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

Published on 11/18/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Nov. 25, 2030; via BofA Merrill Lynch; pricing Nov. 20; Cusip: 06048WRZ5

• 0% autocallable market-linked step-up notes due November 2018 linked to the common stocks of Barracuda Networks, Inc., FireEye, Inc. and Fortinet, Inc.; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked the common stocks of General Dynamics Corp., Northrop Grumman Corp. and Raytheon Co.; via BofA Merrill Lynch; pricing in November

• 0% Leveraged Index Return Notes due November 2020 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

• 0% Leveraged Index Return Notes due November 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

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

• 0% capped Leveraged Index Return Notes due November 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• Autocallable coupon-bearing notes due December 2016 linked to the common stock of Facebook, Inc.; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2017 tied to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

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

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

BANK OF MONTREAL

• 0% bullish enhanced return notes due Nov. 30, 2017 linked to the Energy Select Sector SPDR Fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4M4

• Bullish enhanced return notes due Nov. 30, 2017 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4L6

• 0% upside booster notes with barrier due Nov. 30, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4C6

• 0% contingent risk absolute return notes due Nov. 29, 2019 linked to the Euro Stoxx 50 index; BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3Z6

• 0% buffered bullish digital plus notes due Nov. 29, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4H5

• 0% buffered bullish digital plus notes due Nov. 30, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4G7

• 0% contingent risk absolute return notes due Nov. 29, 2019 linked to the iShares China Large-Cap ETF; BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4E2

• 0% buffered bullish enhanced return notes due Nov. 30, 2020 linked to the iShares MSCI EAFE Average exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4K8

• 0.6% autocallable cash-settled notes with step-up call price due Nov. 30, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; 75% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3V5

• 0.8% autocallable cash-settled notes with step-up call price due Nov. 30, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; 75% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3Y9

• 7.8% autocallable cash-settled notes due Nov. 30, 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3V5

• 0% buffered bullish enhanced return notes due Nov. 30, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4A0

• 0% buffered bullish enhanced return notes due Nov. 30, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4B8

• 11.4% autocallable cash-settled notes due Nov. 30, 2016 linked to the Market Vectors Gold Miners exchange- traded fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3U7

• 0.95% autocallable cash-settled notes with step-up call price due Nov. 30, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; 65% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3U7

• 1.1% autocallable cash-settled notes with step-up call price due Nov. 30, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; 65% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3X1

• 0% buffered bullish enhanced return notes due Nov. 30, 2018 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4F9

• 0% buffered bullish enhanced return notes due Feb. 28, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Nov. 24; 06366R4P7

• 0% contingent risk absolute return notes due Nov. 30, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Nov. 24; 06366R4S1

• 0% contingent risk absolute return notes due Nov. 30, 2021 linked to the SPDR Dow Jones Industrial Average exchange-traded fund; pricing Nov. 24; Cusip: 06366R4J1

• 1% autocallable cash-settled notes with step-up call price due Nov. 30, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; 70% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3T0

• 1.15% autocallable cash-settled notes with step-up call price due Nov. 30, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; 70% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3W3

• 12% autocallable cash-settled notes due Nov. 30, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R3T0

• 0% upside booster notes with barrier due Nov. 30, 2018 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; 90% trigger; via BMO Capital Markets Corp.; pricing Nov. 24; Cusip: 06366R4D4

• Raymond James/Sabrient Systems GARP equity-linked notes, series 2 due Nov. 30, 2016 linked to AmerisourceBergen Corp., Alaska Air Group, Inc., AMAG Pharmaceuticals, Inc., AmSurg Corp., ArcBest Corp., Brunswick Corp., Carnival Corp., CDW Corp., CenterState Banks, Inc., Delta Air Lines, Inc., DR Horton Inc., Ethan Allen Interiors Inc., Expedia Inc., FedEx Corp., Alphabet Inc., Ingram Micro Inc., Jabil Circuit Inc., JetBlue Airways Corp., Mednax, Inc., Michaels Cos., Inc., ON Semiconductor, Skyworks Solutions Inc., Tesoro Logistics LP, T-Mobile US, Inc. and Toll Brothers Inc.; via BMO Capital Markets Corp.; settling Nov. 27; Cusip: 06366R3K9

BANK OF NOVA SCOTIA

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 2, 2019 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. with Wells Fargo Securities LLC; pricing Nov. 24; Cusip: 064159GX8

• 9.5% STEP Income Securities due November 2016 linked to Delta Air Lines, Inc. shares; via Bank of America Merrill Lynch; pricing in November

