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Prospect News home > News index > List of issuers Calendar > Headlines for 2016 > News item

Published on 2/9/2016 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes with 3.5% initial rate due Feb. 18, 2031; via BofA Merrill Lynch; settling Feb. 18; Cusip: 06048WSE1

• Accelerated Return Notes due April 2017 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in February

• 0% Capped Leveraged Index Return Notes due February 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in February

• Autocallable market-linked step up notes due February 2018 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in February

• 8%-10% autocallable coupon bearing notes due February 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

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

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

BANK OF MONTREAL

• Redeemable step-up coupon notes due Feb. 18, 2026; via BMO Capital Markets Corp.; pricing Feb. 12; Cusip: 06366R7H2

• Redeemable step-up coupon notes due Feb. 18, 2031; via BMO Capital Markets Corp.; pricing Feb. 12; Cusip: 06366R7J8

• 0% buffered bullish enhanced return notes due Feb. 28, 2018 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAL4

• 0% upside booster notes with barrier due Feb. 28, 2019 linked to the Energy Select Sector SPDR Fund; 90% trigger; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAP5

• 0% upside booster notes with barrier due Feb. 28, 2019 linked to the Energy Select Sector SPDR Fund; 90% trigger; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAN0

• 0% buffered bullish enhanced return notes due Feb. 28, 2018 linked to the Energy Select Sector SPDR Fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAK6

• 0% upside booster notes with barrier due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAM2

• 0% contingent risk absolute return notes due Feb. 28, 2022 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAA8

• 7.2% autocallable cash-settled notes due Feb. 28, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAD2

• 9% autocallable cash-settled notes due Feb. 28, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAG5

• 12.6% autocallable cash-settled notes due Feb. 28, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAF7

• 10.8% autocallable cash-settled notes due Feb. 28, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAC4

• 0% upside booster notes with buffer due Feb. 28, 2019 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06366R7L3

• 0% upside booster notes with buffer due Feb. 28, 2019 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06366R7M1

• 0% bullish enhanced return notes due Feb. 28, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAJ9

• 0% bullish enhanced return notes due Feb. 28, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAH3

• 13.8% autocallable cash-settled notes due Feb. 28, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAE0

• 12% autocallable cash-settled notes due Feb. 28, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 24; Cusip: 06367TAB6

BANK OF NOVA SCOTIA

Feb. 25, 2019 linked to the Raymond James CEFR Domestic Equity Total Return index; via Scotia Capital (USA); pricing Feb. 19; Cusip: 064159HF6

• 6% STEP Income Securities due February 2017 linked to General Dynamics Corp. shares; via BofA Merrill Lynch; pricing in February

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due Feb. 27, 2023 linked to a basket of common stocks of Apple Inc., AT&T Inc., Dominion Resources, Inc., Duke Energy Corp., General Mills, Inc., International Business Machines Corp., Merck & Co., Inc., Philip Morris International Inc., Target Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp.; pricing Feb. 22; Cusip: 06426XQB9

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due Feb. 24, 2023 linked to the Elkhorn DWA Tactical Tilt 5% Volatility Target index; via Barclays and Incapital LLC; pricing Feb. 19; Cusip: 06740FDB1

• Certificates of deposit due Feb. 26, 2021 linked to the stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing Feb. 23; Cusip: 06740FDC9

• Certificates of deposit due Feb. 25, 2022 linked to the stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing Feb. 23; Cusip: 06740FDD7

• Certificates of deposit due Feb. 24, 2023 linked to the stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing Feb. 23; Cusip: 06740FDE5

• Certificates of deposit due Feb. 26, 2021 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., Las Vegas Sands Corp., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing Feb. 23; Cusip: 06740FDF2

• Certificates of deposit due Feb. 24, 2023 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., Las Vegas Sands Corp., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing Feb. 23; Cusip: 06740FDG0

• 0% certificates of deposit due Feb. 26, 2021 linked to the Russell 2000 index; via Barclays and Incapital LLC; pricing Feb. 23; Cusip: 06740FDH8

• 0% certificates of deposit due Feb. 28, 2023 linked to the Euro Stoxx 50 index, the Hang Seng index and the S&P 500 index; via Barclays and Incapital LLC; pricing Feb. 24; Cusip: 06740FDK1

BARCLAYS BANK PLC

• Callable step-up coupon notes due Feb. 16, 2021; via Citigroup Global Markets Inc.; pricing Feb. 10; Cusip: 17298C6M5

• Contingent income autocallable securities due Feb. 15, 2018 linked to the Euro Stoxx 50 index; via Barclays; pricing Feb. 12; Cusip: 06740Q872

• 0% jump securities due Feb. 15, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley Wealth Management; pricing Feb. 12; Cusip: 06744K202

• Callable contingent coupon notes due Feb. 16, 2017 linked to the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Barclays; pricing Feb. 12; Cusip: 06741U5F7

