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Sept. 25; Cusip: 06741UJ47

• 0% return optimization securities due Oct. 31, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Sept. 28; Cusip: 06743N140

• 0% trigger return optimization securities due Sept. 28, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Sept. 28; Cusip: 06743N116

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management handling distribution; pricing Sept. 30; Cusip: 06743Q531

• 0% Accelerated Return Notes due November 2016 linked to Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; via BofA Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due September 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due October 2016 linked to the common stock of Ford Motor Co.; via BofA Merrill Lynch; pricing in September

• 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

• 10.5% STEP Income Securities due October 2016 linked to the common stock of Apple Inc.; via BofA Merrill Lynch; pricing in September

• 0% notes due Oct. 11, 2018 linked to the EquityCompass Share Buyback index; via Barclays; pricing Oct. 5; Cusip: 06741UK45

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UJ70

BNP PARIBAS

• 0% buffered return enhanced notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via BNP Paribas; pricing Sept. 25; Cusip: 05579TGM2

• 0% dual directional notes due Sept. 30, 2020 linked to the worst of the Euro Stoxx 50 index and the S&P 500 index; via BNP Paribas; pricing Sept. 25; Cusip: 05579TGL4

• 0% dual directional notes due Sept. 30, 2019 linked to the worst of the Euro Stoxx 50 index and the S&P 500 index; via BNP Paribas; pricing Sept. 25; Cusip: 05579TGN0

• 0% buffered notes due March 31, 2020 linked to the S&P 500 index; via BNP Paribas; pricing Sept. 25; Cusip: 05579TGJ9

• 0% leveraged notes due Sept. 30, 2020 linked to the S&P 500 index; via BNP Paribas; Sept. 25; Cusip: 05579TGG5

• 0% leveraged notes due Sept. 30, 2020 linked to the S&P 500 index, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BNP Paribas; pricing Sept. 25; Cusip: 05579TGK6

• 0% leveraged notes due Sept. 30, 2020 linked to the S&P 500 index, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BNP Paribas; pricing Sept. 25; Cusip: 05579TGH3

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 5, 2021 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Sept. 30; Cusip: 13605WAX9

• 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.

• 7% to 8% single observation Equity Linked Securities due Sept. 28, 2016 linked to Apple Inc. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing Sept. 23; Cusip: 17298C2L1

• 9% to 11% single observation Equity Linked Securities due Oct. 3, 2016 linked to Netflix, Inc. shares; 70% trigger; via Citigroup Global Markets Inc.; pricing Sept. 24; Cusip: 17298C2D9

• 0% contingent return optimization securities due Sept. 29, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 17323Q668

• 0% buffer securities due Sept. 30, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17298C2A5

• 0% market-linked notes due Sept. 29, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17298C2C1

• 0% buffered return optimization securities due Sept. 28, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17323Q676

• 0% market-linked notes due Sept. 29, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17298C2B3

• Annual reset coupon securities due Sept. 30, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Sept. 28; Cusip: 17298CEC8

• 0% barrier digital plus securities due Oct. 1, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Sept. 28; Cusip: 17298CDY1

• 0% enhanced barrier digital plus securities due Oct. 2, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 29; Cusip: 17298CDX3

• 0.25% market-linked notes due April 1, 2021 linked to S&P 500 index, the Euro Stoxx 50 index and the iShares Core U.S. Aggregate Bond ETF; via Citigroup Global Markets Inc.; pricing Sept. 29; Cusip: 17298CDV7

• 0% buffer securities due April 3, 2019 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 29; Cusip: 17298C2K3

• 0% market-linked notes due April 4, 2023 based on the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Sept. 30; Cusip: 17323Q643

• 0% buffered Performance Leveraged Upside Securities due Oct. 4, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 30; Cusip: 17323Q650

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc. and Wells Fargo Securities LLC; pricing Sept. 30; Cusip: 17298CEB0