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due Nov. 28, 2022 linked to a basket of 10 equally weighted stocks; via BNP Paribas Securities Corp.; pricing Nov. 23; Cusip 06426XPK0

• Income advantage market-linked certificates of deposit due Nov. 28, 2022 linked to a basket of five equally weighted stocks; via BNP Paribas Securities Corp.; pricing Nov. 23; Cusip 06426XPL8

• 0% market-linked certificates of deposit due Nov. 30, 2022 linked to the DWA Large Cap Sector Rotation Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing Nov. 24; Cusip 06426XPN4

• 0% market-linked certificates of deposit due Nov. 30, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing Nov. 24; Cusip 06426XPM6

BARCLAYS BANK PLC

• Contingent income autocallable securities due May 25, 2016 linked to Aetna Inc. common stock; via Barclays and Morgan Stanley Wealth Management; pricing Nov. 20; Cusip: 06743T857

• Trigger phoenix autocallable optimization securities due Nov. 27, 2020 linked to the common stock of Comcast Corp.; via UBS Financial Services Inc. and Barclays; pricing Nov. 20; Cusip: 06743T782

• Trigger phoenix autocallable optimization securities due Nov. 27, 2020 linked to the common stock of Eaton Corp.; via UBS Financial Services Inc. and Barclays; pricing Nov. 20; Cusip: 06743T774

• Trigger phoenix autocallable optimization securities due Nov. 27, 2020 linked to the common stock of Intel Corp.; via UBS Financial Services Inc. and Barclays; pricing Nov. 20; Cusip: 06743T766

• Contingent income autocallable securities due May 25, 2016 linked to the common stock of Marathon Oil Corp.; via Barclays with Morgan Stanley Wealth Management as dealer; pricing Nov. 20; Cusip: 06743T840

• Callable contingent coupon notes due Nov. 26, 2018 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Nov. 20; Cusip: 06741UR30

• 0% capped return enhanced notes due Dec. 7, 2016 linked to the S&P 500 index; via Barclays and J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 06741UV27

• 0% notes due May 31, 2017 linked to the S&P 500 index; via Barclays, J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Nov. 20; Cusip: 06741UU93

• 0% annual autocallable notes due Nov. 25, 2019 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; via Barclays; pricing Nov. 20; Cusip: 06741UR55

• Contingent income autocallable securities due Nov. 25, 2022 linked to the worse performing of the S&P 500 index, the Euro Stoxx 50 index and the Nikkei 225 index; via Barclays; pricing Nov. 20; Cusip: 06743T600

• 11% to 12% callable contingent coupon notes due Nov. 26, 2018 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Nov. 20; Cusip 06741UR71

• 0% series A unsecured and unsubordinated global medium-term notes due May 31, 2017 linked to the SPDR S&P 500 Bank exchange-traded fund; via Barclays and JPMorgan; pricing Nov. 20; Cusip: 06741UV35

• 0% buffered Super Track notes due Nov. 30, 2020 linked to the Dow Jones industrial average; via Barclays; pricing Nov. 24; Cusip: 06741UR48

• Callable contingent coupon notes due Nov. 30, 2021 linked to the Dow Jones industrial average and the Euro Stoxx 50 index; 65% trigger; via Barclays; pricing Nov. 24; Cusip: 06741UU28

• 0% buffered Super Track notes due May 30, 2019 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via Barclays; pricing Nov. 24; Cusip: 06741US39

• Annual reset coupon buffered notes due Nov. 30, 2021 linked to the Russell 2000 index; via Barclays; pricing Nov. 24; Cusip: 06741UT87

• 0% buffered digital notes due May 30, 2018 linked to the Russell 2000 index; via Barclays; pricing Nov. 24; Cusip 06741UR63

• Callable range accrual notes due May 30, 2023 linked to the performance of the Russell 2000 index; via Barclays; pricing Nov. 24; Cusip: 06741US21

• Phoenix autocallable notes due Nov. 29, 2016 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Nov. 24; Cusip: 06741UT20

• 0% buffered Super Track notes due Nov. 30, 2017 linked to the S&P 500 index; via Barclays; pricing Nov. 24; Cusip: 06741UQ98

• Callable contingent coupon notes due Nov. 28, 2025 linked to the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Barclays; pricing Nov. 24; Cusip: 06741UR97

• Phoenix autocallable notes due Feb. 28, 2017 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Barclays; pricing Nov. 24; Cusip: 06741UT38

• 0.5% to 0.583333% autocallable notes due Nov. 29, 2016 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Barclays; pricing Nov. 24; Cusip: 06741UT46

• Phoenix autocallable notes due Nov. 28, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Nov. 24; Cusip: 06741US47

