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

Published on 3/18/2016 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due April 2017 linked to Apple Inc. shares; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step up notes due April 2018 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in March

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

• Two-year 0% market-linked step-up notes linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

• 0% market-linked step up notes due May 2017 linked to the Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in March

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

• 6.5% to 7.5% autocallable coupon bearing notes due April 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

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

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

• Market-linked step-up notes due March 2018 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in March

BANK OF MONTREAL

• Redeemable step-up coupon notes due March 24, 2021; via BMO Capital Markets Corp.; pricing March 21; Cusip: 06367TBY5

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBJ8

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBG4

• 0% upside booster notes with barrier due March 29, 2019 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBN9

• 0% upside booster notes with barrier due March 29, 2019 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBM1

• 0% buffered bullish digital plus notes due March 31, 2020 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366RBR0

• 0% contingent risk absolute return notes due March 31, 2022 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TAX8

• 0% upside booster notes with barrier due March 29, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBL3

• 0% buffered bullish enhanced return notes due June 30, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TCC2

• 0% contingent risk absolute return notes due March 29, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBZ2

• 9% autocallable cash-settled notes with fixed interest payments due March 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund and the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBP4

• 9% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBD1

• 0% buffered bullish enhanced return notes due June 30, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TCD0

• 0% contingent risk absolute return notes due March 29, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TCA6

• 7.2% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBA7

• 12.6% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBC3

• 10.8% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TAZ3

• 0% buffered bullish enhanced return notes due March 29, 2019 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBX7

• 0% buffered bullish enhanced return notes due June 30, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TCB4

• 0% bullish enhanced return notes due March 29, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBF6

• 0% bullish enhanced return notes due March 29, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBE9

• 9.3% autocallable cash-settled notes due March 31, 2017 linked to the lesser performing of the S&P 500 index and the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBS8

• 12.6% autocallable cash-settled notes due March 31, 2017 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBT6

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the SPDR Dow Jones REIT exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBK5

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the SPDR Dow Jones REIT exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBH2

• 13.2% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TAY6

• 15% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBB5

BANK OF NOVA SCOTIA

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 5, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via Scotia Capital (USA) Inc. and Wells Fargo Securities LLC; pricing March 31; Cusip: 064159HL3

• Autocallable market-linked step-up notes due March 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

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

BANK OF THE WEST

• Income advantage market-linked certificates of deposit due March 30, 2023 linked to the common stocks of Apple Inc., AT&T Inc., Duke Energy Corp., International Business Machines Corp. and Philip Morris International Inc.; via BNP Paribas Securities Corp.; pricing March 24; Cusip: 06426XQG8

• Contingent variable-income market-linked certificates of deposit due March 30, 2023 linked to the common stocks of Apple Inc., AT&T Inc., Cisco Systems, Inc., Duke Energy Corp., Hershey Co., International Business Machines Corp., Merck & Co., Inc., Philip Morris International Inc., Target Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp.; pricing March 24; Cusip: 06426XQE3

• 0% market-linked certificates of deposit due March 31, 2023 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing March 28; Cusip: 06426XQH6

BARCLAYS BANK DELAWARE

• Certificates of deposit due March 29, 2021 linked to the common stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDS4

• Certificates of deposit due March 29, 2022 linked to the common stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDL9

• Certificates of deposit due March 29, 2023 linked to the common stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDM7

• Certificates of deposit due March 29, 2021 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., HP Inc., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDN5

• Certificates of deposit due March 29, 2022 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., HP Inc., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDP0

• Certificates of deposit due March 29, 2023 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., HP Inc., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDQ8

• 0% certificates of deposit due March 29, 2021 linked to the Russell 2000 index; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDR6

BARCLAYS BANK PLC

• Callable contingent coupon notes due March 28, 2019 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing March 24; Cusip: 06741U6D1

• 11% to 12% autocallable notes due March 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 March 28; Cusip: 06741WBL3

• 0% buffered SuperTrack notes due March 31, 2021 linked to the Dow Jones industrial average; via Barclays; pricing March 28; Cusip: 06741U5S9

• 13- to 15-month 0% capped leveraged Euro Stoxx 50 index-linked notes; via Barclays; Cusip: 06741U6P4

• Callable contingent coupon notes due March 28, 2023 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing March 28; Cusip: 06741U5T7