CREDIT SUISSE AG

• 8%-10% autocallable reverse convertible securities due Sept. 22, 2016 linked to the common stock of Expedia, Inc.; via Credit Suisse Securities (USA) LLC; pricing Sept. 17; Cusip: 22546VM78

• Contingent coupon callable yield notes due Sept. 24, 2018 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 18; Cusip: 22546VM45

• 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

• 10.5% to 12.5% autocallable reverse convertible securities due Sept. 23, 2016 linked to Apple Inc. shares; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 18; Cusip: 22546VLY0

• 9.2% autocallable yield notes due March 24, 2017 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC ; pricing Sept. 21; Cusip: 22546VMH6

• 13%-15% autocallable reverse convertible securities due Sept. 30, 2016 linked to the class A common stock of GoPro, Inc.; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VGF7

• 8%-10% autocallable reverse convertible securities due Sept. 26, 2016 linked to the common stock of Morgan Stanley; via Credit Suisse Securities (USA) LLC; pricing Sept. 22; Cusip: 22546VM94

• 8%-10% autocallable reverse convertible securities due Sept. 26, 2016 linked to the common stock of Restoration Hardware Holdings, Inc.; via Credit Suisse Securities (USA) LLC; pricing Sept. 22; Cusip: 22546VM86

• 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

• 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

• 0% digital buffered notes due March 29, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VKS4

• 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

• Contingent coupon callable yield notes due Sept. 30, 2025 linked to the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Incapital LLC; pricing Sept. 25; Cusip: 22546VLF1

• Contingent coupon callable yield notes due Sept. 30, 2025 linked to the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via Incapital LLC; pricing Sept. 25; Cusip: 22546VLG9

• 0% trigger performance securities due Sept. 30, 2020 linked to the S&P 500 index; 75% trigger; via UBS Financial Services Inc.; pricing Sept. 25; Cusip: 22548F596

• 0% trigger performance securities due Sept. 30, 2025 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Sept. 25; Cusip: 22548F588

• 0% trigger step performance securities due Sept. 30, 2019 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Sept. 25; Cusip: 22548F604

• Callable daily range accrual securities due Sept. 30, 2030 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VM52

• 0% absolute return barrier securities due Sept. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546VL20

• 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

• 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

• 0% digital buffered notes due April 1, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 28; Cusip: 22546VLB0

• 9% to 11% autocallable reverse convertible securities due Oct. 3, 2016 linked to Apple Inc. shares; via Credit Suisse Securities (USA) LLC; pricing Sept. 29; Cusip: 22546VM37

• Contingent coupon callable yield notes due Oct. 2, 2020 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 29; Cusip: 22546VMF0

• Autocallable reverse convertible securities due Oct. 3, 2016 linked to the common stock of Valeant Pharmaceuticals International, Inc.; via Credit Suisse Securities (USA) LLC; pricing Sept. 29; Cusip: 22546VMC7

• 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

• 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

• Contingent coupon callable yield notes due Oct. 5, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VLA2

• 0% absolute return barrier securities due Oct. 3, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22546VL61

• 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% Accelerated Return Notes due November 2016 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in September

• Market-linked step-up notes due September 2018 linked to the S&P 500 index; 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

• 0% Accelerated Return Notes due December 2016 linked to S&P 500 index and Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

DEUTSCHE BANK AG, LONDON BRANCH

• Call warrants expiring Sept. 21, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Sept. 18; Cusip: 25190F293

• 7.5% STEP Income Securities due October 2016 linked to the common stock of JPMorgan Chase & Co.; via BofA Merrill Lynch; pricing in September

• 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

• 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RN58

GOLDMAN SACHS BANK USA

• Callable quarterly range accrual certificates of deposit due Sept. 23, 2030 linked to six-month Libor and the Russell 2000 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 18; Cusip: 38148DDG6

• Variable coupon certificates of deposit due Sept. 29, 2020 linked to a basket of stocks (AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Eli Lilly & Co., Intel Corp., Philip Morris International Inc., Qualcomm Inc., Schlumberger NV (Schlumberger Ltd.), Starbucks Corp. and Walgreens Boots Alliance, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 24; Cusip: 38148DDD3