• 10% STEP Income Securities due December 2016 linked to the common stock of Biogen Inc.; via Merrill Lynch & Co.; pricing in November

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

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

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

• 0% Accelerated Return Notes due January 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% notes due Dec. 7, 2018 linked to the EquityCompass Share Buyback index; via Barclays; Dec. 4; Cusip: 06741UT79

BNP PARIBAS

• 0% buffered return enhanced notes due May 31, 2018 linked to the Russell 2000 index; via BNP Paribas; pricing Nov. 24; Cusip 05579TJ49

• 0% buffered notes due May 29, 2020 linked to the S&P 500 index; via BNP Paribas; pricing Nov. 24; Cusip 05579THZ2

• 0% leveraged notes due Nov. 30, 2020 linked to the S&P 500 index; via BNP Paribas; pricing Nov. 24; Cusip 05579TJ31

• 0% leveraged notes due Nov. 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 Nov. 24; Cusip 05579THY5

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due May 30, 2018 linked to the Russell 2000 index; via Wells Fargo Securities LLC; pricing Nov. 24; Cusip; 13605WAZ4

CITIGROUP INC.

• Autocallable contingent coupon equity-linked securities due Nov. 24, 2017 linked to the American Depositary Shares of Alibaba Group Holding Ltd.; via Citigroup Global Markets Inc.; pricing Nov. 20; Cusip: 17298C4F2

• 0% barrier digital plus securities due Nov. 25, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Nov. 20; Cusip: 17298C3U0

• 0% barrier digital securities due Nov. 24, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 20; Cusip: 17298C4M7

• 0% trigger jump securities due Nov. 28, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing Nov. 23; Cusip: 17323P876

• Buffered autocallable contingent coupon equity-linked securities due Nov. 29, 2017 linked to the common stock of Netflix, Inc.; via Citigroup Global Markets Inc.; pricing Nov. 23; Cusip: 17298C3W6

• 0% enhanced barrier digital plus securities due Nov. 27, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 23; Cusip: 17298C3T3

• Callable step-up coupon notes due Nov. 30, 2040; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C3X4

• Autocallable contingent coupon equity linked securities due November 2017 linked to the common stock of Apple Inc.; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C4D7

• Leveraged callable CMS curve-linked notes due Nov. 30, 2035; via Citigroup Global Markets Inc. and Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 1730T3AZ6

• 0% buffered digital plus securities due Nov. 30, 2021 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17323P553

• 0% buffer securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C4C9

• 0% market-linked notes due Aug. 31, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C4A3

• 0% barrier digital plus securities due November 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C4J4

• 0% trigger return optimization securities due Nov. 30, 2018 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 17323P405

• Annual reset coupon securities due Nov. 30, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C3V8

• 0% market-linked notes due Nov. 30, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C4B1

• 0.25% market-linked notes due May 27, 2021 linked to a basket containing S&P 500 index, the Euro Stoxx 50 index and the iShares Core U.S. Aggregate Bond ETF; via Citigroup Global Markets Inc.; pricing Nov. 24; Cusip: 17298C3Z9

• 0% buffered Performance Leveraged Upside Securities due Dec. 5, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 30; Cusip: 17323P306

CREDIT SUISSE AG

• 0% CS notes due Nov. 28, 2023 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip: 22546VPR1

• 0% dual directional capped knock-out notes due May 25, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Nov. 20; Cusip: 22546VNS1

• 0% digital buffered notes due Nov. 28, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip: 22546VPT7

• 0% Buffered Accelerated Return Equity Securities due Nov. 25, 2020 linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip: 22546VQA7

• 0% digital buffered notes due Nov. 28, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip: 22546VPS9

• 0% digital barrier notes due May 2, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip: 22546VPU4

• High/low coupon autocallable yield notes due May 25, 2017 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip: 22546VQK5

• 7.25% to 7.75% contingent coupon callable yield notes due Nov. 30, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 20; Cusip 22546VPX8

• 0% capped knock-out notes due Dec. 7, 2016 linked to the SPDR S&P Bank exchange-traded fund; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing Nov. 20; Cusip: 22546VQQ2

• 0% digital plus barrier notes due Nov. 30, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 22; Cusip: 22546VPV2

• 0% trigger performance securities due Nov. 30, 2020 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 23; Cusip: 22548F802

• 1.5% market-linked notes due Nov. 28, 2025 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return,; via UBS Financial Services Inc.; pricing Nov. 24; Cusip: 22546VPQ3

• 0% CS notes due May 30, 2023 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 24; Cusip: 22546VPW0