• Phoenix autocallable notes due April 1, 2020 linked to the least performing of the common stocks of Hershey Co., Kroger Co. and Reynolds American Inc.; via Barclays; pricing March 28; Cusip: 06741U6J8

• Callable contingent coupon notes due March 31, 2017 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing March 28; Cusip: 06741U6F6

• 7.25% to 8.25% callable yield notes due March 31, 2017 linked to the least performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U5Y6

• Phoenix autocallable notes due March 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U6B5

• Phoenix autocallable notes due April 1, 2026 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U6A7

• 0% buffered digital notes due Sept. 28, 2018 linked to the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U5U4

• 0% buffered digital notes due Sept. 30, 2019 linked to the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U5V2

• 0% trigger step performance securities due March 31, 2020 linked to the S&P 500 index; via Barclays and UBS Financial Services Inc.; pricing March 28; Cusip: 06740Q781

• 0% dual directional notes due March 29, 2018 linked to the least performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing March 28; Cusip: 06741U5Z3

• 0% return optimization securities due May 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing March 29; Cusip: 06744K863

• Trigger phoenix autocallable optimization securities due March 29, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc.; pricing March 29; Cusip: 06740Q757

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management; pricing March 31; Cusip: 06744K731

• 0% Accelerated Return Notes due May 2017 linked to the common stocks of Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; via BofA Merrill Lynch; pricing in March

• 0% autocallable market-linked step-up notes due March 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due in May of 2017 linked to the JPX-Nikkei index 400; via BofA Merrill Lynch; pricing in March

• 7.5% STEP Income Securities due April 2017 linked Microsoft Corp. common stock; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2017 linked to the Nasdaq Biotechnology index; via BofA Merrill Lynch; pricing in March

• 0% notes due April 10, 2019 linked to the EquityCompass Share Buyback index; via Barclays; pricing April 5; Cusip: 06741U6M1

• 0% 24- to 27-month leveraged buffered notes linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; 90% trigger; via Barclays; Cusip: 06741U6G4

•24- to 27-month 0% digital notes linked to the S&P 500 index; via Barclays; Cusip: 06741U6H2

BNP PARIBAS

• Phoenix notes due March 31, 2021 linked to the worst of the Euro Stoxx 50 index and the S&P 500 index; via BNP Paribas; pricing March 24; Cusip: 05579TLY0

• 0% buffered return enhanced notes due March 31, 2021 linked to the common stocks of Apple Inc., Becton Dickinson and Co., Cisco Systems Inc., Equinix, Inc., General Motors Co., Goldman Sachs Group Inc., Intel Corp., Johnson & Johnson, Kohl’s Corp., Microsoft Corp., Procter & Gamble Co., Staples, Inc., Target Corp., Wal-Mart Stores Inc. and Whole Foods Market Inc.; via BNP Paribas; pricing March 28; Cusip: 05579TMA1

• 0% dual directional notes due March 31, 2021 linked to the common stocks of BP plc, Chevron Corp., Exxon Mobil Corp., Royal Dutch Shell plc and Total SA; via BNP Paribas; pricing March 28; Cusip: 05579TM52

• 7%-9% autocallable notes due March 31, 2017 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TLZ7

• 5%-7% autocallable notes due Sept. 29, 2017 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TM45

• 0% buffered notes due March 31, 2020 linked to the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TLX2

• 0% leveraged notes due March 31, 2021 linked to the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TM37

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% buffered notes due March 31, 2021 linked to the S&P 500 index; via CIBC World Markets; pricing March 28; Cusip: 13605WBH3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 7, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing March 31; Cusip: 13605WBJ9

• 0% Accelerated Return Notes due May 2017 linked to the Euro Stoxx 50, FTSE 100, Nikkei 225, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Merrill Lynch; pricing in March

• 6.5% to 7.5% coupon-bearing notes due April 2017 linked to JPMorgan Chase & Co. shares; via Bank of America Merrill Lynch; pricing in March

• 0% capped Leveraged Index Return Notes due March 2018 tied to the Russell 2000 index; via Merrill Lynch & Co.; pricing in March

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

CITIGROUP INC.

