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Published on 11/22/2016 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

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

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

BANK OF MONTREAL

• 7.2% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMV9

• 9% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMR8

• 0% autocallable cash-settled notes with fixed interest payments due Nov. 29, 2019 linked to iShares U.S. Real Estate exchange-traded fund; 85% trigger; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNB2

• 0% autocallable cash-settled notes with fixed interest payments due Nov. 29, 2019 linked to iShares U.S. Real Estate exchange-traded fund; 85% trigger; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNC0

• 0% buffered bullish enhanced return notes due Dec. 29, 2017 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNH9

• 0% bullish digital return notes with barrier due Dec. 29, 2017 linked to the Russell 2000 index; 90% trigger; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNA4

• 0% bullish digital return notes with barrier due Dec. 29, 2017 linked to the Russell 2000 index; 90% trigger; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMY3

• 0% buffered bullish enhanced return notes due Dec. 29, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNG1

• 0% bullish digital return notes with barrier due Dec. 29, 2017 linked to the S&P 500 index; 90% trigger; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMZ0

• 0% bullish digital return notes with barrier due Dec. 29, 2017 linked to the S&P 500 index; 90% trigger; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMX5

• 0% buffered bullish enhanced return notes due Dec. 29, 2017 linked to S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNF3

• 0% buffered bullish enhanced return notes due Dec. 29, 2017 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNE6

• 0% buffered bullish enhanced return notes due Dec. 29, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TND8

• 6.3% autocallable cash-settled notes with conditional interest payments due Nov. 30, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TNJ5

• 9.3% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to SPDR S&P Metals and Mining exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMN7

• 11.4% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to SPDR S&P Metals and Mining exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMS6

• 9% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMK3

• 0% contingent risk absolute return notes with digital upside due Nov. 30, 2018 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMT4

• 10.8% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMP2

• 10.2% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TML1

• 12% autocallable cash-settled notes with fixed interest payments due Nov. 30, 2017 linked to VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMQ0

• 0% contingent risk absolute return notes with digital upside due Nov. 30, 2018 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Nov. 28; Cusip: 06367TMU1

• Redeemable step-up coupon notes due Dec. 7, 2021; via BMO Capital Markets Corp.; pricing Nov. 30; Cusip: 06367TNT3

• Redeemable step-up coupon notes due Dec. 9, 2024; via BMO Capital Markets Corp.; pricing Nov. 30; Cusip: 06367TNU0

• 0% notes due Dec. 21, 2017 linked to Raymond James Analysts’ Best Picks for 2017; via BMO Capital Markets Corp.; settling Dec. 20; Cusip: 06367TMJ6

BANK OF NOVA SCOTIA

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 6, 2021 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities LLC; pricing Nov. 30; Cusip: 064159JB3

BARCLAYS BANK PLC

• Callable contingent coupon notes due Nov. 29, 2019 linked to the lesser performing index of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Nov. 23; Cusip: 06741VDJ8

• Callable contingent coupon notes due Nov. 29, 2019 linked to the least performing index of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Nov. 23; Cusip: 06741VEH1

• Contingent income autocallable securities due Nov. 29, 2019 linked to Citigroup Inc. shares; via Barclays with Morgan Stanley Wealth Management as dealer; pricing Nov. 25; Cusip: 06745R669

• Phoenix autocallable notes due Nov. 30, 2018 linked to the least performing of common stocks of CBS Corp., Netflix, Inc. and Starbucks Corp.; via Barclays; pricing Nov. 28; Cusip: 06741VDN9

• 10%-11% autocallable notes due Nov. 30, 2018 linked to the least performing of the commons stocks of ConocoPhillips, Chevron Corp. and Marathon Oil Corp.; via Barclays; pricing Nov. 28; Cusip: 06741VDM1

• Autocallable notes due Nov. 29, 2019 linked to the least performing of the commons stocks of Facebook, Inc., Amazon.com, Inc., Netflix, Inc. and Alphabet Inc.; via Barclays; pricing Nov. 28; Cusip: 06741VDL3

