Structured Products Calendar

BANK OF AMERICA CORP.

• Floating-rate notes due April 6, 2023 linked to the Consumer Price Index 5; via BofA Merrill Lynch; pricing April 4; Cusip: 06048WWG1

• Step-up callable notes due April 25, 2025; via BofA Merrill Lynch; pricing April 23; Cusip: 06048WWD8

• Step-up callable notes due April 27, 2033; via BofA Merrill Lynch; pricing April 24; Cusip: 06048WWE6

• Step-up callable notes due April 27, 2028; via BofA Merrill Lynch; pricing April 25; Cusip: 06048WWC0

BANK OF MONTREAL

• 0% contingent risk absolute return notes with digital upside due Oct. 30, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing April 25; Cusip 06367T4M9

• 0% contingent risk absolute return notes with digital upside due Oct. 30, 2020 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing April 25; Cusip 06367T4L1

BANK OF NOVA SCOTIA

• 0% market-linked securities – leveraged upside participation and contingent downside due May 4, 2020 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities, LLC; pricing April 27; Cusip 064159LC8

• 0% autocallable market-linked step-up notes due April 2024 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

BARCLAYS BANK PLC

• 7.5% callable contingent coupon notes due April 11, 2023 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing April 6; Cusip 06746X3M3

• Phoenix autocallable notes due April 15, 2021 linked to the least performing of the common stocks of Raymond James Financial, Inc., Applied Materials, Inc. and Carmax, Inc.; via Barclays; pricing April 12; Cusip 06746X3E1

• Floating-rate notes due April 12, 2028 linked to the Consumer Price Index; via Barclays; settlement April 12; Cusip: 06746X2S1

• Fixed- to floating-rate notes due April 20, 2023 linked to the 10-year U.S. dollar ICE swap rate; via Barclays; settlement April 20; Cusip: 06746X2T9

• Step-up fixed-rate callable notes due Oct. 23, 2025; via Barclays; settlement April 23; Cusip: 06746X5Q2

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Fixed- to floating-rate notes due April 18, 2023 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing April 16; Cusip: 17324CTV8

• 0% market-linked notes due April 23, 2021 linked to S&P 500 index, Euro Stoxx 50 index and iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc.; pricing April 20; Cusip: 17324CTE6

• 0% barrier securities due April 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing in April; Cusip 17324CTQ9

CREDIT SUISSE AG

• Callable step-up securities due April 30, 2023; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22550WNN3

CREDIT SUISSE AG, LONDON BRANCH

• 7.5% contingent coupon callable yield notes due April 5, 2023 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 2; Cusip 22550WMD6

• 8.8% autocallable reverse convertible securities due July 10, 2019 linked to the common stock of Bank of America Corp.; via Credit Suisse Securities (USA) LLC; pricing April 5; Cusip 22549JA59

• 0% digital barrier notes due Oct. 28, 2019 linked to the lowest performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 20; Cusip 22550WNE3

• 0% absolute return barrier securities due April 27, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 20; Cusip 22550WNK9

• 7.15% to 8.15% contingent coupon callable yield notes due April 27, 2021 linked to the lowest performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 20; Cusip 22550WN86

• 9% to 10% contingent coupon callable yield notes due April 27, 2021 linked to the lowest performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 20; Cusip 22550WNB9

• 0% digital buffered notes due Oct. 28, 2021 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip 22550WMN4

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger return enhanced securities due May 3, 2023 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via Deutsche Bank Securities Inc.; pricing April 30; Cusip 25155MKQ3

GS FINANCE CORP.

• 0% leveraged buffered notes due April 7, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing April 2; Cusip: 40055AP43

• 0% leveraged buffered notes due April 7, 2022 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 2; Cusip: 40055AP35

• 0% autocallable notes due April 28, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing April 12; Cusip 40055ATK3

• Fixed-coupon autocallable notes due July 22, 2019 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing April 12; Cusip 40055ATP2

• 0% trigger jump securities due May 6, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing April 13; Cusip 36254G366

• 0% buffered Performance Leveraged Upside Securities due Nov. 4, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing April 13; Cusip 36254G374

• 8% contingent income callable securities due April 18, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing April 13; Cusip 40055AUN5

• 0% autocallable index-linked notes due May 9, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman, Sachs & Co.; pricing April 25; Cusip 40055AUD7

• 0% autocallable index-linked notes due May 9, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman, Sachs & Co.; pricing April 25; Cusip 40055AUC9

• Callable contingent coupon underlier-linked notes due in 48 months linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip 40055ATQ0

HSBC USA, INC.

• Callable step-up rate notes due April 11, 2023; via HSBC Securities (USA) Inc.; pricing April 6; Cusip: 40435FXX0

• Autocallable barrier notes with contingent return and step-down call threshold feature due May 16, 2022 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 20; Cusip 40435FWY9

• Autocallable barrier notes with contingent return and step-down call threshold feature due May 16, 2022 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 20; Cusip 40435FWX1

• 0% leveraged performance notes due May 1, 2023 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing April 25; Cusip 40435FXS1

• Autocallable barrier notes with contingent return due April 28, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip 40435FYJ0

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% review notes due April 10, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC; pricing April 4; Cusip: 48129MFF8

• Autocallable contingent interest notes due April 24, 2019 linked to Facebook, Inc. class A common shares; via J.P. Morgan Securities LLC; pricing April 6; Cusip: 48129MLG9

• 0% capped buffered return enhanced notes due April 9, 2020 linked to a basket made up of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 6; Cusip: 48129MDV5

• 7% to 9% autocallable contingent interest notes due April 30, 2020 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 48129MJS6

MORGAN STANLEY FINANCE LLC

• 0% buffered Performance Leveraged Upside Securities due April 28, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip 61768CP76

• 0% trigger Performance Leveraged Upside Securities due April 28, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip 61768CP27

• 0% enhanced buffered jump securities due April 29, 2021 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip 61768CP84

ROYAL BANK OF CANADA

• Phoenix autocallable notes with memory coupon due April 24, 2019 linked to Alphabet Inc.; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing April 6; Cusip: 78013XKW7

• Autocallable contingent coupon barrier notes due April 16, 2021 linked to the least performing of the stocks of Walt Disney Co. and Netflix Inc.; via RBC Capital Markets, LLC; pricing April 13; Cusip 78013XKJ6

TORONTO-DOMINION BANK

• Callable step-up notes due April 20, 2023; via TD Securities (USA) LLC; pricing April 17; Cusip: 89114QMA3

• Callable step-up notes due April 30, 2021; via TD Securities (USA) LLC; pricing April 25; Cusip: 89114QME5

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