• Trigger phoenix autocallable optimization securities due Feb. 19, 2026 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; 50% trigger; via Barclays; pricing Feb. 12; Cusip: 06740Q849

• Trigger phoenix autocallable optimization securities due Feb. 15, 2019 linked to the Russell 2000 index; 65% trigger; via UBS Financial Services Inc. and Barclays; pricing Feb. 12; Cusip: 06740Q609

• Contingent income autocallable securities due Feb. 15, 2019 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Barclays and Morgan Stanley Smith Barney LLC; pricing Feb. 12; Cusip: 06740Q880

• Contingent income autocallable securities due Feb. 15, 2018 linked to the S&P 500 index; via Barclays and Morgan Stanley Smith Barney LLC; pricing Feb. 12; Cusip: 06740Q856

• Callable contingent coupon notes due Feb. 22, 2019 linked to the lesser performing index of the Euro Stoxx 50 index and the Russell 2000 index; via Morgan Stanley Wealth Management; pricing Feb. 19; Cusip: 06741U4N1

• Autocallable notes due Feb. 24, 2020 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Barclays; pricing Feb. 19; Cusip 06741U4M3

• Callable contingent coupon notes due Feb. 24, 2021 linked to the lesser performing index of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Feb. 19; Cusip: 06741U5D2

• Callable contingent coupon notes due Feb. 22, 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 Barclays; pricing Feb. 19; Cusip: 06741U4P6

• 10.5%-11.5% autocallable notes due Feb. 28, 2019 linked to the least performing of the common stocks of Alphabet Inc., Amazon.com, Inc., Facebook, Inc. and Netflix, Inc.; via Barclays; pricing Feb. 24; Cusip: 06741U4T8

• Callable contingent coupon notes due March 1, 2018 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Barclays; pricing Feb. 24; Cusip: 06741U4S0

• Callable contingent coupon notes due Feb. 27, 2026 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing Feb. 24; Cusip: 06741U4V3

• 0% buffered digital notes due Aug. 29, 2018 linked to the Russell 2000 index; via Barclays; pricing Feb. 24; Cusip: 06741U4W1

• Phoenix autocallable notes due Feb. 28, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Feb. 24; Cusip: 06741U4R2

• Phoenix autocallable notes due March 1, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Feb. 24; Cusip: 06741U5A8

0% return optimization securities due April 28, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 24; Cusip: 06740Q500

• Callable range accrual notes due Aug. 29, 2023 linked to the performance of the S&P 500 index; via Barclays; pricing Feb. 24; Cusip: 06741U5C4

• 0% Accelerated Return Notes due April 2017 linked to Amazon.com, Inc., Facebook, Inc., Alphabet, Inc. and Netflix, Inc.; via Merrill Lynch & Co.; pricing in February

• 48- to 51-month 0% capped leveraged notes linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; Cusip: 06741U2V5

• 18- to 21-month 0% capped leveraged buffered notes linked to a basket of five indexes; via Barclays; Cusip: 06741U3R3

BNP PARIBAS

• 5.7%-7.7% autocallable reverse convertible notes due Aug. 29, 2017 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via BNP Paribas Securities Corp.; pricing Feb. 23; Cusip: 05579TLJ3

• 8%-10% autocallable reverse convertible notes due Feb. 27, 2017 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via BNP Paribas Securities Corp.; pricing Feb. 23; Cusip: 05579TLK0

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% buffered notes due Feb. 26, 2021 linked to the S&P 500 index; via CIBC World Markets Corp.; pricing Feb. 22; Cusip: 13605WBF7

CITIGROUP INC.

• 0% barrier securities due Feb. 26, 2021 linked to the Euro Stoxx 50 index; 90% trigger; via Citigroup Global Markets Inc.; pricing Feb. 19; Cusip: 17298CA40

• Callable step-up coupon notes due Feb. 26, 2041; via Citigroup Global Markets Inc.; pricing Feb. 23; Cusip: 17298C7D4

• Fixed-to-floating notes due Feb. 26, 2026 linked to the 10-year Constant Maturity Swap rate; via Citigroup Global Markets Inc.; pricing Feb. 23; Cusip: 17298C7G7

• Autocallable contingent coupon equity linked securities due March 2018 based on the common stock of Apple Inc.; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusip: 17298C7L6

• 0.25% market-linked notes due Aug. 27, 2021 linked to a basket of the Dow Jones industrial average, with a 33.34% weight, and the Nikkei 225 index and the iShares Core U.S. Aggregate Bond ETF, each with a 33.33% weight; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusip: 17298C6Y9

• 0% accelerated return notes due Aug. 29, 2019 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusip: 17298C7F9

• 0% market-linked notes due March 1, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusp: 17298C6Z6

• 0% barrier digital plus securities due Aug. 29, 2019 linked to the iShares Russell 2000 exchange-traded fund; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusip: 17298C7E2

• 0% buffer securities due March 1, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusip: 17298C7A0

• 0% market-linked notes due March 1, 2023 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 24; Cusip: 17298C6X1