• Callable contingent coupon notes due Nov. 30, 2026 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Nov. 28; Cusip: 06741VDQ2

• Trigger autocallable contingent yield notes due Dec. 3, 2026 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Nov. 28; Cusip: 06745R677

• 0% capped gears due Jan. 31, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Nov. 28; Cusip: 06744M786

• Callable range accrual notes due May 31, 2024 linked to the performance of the S&P 500 index; via Barclays; pricing Nov. 28; Cusip: 06741VEA6

• 0% trigger Performance Leveraged Upside Securities due Dec. 5, 2022 linked to the S&P 500 index; via Barclays; pricing Nov. 30; Cusip: 06744M752

• 0% Accelerated Return Notes due January 2018 linked to the common stocks of Citigroup Inc., ConocoPhillips, CSX Corp., General Dynamics Corp., Eli Lilly & Co., Raytheon Co. and Textron Inc.; via BofA Merrill Lynch; pricing in November

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

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

• 0% Accelerated Return Notes due January 2018 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 November

• Strategic Accelerated Redemption Securities due November 2020 linked to the Nasdaq Biotechnology index; via BofA Merrill Lynch; pricing in November

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

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

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

• 0% Accelerated Return Notes due January 2018 linked to a basket of Citigroup Inc., JPMorgan Chase & Co. and Morgan Stanley; via Barclays and BofA Merrill Lynch

BOFA FINANCE LLC

• Step-up callable notes due Nov. 28, 2031; via BofA Merrill Lynch; Cusip: 09709TAA9

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 7, 2020 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing Nov. 28; Cusip: 13605WBY6

• 0% Leveraged Index Return Notes due November 2019 tied to the worse performing of the Nikkei Stock average index and the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

CITIBANK, NA

• 0% market-linked certificates of deposit due Nov. 29, 2023 linked to the Citi ETF Market Pilot 5 Excess Return index; via Citigroup Global Markets Inc. and Incapital LLC; pricing Nov. 23; Cusip: 17294XAF3

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable step-up coupon notes due Dec. 27, 2021; via Citigroup Global Markets Inc.; pricing Dec. 21; Cusip: 17298CF60

CREDIT SUISSE AG

• 8.1% autocallable contingent income securities due Nov. 30, 2017 linked to the common stock of Apple Inc.; via Credit Suisse Securities International; pricing Nov. 25; Cusip: 22548T679

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

CREDIT SUISSE AG, LONDON BRANCH

• Autocallable yield notes due Nov. 29, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMM4

• Contingent coupon autocallable yield notes due Nov. 29, 2021 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMS1

• 0% Buffered Accelerated Return Equity Securities due Nov. 28, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLU7

• 0% Buffered Accelerated Return Equity Securities due Jan. 26, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMC6

• 0% Buffered Accelerated Return Equity Securities due Nov. 28, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLU7

• Contingent coupon callable yield notes due Nov. 30, 2026 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMT9

• Contingent coupon autocallable yield notes due Feb. 28, 2018 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLN3

• Contingent coupon callable yield notes due Nov. 29, 2021 linked to the Russell 2000 index and the S&P 500 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLX1

• 0% knock-out notes due Feb. 28, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 23; Cusip: 22548QPE9

• 0% knock-out notes due May 31, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Nov. 23; Cusip: 22548QPG4

• 0% Buffered Accelerated Return Equity Securities due Nov. 28, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLM5

• 0% digital plus barrier notes due Nov. 29, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLY9

• Contingent coupon autocallable yield notes due Feb. 28, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QJC0

• Contingent coupon autocallable yield notes due Nov. 29, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMN2

• 0% absolute return digital barrier securities due Nov. 29, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLL7

• Contingent coupon callable yield notes due Nov. 29, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLX1

• 0% digital plus barrier notes due Nov. 29, 2021 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLY9

