E-mail us: service@prospectnews.com Or call: 212 374 2800
Bank Loans - CLOs - Convertibles - Distressed Debt - Emerging Markets
Green Finance - High Yield - Investment Grade - Liability Management
Preferreds - Private Placements - Structured Products
 
Published on 4/11/2017 in the Prospect News Structured Products Daily.

Structured Products Calendar

BARCLAYS BANK PLC

• Contingent income callable securities due Oct. 17, 2019 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Barclays and Morgan Stanley Wealth Management; pricing April 13; Cusip: 06741VRT1

• 0% trigger autocallable notes due April 22, 2019 linked to the iShares Russell 2000 exchange-traded fund; via UBS Financial Services Inc. and Barclays; pricing April 13; Cusip: 06746J658

• Buffered Performance Leveraged Upside Securities due Nov. 5, 2019 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management; pricing April 13; Cusip: 06746J880

• 0% SuperTrack notes due April 22, 2020 linked to the S&P 500 index; via Barclays; pricing April 17; Cusip: 06741VRU8

• 0% buffered SuperTrack notes due April 28, 2022 linked to the Dow Jones industrial average; via Barclays; pricing April 25; Cusip: 06741VR38

• 0% buffered digital notes due Oct. 28, 2020 linked to the S&P 500 index; via Barclays; pricing April 25; Cusip: 06741VR20

• Phoenix autocallable notes due May 3, 2027 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing April 28; Cusip: 06741VRR5

BOFA FINANCE LLC

• 0% Leveraged Index Return Notes due April 2022 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in April

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Accelerated Return Notes due June 2018 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in April

• 0% capped Leveraged Index Return Notes due April 2019 tied to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% capped Leveraged Index Return Notes due June 2018 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in April

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable step-up coupon notes due April 20, 2032; via Citigroup Global Markets Inc.; pricing April 17; Cusip: 17290JCA7

• 0% buffered digital notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17324CGM2

CREDIT SUISSE AG, LONDON BRANCH

• 0% Performance Leveraged Upside Securities due Aug. 3, 2018 linked to the iShares China Large-Cap exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 13; Cusip: 22549A679

• 15.75% autocallable yield notes due April 18, 2018 linked to the common stocks of lululemon athletica inc., L Brands, Inc. and Kohl’s Corp.; via Credit Suisse Securities (USA) LLC; pricing April 13; Cusip: 22549JFZ8

• Contingent coupon autocallable yield notes due April 18, 2018 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund and the VanEck Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 13; Cusip: 22548QZQ1

GS FINANCE CORP.

• 0% autocallable notes due May 3, 2024 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing April 19; Cusip: 40054L6N9

• 0% notes due April 25, 2024 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing April 20; Cusip: 40054L4C5

• 0% notes due April 28, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing April 21; Cusip: 40054L3Y8

• 0% notes due April 28, 2023 linked to the S&P 500 index; 70% trigger; via Goldman, Sachs & Co.; pricing April 21; Cusip: 40054L4A9

• Callable contingent coupon index-linked notes due April 28, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Goldman, Sachs & Co.; pricing April 21; Cusip: 40054L3Z5

• 0% leveraged buffered notes due Oct. 30, 2019 linked to the Russell 2000 index; via Goldman, Sachs & Co.; Goldman Sachs Group, Inc.; pricing April 25; Cusip: 40054L4K7

• 0% leveraged buffered notes due Oct. 30, 2019 months linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing April 25; Cusip: 40054L4J0

• 0% buffered notes due April 28, 2022 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing April 25; Cusip: 40054L4H4

• 0% 24- to 27-month leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 0% digital notes due in 24 to 27 months linked to the Russell 2000 index; via Goldman, Sachs & Co.

• 0% digital notes due in 24 to 27 months linked to the S&P 500 index; via Goldman, Sachs & Co.

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due April 22, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 18; Cusip: 40433U3L8

• Income plus notes due April 26, 2024 linked to Bristol-Myers Squibb Co., General Motors Co., HP Inc., Altria Group, Inc. and AT&T Inc.; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2B1

• 0% buffered Accelerated Market Participation Securities due April 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2N5

• 0% buffered Accelerated Market Participation Securities due Oct. 31, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2S4

• 0% leveraged buffered uncapped market participation securities due April 29, 2022 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2G0

• 0% buffered Accelerated Market Participation Securities due April 30, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2P0

• 0% buffered Accelerated Market Participation Securities due April 30, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2M7

• 0% buffered Accelerated Market Participation Securities due Oct. 31, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2R6

• 0% buffered digital notes due Oct. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2F2

• 0% buffered market participation securities due July 31, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2W5

• 0% buffered Accelerated Market Participation Securities due April 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2L9

• 0% buffered Accelerated Market Participation Securities due Oct. 31, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2Q8