• 0% trigger performance securities due Feb. 26, 2021 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 17323P181

• 7% to 8% single observation Equity Linked Securities due March 2, 2017 linked to Amazon.com, Inc. shares; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17298CA24

• 0% trigger performance securities due Feb. 27, 2026 linked to the Bloomberg Commodity Index 3 Month Forward; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 17323P322

• 0% buffer securities due March 2, 2021 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17298C7H5

• 0% buffer securities due August 2019 linked to the worst performing of the Dow Jones industrial average and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17298C6U7

• 0% trigger return optimization securities due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 17323P728

• 0% enhanced buffered digital securities due Feb. 28, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17298C6V5

• 0% enhanced barrier digital plus securities due March 2, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17298C7B8

• 0% market-linked notes due Sept. 1, 2023 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 29; Cusip: 17323P140

• 0% trigger Performance Leveraged Upside Securities due March 3, 2022 linked to the S&P 500 index; 65% trigger; via Citigroup Global Markets Inc.; pricing Feb. 29; Cusip: 17323P694

CREDIT SUISSE AG, LONDON BRANCH

• 6%-8% airbag autocallable yield optimization notes due Feb. 21, 2017 linked to Boeing Co. common stock; via UBS Financial Services Inc.; pricing Feb. 12; Cusip: 22548J598

• 6.4%-8.4% airbag autocallable yield optimization notes due Feb. 21, 2017 linked to Citigroup Inc. common stock; via UBS Financial Services Inc.; pricing Feb. 12; Cusip: 22548J580

• 0% trigger autocallable optimization securities due Feb. 19, 2021 linked to the Dow Jones industrial average; via UBS Financial Services Inc.; pricing Feb. 12; Cusip: 22548J549

• 6.4%-8.4% airbag autocallable yield optimization notes due Feb. 21, 2017 linked to Eli Lilly & Co. common stock; via UBS Financial Services Inc.; pricing Feb. 12; Cusip: 22548J606

• Contingent coupon autocallable yield notes due March 1, 2017 linked to Gilead Sciences, Inc. shares; 64% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 12; Cusip: 22546VWW2

• 0% return enhanced notes due March 1, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 12; Cusip: 22546VWS1

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 12; Cusip: 22546VWV4

• Callable contingent income securities due Feb. 18, 2026 linked to the S&P 500 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 22546VWC6

• High/low coupon autocallable yield notes due Aug. 18, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 12

• 0% CS notes due Feb. 26, 2021 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Credit Suisse Securities (USA) LLC; pricing Feb. 19; Cusip: 22546VW77

• 0% digital plus barrier notes due March 4, 2020 linked to the Euro Stoxx 50 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 19; Cusip: 22546VW93

• 0% digital plus barrier notes due March 1, 2022 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 19; Cusip: 22546VW93

• Contingent coupon autocallable yield notes due Feb. 25, 2019 linked to the common stock of Netflix, Inc.; 50% trigger; via Incapital LLC; pricing Feb. 19; Cusip: 22546VWF9

• 0% digital buffered notes due Feb. 27, 2018 linked to the Russell 2000 index; via Credit Suisse; pricing Feb. 19; Cusip: 22546VW69

• Digital barrier notes due Aug. 28, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 19; Cusip: 22546VWA0

• 0% digital buffered notes due Feb. 27, 2018 linked to the S&P 500 index; via Credit Suisse; pricing Feb. 19; Cusip: 22546VW51

• Contingent coupon callable yield notes due Feb. 26, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse; pricing Feb. 19; Cusip: 22546VWE2

• Contingent coupon autocallable yield notes due Feb. 26, 2024 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 19; Cusip: 22546VV605

• 0% accelerated barrier notes due Feb. 22, 2019 linked to the United States Oil Fund LP; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 19; Cusip: 22546VVZ6

• 0% CS notes due March 1, 2021 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VVU7

• 0% return optimization securities due April 28, 2017 linked to the Russell 2000 index; via UBS Financial Services Inc.; pricing Feb. 24; Cusp: 22548J515

• 0% trigger performance securities due Feb. 26, 2021 linked to the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 22548J499

• Callable daily range accrual securities due Aug. 29, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VRQ1

• 0% Accelerated Return Equity Securities due March 29, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VWP7

• 0% trigger step performance securities due Feb. 28, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 22548J507

• 0% digital plus barrier notes due March 1, 2021 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VVE3

• Callable daily range accrual securities due Feb. 28, 2031 linked to the S&P 500 index; via Incapital LLC; pricing Feb. 24; Cusip: 22546VWK8

• 0% autocallable securities due March 1, 2018 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VVR4

• Contingent coupon autocallable yield notes due Feb. 26, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse; pricing Feb. 24; Cusip: 22546VQY5

• 0% accelerated barrier notes due March 1, 2021 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VVF0

• 0% absolute return barrier securities due March 1, 2021 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 24; Cusip: 22546VVG8

• 0% digital buffered notes due Aug. 28, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546VWJ1