• Variable coupon certificates of deposit due Sept. 29, 2022 linked to a basket of stocks (AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Eli Lilly & Co., Intel Corp., Philip Morris International Inc., Qualcomm Inc., Schlumberger NV (Schlumberger Ltd.), Starbucks Corp. and Walgreens Boots Alliance, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 24; Cusip: 38148DDC5

• 0% leveraged certificates of deposit due March 29, 2023 linked to the Dow Jones industrial average; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 24; Cusip: 38148DD92

• 0% certificates of deposit due Sept. 29, 2021 linked to the S&P 500 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 24; Cusip: 38148DD50

• 0% certificates of deposit due March 30, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DCX0

• 0% certificates of deposit due March 30, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DCU6

• 0% certificates of deposit due Sept. 29, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DCT9

• 0% certificates of deposit due Sept. 30, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DCY8

• 1% certificates of deposit due Sept. 25, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DCZ5

• Variable coupon certificates of deposit due Sept. 29, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DD27

• Contingent coupon certificates of deposit due Sept. 30, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DD43

• Contingent coupon certificates of deposit due Sept. 29, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 25; Cusip: 38148DD35

• 0% leveraged certificates of deposit due Oct. 3, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Sept. 28; Cusip: 38148DDA9

GOLDMAN SACHS GROUP, INC.

•Autocallable contingent coupon notes due Sept. 22, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 17; Cusip: 38148TEX3

• 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. 27, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 18; Cusip: 38148TEE5

• 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

• 0% notes due Sept. 25, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 25; Cusip: 38148TD63

• 0% notes due Sept. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 25; Cusip: 38148TD97

• Trigger phoenix autocallable optimization securities due Sept. 30, 2025 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148X290

• 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 contingent coupon notes due Sept. 30, 2030 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing Sept. 28; Cusip: 38148TE96

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

• Callable contingent coupon index-linked notes due Oct. 15, 2030 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TED7

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

• 0% buffered notes due Oct. 1, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TDD8

• Callable buffered monthly S&P 500 index-linked range accrual notes due March 30, 2023; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 38148TDN6

• Callable contingent coupon index-linked notes due Sept. 30, 2019 linked to the S&P 500 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing Sept. 28; Cusip: 38148TDP1

• 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

• Autocallable contingent coupon index-linked notes due Oct. 13, 2022 linked to the S&P 500 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing Sept. 28; Cusip: 38148TDJ5

• 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: 38148TDL0

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

• Callable step-up fixed-rate notes due September 2020; via Goldman Sachs & Co. and Incapital LLC; pricing in September; Cusip: 38148TDR7

• Callable step-up fixed-rate notes due September 2025; via Goldman Sachs & Co.; pricing in September; Cusip: 38148TES4

• Callable step-up fixed-rate notes due September 2030; via Goldman Sachs & Co. and Incapital LLC; pricing in September; Cusip: 38148TDQ9

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

• 0% 24- to 27-month leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

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

• 0% 13- to 15-month digital notes linked to the Russell 2000 index; via Goldman Sachs & Co.

• 0% 30- to 33-month buffered notes linked to an equally weighted basket of the Russell 2000 index and the MSCI EAFE index; via Goldman Sachs & Co.

• 0% 18- to 21-month digital notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 24-month 0% buffered notes linked to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38148TE88

• 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

• 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TEJ4

HSBC USA INC.