• 0% buffered uncapped market participation securities due April 29, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2H8

• 0% buffered uncapped market participation securities due April 30, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2H8

• 0% leveraged buffered uncapped market participation securities due April 30, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2K1

• 0% autocallable barrier notes with contingent return due April 30, 2018 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2T2

• 6.84% autocallable yield notes due July 31, 2018 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2X3

• 0% autocallable barrier notes with contingent return due July 31, 2018 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2U9

• 5.64% autocallable yield notes due Oct. 31, 2018 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2V7

• 0% digital dual directional barrier securities due April 29, 2022 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2D7

• 0% digital dual directional barrier securities due April 29, 2022 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40433U2E5

JEFFERIES GROUP LLC/JEFFERIES GROUP CAPITAL FINANCE INC.

• Fixed-to-floating-rate notes due April 28, 2033 linked to the leveraged difference between the 10-year and two-year Constant Maturity Swap rates; via Jefferies LLC; pricing April 28; Cusip: 47233JAL2

JPMORGAN CHASE FINANCIAL CO. LLC

• 9% autocallable yield notes due July 18, 2018 linked to Dick’s Sporting Goods, Inc. stock; 65% trigger; via J.P. Morgan Securities LLC; pricing April 13; Cusip: 46646QZ65

• Autocallable contingent interest notes due April 16, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 13; Cusip: 46646QW27

• Autocallable contingent interest notes due July 18, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 13; Cusip: 46646Q3Y9

• Autocallable contingent interest notes due July 18, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 13; Cusip: 46646Q4E2

• Autocallable contingent interest notes due Oct. 18, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 13; Cusip: 46646Q4F9

• 0% dual directional contingent buffered return enhanced notes due April 19, 2022 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing April 13; Cusip: 46646QW35

• Autocallable contingent interest notes due April 21, 2020 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 46646Q4S1

• 0% contingent buffered digital notes due April 28, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 21; Cusip: 46646Q5G6

• Autocallable contingent interest notes due July 31, 2018 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q4C6

• Autocallable contingent interest notes due April 30, 2027 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q4G7

• Contingent coupon callable yield notes due May 4, 2020 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the FTSE 100 index; 65% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646QPT6

• 0% capped buffered return enhanced notes due Oct. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q3B9

• 0% capped buffered return enhanced notes due Oct. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q3C7

• 0% uncapped buffered return enhanced notes due May 5, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q3A1

• 0% uncapped buffered return enhanced notes due May 5, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q2U8

• Autocallable contingent interest notes due July 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q3Z6

• Autocallable contingent interest notes due Oct. 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q4A0

• Autocallable contingent interest notes due Oct. 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q4D4

• Autocallable contingent interest notes due April 30, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q4B8

• Autocallable contingent interest notes due April 30, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646QPR0

• Autocallable contingent interest notes due April 29, 2027 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 26; Cusip: 46646QQE8

• Autocallable contingent interest notes due Aug. 2, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q3S2

• Autocallable contingent interest notes due Aug. 2, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q3U7

• Autocallable contingent interest notes due Aug. 2, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q3R4

• Autocallable contingent interest notes due May 1, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q3V5

• 0% dual directional contingent buffered return enhanced notes due April 30, 2021 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q2K0

• 0% dual directional contingent buffered return enhanced notes due April 30, 2021 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q2M6

• 0% dual directional contingent buffered return enhanced notes due April 29, 2022 linked to the S&P 500 index and the Russell 2000 index; 64% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46646Q2N4

• Autocallable contingent interest notes due May 3, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 28; Cusip: 46646Q3W3

MORGAN STANLEY FINANCE LLC

• 0% bearish capped gears due April 17, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 12; Cusip: 61766W220

• 0% autocallable securities due April 16, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 13; Cusip: 61766V883

• Contingent income autocallable securities due April 28, 2032 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61768CHA8

• Contingent income securities due April 28, 2032 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61768CGV3

• 24- to 27-month 0% digital notes linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; Cusip: 61768CGS0

• 21- to 24-month 0% buffered digital notes linked to the Russell 2000 index; via Morgan Stanley & Co. LLC

• 23- to 26-month 0% capped leveraged notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768CGP6

ROYAL BANK OF CANADA

• 0% securities due July 17, 2018 linked to the SPDR S&P 500 ETF, the iShares MSCI EAFE ETF, the iShares Russell 2000 ETF and the iShares MSCI Emerging Markets ETF; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78014E612

• 0% barrier absolute return notes due July 29, 2022 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 26; Cusip: 78012KH67

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due May 3, 2022 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing April 28; Cusip: 78012KG84

• 0% 18- to 21-month leveraged buffered notes linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip: 78012KAG4

• 24- to 27-month leveraged buffered notes due 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78012KJ57

UBS AG, LONDON BRANCH

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KJM2


© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.