• 0% trigger step performance securities due Feb. 28, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 22548J507

• 0% digital buffered notes due Aug. 28, 2019 linked to the Russell 2000 index; via Credit Suisse; pricing Feb. 25; Cusip: 22546VWH5

• 0% CS notes due June 3, 2020 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VVV5

• 0% Buffered Return Equity Securities due Aug. 31, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VVM5

• 0% digital plus barrier notes due March 4, 2020 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VVJ2

• Contingent coupon autocallable yield notes due March 3, 2020 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VR81

• 8% to 10% autocallable yield notes due March 3, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse; pricing Feb. 29; Cusip: 22546VVP8

• High/low coupon callable yield notes due Sept. 5, 2017 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VVN3

• 0% accelerated barrier notes due March 3, 2021 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VVK9

• 0% absolute return barrier securities due March 4, 2020 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546VVL7

• Market-linked step-up notes due February 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2017 linked to the Euro Stoxx 50, FTSE 100, Nikkei Stock Average, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Merrill Lynch; pricing in February

• 14-month accelerated return notes linked to the JPX-Nikkei Index 400; via Credit Suisse International and Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Capped Leveraged Index Return Notes due February 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due February 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

DEUTSCHE BANK AG, LONDON BRANCH

• 0% tracker notes due Feb. 23, 2018 linked to S&P 500 Total Return index and one times the return of the Deutsche Bank ProVol Balanced index; via Deutsche Bank Securities Inc.; pricing Feb. 18; Cusip: 25152RV67

• 0% trigger return optimization securities due Feb. 28, 2019 linked to the Russell 2000 index; 80% trigger; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 25190F640

• 0% trigger performance securities due Feb. 27, 2026 linked to the Euro Stoxx 50 index; 65% trigger; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 25190F657

• 0% autocallable market-linked step-up notes due February 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• 0% autocallable market-linked step-up notes due February 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

GOLDMAN SACHS BANK USA

• 0% certificates of deposit due Aug. 28, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 19; Cusip: 38148DGN8

• 0% certificates of deposit due Aug. 28, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 19; Cusip: 38148DGP3

• Variable coupon certificates of deposit due Feb. 25, 2021 linked to the stocks of AbbVie Inc., Apple Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., Kraft Heinz Co., Schlumberger NV (Schlumberger Ltd.), UnitedHealth Group Inc., Walgreens Boots Alliance, Inc., Walt Disney Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 23; Cusip: 38148DH56

• Variable coupon certificates of deposit due Feb. 24, 2023 linked to the stocks of AbbVie Inc., Apple Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., Kraft Heinz Co., Schlumberger NV (Schlumberger Ltd.), UnitedHealth Group Inc., Walgreens Boots Alliance, Inc., Walt Disney Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 23; Cusip: 38148DH49

• Variable coupon certificates of deposit due Feb. 28, 2023 linked to the stocks of AbbVie Inc., Apple Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., Kraft Heinz Co., Schlumberger NV (Schlumberger Ltd.), UnitedHealth Group Inc., Walgreens Boots Alliance, Inc., Walt Disney Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 23; Cusip: 38148DH64

• 0% certificates of deposit due Feb. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 23; Cusip: 38148DGZ1

• 0% certificates of deposit due Feb. 28, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 23; Cusip: 38148DH23

• 0% certificates of deposit due Feb. 28, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 23; Cusip: 38148DH72

• 0% certificates of deposit due May 27, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGU2

• 0% certificates of deposit due Aug. 29, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGV0

• 1% certificates of deposit due Feb. 26, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGS7

• Variable coupon certificates of deposit due Feb. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGT5

• Contingent coupon certificates of deposit due Feb. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DH31

• 0% certificates of deposit due March 1, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGW8

• 0% certificates of deposit due Aug. 29, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGQ1

• 0% certificates of deposit due Feb. 27, 2026 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGR9

• 0% certificates of deposit due March 1, 2023 linked to the S&P 500, S&P SmallCap 600 and S&P MidCap 400 indexes; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 24; Cusip: 38148DGJ7

GOLDMAN SACHS GROUP, INC.

• Fixed-to-floating notes due February 2021; via Goldman Sachs & Co.; settling in February; Cusip: 38148TLK3

• Callable step-up fixed rate notes due February 2021; via Goldman Sachs & Co. and Incapital LLC; pricing in February; Cusip: 38148TLD9

• Callable step-up fixed rate notes due February 2036; via Goldman Sachs & Co. and Incapital LLC; pricing in February; Cusip: 38148TLE7

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged notes linked to the Russell 2000 index; via Goldman Sachs & Co.

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

GS FINANCE CORP.