• 0% CS notes due Nov. 29, 2022, linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 24; Cusip: 22546VPG5

• 0% trigger performance securities due Nov. 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 22548F828

• 0% contingent return optimization securities due Nov. 30, 2017 linked to the Russell 2000 index; via UBS Financial Services Inc.; pricing Nov. 24; Cusip: 22548F836

• Contingent coupon callable yield notes due Nov. 28, 2025 linked to the Russell 2000 index; via Incapital LLC; pricing Nov. 24; Cusip: 22546VQ58

• Callable daily range accrual securities due Nov. 29, 2030 linked to the S&P 500 index; via Incapital LLC; pricing Nov. 24; Cusip: 22546VQ66

• 0% digital plus barrier notes due Nov. 30, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 24; Cusip: 22546VPE0

• 6% to 6.25% trigger contingent coupon optimization securities due Nov. 28, 2025 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Nov. 24; Cusip 22548F877

• Autocallable securities due Nov. 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 24; Cusip: 22546VP75

• 0% absolute return barrier securities due Nov. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 24; Cusip: 22546VP83

• 0% absolute return barrier securities due Nov. 30, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 24; Cusip: 22546VP91

• 0% digital buffered notes due May 27, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 25; Cusip: 22546VPF7

• 0% absolute return barrier securities due Dec. 4, 2019 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPA8

• 0% buffered return equity securities due June 1, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPJ9

• 0% digital plus barrier notes due Dec. 5, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPH3

• Callable contingent income securities due Dec. 4, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC as distributor; pricing Nov. 30; Cusip: 22546VQN9

• High/low coupon callable yield notes due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPK6

• 0% absolute return barrier securities due Dec. 3, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPL4

• 0% Accelerated Return Notes due January 2017 linked to a basket of indexes; via Credit Suisse International and Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

DEUTSCHE BANK AG, LONDON BRANCH

• Call warrants expiring Nov. 24, 2017 linked to the MDAX Index (Total Return); via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Nov. 20; Cusip: 25190F467

• 0% three-year leveraged buffered notes linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Deutsche Bank Securities Inc.; pricing Nov. 20; 25152RU27

• 0% trigger performance securities due Nov. 28, 2025 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 25; Cusip: 25190F426

• 0% Accelerated Return Notes due January 2017 linked to the common stocks of salesforce.com, inc., Apple Inc. and Facebook, Inc.; pricing in November

• 0% buffered digital notes linked to the S&P 500 index due in 24 to 27 months; 85% trigger; via Deutsche Bank Securities Inc.; Cusip: 25152RR54

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due Nov. 30, 2021 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Nov. 20; Cusip: 38148TH28

• 0% index-linked notes due Nov. 28, 2023 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Nov. 20; Cusip: 38148TH44

• 0% notes due Nov. 30, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 20; Cusip: 38148TH36

• 0% index-linked notes due Nov. 29, 2023 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148TGZ6

• Callable quarterly Russell 2000 index -linked range accrual notes due Nov. 27, 2030; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148TJ59

• Callable monthly Russell 2000 index-linked range accrual notes due Nov. 27, 2025; via Goldman, Sachs & Co.; pricing Nov. 23; Cusip: 38148THQ5

• Callable monthly Russell 2000 index-linked range accrual notes due Nov. 27, 2025; via Goldman, Sachs & Co.; pricing Nov. 23; Cusip: 38148THP7

• 0% buffered notes due Nov. 27, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148THD4

• Autocallable contingent coupon index-linked notes due Dec. 9, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing Nov. 23; Cusip: 38148THJ1

•0% index-linked notes due Dec. 9, 2022 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Nov 24; Cusip: 38148TGU7

•0% index-linked notes due May 30, 2023 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Nov 24; Cusip: 38148TGS2

• 0% index-linked notes due Nov. 28, 2025 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Nov 24; Cusip: 38148TGT0

• 0% index-linked notes due Nov. 29, 2023 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Nov. 24; Cusip: 38148TJ26

• Callable CMS spread and Russell 2000 index-linked range accrual notes due 2030; via Goldman Sachs & Co.; pricing Nov. 24; Cusip: 38148THY8

• 0% return optimization securities due Dec. 30, 2016 linked to the Russell 2000 index; via Goldman, Sachs & Co.; pricing Nov. 24; Cusip: 38148X506

• 0% trigger return optimization securities due Nov. 30, 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 24; Cusip: 38148X514

• 0% trigger step performance securities due Nov. 29, 2019 linked to S&P 500 index; via Goldman, Sachs & Co.; pricing Nov. 24; Cusip: 38148X522