• Step-up contingent coupon callable yield notes due Nov. 29, 2026 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMB8

• Contingent coupon callable yield notes due Nov. 29, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QLV5

• Autocallable securities due Nov. 30, 2020 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QMP7

• 0% capped buffer gears due Nov. 30, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 28; Cusip: 22548T489

• 0% trigger gears due Nov. 30, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. as distributor; pricing Nov. 28; Cusip: 22548T471

• 0% Buffered Accelerated Return Equity Securities due June 4, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLZ6

• 0% Buffered Accelerated Return Equity Securities due June 4, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLZ6

• Contingent coupon autocallable yield notes due March 5, 2018 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLS2

• Contingent coupon callable yield notes due Dec. 5, 2019 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QM85

• 0% Buffered Accelerated Return Equity Securities due June 4, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLQ6

• 0% absolute return digital barrier securities due Dec. 3, 2020 linked to the lowest performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLR4

• 0% digital plus barrier notes due Dec. 3, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QM93

• 0% absolute return digital barrier securities due Dec. 3, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLP8

• Contingent coupon autocallable yield notes due March 5, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QLW3

• Contingent coupon callable yield notes due Dec. 5, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QM85

• Contingent coupon callable yield notes due Dec. 5, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QMA0

• 0% accelerated barrier notes due Dec. 3, 2021 linked to the SPDR S&P Biotech exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22548QNE1

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

• 0% Accelerated Return Notes due January 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

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

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

• Contingent coupon Buffered Accelerated Return Equity Securities due Jan. 14, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 9; Cusip: 22548QNT8

• 0% buffered accelerated return equity securities due July 5, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22548QNW1

• 0% digital plus barrier notes due Jan. 5, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22548QP33

• 0% absolute return digital barrier securities due Jan. 4, 2022 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22548QP82

CREDIT SUISSE AG, NASSAU BRANCH

• Callable step-up securities due Nov. 29, 2021; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QNQ4

• Callable step-up securities due Nov. 29, 2023; via Credit Suisse Securities (USA) LLC; pricing Nov. 23; Cusip: 22548QNR2

GOLDMAN SACHS BANK USA

• Variable-coupon basket-linked certificates of deposit due Nov. 29, 2021 linked to a basket of Altria Group, Inc., Apple, Inc., AT&T, Inc., Medtronic plc, Pfizer, Inc., QUALCOMM Inc., Home Depot, Inc., UnitedHealth Group Inc., Verizon Communications, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148DPJ7

• Variable-coupon basket-linked certificates of deposit due Nov. 29, 2023 linked to a basket of Altria Group, Inc., Apple, Inc., AT&T, Inc., Medtronic plc, Pfizer, Inc., QUALCOMM Inc., Home Depot, Inc., UnitedHealth Group Inc., Verizon Communications, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148DPG3

• Variable-coupon basket-linked certificates of deposit due Nov. 29, 2023 linked to a basket of Altria Group, Inc., Apple, Inc., AT&T, Inc., Medtronic plc, Pfizer, Inc., QUALCOMM Inc., Home Depot, Inc., UnitedHealth Group Inc., Verizon Communications, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148DPK4

• Variable-coupon basket-linked certificates of deposit due Nov. 27, 2026 linked to a basket of Altria Group, Inc., Apple, Inc., AT&T, Inc., Medtronic plc, Pfizer, Inc., QUALCOMM Inc., Home Depot, Inc., UnitedHealth Group Inc., Verizon Communications, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 38148DPH1

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due November 2021; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148TP60

• Callable step-up fixed-rate notes due November 2023; via Goldman Sachs & Co. and Incapital LLC; Cusip: 38148TPD5

• Callable step-up fixed-rate notes due November 2026; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148TP78

• Callable step-up fixed-rate notes due November 2036; via Goldman Sachs & Co. and Incapital LLC; Cusip: 38148TPC7

GS FINANCE CORP.