• Callable contingent coupon index-linked notes due Aug. 15, 2018 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index, the S&P 500 index; 55% trigger; via Goldman Sachs & Co.; pricing Feb. 10; Cusip: 40054K3D6

• 0% notes due Feb. 17, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Feb. 10; Cusip: 40054CBT0

• 0% Performance Leveraged Upside Securities due May 17, 2017 linked to the Euro Stoxx 50 index; via Goldman, Sachs & Co. with Morgan Stanley Wealth Management; pricing Feb. 12; Cusip: 36250E340

• 0% leveraged notes due Feb. 26, 2019 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Feb. 19; Cusip: 40054CBW3

• 0% leveraged notes due March 1, 2022 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Feb. 19; Cusip: 40054CBV5

• 0% notes due Feb. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Feb. 19; Cusip: 40054CBU7

• 0% notes due March 1, 2022 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 19; Cusip: 40054K2D7

• 0% notes due March 1, 2022 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 19; Cusip: 40054CBX1

• 0% index-linked notes due Aug. 28, 2023 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Feb. 23; Cusp: 40054K2H8

• 0% leveraged buffered notes due Feb. 28, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 23; Cusip: 40054K2G0

• 0% leveraged buffered notes due Feb. 26, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 23; Cusp: 40054K2F2

• 0% index-linked notes due Aug. 28, 2023 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Feb. 23; Cusp: 40054K2J4

• 0% notes due Aug. 29, 2019 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Feb. 24; Cusp: 40054K2C9

• 0% notes due March 1, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Feb. 24; Cusp: 40054K2B1

• 0% autocallable notes due March 10, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman, Sachs & Co.; pricing Feb. 24; Cusip: 40054CCA0

• 0% notes due Feb. 29, 2024 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Feb. 24; Cusp: 40054CCB8

• 0% notes due Feb. 27, 2026 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Feb. 24; Cusp: 40054K2A3

• 0% autocallable notes due Feb. 28, 2019 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 24; Cusp: 40054CBZ6

• 0% trigger step performance securities due Feb. 28, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 24; Cusip: 36250E308

• 0% return optimization securities due April 28, 2017 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 36250E332

• 0% digital notes due Feb. 28, 2019 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054CBK9

• Callable range accrual notes due Feb. 28, 2031 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054K2X3

• Callable range accrual notes due Feb. 28, 2031 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054K2W5

• Callable monthly range accrual notes due Feb. 28, 2026 linked to the Russell 2000 index guaranteed by Goldman Sachs Group, Inc.; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054K2T2

• Callable monthly range accrual notes due Feb. 28, 2026 linked to the Russell 2000 index guaranteed by Goldman Sachs Group, Inc.; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054K2U9

• Digital index-linked notes due Feb. 28, 2019 tied to the Russell 2000 index guaranteed by Goldman Sachs Group, Inc.; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054CBK9

• Callable contingent coupon index-linked notes due Feb. 28, 2019 linked to the Russell 2000 index and the Dow Jones Industrial Average; via Goldman, Sachs & Co.; pricing Feb. 25; Cusip: 40054K2V7

• Callable contingent coupon index-linked notes due Feb. 28, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman, Sachs & Co.; pricing Feb. 25; Cusip: 40054K2R6

• Autocallable contingent coupon notes due March 11, 2026 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054K2S4

• Callable buffered monthly index-linked range accrual notes due Feb. 28, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40054K2Z8

• Callable step-up fixed rate notes due February 2026; via Goldman Sachs & Co.; pricing in February; Cusip: 38148TLX5

• 0% five-year trigger notes linked to the Bloomberg Commodity index; via Goldman Sachs & Co.; Cusip: 40054CAA2

• 0% digital notes due Feb. 28, 2019 linked to the S&P 500 index; 0% digital notes due Feb. 28, 2019 linked to the S&P 500 index; Cusip: 40054K2Y1

HSBC USA INC.

• 0% dual directional barrier notes due Feb. 28, 2022 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 19; Cusp: 40433UGP5

• 0% autocallable notes with contingent return due Feb. 26, 2020 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 19; Cusp: 40433UGN0

• Income plus notes due Feb. 28, 2023 linked to a basket of the common stocks of Apple Inc., Bristol-Myers Squibb Co., Ford Motor Co., Philip Morris International Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UGQ3

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2018 linked to Amazon.com Inc. stock; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHN9

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2018 linked to Apple Inc. stock; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHL3

• 0% buffered uncapped market participation securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UGX8

• 0% buffered Accelerated Market Participation Securities due Aug. 29, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHF6

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2018 linked to Facebook Inc. stock; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHM1

• 0% leveraged buffered uncapped market participation securities due March 1, 2021 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UGU4

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHA7

• 0% buffered uncapped market participation securities due March 1, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UGW0

• 0% buffered Accelerated Market Participation Securities due Aug. 29, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHE9

• Autocallable yield notes due Aug. 29, 2017 linked to the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusp: 40433UGR1

• Autocallable yield notes due Aug. 29, 2017 linked to the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusp: 40433UGS9

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UGZ3

• 0% buffered Accelerated Market Participation Securities due Aug. 29, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHD1

• 0% Buffered Uncapped Market Participation Securities due Feb. 28, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHK5

• 0% autocallable growth barrier notes due Feb. 28, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHH2