• 0% barrier securities due March 29, 2021 linked to the Technology Select Sector SPDR fund; 80% trigger; via Citigroup Global Markets Inc.; pricing March 24; Cusip: 17298CD21

• 0% buffer securities due Oct. 3, 2018 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17298CC30

• 0% buffer securities due April 1, 2021 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 28; Cusip:17298CB49

• Annual reset coupon securities due March 31, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17298CC22

• 0% enhanced barrier digital plus securities due April 1, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17298CB23

• Callable step-up coupon notes due April 1, 2021; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CC71

• Autocallable contingent coupon equity linked securities due April 2018 based on common stock of Alphabet Inc., via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CC97

• 0% buffer securities due Oct. 3, 2019 linked to the worst performing of the Dow Jones industrial average and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CB98

• 0% enhanced barrier digital plus securities due April 1, 2021 linked to the Euro Stoxx 50 index; 75% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CAE8

• 8% to 9% single observation Equity Linked Securities due April 3, 2017 linked to the class A common stock of Facebook, Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CC48

• Autocallable contingent coupon equity linked securities due April 4, 2018 linked to JPMorgan Chase & Co. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CD54

• Autocallable contingent coupon equity-linked securities due April 4, 2018 linked to the common stock of Netflix, Inc.; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CD88

• 0% enhanced buffered digital securities due April 3, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CB80

• 0.25% market-linked notes due Oct. 5, 2021 linked to a basket comprised of the Dow Jones industrial average, the Nikkei 225 index and the iShares Core U.S. Aggregate Bond exchange-traded fund; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CB56

• 0% market-linked notes due April 5, 2021 linked to a basket comprised of the iShares Core U.S. Aggregate Bond exchange-traded fund, the Euro Stoxx 50 index and the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CB64

• 0% geared buffer securities due April 4, 2019 linked to the S&P 100 index; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CD39

• 0% barrier digital plus securities due April 4, 2019 linked to the S&P 500 index; 80% trigger; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CB72

• 0% buffered Performance Leveraged Upside Securities due Oct. 3, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing March 31; Cusip: 17323P298

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable step-up coupon notes due March 31, 2036; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17324C2B1

CREDIT SUISSE AG, LONDON BRANCH

• 9%-11% autocallable reverse convertible securities due March 27, 2017 linked to Facebook, Inc. shares; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22546VZ25

• 0% 18- to 21-month digital buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22546VZ41

• 0% 18- to 21- month digital buffered S&P 500 index-linked notes; via Credit Suisse Securities (USA) LLC; pricing March 24; Cusip: 22546VZ41

• 8.5% to 10.5% autocallable reverse convertible securities due March 31, 2017 linked to Amazon.com, Inc. common shares; via Credit Suisse; pricing March 28; Cusip: 22546VZB5

• CMS curve and Russell 2000 index-linked securities due April 1, 2019; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VYG5

• 0% trigger performance securities due March 31, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing March 28; Cusip: 22548J697

• 0% digital buffered notes due Oct. 3, 2017 linked to the Russell 2000 index; via Credit Suisse; pricing March 28; Cusip: 22546VY59

• 0% trigger step performance securities due March 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing March 28; Cusip: 22548J689

• Callable daily range accrual securities due March 31, 2021 linked to the S&P 500 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VYM2

• 0% digital plus barrier notes due April 1, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXP6

• 0% autocallable securities due March 30, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXT8

• 0% accelerated barrier notes due April 1, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXN1

• Contingent coupon autocallable yield notes due March 31, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VY67

• 0% absolute return barrier securities due April 1, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXR2

• 8% autocallable yield notes due March 29, 2019 linked the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Incapital LLC; pricing March 28; Cusip: 22546VYF7

• 0% trigger return optimization securities due March 29, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc.; pricing March 29; Cusip: 22548J671

• 0% digital buffered notes due Oct. 2, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse; pricing March 29; Cusip: 22546VXL5

• 0% trigger performance securities due March 31, 2021 linked to the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing March 29; Cusip: 22548J705

• Trigger phoenix autocallable optimization securities due March 29, 2019 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; via UBS Financial Services Inc.; pricing March 29; Cusip: 22548J788

• 0% digital buffered notes due Oct. 2, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 29; Cusip: 22546VXM3

• 8% to 10% autocallable yield notes due April 5, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXV3

• High/low coupon callable yield notes due Oct. 5, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VYD2

• 0% absolute return barrier securities due April 3, 2020 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXS0

• 0% accelerated barrier notes due April 5, 2021 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXU5

• 0% buffered return equity securities due Oct. 3, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXW1

• 0% digital plus barrier notes due April 3, 2020 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXQ4

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

• 0% Leveraged Index Return Notes due March 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2022 linked to the S&P 500 index; via Credit Suisse International and BofA Merrill Lynch; pricing in March