• 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

• Contingent income autocallable securities due Sept. 26, 2016 linked to Valero Energy Corp. shares; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing Sept. 18; Cusip: 40434K842

• 0% dual directional contingent buffered notes due March 29, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 40433UAK2

• 0% capped barrier notes due March 29, 2017 linked to an equally weighted basket of 11 common stocks; via HSBC Securities (USA) Inc.; pricing Sept. 18; Cusip: 40433UAJ5

• Contingent income autocallable securities due Sept. 26, 2022 linked to the worst performing of the Euro Stoxx 50 index, the Nikkei 225 index and the S&P 500 index; HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing Sept. 21; Cusip: 40434K867

• 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% 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% barrier market participation notes due Oct. 1, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7A0

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7G7

• Income plus notes due Sept. 30, 2022 linked to the common stocks of Ford Motor Co., International Business Machines Corp., UnitedHealth Group Inc., Verizon Communications Inc. and Walgreens Boots Alliance, Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6J2

• 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% barrier market participation notes due Oct. 1, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6Z6

• 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 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 April 2, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7F9

• 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% trigger performance securities due Sept. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 40434E374

• 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% 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% barrier market participation notes due Oct. 1, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6Y9

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7E2

• Autocallable notes with contingent return due Sept. 30, 2019 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6M5

• 5.5% autocallable yield notes due Dec. 30, 2016 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B6L7

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the S&P MidCap 400 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40433B7H5

• 0% trigger jump securities due Oct. 4, 2018 linked to the Energy Select Sector SPDR fund; 80% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Sept. 30; Cusip: 40434K826

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management handling distribution; pricing Sept. 30; Cusip: 40434K834

• 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 BANK, NA

• Digital contingent coupon certificates of deposit due Sept. 30, 2021 linked to the stocks of AT&T Inc., CenturyLink, Inc., Exelon Corp., General Motors Co., HCP, Inc., Kinder Morgan, Inc., Murphy Oil Corp., Philip Morris International Inc., Potash Corp. of Saskatchewan Inc. and PPL Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPX6

• Digital contingent coupon certificates of deposit due Sept. 30, 2022 linked to the stocks of AT&T Inc., CenturyLink, Inc., Exelon Corp., General Motors Co., HCP, Inc., Kinder Morgan, Inc., Murphy Oil Corp., Philip Morris International Inc., Potash Corp. of Saskatchewan Inc. and PPL Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPY4

• 0% certificates of deposit due March 31, 2020 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPL2

• 0% certificates of deposit due March 31, 2021 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPQ1

• 0% certificates of deposit due Sept. 30, 2021 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPM0

• 0% certificates of deposit due Sept. 30, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPN8

• Variable annual income certificates of deposit due Sept. 30, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPR9

• Certificates of deposit with contingent annual interest due Sept. 30, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPW8

• 0% autocallable certificates of deposit with step-up call value due Sept. 30, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YQG2

• 0% autocallable certificates of deposit with step-up call value due Sept. 30, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YQH0

• 0% autocallable certificates of deposit with step-up call value due Sept. 30, 2025 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YQJ6

• 0% certificates of deposit due Sept. 30, 2022 linked to the JPMorgan ETF Efficiente 5 Index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YQC1

• 0% certificates of deposit due Sept. 30, 2021 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Sept. 25; Cusip: 48125YPD0

JPMORGAN CHASE & CO.

• 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% digital dual directional contingent buffered notes due Oct. 5, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 17; Cusip: 48125U4T6

• Callable step-up fixed-rate notes due Sept. 22, 2025; via J.P. Morgan Securities LLC; pricing Sept. 17; Cusip: 48125UY63

• 0% trigger performance securities due Sept. 24, 2018 linked to the S&P 500 index; 75% trigger; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Sept. 18; Cusip: 48127V124

• Contingent income autocallable securities due Sept. 26, 2016 linked to CBS Corp. class B common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Sept. 18; Cusip: 48127Y201

• 0% Performance Leveraged Upside Securities due Oct. 21, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48127V116

• 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

• Callable contingent interest notes due March 25, 2019 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48125U4L3

• Contingent income autocallable securities due Sept. 21, 2018 linked to Schlumberger NV (Schlumberger Ltd.) common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC ; pricing Sept. 18; Cusip: 48127Y102

• Contingent income autocallable securities due Sept. 21, 2018 linked to United Continental Holdings, Inc. common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC ; pricing Sept. 18; Cusip: 48127Y300

• 6%-7.4% airbag autocallable yield optimization notes due Sept. 26, 2016 linked to Charles Schwab Corp. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48127Y805