• 0% autocallable growth barrier notes due March 2, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40433UHJ8

• 0% trigger performance securities due Feb. 26, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40434N838

• 0% trigger performance securities due Feb. 26, 2021 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 40434N846

• 0% digital dual directional notes due March 1, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusp: 40433UGT7

• 0% digital dual directional barrier notes due February 2018 linked to Apple Inc. common stock; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40433UHT6

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

• Market-linked step-up notes due February 2022 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in February

• 0% Market Index Target-Term Securities due February 2023 linked to the Dow Jones industrial average; via HSBC USA Inc. and Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• Autocallable market-linked step-up notes due February 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in February

• 6% autocallable yield notes due Aug. 29, 2017 linked to the Euro Stoxx 50 index, the FTSE 100 index and the S&P 500 index; 60% trigger; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40433UHS8

• Autocallable market-linked step-up notes due February 2021 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and HSBC Securities (USA) Inc.; pricing in February

• 0% autocallable market-linked step up notes due February 2021 linked to the Russell 2000 index; BofA Merrill Lynch; pricing in February

• 0% Strategic Accelerated Redemption Securities due March 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% autocallable market-linked step-up notes due February 2022 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

JEFFERIES GROUP LLC

• Fixed-to-floating notes due Feb. 26, 2026 linked to the 10-year Constant Maturity Swap rate; via Jefferies LLC; settling Feb. 26; Cusip: 47233JAA6

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Nov. 30, 2020 linked to the J.P. Morgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YZS6

• 0% certificates of deposit due Aug. 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 Feb. 24; Cusip: 48125YZT4

• 0% certificates of deposit due Feb. 28, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YZU1

• 0% certificates of deposit due Feb. 28, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YZV9

• 0% autocallable certificates of deposit with step-up call value due Feb. 28, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YA38.

• Variable annual income certificates of deposit due Feb. 28, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YB60

• Certificates of deposit with contingent annual interest due Feb. 28, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YB78

• 0% autocallable certificates of deposit with step-up call value due Feb. 27, 2026 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YA61

• 0% certificates of deposit due Feb. 28, 2023 linked to the J.P. Morgan Mozaic Index (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YZZ0

• 0% certificates of deposit due Aug. 27, 2021 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48125YZP2

JPMORGAN CHASE & CO.

• 8.5%-10.5% autocallable reverse exchangeable notes due Feb. 21, 2017 linked to Amazon.com, Inc. common stock; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 46625HQA1

• 8.25%-10.25% callable reverse exchangeable notes due Feb. 21, 2017 linked to Amazon.com Inc. common stock; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48128AAG8

• 7.5%-9.5% callable reverse exchangeable notes due Feb. 21, 2017 linked to Apple Inc. common stock; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48128AAF0

• 7.5%-9.5% autocallable reverse exchangeable notes due Feb. 21, 2017 linked to Apple Inc. common stock; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 46625HQB9

• 0% buffered Performance Leveraged Upside Securities due Feb. 15, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48128A251

• Trigger callable contingent yield notes due Feb. 15, 2018 with daily coupon observation linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 65% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48128A194

• 8.25%-10.25% autocallable reverse exchangeable notes due Feb. 21, 2017 linked to the class A common stock of Facebook Inc.; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 46625HQC7

• 8%-10% callable reverse exchangeable notes due Feb. 21, 2017 linked to Facebook Inc. class A common stock; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48128AAH6

• Autocallable contingent interest notes due Feb. 19, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 16; Cusip: 48128GKZ2

• Autocallable contingent interest notes due Feb. 20, 2020 linked to the S&P GSCI Crude Oil Index Excess Return; 60% trigger; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip: 48128GLY4

• 6.7% callable yield notes due May 25, 2017 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via J.P. Morgan Securities LLC; pricing Feb. 18; Cusip: 48128GMM9

• 0% capped dual directional contingent buffered return enhanced notes due Feb. 22, 2019 linked to the S&P 500 index; 80% trigger; via J.P. Morgan Securities LLC; pricing Feb. 19; Cusip: 48128GLF5

• 0% review notes due Feb. 24, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; pricing Feb. 19; Cusip: 48128GLE8

• 0% trigger performance securities due Feb. 26, 2021 linked to the Energy Select Sector SPDR fund; 75% trigger; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 48128A228

• 0% capped buffered return enhanced notes due Feb. 28, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLN8

• 0% capped dual directional contingent buffered return enhanced notes due Feb. 28, 2020 linked to the Euro Stoxx 50 index; 65% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMF4

• 0% capped buffered return enhanced notes due Feb. 28, 2018 linked to iShares MSCI Emerging Markets exchange-traded fund; J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLL2

• 0% capped buffered return enhanced notes due Feb. 28, 2018 linked to iShares MSCI Emerging Markets exchange-traded fund; J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLK4

• 0% capped buffered return enhanced notes due Feb. 28, 2018 linked to the Russell 2000 index; J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLJ7