CREDIT SUISSE AG, NASSAU BRANCH

• Fixed-to-floating-rate notes due March 30, 2026 linked to the 10-year Constant Maturity Swap rate; via Incapital LLC; pricing March 28; Cusip: 22546VYQ3

DEUTSCHE BANK AG, LONDON BRANCH

• 0% return optimization securities due May 31, 2017 linked to the MSCI EAFE index; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing March 29; Cusip: 25190F673

• 16- to 19-month 0% capped leveraged notes linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via Deutsche Bank Securities Inc.; Cusip: 25152RZW6

GOLDMAN SACHS BANK USA

• Variable coupon certificates of deposit due March 29, 2021 linked to a basket of stocks (AbbVie Inc., Apple Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., Kraft Heinz Co., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc., Walt Disney Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 24; Cusip: 38148DHG2

• Variable coupon certificates of deposit due March 29, 2023 linked to a basket of stocks (AbbVie Inc., Apple Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., Kraft Heinz Co., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc., Walt Disney Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 24; Cusip: 38148DHF4

• 0% certificates of deposit due March 29, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 24; Cusip: 38148DHU1

• 0% certificates of deposit due March 29, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 24; Cusip: 38148DHR8

• 0% equity-index linked certificates of deposit due March 31, 2023 linked to basket containing S&P 500 index with a 50% weight, S&P SmallCap 600 index with a 25% weight and S&P MidCap 400 index with a 25% weight; Goldman Sachs & Co. and Incapital LLC; pricing March 24; Cusip: 38148DHT4

• Variable coupon certificates of deposit due March 30, 2023 linked to a basket of stocks (AbbVie Inc., Apple Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., Kraft Heinz Co., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc., Walt Disney Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 28; Cusip: 38148DHH0

• Contingent coupon certificates of deposit due March 30, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 28; Cusip: 38148DHW7

• 0% certificates of deposit due March 30, 2026 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 28; Cusip: 38148DHN7

• 0% certificates of deposit due April 2, 2024 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 28; Cusip: 38148DHM9

• 0.6% certificates of deposit due March 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 28; Cusip: 38148DHS6

• 0% certificates of deposit due March 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 28; Cusip: 38148DHL1

• 0% certificates of deposit due Sept. 28, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 28; Cusip: 38148DHK3

• 0% certificates of deposit due Oct. 1, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; Goldman Sachs & Co. and Incapital LLC; pricing March 28; Cusip: 38148DHJ6

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed rate notes due March 2021; via Wells Fargo Securities, LLC; pricing in March; Cusip: 38148TM89

• Callable step-up fixed-rate notes due March 2023; via Goldman Sachs & Co. and Incapital LLC ; pricing in March; Cusip: 38148TMA4

• Callable step-up fixed-rate notes with 3% initial rate due March 2025; via Goldman Sachs & Co. and Incapital LLC; pricing in March; Cusip: 38148TM63

• Callable step-up fixed-rate notes due March 2031; via Goldman Sachs & Co. and Incapital LLC; pricing in March; Cusip: 38148TM97

• Callable step-up fixed-rate notes due March 2036; via Goldman Sachs & Co. and Incapital LLC; pricing in March; Cusip: 38148TM55

GS FINANCE CORP.

• 0% buffered notes due March 25, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 21; Cusip: 40054K5Y8

• 0% notes due March 28, 2024 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5L6

• 0% index-linked notes due March 28, 2024 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K4R4

• Autocallable contingent coupon index-linked notes due April 7, 2022 linked to the Dow Jones industrial average, Russell 2000 index and iShares MSCI EAFE exchange-traded fund; via Goldman, Sachs & Co.; pricing March 24; Cusip: 40054K6G6

• 0% leveraged buffered notes due March 28, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5N2

• 0% leveraged buffered notes due March 28, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K4T0

• 0% leveraged buffered notes due March 29, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K4S2

• 0% leveraged buffered notes due March 29, 2021 linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5M4

• 0% index-linked notes due March 29, 2022 linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5P7

• Autocallable securities due March 31, 2017 linked to Chevron Corp. shares; via Goldman Sachs & Co. with Morgan Stanley Wealth Management handling distribution; pricing March 28; Cusip: 36250E597

• 0% GS Momentum Builder Multi-Asset 5 ER index-linked notes due July 2, 2020; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4S2

• 0% notes due March 31, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4R4

• 0% autocallable notes due April 11, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4T0