• 0% autocallable notes due Nov. 29, 2019 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 23; Cusip: 40054KN36

• 0% leveraged notes due Dec. 1, 2022 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KNM4

• Callable monthly range accrual notes due Nov. 30, 2026 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KND4

• Autocallable contingent coupon index-linked notes due Dec. 2, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KPW0

• Autocallable contingent coupon notes due June 5, 2018 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KNG7

• Callable contingent coupon notes due Nov. 30, 2020 linked to the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KP59

• Callable contingent coupon notes due Nov. 30, 2026 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KNJ1

• Autocallable contingent coupon notes due Dec. 7, 2026 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KP26

• Callable CMS spread and index-linked range accrual notes due Nov. 30, 2031 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KP75

• 0% buffered index-linked notes due Dec. 2, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KPM2

• 0% notes due Dec. 1, 2022 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KNP7

• Callable monthly range accrual notes due Nov. 30, 2031 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 40054KNZ5

• 0% trigger autocallable contingent yield notes due Dec. 3, 2026 linked to the S&P 500 index and the Euro Stoxx 50 index; 50% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 36251U277

• 0% trigger gears due Nov. 30, 2026 linked to the Solactive Eurozone 50 Equal Weight 5% AR index; 70% trigger; via Goldman Sachs & Co.; pricing Nov. 28; Cusip: 36251U178

• Autocallable contingent coupon index-linked notes due March 5, 2018 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 29; Cusip: 40054KPQ3

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 30; Cusip: 36251U194

• 0% leveraged buffered notes due Dec. 3, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 30; Cusip: 40054KPV2

• 0% Performance Leveraged Upside Securities due March 5, 2018 linked to the S&P 500 index; via Goldman Sachs & Co. and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 36251U269

• 24-month 0% leveraged buffered notes linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip: 40054KNA0

• Five-year 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; Cusip: 40054KPJ9

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

• 42-month 0% leveraged buffered digital notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40054KPK6

• Callable contingent coupon notes due Nov. 26, 2021 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40054KNQ5

• 26- to 29-month 0% leveraged notes linked to the S&P 500 index; via Goldman Sachs & Co.

HSBC USA INC.

• 0% barrier enhanced participation notes due May 29, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 23; Cusip: 40433UZQ2

• Income plus notes due Nov. 30, 2023 linked to basket of common stocks of Apple Inc., International Business Machines Corp., Eli Lilly & Co., Altria Group, Inc. and Verizon Communications, Inc.; via HSBC Securities (USA) Inc.; pricing Nov. 25; Cusip: 40433UYK6

• Contingent income autocallable securities due May 31, 2017 linked to Netflix Inc. shares; 75% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Nov. 25; Cusip: 40435B254

• 0% trigger step securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Nov. 28; Cusip: 40435C302

• 0% trigger gears due Nov. 30, 2021 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC Securities (USA) LLC; pricing Nov. 28; Cusip: 40435B387

• 0% allocation securities due Nov. 30, 2021 linked to a basket of the SPDR S&P 500 exchange-traded fund, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Nov. 28; Cusip: 40435B379

• Callable step-up notes due Dec. 2, 2019; via HSBC Securities (USA) Inc.; pricing Nov. 29; Cusip: 40433UZF6

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the Euro Stoxx 50 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40435B361

• 0% trigger jump securities due Dec. 4, 2019 linked to the iShares Nasdaq Biotechnology exchange-traded fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40435C401

• Contingent income securities due Dec. 3, 2026 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 40433UA30

• 0% market-linked step-up notes due November 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

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

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

• 0% Leveraged Index Return Notes due November 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% market-linked step-up notes due November 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% Strategic Accelerated Redemption Securities due November 2022 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

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

• Autocallable market-linked step-up notes due November 2022 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• 0% Capped Leveraged Index Return notes due November 2018 linked to the S&P 500 index and the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• Contingent coupon buffered securities with trigger upside participation and downside participation due Aug. 31, 2021 linked to the S&P 500 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 9; Cusip: 40433UZE9