• 0% leveraged buffered notes due Nov. 30, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 24; Cusip: 38148THE2

• 0% digital notes due Nov. 28, 2018 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 25; Cusip: 38148THR3

• 0% Performance Leveraged Upside Securities due Dec. 30, 2016 linked to the S&P 500 index; via Goldman Sachs & Co. with Morgan Stanley Wealth Management as dealer; pricing Nov. 25; Cusip: 38148X605

• 0% Performance Leveraged Upside Securities due March 3, 2017 linked to the S&P 500 index; via Goldman Sachs & Co. and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 38148X621

• Callable step-up fixed-rate notes due November 2020; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148TH51

• Callable step-up fixed-rate notes due November 2023; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148THB8

• Callable step-up fixed-rate notes due November 2027; via Goldman Sachs & Co.; pricing in November; Cusip: 38148TGQ6

• Callable step-up fixed-rate notes due November 2030; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148TH69

• Callable step-up fixed-rate notes due November 2035; via Goldman Sachs & Co.; pricing in November; Cusip: 38148TJE0

• 0% Performance Leveraged Upside Securities due Dec. 7, 2018 linked to the Energy Select Sector SPDR fund; via Goldman Sachs & Co.; pricing in December; Cusip: 38148X647

• Five-year 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38148TEL9

• 24- to 27-month 0% leveraged buffered notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Goldman Sachs & Co.

• 0% index-linked notes due 2020 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; Cusip: 38148TJA8

• 0% digital notes due Dec. 30, 2016, linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.

• 0% digital notes due Dec. 30, 2016, linked to the Russell 2000 index; via Goldman Sachs & Co.

• 0% digital notes due Dec. 30, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged notes linked to the S&P 500 index; via Goldman Sachs & Co.

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

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TJ91

• 0% 36-month leveraged buffered notes linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 80% trigger; via Goldman Sachs & Co.; Cusip: 38148TGF0

• 0% leveraged buffered notes due 2020 on a basket of two indexes; via Goldman Sachs & Co.; Cusip: 38148TJB6

HSBC USA INC.

• 0% barrier Accelerated Market Participation Securities due May 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 20; Cusip: 40433UCB0

• 0% barrier enhanced participation notes due Nov. 30, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 20; Cusip: 40433UCE4

• 0% barrier Accelerated Market Participation Securities due May 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 20; Cusip: 40433UBZ8

• 0% autocallable notes with contingent return due Dec. 2, 2019 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Nov. 20; Cusip: 40433UCD6

• Callable step-up rate notes due Nov. 30, 2020; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UDF0

• Income plus notes due Nov. 30, 2022 linked to a basket of stocks of Coca-Cola Co., General Motors Co., Merck & Co., Inc., Philip Morris International Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCF1

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCW4

• 0% buffered Accelerated Market Participation Securities due May 30, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCZ7

• 0% barrier market participation securities due Nov. 30, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCT1

• 0% leveraged buffered uncapped market participation securities due June 1, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UAY2

• 0% buffered Accelerated Market Participation Securities due May 30, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCC8

• 0% buffered uncapped market participation securities due Nov. 30, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCL8

• 0% leveraged buffered uncapped market participation securities due Nov. 30, 2020 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCQ7

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCV6

• 0% buffered Accelerated Market Participation Securities due May 30, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCY0

• 0% barrier market participation securities due Nov. 30, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCS3

• 0% buffered uncapped market participation securities due Nov. 30, 2020 linked to a basket containing the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing Nov. 24; Cusip: 40433UDB9

• 0% return optimization securities due Dec. 30, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Nov. 24; Cusip: 06743Q150

• 0% digital dual directional notes due Nov. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCJ3

• Contingent return optimization securities due Nov. 30, 2017 linked to the S&P 500 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40434K578

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCU8

• 0% buffered Accelerated Market Participation Securities due May 30, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCX2

• 0% buffered uncapped market participation securities due Dec. 2, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCK0

• 0% trigger performance securities due Nov. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 40434K594

• 0% buffered uncapped market participation securities due Nov. 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCM6

• 0% barrier market participation notes due Nov. 30, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCR5

• Autocallable yield notes due Feb. 24, 2017 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCG9

• Autocallable yield notes due March 1, 2017 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Nov. 24; Cusip: 40433UCH7

• 0% trigger performance securities due Nov. 30, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 06743Q143

• 0% trigger performance securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 40434K586

• 0% trigger autocallable optimization securities due Nov. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 40434K479

• 0% buffered Accelerated Market Participation Securities due Dec. 4, 2017 linked to the common stock of Apple Inc.; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40433UDH6

• 0% buffered Performance Leveraged Upside Securities due Dec. 5, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40434K560

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 3, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40434K552

• 0% Performance Leveraged Upside Securities due Dec. 3, 2021 based on the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 40434K495

• 0% digital dual directional notes due May 2017 linked to the Euro Stoxx 50 index; 85% trigger; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 40433UDE3

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

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

• Autocallable market-linked step-up notes due November 2018 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in November

• 0% Strategic Accelerated Redemption Securities due December 2016 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in November

• 0% Accelerated Return Notes due November 2018 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via BofA Merrill Lynch; pricing in November

JPMORGAN CHASE & CO.