• 0% GS Momentum Builder Multi-Asset 5 ER index-linked notes due April 2, 2024; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4P8

• 0% notes due April 2, 2024 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K5B8

• 0% notes due April 2, 2026 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4Q6

• Contingent income autocallable securities due April 2, 2019 linked to Microsoft Corp. shares; via Goldman Sachs & Co. and Morgan Stanley Wealth Management; pricing March 28; Cusip: 36250E571

• 0% return optimization securities due May 31, 2017 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 28; Cusip: 36250E431

• Autocallable contingent coupon notes due March 31, 2021 linked to the S&P GSCI Crude Oil Index Excess Return; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K6S0

• 0% trigger performance securities due March 31, 2026 linked to the Bloomberg Commodity Index 3 Month Forward; via Goldman Sachs & Co.; pricing March 29; Cusip: 36250E423

• Callable contingent coupon notes due March 31, 2019 linked to the Dow Jones industrial average and the Russell 2000 index; 65% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5K8

• 0% notes due April 2, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5W2

• Callable buffered monthly range accrual notes due Sept. 30, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5U6

• Callable buffered monthly range accrual notes due March 31, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4K9

• Callable monthly Russell 2000 index-linked range accrual notes due March 31, 2026; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4M5

• Callable monthly Russell 2000 index-linked range accrual notes due March 31, 2026; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4L7

• Callable range accrual notes due Feb. 28, 2031 linked to the Russell 2000 index; 50% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5J1

• Callable quarterly range accrual notes due March 31, 2031 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5D4

• Callable contingent coupon notes due March 31, 2019 linked to the Russell 2000 index and the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4Q6

• Callable contingent coupon notes due March 31, 2018 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5F9

• Callable contingent coupon notes due March 31, 2020 linked to the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5G7

• Callable contingent coupon notes due March 31, 2021 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4N3

• Trigger phoenix autocallable optimization securities due March 31, 2026 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 36250E563

• Callable contingent coupon notes due April 13, 2026 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5H5

• 0% trigger notes due April 1, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K6V3

• Contingent income autocallable securities due April 5, 2018 linked to the Euro Stoxx 50 index; 80% trigger; via Goldman Sachs & Co.; pricing March 31; Cusip: 36250E530

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 31; Cusip: 36250E555

• Contingent income autocallable securities due April 4, 2018 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing March 31; Cusip: 36250E548

• 13- to 15-month 0% leveraged notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Goldman Sachs & Co.

• 0% 24- to 27-month leveraged buffered notes linked to a basket of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight; via Goldman Sachs & Co.

• 0% autocallable notes linked to the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.

• 0% three-year leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40054K6U5

• 13- to 15-month 0% digital notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% three-year leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40054K6R2

• 0% three-year leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40054K6T8

• Six-month autocallable contingent coupon notes linked to the West Texas Intermediate light sweet crude oil futures contract; 80% trigger; via Goldman Sachs & Co.; Cusip: 40054K6C5

HSBC BANK USA, NA

• Income Plus certificates of deposit due March 31, 2021 linked to the common stocks of Cisco Systems, Inc., International Business Machines Corp., Merck & Co. Inc., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing March 24; Cusip: 40434AP78

• Income Plus certificates of deposit due March 31, 2023 linked to the common stocks of Cisco Systems, Inc., International Business Machines Corp., Merck & Co. Inc., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing March 24; Cusip: 40434AP94

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJJ6

• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJM9

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJH0

• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJL1

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJG2

• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJK3

• 0% barrier enhanced participation notes due Sept. 30, 2019 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJV9

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the common stock of Apple Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJW7

• Income plus notes due March 31, 2023 linked to 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 March 28; Cusip: 40433UHW9

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the common stock of Facebook Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJX5

• 0% leveraged buffered uncapped market participation securities due April 1, 2019 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJA5

• 0% leveraged buffered uncapped market participation securities due March 31, 2021 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJE7

• 0% buffered return optimization securities due March. 29, 2019 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing March 28; Cusip: 90275R109

• 0% trigger performance securities due March 31, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N614

• 0% buffered uncapped market participation securities due March 31, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJC1

• 6.5% autocallable yield notes due Oct. 2, 2017 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHY5

• 8% autocallable yield notes due Oct. 2, 2017 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHX7

• 0% trigger return optimization securities due March 29, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N598

• 0% autocallable growth barrier notes due April 1, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJN7