• High/low yield notes due March 1, 2022 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLD0

• Callable contingent interest notes due March 3, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLS7

• 0% dual directional contingent buffered return enhanced notes due Feb. 28, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMD9

• 9% to 11% callable yield notes due March 3, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLR9

• Review notes due Feb. 28, 2019 linked to the Russell 2000 index and the S&P 500 index; J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLW8

• 0% dual directional contingent buffered return enhanced notes due Feb. 28, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GME7

• 0% contingent buffered return enhanced notes due Feb. 26, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMT4

• Autocallable contingent interest notes due Feb. 27, 2026 linked to the Russell 2000 index and the S&P 500 index; J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMK3

• 0% capped dual directional contingent buffered return enhanced notes due Feb. 28, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMB3

• 0% uncapped buffered return enhanced notes due Feb. 28, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GLP3

• 0% capped dual directional contingent buffered return enhanced notes due Feb. 26, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMC1

• Callable contingent interest notes due Feb. 26, 2021 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GML1

• 0% dual directional contingent buffered return enhanced notes due Feb. 26, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMR

• Callable contingent interest notes due March 2, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48128GMS6

• Leveraged callable range accrual securities due Feb. 26, 2031 linked to the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; settling Feb. 26; Cusip: 48125U2N1

MORGAN STANLEY

• 0% Performance Leveraged Upside Securities due May 17, 2017 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 61765U753

• 0% Performance Leveraged Upside Securities due May 17, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 61765U761

• 0% jump securities due Feb. 15, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 61765U779

• 0% buffered jump securities due Feb. 26, 2021 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Feb. 24; Cusip: 61761JW21

• 0% trigger Performance Leveraged Upside Securities due Dec. 31, 2018 linked to the Euro Stoxx 50 index; 70% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 24; Cusip: 61761JV89

• Contingent income autocallable securities due Feb. 28, 2031 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 24; Cusip: 61761JV97

• Contingent income securities due Feb. 28, 2031 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 24; Cusip: 61761JW39

• 0% trigger performance securities due Feb. 27, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 61765U845

• 0% trigger step performance securities due Feb. 28, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 61765U852

• 0% trigger Performance Leveraged Upside Securities due Feb. 6, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 61765U837

• 0% trigger Performance Leveraged Upside Securities due March 1, 2018 linked to a basket consisting of the Russell 2000 index and the S&P 500 index; 90% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 26; Cusip: 61765U878

• 0% trigger Performance Leveraged Upside Securities due March 3, 2022 linked to the Euro Stoxx 50 index; 65% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 29; Cusip: 61765U795

• 0% market-linked notes due Sept. 1, 2023 linked to a basket consisting of the Euro Stoxx 50 index, the S&P 500 index and the Topix index; via Morgan Stanley & Co. LLC; pricing Feb. 29; Cusip: 61765U803

• 0% market-linked notes due Sept. 2, 2021 linked to the Morgan Stanley ETF-MAP 2 index; via Morgan Stanley & Co. LLC; pricing Feb. 29; Cusip: 61765U787

• Leveraged CMS curve securities due Feb. 29, 2036 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; settling Feb. 29; Cusip: 61760QJN5

• CMS curve range accrual securities due Feb. 29, 2036 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; settling Feb. 29; Cusip: 61760QJL9

• Leveraged CMS curve securities due Feb. 28, 2031 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; settling Feb. 29; Cusip: 61760QJM7

• Fixed-to-floating-rate notes due February 2026 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760QJK

• 24- to 27-month 0% capped leveraged buffered notes linked to the Euro Stoxx 50 index, FTSE 100 index, Tokyo Stock Price index, Swiss Market index and S&P/ASX 200 index; via Morgan Stanley; pricing in February; Cusip: 61761JW47

• Contingent income autocallable securities due Feb. 21, 2017 linked to Apple Inc. shares; via Morgan Stanley & Co. LLC; Cusip: 61766A103

ROYAL BANK OF CANADA

• Contingent income autocallable securities due Feb. 21, 2017 linked to American Airlines Group Inc. stock; via RBC Capital Markets, LLC; pricing Feb. 12; Cusip: 78013C666

• 0% buffered Performance Leveraged Upside Securities due Feb. 15, 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Feb. 12; Cusip: 78013C641

• Contingent income callable securities due Feb. 23, 2018 linked to Microsoft Corp. shares; 70% trigger; via RBC Capital Markets, LLC; pricing Feb. 19; Cusip: 78012KLF2

• Redeemable step-up notes due Feb. 25, 2028; via RBC Capital Markets, LLC; pricing Feb. 22; Cusip: 78012KHN0