• 0% capped buffered return enhanced notes due Nov. 24, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Nov. 19; Cusip: 48128GDF4

• 0% capped buffered return enhanced notes due Nov. 24, 2017 linked to the S&P 500, S&P MidCap 400 and Russell 2000 indexes; via J.P. Morgan Securities LLC; pricing Nov. 19; Cusip: 48128GDG2

• Callable step-up fixed-rate notes due Nov. 25, 2025; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48125U2C5

• Callable step-up fixed-rate notes due Nov. 25, 2028; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48125U2F8

• Callable step-up fixed-rate notes due Nov. 25, 2030; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48125U2B7

• Callable step-up fixed-rate notes due Nov. 25, 2035; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48125U2D3

• Senior fixed-rate step-up callable notes due Nov. 25, 2028; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Nov. 20; Cusip: 48125U2E1

• Autocallable contingent interest notes due Nov. 28, 2016 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48127YAD4

• Autocallable contingent interest notes due Dec. 7, 2016 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GDR8

• 9.25% to 11.25% autocallable reverse exchangeable notes due Nov. 28, 2016 linked to the common stock of Delta Air Lines, Inc.; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48127YAB8

• 0% capped buffered return enhanced notes due Nov. 22, 2017 linked to the Energy Select Sector SPDR Fund; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GDS6

• 0% capped dual directional contingent buffered equity notes due Nov. 25, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GDU1

• 0% notes due Nov. 25, 2019 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GDE7

• Autocallable contingent interest notes due Dec. 7, 2016 linked to the class A common stock of LinkedIn Corp.; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GDQ0

• Trigger phoenix autocallable optimization securities due Nov. 27, 2018 linked to Monster Beverage Corp. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48127Y250

• Trigger phoenix autocallable optimization securities due Nov. 27, 2018 linked to Red Hat Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48127Y243

• 0% review notes due Nov. 25, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GCC2

• 0% dual directional contingent buffered return enhanced notes due Nov. 25, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48128GDT4

• Contingent income callable securities due Nov. 25, 2020 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Nov. 20; Cusip: 48127Y383

• Trigger phoenix autocallable optimization securities due Nov. 27, 2018 linked to Wells Fargo & Co. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 20; Cusip: 48127Y235

• Autocallable contingent interest notes due May 26, 2017 linked to lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 23; Cusip: 48128GDV9

• Autocallable contingent interest notes due Nov. 29, 2018 linked to the worst performing of the common stocks of CSX Corp., Bank of America Corp. and Southwest Airlines Co.; 50% trigger; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCQ1

• 0% capped buffered return enhanced notes due Nov. 30, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBT6

• 0% capped buffered return enhanced notes due Nov. 30, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBU3

• 0% capped buffered return enhanced notes due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBW9

• 0% uncapped buffered return enhanced notes due Nov. 29, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCD0

• Autocallable contingent interest notes due Nov. 29, 2017 linked to the common stock of Netflix, Inc.; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCS7

• 0% capped buffered return enhanced notes due Nov. 30, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBS8

• Autocallable contingent interest notes due March 1, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBQ2

• 0% capped buffered return enhanced notes due Nov. 30, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBV1

• 0% uncapped buffered return enhanced notes due Nov. 29, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCE8

• 0% capped dual directional contingent buffered return enhanced notes due Nov. 29, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBX7

• 7% to 9% autocallable yield notes due Dec. 1, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBN9

• 0% capped dual directional contingent buffered return enhanced notes due Nov. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBY5

• 0% review notes due Nov. 29, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCB4

• 0% dual directional contingent buffered return enhanced notes due Nov. 29, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCA6

• 0% dual directional contingent buffered return enhanced notes due Nov. 30, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBZ2

• Autocallable contingent interest notes due Dec. 3, 2019 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; 65% trigger; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GCR9

• Autocallable contingent interest notes due Dec. 1, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GBP4

• 0% trigger performance securities due Nov. 30, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48127Y441