• 0% buffered uncapped market participation securities due March 1, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJF4

• 0% buffered uncapped market participation securities due March 26, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJB3

• 0% trigger performance securities due March 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N564

• 0% digital dual directional notes due March 31, 2021 linked to the S&P 500 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHZ2

• 0% trigger performance securities due Feb. 26, 2026 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N572

• 0% trigger performance securities due March 31, 2026 linked to the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing March 28; Cusip: 40434N572

• 0% trigger performance securities due March 31, 2021 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N622

• 0% buffered Performance Leveraged Upside Securities due Oct. 3, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing March 31; Cusip: 40434N515

• 0% trigger Performance Leveraged Upside Securities due April 3, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing March 31; Cusip: 40434N499

• 0% dual directional trigger jump securities due April 3, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 31; Cusip: 40434N523

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the WisdomTree Japan Hedged Equity fund; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing March 31; Cusip: 40434N556

• 0% Market Index Target-Term Securities due March 2023 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in March

• 0% leveraged buffered uncapped market participation securities due March 31, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing in March; Cusip: 40433UJD9

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

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

JPMORGAN CHASE & CO.

• 8.25% callable yield notes due June 28, 2017 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via J.P. Morgan; pricing March 21; Cusip: 48128GNX4

• Callable yield notes due March 26, 2018 linked to the common stock of Microsoft Corp.; via J.P. Morgan Securities LLC; pricing March 21; Cusip: 46625HQT0

• 0% capped enhanced participation notes due April 27, 2017, 2018 linked to the Energy Select Sector SPDR fund; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48128GRM4

• 0% capped enhanced participation notes due March 27, 2018 linked to the Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48128GRK8

• 0% capped enhanced participation equity notes due April 27, 2017 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48128GRL6

• Callable contingent interest notes due April 3, 2018 linked to the least performing of the common stocks of Apple Inc., Phillips 66 and United Continental Holdings, Inc.; 50% trigger; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48128GRA0

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48128GQE3

• Autocallable notes due March 28, 2019 linked to the lesser performing of the S&P 500 index and the FTSE 100 index; 75% trigger; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48128GQS2

• Callable contingent interest notes due April 2, 2021 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; 65% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GRE2

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQB9

• 0% uncapped contingent buffered equity notes due March 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQG8

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQC7

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQA1

• Callable yield notes due April 3, 2017 linked to the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GPS3

• Callable contingent interest notes due April 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 March 28; Cusip: 48128GPU8

• Callable yield notes due April 3, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC is the agent; pricing March 28; Cusip: 48128GPV6

• 0% dual directional contingent buffered return enhanced notes due March 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 March 28; Cusip: 48128GQK9

• Review notes due March 29, 2019 linked to the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GPY0

• Leveraged callable range accrual securities due March 31, 2031 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing March 28; Cusip: 48125U3D2

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQD5

• 0% capped dual directional contingent buffered return enhanced notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQJ2

• 0% dual directional contingent buffered return enhanced notes due March 31, 2020 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQL7

• 0% capped dual directional contingent buffered return enhanced notes due March 31, 2021 linked to the Russell 2000 index and the S&P 500 index; 60% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GRF9

• Callable contingent interest notes due March 31, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQX1

• 0% uncapped contingent buffered return enhanced notes due March 31, 2021 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQT0

• 0% digital notes due March 29, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQR4

• 0% uncapped contingent buffered equity notes due March 31, 2020 linked to the S&P 500 index; 75% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQF0

• 0% capped dual directional contingent buffered return enhanced notes due March 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQH6

• High/low yield notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQU7

• High/low yield notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQV5

• 0% uncapped dual directional notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQN3

• Buffered callable range accrual notes due Sept. 29, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQY9

• Callable range accrual notes due March 31, 2021 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125U2W1

• Callable range accrual notes due March 31, 2026 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125U2V3

• Callable range accrual notes due March 31, 2031 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125U2Y7

• 0% trigger return optimization securities due March 29, 2019 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128B804

• 0% buffered return optimization securities due March 29, 2019 linked to the MSCI EAFE index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing March 29; Cusip: 48128B887

• Callable contingent interest notes due April 7, 2017 linked to Apple Inc. shares; 72.5% trigger; via J.P. Morgan Securities LLC; pricing March 31; Cusip: 46625HQS2

• 0% dual directional trigger Performance Leveraged Upside Securities due April 4, 2018 linked to Apple Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48128B606