• 18- to 21-month 0% leveraged capped notes linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip: 40433UXH4

JEFFERIES GROUP LLC

• Step-up callable notes due Nov. 29, 2028; via Jefferies LLC; settling Nov. 29; Cusip: 47233JAF5

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% digital notes due Dec. 5, 2018 linked to the iShares U.S. Real Estate exchange-traded fund; via J.P. Morgan Securities LLC; pricing Nov. 23; Cusip: 46646QAG0

• Callable range accrual notes due Nov. 28, 2031 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 23; Cusip: 46646E5E8

• 0% capped trigger gears due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48128P753

• 0% trigger absolute return step securities due Nov. 30, 2021 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48128P746

• Buffered callable range accrual notes due May 31, 2024 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 46646E5T5

• 0% trigger step securities due Nov. 30, 2020 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Nov. 28; Cusip: 48128P761

• Trigger autocallable contingent yield notes due Dec. 4, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48128P696

• Autocallable contingent interest notes due Nov. 30, 2026 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 46646E5H1

• 0% trigger jump securities due Dec. 5, 2018 linked to the class A common stock of Facebook, Inc.; 80% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Nov. 30; Cusip: 48128P647

• Contingent income autocallable securities due Dec. 5, 2018 linked to the worst performing of the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index; 75% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Nov. 30; Cusip: 46646QAV7

• 0% Performance Leveraged Upside Securities due March 5, 2018 linked to the Russell 2000 index; via J.P. Morgan Securities LLC with distribution through Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 48128P639

• Callable step-up fixed-rate notes due Dec. 16, 2031; via J.P. Morgan Securities LLC; pricing Dec. 13; Cusip: 48128GG20

MORGAN STANLEY

• 0% capped buffered gears due Nov. 30, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 28; Cusip: 61766A566

• 0% trigger gears due Nov. 30, 2021 linked to the S&P 500 index; 75% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 28; Cusip: 61766F409

• 0% trigger gears due Nov. 30, 2021 linked to the S&P 500 index; 75% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 28; Cusip: 61766F417

• 0% trigger gears due Nov. 30, 2026 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 28; Cusip: 61766F391

MORGAN STANLEY FINANCE LLC

• 0% accelerated return securities due May 29, 2020 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 23; Cusip: 61768CBG1

• 0% autocallable securities due Nov. 29, 2019 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Nov. 23; Cusip: 61768CBH9

• 0% enhanced buffered jump securities due May 29, 2020 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Nov. 23; Cusip: 61768CBQ9

• Contingent income securities due Nov. 28, 2031 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 23; Cusip: 61768CBK2

• 0% trigger Performance Leveraged Upside Securities due Nov. 29, 2021 linked to the S&P 500 index via Morgan Stanley & Co. LLC; pricing Nov. 23; Cusip: 61768CBS5

• 0% buffered jump securities due Nov. 30, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 28; Cusip: 61768CBV8

• 0% trigger absolute return step securities due Nov. 30, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 28; Cusip: 61766F441

• 0% trigger absolute return step securities due Nov. 30, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 28; Cusip: 61766F425

• Fixed-to-floating rate notes due Nov. 29, 2026 linked to Libor; via Morgan Stanley & Co. LLC; settlement Nov. 29

• Leveraged CMS curve securities due Nov. 29, 2036 linked to the spread of the 30-year ICE swap rate over the two-year ICE swap rate and the worse performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; settling Nov. 29; Cusip: 61766YAV3

• 0% autocallable securities due Dec. 5, 2018 linked to the Energy Select Sector SPDR Fund; via Morgan Stanley & Co. LLC and Wells Fargo Securities LLC; pricing Nov. 30; Cusip: 61761JZ44

• 0% buffered Performance Leveraged Upside Securities due June 5, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F557

• 0% buffered Performance Leveraged Upside Securities due Dec. 3, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F482