• Autocallable contingent interest notes due Nov. 29, 2018 linked to the worst performing of the stocks of Walt Disney Co., Nike, Inc. and Wal-Mart Stores, Inc.; via J.P. Morgan Securities LLC; pricing Nov. 24; Cusip: 48128GDD9

• Trigger phoenix autocallable optimization securities due Nov. 28, 2025 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 25; Cusip: 48127Y268

• 0% uncapped dual directional notes due Nov. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 25; Cusip: 48128GCT5

• 7.5% to 9.5% autocallable reverse exchangeable notes due Dec. 5, 2016 linked to the common stock of Facebook, Inc.; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48127YAC6

MORGAN STANLEY

• 0% market plus notes due May 31, 2017 linked to the Stoxx Europe 600 Real Estate index; via Morgan Stanley & Co. LLC with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing Nov. 20; Cusip: 61761JQ85

• Contingent income autocallable securities due Nov. 30, 2018 linked to the common stock of Apple, Inc.; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP78

• 0% trigger performance securities due Nov. 28, 2025 linked to the Bloomberg Commodity Index 3 Month Forward; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 61765U159

• Contingent income autocallable securities due Nov. 30, 2020 linked to the worst performing of the Euro Stoxx 50 index, the FTSE 100 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JQ77

• Contingent income autocallable securities due Nov. 30, 2018 linked to the common stock of Facebook, Inc.; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP86

• Contingent income autocallable securities due Nov. 30, 2017 linked to Netflix, Inc. stock; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP94

• 0% trigger performance securities due Nov. 30, 2020 linked to the Russell 2000 index; 65% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 61765R859

• Contingent income autocallable securities due Nov. 29, 2030 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP52

• Contingent income securities due Nov. 29, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP45

• 0% trigger performance securities due Nov. 30, 2020 linked to the S&P 500 index; 75% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 61765R883

• 0% buffered Performance Leveraged Upside Securities due Nov. 30, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP37

• Callable buffered contingent income securities due May 30, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JQ51

• 0% trigger performance securities due Nov. 28, 2025 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 24; Cusip: 61765R867

• 0% trigger Performance Leveraged Upside Securities due Nov. 30, 2020 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP60

• 0% trigger Performance Leveraged Upside Securities due Nov. 30, 2020 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JP29

• Contingent income autocallable securities due Nov. 28, 2025 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Nov. 24; Cusip: 61761JQ69

• 0% trigger performance securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; 65% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 61765R875

• Trigger phoenix autocallable optimization securities due Nov. 30, 2018 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 61765U233

• Autocallable Performance Leveraged Upside Securities due Dec. 5, 2017 linked to the Financial Select Sector SPDR Fund; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U225

•0% market-linked notes due Dec. 10, 2020 tied to the Morgan Stanley Exchange-Traded Fund-Multi-Asset Portfolio 2 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U217

• Leveraged CMS curve securities due Nov. 30, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Nov. 30; Cusip: 61760QJC9

• CMS curve range accrual securities due Nov. 30, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Nov. 30; Cusip: 61760QJD7

• 0% dual directional Trigger Performance Leveraged Upside Securities due Dec. 3, 2021 linked to the Euro Stoxx 50; 65% trigger; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U167

• 0% leveraged upside capped and fixed percentage buffered downside securities due June 3, 2020 tied to a basket containing SPDR S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF, iShares MSCI Emerging Markets ETF, PowerShares DB Commodity Index Tracking Fund and Vanguard REIT ETF; via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing Nov. 30; Cusip 61761JN88

• Fixed-to-floating notes due Nov. 10, 2025 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61760QHZ0

• Fixed-to-floating rate notes due Nov. 25, 2025 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61760QJA3

• 0% buffered Performance Leveraged Upside Securities due November 2020 linked to a basket consisting of the S&P 500 and Russell 2000 indexes; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761JQ28

• 0% Performance Leveraged Upside Securities due Dec. 7, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Dec. 4; Cusip: 61765U241

ROYAL BANK OF CANADA

• 0% contingent absolute return autocallable optimization securities due Nov. 30, 2016 linked to the common stock of Aetna Inc.; UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Nov. 20; Cusip: 78013C252

• 0% contingent absolute return autocallable optimization securities due Nov. 30, 2016 linked to the common stock of Expedia, Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Nov. 20; Cusip: 78013C260

• Contingent income autocallable securities due Nov. 26, 2018 linked to Marathon Petroleum Corp. common stock; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Nov. 20; Cusip: 78013C245

• Contingent income callable notes due Nov. 24, 2017 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Nov. 20; Cusip: 78012KJN8