• 8% callable reverse exchangeable notes due April 7, 2017 linked to Morgan Stanley shares; 65% trigger; via J.P. Morgan Securities LLC; pricing March 31; Cusip: 46625HQR4

• 0% jump securities due April 4, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing March 31; Cusip: 48128B853

• 8% callable reverse exchangeable notes due April 12, 2017 linked to the class common stock of Facebook, Inc. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing April 5; Cusip: 46625HQQ6

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Sept. 30, 2022 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 24; Cusip: 48125YE42

• 0% certificates of deposit due Dec. 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 March 28; Cusip: 48125YG32

• 0% certificates of deposit due March 31, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48125YG40

• Variable annual income certificates of deposit due March 31, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48125YF58

• Certificates of deposit with contingent annual interest due March 31, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48125YF41

• 0% autocallable certificates of deposit with step-up call value due March 31, 2023 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48125YF66

• 0% autocallable certificates of deposit with step-up call value due March 31, 2026 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48125YF74

• 0% certificates of deposit due March 31, 2023 linked to the J.P. Morgan Mozaic Index (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48125YE67

MORGAN STANLEY

• Contingent income autocallable securities due Sept. 29, 2017 linked to the S&P GSCI Crude Oil Index - Excess Return; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61761J2J7

• 0% jump securities due March 29, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management; pricing March 31; Cusip: 61766A244

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766A228

• 0% securities due Oct. 5, 2018 with a leveraged upside participation to a cap and a fixed-percentage buffered downside linked to the S&P 500 index; via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing March 31; Cusip: 61761J2G3

• 0% 24- to 27-month leveraged buffered notes linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; 87.5% trigger; via Morgan Stanley & Co. LLC; settling in March; Cusip: 61761J2R9

• 0% 15- to 17-month leveraged buffered notes linked to the MSCI EAFE index; 87.5% trigger; via Morgan Stanley & Co. LLC; settling in March; Cusip: 61761J2Q1

• 24- to 27-month 0% buffered digital notes linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761J2L2

• 18- to 21-month 0% leveraged buffered notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761J2M

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761J2K

• 24- to 27-month 0% capped leveraged notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761J2P3

• 0% 18- to 21-month leveraged buffered notes linked to the SPDR S&P Bank exchange-traded fund; 90% trigger; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761J2F5

MORGAN STANLEY FINANCE LLC

• 0% accelerated return securities due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 24; Cusip: 61766BAE1

• 0% return optimization securities due May 30, 2017 linked to the S&P 500 index; via Morgan Stanley and UBS Financial Services Inc.; pricing March 24; Cusip: 61766A202

• Contingent income autocallable securities due April 2, 2019 linked to Cisco Systems, Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management; pricing March 28; Cusip: 61766B200

• 0% buffered jump securities due March 31, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAD3

• Contingent income autocallable securities due March 31, 2031 linked to the worse performing of the Euro Stoxx 50 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAC

• Contingent income securities due March 31, 2031 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAB7

• 0% trigger Performance Leveraged Upside Securities due March 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAA9

• 0% trigger performance securities due March 31, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 28; Cusip: 61766B119

• 0% trigger performance securities due March 31, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 28; Cusip: 61766B127

• 0% trigger performance securities due March 31, 2026 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 29; Cusip: 61766B101

• 0% trigger autocallable optimization securities due March 31, 2021 linked to the Russell 2000 index; via Morgan Stanley and UBS Financial Services Inc.; pricing March 29; Cusip: 61766B184

• 0% trigger Performance Leveraged Upside Securities due April 5, 2022 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B150

• 0% trigger Performance Leveraged Upside Securities due April 3, 2019 linked to the Euro Stoxx 50 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B192

• 0% market-linked notes due Oct. 5, 2021 linked to the Morgan Stanley ETF-Map 2 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B176

• Leveraged CMS curve securities due March 31, 2036 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling March 31; Cusip: 61766Y2N0

• 0% trigger Performance Leveraged Upside Securities due April 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B143

• 0% market-linked notes due Oct. 4, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B135

ROYAL BANK OF CANADA

• Redeemable step-up notes due March 28, 2024; via RBC Capital Markets, LLC; pricing March 22; Cusip: 78012KHP5

• Capped fixed-to-floating rate notes due March 30, 2021 linked to the three-month Libor rate; via RBC Capital Markets, LLC; pricing March 24; Cusip: 78012KHQ3