• Direct investment notes due March 8, 2017 linked to the Top 30 Global Ideas for 2016 (i.e., the stocks of Agrium Inc., Air Lease Corp., Allianz SE, Aramark, Alimentation Couche-Tard Inc., Avago Technologies Ltd., Brookfield Asset Management Inc., CBOE Holdings, Inc., Canadian National Railway Co., Cenovus Energy Inc., Dixons Carphone plc, Vinci SA, Dollar Tree, Inc., Enbridge Inc., Google Inc., Hexagon AB, Intact Financial Corp., InterXion Holding NV, Incitec Pivot Ltd., Lloyds Banking Group plc, Marathon Petroleum Corp., ServiceNow, Inc., Newell Rubbermaid Inc., PNC Financial Services Group. Inc., Royal Dutch Shell plc, Raytheon Co., Ryanair Holdings plc, Toronto-Dominion Bank, Whirlpool Corp. and Yum! Brands, Inc.); via RBC Capital Markets, LLC; pricing Feb. 24; Cusip: 78012KLC9

• 0% bullish barrier enhanced return notes due Aug. 31, 2018 linked to the Euro Stoxx 50 index.; via RBC Capital Markets, LLC; pricing Feb. 24; Cusip: 78012KKZ9

• 0% trigger performance securities due Feb. 26, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Feb. 24; Cusip: 78013C625

• 0% bullish barrier enhanced return notes due April 28, 2017 linked to the S&P 500 index.; via RBC Capital Markets, LLC; pricing Feb. 24; Cusip: 78012KKY2

• 0% buffered bullish enhanced return notes due Feb. 26, 2021 linked to the S&P 500 index.; via RBC Capital Markets, LLC; pricing Feb. 24; Cusip: 78012KLB1

• 0% bullish barrier enhanced return notes due Aug. 30, 2019 linked to the S&P 500 index.; via RBC Capital Markets, LLC; pricing Feb. 24; Cusip: 78012KLA3

• 0% trigger performance securities due Feb. 26, 2021 linked to the S&P 500 index; 60% trigger; via RBC Capital Markets, LLC and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 78013C617

• 0% direct investment notes due April 10, 2017 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing March 3; Cusip: 78012KLH8

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes due April 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

TORONTO-DOMINION BANK

• Callable step-up notes due Feb. 28, 2021; via TD Securities (USA) LLC; pricing Feb. 25; Cusip: 89114QUP1

• Callable step-up notes due Feb. 28, 2023; via TD Securities (USA) LLC; pricing Feb. 25; Cusip: 89114QUQ9

• 0% capped barrier accelerator notes due Aug. 29, 2019 linked to the S&P 500 index; 70% trigger; via TD Securities (USA) LLC; pricing Feb. 25; Cusip: 89114QUU0

• 0% buffered notes due March 2, 2021 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing Feb. 25; Cusip: 89114QUT3

• 0% market-linked securities due Sept. 3, 2020 with leveraged upside participation to a cap and fixed percentage buffered downside linked to the SPDR S&P 500 ETF Trust, the iShares Russell 2000 exchange-traded fund, the iShares MSCI EAFE ETF, the iShares MSCI Emerging Markets ETF, the PowerShares DB Commodity Index Tracking Fund and the Vanguard REIT ETF; via TD Securities (USA) LLC and Wells Fargo Securities Inc.; pricing Feb. 29; Cusip: 89114QUS5

UBS AG, LONDON BRANCH

• 0% return optimization securities due April 18, 2017 linked to AbbVie Inc., Aetna Inc., Boeing Co., General Dynamics Corp., Gilead Sciences, Inc., Intel Corp., Lennar Corp., Pfizer Inc., Prologis, Inc. and Walt Disney Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 12; Cusip: 90275L557

• Contingent income autocallable securities due Feb. 15, 2019 linked to Boeing Co. shares; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing Feb. 12; Cusip: 90275L631

• Contingent income autocallable securities due Feb. 15, 2019 linked to Facebook Inc. shares; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing Feb. 12; Cusip: 90275L623

• Trigger phoenix autocallable optimization securities due Feb. 16, 2018 linked to SPDR S&P 500 ETF Trust; 70% to 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 12; Cusip: 90275L649

• 0% FI Enhanced Europe 50 exchange-traded notes due Feb. 12, 2026 linked to the Stoxx Europe 50 UDS (Gross Return) index; via UBS Securities LLC; pricing Feb. 12; Cusip: 90274D234

• 0% trigger return optimization securities due Feb. 28, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24; Cusip: 90275L573

WELLS FARGO & CO.

• Fixed-to-floating notes due Feb. 19, 2021; via Wells Fargo Securities, LLC; pricing Feb. 16; Cusip: 94986RF30

• Step-up callable notes with 3% start rate due Feb. 19, 2031; via Wells Fargo Securities LLC; pricing Feb. 16; Cusip: 94986RE80

• Fixed-to-floating notes due Feb. 24, 2028 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities LLC; pricing Feb. 19; Cusip: 94986RE72

• Access securities with contingent coupon and contingent downside due Feb. 28, 2022 linked to the Russell 2000 index; 70% trigger; via Wells Fargo Securities, LLC; pricing Feb. 19; Cusip: 94986RE98

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities LLC; pricing in February; Cusip: 94986RF22

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