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Prospect News home > News index > List of issuers Calendar > Headlines for 2018 > News item

Published on 8/20/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Aug. 28, 2023; via BofA Merrill Lynch; settlement on Aug. 28; Cusip: 06048WXF2

BANK OF MONTREAL

• Redeemable step-up coupon notes due Aug. 27, 2021; via BMO Capital Markets Corp.; pricing Aug. 23; Cusip: 06367WBC6

• Autocallable barrier notes with contingent coupon due Nov. 29, 2019 linked to a basket of Alphabet Inc., Amazon.com, Inc., Apple Inc., Facebook, Inc., Netflix Inc., Nvidia Corp., Tesla Inc. and Twitter, Inc. common stocks; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAS2

• Buffered notes with contingent interest payments due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAU7

• Autocallable cash-settled notes with conditional interest payments due Aug. 30, 2019 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAR4

• 0% equity-linked index notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Total Return index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAY9

• 0% equity-linked index notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Total Return index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAZ6

• 0% buffered bullish enhanced return notes due Feb. 28, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAT0

• Autocallable barrier notes with contingent coupons due Nov. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAL7

• Autocallable barrier notes with contingent coupons due Nov. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAN3

• Autocallable barrier notes with contingent coupons due July 30, 2021 linked to the VanEck Vectors Gold Miners ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAP8

• Autocallable cash-settled notes with conditional interest payments due Aug. 31, 2021 linked to the lesser performing of the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund and the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06367WAH6

BANK OF NOVA SCOTIA

• 0% Accelerated Return Notes due October 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August

• 0% capped buffered enhanced participation notes due in 23 to 26 months linked to the iShares MSCI Emerging Markets exchange-traded fund; via Scotia Capital (USA) Inc.; Cusip: 064159LW4

• 0% digital notes due in 23 to 26 months linked to the S&P 500 index; via Scotia Capital (USA) Inc.; Cusip: 064159LZ7

• 0% absolute return trigger notes due in 23 to 26 months linked to the S&P 500 index; via Scotia Capital (USA) Inc. with Goldman Sachs & Co. as dealer; Cusip: 064159MB9

BARCLAYS BANK PLC

• Fixed-to-floating notes due Aug. 21, 2020 tied to Libor; via Barclays; settlement on Aug. 21; Cusip: 06746XMS9

• Step-up fixed-rate callable notes due Aug. 24, 2023; via Barclays; settlement on Aug. 24; Cusip: 06746XLW1

• Capital at-risk steepener notes due Aug. 31, 2021 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; pricing Aug. 24; Cusip: 06746XM59

• 0% notes due Feb. 26, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Aug. 24; Cusip: 06746XKF9

• 0% notes due Aug. 27, 2020 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Aug. 24; Cusip: 06746XKG7

• Floating-rate notes due Aug. 24, 2021 linked to the Consumer Price Index; via Barclays; settlement on Aug. 24; Cusip: 06746XMB6

• 0% annual autocallable notes due Aug. 29, 2022 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Aug. 24; Cusip: 06746XKE2

• Annual autocallable notes due Aug. 29, 2022 linked to the least performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production ETF; 70% trigger; via Barclays; pricing Aug. 24; Cusip: 06746XKD4

• Fixed- to floating-rate notes due Aug. 29, 2025 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; pricing Aug. 27; Cusip: 06746XKU6

• 0% buffered SuperTrack notes due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 28; Cusip: 06746XLM3

• Fixed- to floating-rate notes due Aug. 31, 2023 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 06746XM34

• Fixed- to floating-rate notes due Aug. Aug. 30, 2030 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; pricing Aug. 28; Cusip: 06746XKV4

• 0% capped trigger gears due Aug. 31, 2021 linked to the iShares Emerging Markets exchange-traded fund; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 06746T169.

• 0% buffered SuperTrack notes due Aug. 31, 2021 linked to the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF; via Barclays; pricing Aug. 28; Cusip: 06746XL43

• 9.35% to 10.35% autocallable notes due Sept. 1, 2021 linked to the least performing of the commons stocks of Netflix Inc., Amazon.com, Inc. and Apple Inc. and the class C common stock of Alphabet Inc.; via Barclays; pricing Aug. 28; Cusip: 06746XKW2

• Callable range accrual notes due March 4, 2026 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XLP6

• 0% buffered digital plus notes due Aug. 31, 2023 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XKR3

• 4.5% buffered notes due Aug. 31, 2023 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XKS1

• 4.75% buffered notes due Aug. 29, 2025 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XKT9

• Callable contingent coupon notes due Aug. 31, 2023 linked to the least performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLL5

• 0% dual directional notes due Aug. 31, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 75% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLC5

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XK93

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XKA0

• Callable contingent coupon notes due Aug. 31, 2023 linked to the least performing of the Russell 2000 index, S&P 500 index and the Nasdaq-100 index; 60% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLR2

• 0% buffered SuperTrack notes due Feb. 26, 2021 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKQ5

• 0% capped buffer gears due Feb. 28, 2020 linked to the S&P 500 index; 90% trigger; via Barclays; pricing Aug. 28; Cusip: 06746T144