• 0% bullish barrier enhanced return notes due Sept. 28, 2018 linked to the Euro Stoxx 50 index; 70% trigger; via RBC Capital Markets, LLC; pricing March 24; Cusip: 78012KLT2

• 0% buffered return optimization securities due March 29, 2018 linked to the common stocks of American International Group, Inc., Ameriprise Financial, Inc., Bank of America Corp., Citigroup Inc., Capital One Financial Corp., Discover Financial Services, Goldman Sachs Group, Inc., Invesco, Ltd., JPMorgan Chase & Co. and Wells Fargo & Co.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing March 28; Cusip: 78013C807

• Contingent income autocallable securities due Oct. 3, 2016 linked to Biogen Inc. common stock; via RBC Capital Markets, LLC and Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 78013C849

• 0% trigger performance securities due March 31, 2021 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing March 28; Cusip: 78013C765

• Direct investment notes due April 7, 2017 linked to the March 2016 RBC Capital Markets U.S. Equity Top Picks List; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLV7

• Trigger phoenix autocallable notes due March 29, 2019 linked to the least performing of the Russell 2000 index and the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLY1

• 0% bullish enhanced return notes due May 31, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLS4

• 0% bullish barrier booster notes due March 31, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLU9

• 0% buffered bullish enhanced return notes due March 31, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLW5

• 0% absolute return barrier notes due April 3, 2018 linked to the S&P 500 index; via RBC Capital Markets LLC; pricing March 28; Cusip: 78012KMG9

• 0% trigger Performance Leveraged Upside Securities due July 6, 2017 linked to the Energy Select Sector SPDR fund; via RBC Capital Markets, LLC; pricing March 31; Cusip: 78013C781

• 0% market linked securities – autocallable with fixed percentage buffered downside due April 5, 2018 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing March 31; Cusip: 78012KMA2

• 0% dual directional trigger Performance Leveraged Upside Securities due April 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 31; Cusip: 78013C799

• 0% market linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 5, 2021 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing March 31; Cusip: 78012KLZ8

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

• 0% direct investment notes due May 8, 2017 linked to the EquityCompass Equity Risk Management Strategy, via RBC Capital Markets, LLC; pricing April 5; Cusip: 78012KMC8

AB SVENSK EXPORTKREDIT

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

TORONTO-DOMINION BANK

• Callable step-up notes due March 31, 2021; via TD Securities (USA) LLC; pricing March 28; Cusip: 89114QUV8

• Callable step-up notes due March 31, 2023; via TD Securities (USA) LLC; pricing March 28; Cusip: 89114QUW6

• 0% buffered accelerator notes due April 1, 2021 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing March 28; Cusip: 89114QUT3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 5, 2020 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 LLC; pricing March 31; Cusip: 89114QUX4

UBS AG, LONDON BRANCH

• 0% trigger performance securities due March 31, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 90275L813

• 0% return optimization securities due May 31, 2017 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 90275L805

• 0% trigger step performance securities due March 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90275L821

WELLS FARGO BANK, NA

• Variable annual interest certificates of deposit due March 31, 2023 linked to the stocks of Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Coca-Cola Co., Merck & Co., Inc., Nike, Inc., Procter & Gamble Co., Starbucks Corp. and Verizon Communications Inc.; via Incapital LLC; pricing March 28; Cusip: 94986TXV4

• 0% certificates of deposit due March 31, 2023 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Incapital LLC; pricing March 28; Cusip: 94986TXR3.

• 0% certificates of deposit due Dec. 30, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Incapital LLC; pricing March 28; Cusip: 94986TXU6

• 0% certificates of deposit due March 31, 2023 linked to the S&P 500 index; via Incapital LLC; pricing March 28; Cusip: 94986TXS1

WELLS FARGO & CO.

• Step-up callable notes due March 31, 2031; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RH20

• 0% market-linked notes – leveraged upside participation and fixed percentage downside due April 1, 2019 linked to the iShares iBoxx $ High Yield Corporate Bond exchange-traded fund; via Wells Fargo Securities, LLC; pricing March 28; Cusip: 94986RH79

• 0% market-linked autocallable securities with fixed percentage buffered downside due April 5, 2018 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing March 31; Cusip: 94986RG54

• 21- to 23-month 0% buffered enhanced return securities with capped upside linked to the S&P 500 index; 87.5% trigger; via Wells Fargo Securities LLC; pricing in March; Cusip: 94986RH87

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