• 6%-7.2% airbag autocallable yield optimization notes due Sept. 26, 2016 linked to Comcast Corp. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48127Y888

• 6%-7.25% airbag autocallable yield optimization notes due Sept. 26, 2016 linked to Monster Beverage Corp. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 18; Cusip: 48127Y870

• Callable step-up fixed-rate notes due Sept. 23, 2020; via J.P. Morgan Securities LLC; pricing Sept. 21; Cusip: 48125UX98

• Callable step-up fixed-rate notes due Sept. 23, 2030; via J.P. Morgan Securities LLC; pricing Sept. 21; Cusip: 48125UY30

• 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.

• Uncapped contingent buffered equity notes due Sept. 28, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 23; Cusip: 48125U3X8

• 0% trigger performance securities due Sept. 30, 2020 linked to the Vanguard FTSE Emerging Markets ETF; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Sept. 24; Cusip: 48127V199

• Callable range accrual notes due Sept. 30, 2030 linked to the 30-year Constant Maturity Swap rate, the two-year CMS rate and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UY22

• 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% capped buffered return enhanced notes due Sept. 29, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW40

• 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

• Range accrual notes due Sept. 30, 2030 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC and Morgan Stanley Wealth Management; pricing Sept. 25; Cusip: 48125UY48

• 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

• 0% contingent return optimization securities due Sept. 28, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48127V181

• 0% digital notes due March 29, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U3V2

• Autocallable contingent interest notes due Oct. 3, 2016 linked to the lesser performing of the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; 67.5% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV74

• 0% capped buffered return enhanced notes due Sept. 29, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW32

• 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

• 0% trigger performance securities due Sept. 30, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 48127V173

• 0% digital dual directional contingent buffered notes due Sept. 29, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U3J9

• 0% capped dual directional contingent 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: 48125UW99

• 0% capped dual directional contingent 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: 48125UW73

• 0% capped dual directional contingent buffered return enhanced notes due Sept. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UW81

• 0% capped dual directional contingent buffered return enhanced notes due Sept. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UX23

• Autocallable contingent interest notes due Oct. 3, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV25

• Autocallable contingent interest notes due Oct. 3, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV41

• Autocallable contingent interest notes due Dec. 30, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV58

• Autocallable contingent interest notes due Dec. 30, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV66

• 0% dual directional contingent buffered return enhanced notes due Sept. 30, 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. 25; Cusip: 48125UX49

• 7.5% to 9.5% autocallable yield notes due Oct. 3, 2016 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UV33

• 0% dual directional contingent buffered return enhanced notes due Sept. 28, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125UX31

• 0% dual directional contingent buffered return enhanced notes due Sept. 30, 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. 25; Cusip: 48125UX49

• Callable contingent interest notes due Oct. 2, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4G4

• Autocallable contingent interest notes due Sept. 28, 2018 linked to the worst performing of the common stocks of FedEx Corp., Exxon Mobil Corp. and United Continental Holdings, Inc.; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4F6

• 0% trigger return optimization securities due Sept. 28, 2018 linked to the S&P MidCap 400 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48127V165

• Contingent coupon callable yield notes due Sept. 28, 2017 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4N9

• Autocallable contingent interest notes due Dec. 30, 2016 linked to the lesser performing of the S&P 500 index and the Nasdaq 100 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4B5

• Autocallable contingent interest notes due Dec. 30, 2016 linked to the lesser performing of the Dow Jones industrial average and the iShares MSCI EAFE exchange-traded fund; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4C3

• Contingent income autocallable securities due Sept. 28, 2018 linked to the Russell 2000 index; 80% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Sept. 25; Cusip: 48127Y409

• 0% trigger performance securities due Sept. 28, 2018 linked to the S&P 500 index; 75% trigger; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 48127V132

• Uncapped contingent buffered equity notes due Sept. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4S8

• Contingent coupon callable yield notes due Sept. 28, 2017 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125U4N9