• 0% buffered digital notes due Feb. 28, 2022 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKP7

• 0% trigger gears due Aug. 31, 2023 linked to the S&P 500 index; 60% trigger; via Barclays; pricing Aug. 28; Cusip: 06746T177

• 0% buffered digital notes due Aug. 31, 2020 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKN2

• 0% buffered digital notes due Feb. 28, 2022 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKP7

• 0% buffered SuperTrack notes due Aug. 31, 2023 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKL6

• 6% to 7% callable contingent coupon notes due Aug. 29, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XL92

• Buffered phoenix autocallable notes due March 4, 2026 linked to the lesser performing of the SPDR S&P Biotech ETF and the VanEck Vectors Gold Miners ETF; via Barclays; pricing Aug. 28; Cusip: 06746XLY7

• Buffered phoenix autocallable notes due March 4, 2026 linked to the lesser performing of the SPDR S&P Oil & Gas Exploration & Production ETF and the VanEck Vectors Gold Miners ETF; via Barclays; pricing Aug. 28; Cusip: 06746XLH4

• Phoenix autocallable notes due Nov. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 70% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLK7

• Phoenix autocallable notes due Aug. 30, 2019 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; 75% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XL27

• Trigger autocallable contingent yield notes due Aug. 31, 2023 linked to the least performing of the S&P 500 index and the MSCI Emerging Markets index; 70% trigger; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06746U604.

• Trigger autocallable contingent yield notes due Sept. 2, 2021 linked to the least performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06746U406

• 0% trigger gears due Oct. 31, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06746T151

• 0% notes due Aug. 31, 2021 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx Select Dividend 30 index; via Barclays; pricing Aug. 29; Cusip: 06746XM42

• 0% notes due March 4, 2020 linked to the lesser performing of the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06746XL68

• Contingent income autocallable securities due Sept. 6, 2023 linked to the least performing of the Financial Select Sector SPDR Fund, the Industrial Select Sector SPDR Fund and the Utilities Select Sector SPDR Fund; 75% trigger; via Barclays; pricing Aug. 31; Cusip: 06746U208

• 0% buffered SuperTrack notes due July 31, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06746XKK8

• 0% buffered Performance Leveraged Upside Securities due Sept. 3, 2020 linked to the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management as dealer; pricing Aug. 31; Cusip: 06746U307

• 0% notes due March 4, 2020 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06746XL68

• Callable contingent coupon notes due Sept. 6, 2023 linked to the least performing of the Russell 2000 index, S&P 500 index and the Nasdaq-100 index; 65% trigger; via Barclays; pricing Aug. 31; Cusip: 06746XLS0

• 0% buffered SuperTrack notes due Sept. 6, 2022 linked to the S&P 500 index; via Barclays; pricing Aug. 31; Cusip: 06746XKH5

• 0% market-linked notes with leveraged upside participation to a cap and fixed percentage buffered downside due Sept. 6, 2023 linked to the S&P 500 index; via Barclays; pricing Aug. 31; Cusip: 06746XLD3

• 0% Leveraged Index Return Notes due August 2020 linked to a basket of indexes; via BofA Merrill Lynch; pricing in August

• 0% Leveraged Index Return Notes due August 2020 linked to the Euro Stoxx 50 index, the FTSE 100 index, the Nikkei Stock Average index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; 70% trigger; via BofA Merrill Lynch; pricing in August

BOFA FINANCE LLC

• 0% market-linked step-up notes due August 2021 linked to a global equity index basket; via BofA Merrill Lynch; pricing in August

• 0% Leveraged Index Return Notes due August 2021 linked to Dow Jones industrial average, the Euro Stoxx 50 index, the FTSE 100 index, the Nikkei Stock Average index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; via BofA Merrill Lynch; pricing in August

• 0% capped leveraged index return notes due August 2020 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in August

• 0% leveraged buffered notes due in 22 to 25 months linked to the S&P 500 index; via BofA Merrill Lynch; Cusip: 09709TFS5

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% capped leveraged notes due Feb. 26, 2020 linked to the Raymond James Technology Top Selections consisting of the shares of Arrow Electronics, Inc., Alibaba Group Holding Ltd., salesforce.com, inc., Facebook, Inc., FLIR Systems, Inc., Instructure, Inc., Lumentum Holdings Inc., Mastercard Inc., Microchip Technology Inc., Monolithic Power Systems, Inc., Microsoft Corp., Motorola Solutions, Inc., Pandora Media, Inc., RingCentral, Inc., VMware, Inc. and Worldpay, Inc.; via CIBC World Markets Corp.; pricing Aug. 24; Cusip: 136069Q46

• 0% capped leveraged notes due Feb. 26, 2020 linked to the Raymond James Regional Bank Top Selections consisting of the shares of Chemical Financial Corp., F.N.B. Corp., First Horizon National Corp., Hancock Whitney Corp., Origin Bancorp, Inc., PacWest Bancorp, Preferred Bank, SVB Financial Group and Wintrust Financial Corp; via CIBC World Markets Corp.; pricing Aug. 24; Cusip: 136069P96