• 0% trigger Performance Leveraged Upside Securities due Dec. 5, 2022 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F474

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F508

• 0% buffered Performance Leveraged Upside Securities due June 5, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F565

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 3, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F516

• 0% market-linked notes due June 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61766F466

• 24- to 27-month 0% capped leveraged buffered notes linked to the Euro Stoxx, FTSE 100, Tokyo Stock Price, Swiss Market and S&P/ASX 200 indexes; via Morgan Stanley; Cusip: 61768CBY2

ROYAL BANK OF CANADA

• Contingent income autocallable securities due Nov. 30, 2017 linked to American Airlines Group Inc. shares; 70% trigger; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management; pricing Nov. 25; Cusip: 78014C848

• Contingent income autocallable securities due May 31, 2017 linked to Marathon Oil Corp. shares; 65% trigger; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management; pricing Nov. 25; Cusip: 78014C830

• 0% absolute return notes due March 4, 2021 linked to the Dow Jones industrial average; 70% trigger; via RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78012KVH7

• 0% capped gears due Jan. 31, 2018 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc.; pricing Nov. 28; Cusip: 78014C673

• 0% autocallable contingent coupon barrier notes due June 1, 2018 linked to the lesser performing of the Energy Select Sector SPDR fund and the Financial Select Sector SPDR fund; via RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78012KVX2

• 0% capped gears due Jan. 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78014C681

• Direct investment notes due Dec. 8, 2017 linked to the November 2016 RBC Capital Markets U.S. Equity Top Picks List; via RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78012KVJ3

• Contingent coupon barrier notes due Dec. 1, 2022 linked to the S&P 500 index; 65% trigger; via RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78012KVY0

• 0% barrier booster notes due Dec. 1, 2022 linked to the S&P 500 index; 70% trigger; via RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78012KVG9

• 0% buffered enhanced return notes due Dec. 1, 2022 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Nov. 28; Cusip: 78012KVF1

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 6, 2021 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Nov. 30; Cusip: 78012KVL8

• 7.5% STEP Income Securities due November 2017 linked to the common stock of Amazon.com, Inc.; via BofA Merrill Lynch; pricing in November

• 7.5% STEP Income Securities due November 2017 linked to Apple Inc. shares; via BofA Merrill Lynch; pricing in November

• 8% STEP Income Securities due December 2017 linked to the common stock of Intel Corp.; via BofA Merrill Lynch; pricing in November

• 0% direct investment notes due Jan. 9, 2018 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 5; Cusip: 78012KVM6

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due January 2018 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in November

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

TORONTO-DOMINION BANK

• Callable step-up notes due Nov. 28, 2021; via TD Securities (USA) LLC and Barclays; pricing Nov. 23; Cusip: 89114QYD4

• 0% market linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 1, 2021 linked to a basket of SPDR S&P 500 ETF trust with a 50% weight, the iShares Russell 2000 ETF with a 15% weight, the iShares MSCI EAFE ETF with a 15% weight, the iShares MSCI Emerging Markets ETF with a 10% weight, the PowerShares DB Commodity Index Tracking fund with a 5% weight and the Vanguard REIT ETF with a 5% weight; via TD Securities (USA) LLC and Wells Fargo Securities, LLC; pricing Nov. 28; Cusip; 89114QYH5

• 0% leveraged capped buffered basket-linked notes linked to ABB Ltd., Alarm.com Holdings, Inc., Ametek Inc., America Movil SAB de CV, Acuity Brands, Inc., CommScope Holding Co., Inc., Cubic Corp., Amdocs Ltd., Comfort Systems USA, Inc., FLIR Systems, Inc., Flowserve Corp., Honeywell International Inc., Hubbell Inc., iRobot Corp., Itron, Inc., Lear Corp., Logitech International SA, Marvell Technology Group Ltd., Mueller Water Products, Inc., MaxLinear, Inc., NetGear, Inc., Koninklijke Philips NV, Pentair plc, Roper Technologies, Inc., Silicon Laboratories Inc., STMicroelectronics NV, TE Connectivity Ltd., Toro Co., Watts Water Technologies, Inc. and Xylem Inc.; via TD Securities (USA) LLC; Cusip: 89114QYL6