• 0% contingent absolute return performance securities due Sept. 30, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48127V264

• Trigger phoenix autocallable optimization securities due Sept. 30, 2025 linked to the lesser performing of the MSCI EAFE index and the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48127Y508

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 30; Cusip: 48127Y706

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 30; Cusip: 48127Y607

MORGAN STANLEY

• Contingent income autocallable securities due Sept. 21, 2018 linked to Citigroup Inc. common stock; via Morgan Stanley & Co. LLC; pricing Sept. 18; Cusip: 61765R420

• Contingent income autocallable securities due Sept. 21, 2018 linked to Facebook Inc. common stock; via Morgan Stanley & Co. LLC; pricing Sept. 18; Cusip: 61765R412

• 0% delta-one notes due Oct. 5, 2016 linked to the JPX-Nikkei 400 index; via Morgan Stanley & Co. LLC; pricing Sept. 18; Cusip: 61761JL49

• Contingent coupon notes due Sept. 24, 2035 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Sept. 21; Cusip: 61761JK99

• 0% trigger performance securities due Sept. 30, 2025 linked to the Bloomberg Commodity Index 3 Month Forward; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Sept. 24; Cusip: 61765R370

• 0% trigger step performance securities due Sept. 30, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Sept. 24; Cusip: 61765R354

• 0% return optimization securities due Sept. 30, 2020 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Sept. 25; Cusip: 61765R297

• 0% Trigger Performance Leveraged Upside Securities due Sept. 30, 2025 linked to the Euro Stoxx 50; 50% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61761JJ67

• 0% trigger performance securities due Sept. 30, 2025 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61765R321

• 0% trigger performance securities due Sept. 30, 2020 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 61765R339

• 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

• Trigger contingent coupon optimization securities due Sept. 30, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 61765R362

• 0% Target Optimized Participation Securities due Sept. 30, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 61761JK24

• 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

• 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 securities due Sept. 30, 2020 linked to the S&P 500 index; 60% trigger; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing Sept. 25; Cusip: 61765R347

• 0% trigger performance securities due Sept. 30, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing Sept. 28; Cusip: 61765R305

• 0% trigger performance securities due Sept. 30, 2020 linked to the Euro Stoxx Mid index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Sept. 28; Cusip: 61765R313

• 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

• Fixed-to-floating notes due Sept. 30, 2022; via Morgan Stanley & Co. LLC; settling Sept. 30; Cusip: 61760QHQ0

• Fixed-to-floating-rate leveraged CMS curve securities due Sept. 30, 2030 linked to the Russell 2000 index, the S&P 500 index, the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Morgan Stanley & Co. LLC; settling Sept. 30; Cusip: 61760QHP2

• 0% securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 6, 2020 linked to a basket of the SPDR S&P 500 ETF Trust (50%), iShares Russell 2000 ETF (15%), iShares MSCI EAFE ETF (15%), iShares MSCI Emerging Markets ETF (10%), PowerShares DB Commodity Index Tracking Fund (5%) and Vanguard REIT ETF (5%); via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing Sept. 30; Cusip: 61761JK65

• 4.8%-5.1% worst-of fixed coupon lock-in RevCons due September 2017 linked to the worst performing of the shares of Credit Suisse Group AG, Adecco SA and Novartis AG; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61761JK81

• Fixed- to floating-rate leveraged CMS curve securities due Sept. 30, 2030 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; settling Sept. 30; Cusip: 61760QHJ6

• 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

• 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

• Fixed- to floating-rate leveraged CMS curve securities due Sept. 30, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61760QHJ6

• 0% leveraged buffered notes due 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61761JK40

ROYAL BANK OF CANADA

• 0% trigger return optimization securities due Sept. 28, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78013D680

• 0% trigger return optimization securities due Sept. 28, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78013D698

• 0% return optimization securities due Oct. 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78013D664

• 0% contingent return optimization securities due Sept. 28, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78013D672

• 0% buffered bullish enhanced return notes due March 30, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78012KGK7