• Redeemable step-up notes due Nov. 30, 2028; via RBC Capital Markets, LLC; pricing Nov. 24; Cusip: 78012KHE0

• 0% direct investment notes due Dec. 7, 2016 linked to the November 2015 RBC Capital Markets U.S. equity top picks list consisting of Air Lease Corp., Amphenol Corp., Aramark, Boston Properties, Inc., Brookdale Senior Living Inc., CBS Corp., Discover Financial Services, Endo International plc, LyondellBasell Industries NV, Marathon Petroleum Corp., PNC Financial Services Group. Inc., Raytheon Co., Reynolds American Inc., Ryder System, Inc., ServiceNow, Inc., Voya Financial, Inc., WebMD Health Corp., Whirlpool Corp. and Yum! Brands, Inc.; via RBC Capital Markets, LLC; pricing Nov. 24; Cusip: 78012KHV2

• 0% bullish enhanced return notes due Jan. 31, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Nov. 24; Cusip: 78012KJF5

• Direct investment notes due Dec. 7, 2016 linked to the November 2015 RBC Capital Markets U.S. Equity Top Picks List; via RBC Capital Markets, LLC; pricing Nov. 24; Cusip: 78012KHV2

• 0% bullish barrier enhanced return notes due Nov. 30, 2018 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Nov. 24; Cusip: 78012KJG3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due June 1, 2021 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Nov. 24; Cusip: 78012KJE8

• 0% buffered bullish return notes due March 31, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Nov. 24; Cusip: 78012KJH1

• 0% contingent return optimization securities due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Nov. 25; Cusip: 78013C153

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the iShares China Large-Cap exchange-traded fund; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 78013C211

• 0% trigger Performance Leveraged Upside Securities due Dec. 5, 2018 linked to the iShares MSCI Japan index fund; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 78013C237

• 0% trigger jump securities due Jan. 5, 2017 linked to the SPDR S&P Biotech exchange-traded fund; via RBC Capital Markets LLC and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 78013C229

• 0% direct investment notes due Jan. 10, 2017 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 3; Cusip: 78012KJL2

• 25- to 28-month 0% leveraged buffered notes linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78012KJJ7

TORONTO-DOMINION BANK

• Callable step-up notes due Nov. 19, 2020; via TD Securities (USA) LLC; pricing Nov. 16; Cusip: 89114QUD8

• Callable step-up notes due Nov. 30, 2020; via TD Securities (USA) LLC; pricing Nov. 24; Cusip: 89114QUC0

• Callable step-up notes due Nov. 30, 2022; via TD Securities (USA) LLC; pricing Nov. 24; Cusip: 89114QUA4

• Callable step-up notes due Nov. 30, 2025; via TD Securities (USA) LLC; pricing Nov. 24; Cusip: 89114QUB2

• 0% capped leveraged upside participation and fixed-percentage buffered downside market-linked securities due Nov 30, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via TD Securities (USA) LLC and Wells Fargo Securities, LLC; pricing Nov. 24; Cusip: 89114QTZ1

UBS AG, LONDON BRANCH

• 0% capped leveraged buffered notes linked to the MSCI EAFE index; via UBS Securities LLC; pricing Nov. 19; Cusip: 90270KFX2

• Contingent income autocallable securities due Nov. 28, 2016 linked to Blackstone Group LP common units; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing Nov. 20; Cusip: 90275G798

• 0% trigger performance securities due Nov. 30, 2020 linked to the Energy Select Sector SPDR Fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 24; Cusip: 90275G624

• 0% return optimization securities due Dec. 30, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G590

• 0% trigger return optimization securities due Nov. 30, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G608

• 0% trigger performance securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G616

• Trigger phoenix autocallable optimization securities due Nov. 28, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G822

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the WisdomTree Japan Hedged Equity Fund; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Nov. 30; Cusip: 90275G772

• 0% Performance Leveraged Upside Securities due March 3, 2017 linked to the WisdomTree Japan Hedged Equity Fund; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Nov. 30; Cusip: 90275G780

WELLS FARGO & CO.

• Access securities with contingent coupon and contingent downside due Nov. 29, 2021 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing Nov. 20; Cusip: 94986RZV6

• Fixed-to-floating-rate notes due Nov. 30, 2027 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing Nov. 24; Cusip: 94986RA35

• 0% market-linked upside participation and contingent downside securities due Nov. 30, 2020 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Nov. 24; Cusip: 94986RZX2

• 0% enhanced return securities with upside participation to a cap and one-to-one downside exposure linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities, LLC; pricing in November; Cusip: 94986RZZ7

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