• 0- to 33-month 0% buffered digital notes linked to the MSCI EAFE index; via TD Securities (USA) LLC and Goldman Sachs & Co.; Cusip: 89114QYN2

• 24- to 27-month 0% leveraged capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC and Goldman Sachs & Co.; Cusip: 89114QYM4

UBS AG, LONDON BRANCH

• 6.5% airbag autocallable yield notes due Nov. 28, 2017 linked to CVS Health Corp. stock; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 23; Cusip: 90280M103

• 0% trigger autocallable contingent yield notes due Dec. 4, 2019 linked to the Nasdaq-100 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90275Y849

• 0% step down trigger autocallable notes due Nov. 30, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90280M111

• 0% trigger autocallable contingent yield notes due Dec. 4, 2019 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90275Y831

WELLS FARGO & CO.

• Market-linked securities due Nov. 30, 2026 – callable with contingent coupon and contingent downside linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing Nov. 28; Cusip: 94986RZ87

• Market-linked securities due Dec. 3, 2031 – callable with contingent coupon and contingent downside linked to the S&P 500 index; 50% trigger; via Wells Fargo Securities LLC; pricing Nov. 28; Cusip: 94986R2H3

• Market-linked securities – autocallable with contingent coupon and contingent downside due Nov. 30, 2026 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Wells Fargo Securities LLC; pricing Nov. 28; Cusip: 94986RZ95

• Market-linked securities due Nov. 30, 2026 – callable with contingent coupon and contingent downside linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Wells Fargo Securities LLC; pricing Nov. 28; Cusip: 94986R2A8

• Capped fixed-to-floating notes due Dec. 2, 2026; via Wells Fargo Securities, LLC; pricing Nov. 29; Cusip: 94986R2G5

• 0% market-linked autocallable securities with fixed percentage buffered downside due Dec. 7, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Nov. 30; Cusip: 94986R2C4

• Market-linked securities due Dec. 7, 2018 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing Nov. 30; Cusip: 94986R2E0

• Market-linked securities due Dec. 7, 2018 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing Nov. 30; Cusip: 94986R2D2

• Step-up callable notes due Dec. 15, 2036; via Wells Fargo Securities LLC; pricing Dec. 9; Cusip: 94986R2R1

• 21- to 24-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the MSCI EAFE index; via Wells Fargo Securities LLC; Cusip: 94986R2P5

• 24- to 27-month 0% enhanced return securities with upside participation and one-to-one downside exposure tied to the MSCI EAFE index; via Wells Fargo Securities LLC; Cusip: 98986RY70

• 18- to 21-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; Cusip: 94986R2Q3

• 18- to 21-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; Cusip: 94986R2L4

• 24- to 27-month 0% digital securities with buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; Cusip: 94986R2M2

• 54- to 57-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; Cusip: 94986R2N0

WELLS FARGO BANK, NA

• Variable annual interest certificates of deposit due Nov. 29, 2023 linked to stocks of Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc. and Nike, Inc.; via Incapital LLC; pricing Nov. 23; Cusip: 94986TF77

• Variable annual interest certificates of deposit due Nov. 29, 2023 linked to stocks of Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Caterpillar Inc., Cisco Systems, Inc., Coca-Cola Co., Merck & Co., Inc., Nike, Inc., Procter & Gamble Co. and Starbucks Corp.; via Incapital LLC; pricing Nov. 23; Cusip: 94986TG27

• 0% certificates of deposit due Nov. 30, 2023 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Incapital LLC; pricing Nov. 23; Cusip: 94986TF85

• Certificates of deposit due Nov. 30, 2023 linked to the S&P 500 index; via Incapital LLC; pricing Nov. 23; Cusip: 94986TF69


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