• 0% bullish barrier digital plus notes due March 30, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78012KGJ0

• Contingent income callable notes due Sept. 30, 2019 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Sept. 25; Cusip: 78012KGL5

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management handling distribution; pricing Sept. 30; Cusip: 78013D722

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the WisdomTree Japan Hedged Equity fund; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management; pricing Sept. 30; Cusip: 78013D730

• 0% direct investment notes due Nov. 8, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Oct. 5; Cusip: 78012KGH4

AB SVENSK EXPORTKREDIT

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

TORONTO-DOMINON BANK

• Callable step-up notes due Sept. 30, 2020; via TD Securities (USA) LLC; pricing Sept. 25; Cusip: 89114QTM0

• Callable step-up notes due Sept. 30, 2022; via TD Securities (USA) LLC; pricing Sept. 25; Cusip: 89114QTN8

• Callable step-up notes due Sept. 30, 2025; via TD Securities (USA) LLC; pricing Sept. 25; Cusip: 89114QTP3

• 0% capped barrier accelerator notes due Sept. 28, 2017 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing Sept. 25; Cusip: 89114QTL2

UBS AG, LONDON BRANCH

• Trigger phoenix autocallable optimization securities due Sept. 24, 2020 linked to the common stock of Bristol-Myers Squibb Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 18; Cusip: 90275G244

• European-style, cash-settled call warrants expiring Sept. 18, 2018 linked to the JPX-Nikkei Index 400; via UBS Investment Bank is the underwriter with J.P. Morgan Securities LLC as agent; pricing Sept. 18; Cusip: 90275G269

• Trigger phoenix autocallable optimization securities due Sept. 24, 2020 linked to the common stock of Philip Morris International Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 18; Cusip: 90275G251

• Trigger phoenix autocallable optimization securities due Sept. 24, 2020 linked to Bristol-Myers Squibb Co. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 18; Cusip: 90275G244

• Trigger phoenix autocallable optimization securities due Sept. 24, 2020 linked to Walgreens Boots Alliance, Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 18; Cusip: 90275G251

• 0% trigger performance securities due Sept. 30, 2020 linked to the Energy Select Sector SPDR fund; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 90275G160

• Contingent income autocallable securities due Sept. 28, 2018 linked to the Euro Stoxx 50 index; via UBS Securities LLC with distribution through Morgan Stanley Wealth Management; pricing Sept. 25; Cusip: 90275G228

• 0% trigger performance securities due Sept. 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 90275G145

• 0% return optimization securities due Oct. 31, 2016 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 90275G137

• 0% trigger performance securities due Sept. 30, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 90275G152

• Trigger phoenix autocallable optimization securities due Sept. 28, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 28; Cusip: 90275G236

WELLS FARGO & CO.

• Access securities with contingent coupon and contingent downside due Sept. 24, 2021 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing Sept. 18; Cusip: 94986RYR6

• Step-up callable notes due Sept. 25, 2020; via Wells Fargo Securities, LLC; pricing Sept. 22; Cusip: 94986RYY1

• Variable annual interest certificates of deposit due Sept. 29, 2022 linked the stocks of Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Coca-Cola Co., Merck & Co., Inc., Nike, Inc., Procter & Gamble Co., Starbucks Corp. and Verizon Communications Inc.; via Incapital LLC; pricing Sept. 24; Cusip: 94986TVL8

• 0% certificates of deposit due Sept. 29, 2022 linked to the S&P 500 index; via Incapital LLC; pricing Sept. 24; Cusip: 94986TVK0

• 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

• 0% market-linked securities with leveraged upside participation to a cap and buffered downside with multiplier due April 5, 2019 linked to the iShares MSCI EAFE ETF (57% weight), the iShares Russell 2000 ETF (16% weight), the SPDR S&P MidCap 400 ETF Trust (15% weight) and the iShares MSCI Emerging Markets ETF (12% weight); via Wells Fargo Securities LLC; pricing Sept. 30; Cusip: 94986RYW5

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing in September; Cusip: 94986RYX3


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