• Step-up callable notes due Aug. 30, 2022; via CIBC World Markets Corp.; pricing Aug. 27; Cusip: 13605WMB4

• 0% capped leveraged buffered notes due in 22 to 25 months linked to a basket of indexes; via CIBC World Markets Corp.; Cusip: 13605WMC2

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Autocallable contingent coupon equity-linked securities due Aug. 24, 2023 linked to the least performing of the Russell 2000 index, the MSCI Emerging Markets index and the Dow Jones industrial average; 60% trigger; via Citigroup Global Markets Inc.; pricing Aug. 21; Cusip: 17324CZM1

• 0% market-linked notes due Aug. 27, 2020 linked to the iStoxx Europe Economic Growth Select 50 index; via Citigroup Global Markets Inc.; pricing Aug. 24; Cusip: 17324CYP5

• 0% market-linked certificates of deposit due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17294XFZ4

• 0% market-linked certificates of deposit due Aug. 31, 2023 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17294XGA8

• Callable contingent coupon equity-linked securities due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 17324CZ66

• Autocallable contingent coupon equity linked securities due Sept. 3, 2019 linked to the lesser performing of the common stocks of Advanced Micro Devices, Inc., Netflix, Inc. and Qualcomm Inc.; 60% trigger; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CZC3

• Floating-rate notes due Aug. 31, 2028 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CZR0

• 0% buffered digital plus securities due Sept. 5, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CYL4

• 0% notes due Sept. 2, 2021 tied to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CYD2

• 0% dual directional buffer securities due Aug. 31, 2023 linked to the worse performing of the Invesco QQQ Trust, Series 1 and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CZS8

• 0% capped gears due Oct. 31, 2019 linked to the iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 17326X678

• Non-callable fixed- to floating-rate notes due Aug. 31, 2021 linked to Libor; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CYX8

• Autocallable contingent coupon equity linked securities due Sept. 2, 2021 linked to the lesser performing of the common stocks of Micron Technology, Inc., Netflix, Inc. and Nvidia Corp.; 55% trigger; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CZD1

• Callable barrier floating-rate range accrual securities due Aug. 31, 2028 linked to the worst performing of the Russell 2000 index, S&P 500 index and Euro Stoxx 50 index; 60% trigger; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CZA7

• 0% trigger absolute return securities due Aug. 31, 2023 linked to the Euro Stoxx 50 index; 70% trigger; via Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17326X728

• 0% trigger step securities due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17326X660

• 0% contingent absolute return market-linked notes due March 5, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17324CZN9

• 7% to 7.5% autocallable contingent coupon equity linked securities due Sept. 5, 2025 linked to the S&P 500 index and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 17324CZ90

• 0% trigger Performance Leveraged Upside Securities due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 17326X132

• 0% market-linked notes due Sept. 6, 2023 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 31; Cusip: 17324CYC4

• 13- to 15-month 0% buffered digital notes linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; Cusip: 17324CZ41

• 0% index-linked notes due in 17 to 20 months tied to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17324CXU5

• 0% notes due in 25 to 28 months linked to a basket of indexes; via Citigroup Global Markets Inc.; Cusip: 17324CXX9

• 0% absolute return trigger notes due in 23 to 26 months linked to the S&P 500 index; via Citigroup Global Markets Holdings Inc.; Cusip: 17324CZT6

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable yield notes due Feb. 26, 2024 linked to the worse performing of the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 21; Cusip: 22551L3Q1

• 0% absolute return buffered securities due Aug. 26, 2021 linked to the worse performing of the Energy Select Sector SPDR fund and the VanEck Vectors Oil Services exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 23; Cusip: 22551L4H0

• 0% absolute return buffered securities due Aug. 26, 2021 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 23; Cusip: 22551L4G2

• 0% digital plus barrier notes due Sept. 3, 2024 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2G4

• 0% digital barrier notes due Sept. 3, 2024 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2F6

• 0% digital barrier notes due March 2, 2020 linked to the lesser performing of the iShares MSCI Emerging Markets ETF and the Euro Stoxx Banks index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L3D0

• Contingent coupon callable yield notes due Aug. 29, 2023 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22550BWH2

• Contingent coupon callable yield notes due Aug. 31, 2021 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2Z2

• Contingent coupon autocallable yield notes due May 29, 2020 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L4J6

• 0% absolute return barrier securities due Aug. 31, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2D1

• 0% digital barrier notes due March 2, 2020 linked to the lowest performing of the SPDR S&P Oil & Gas Exploration & Production ETF and the VanEck Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L4X5

• 16.5% to 17.5% autocallable reverse convertible securities due Aug. 30, 2019 linked to the lowest performing of the American Depositary Shares of iQIYI, Inc. and the common stocks of First Solar, Inc., Netflix, Inc. and Tesla, Inc.; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22549JWG1

• 0% digital buffered notes due March 3, 2022 linked to the Russell 2000 index; via Incapital LLC; pricing Aug. 28; Cusip: 22551L3F5

• 0% digital buffered notes due March 3, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L3B4

• 0% accelerated barrier notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2N9

• 0% accelerated barrier notes due Sept. 2, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2B5

• 0% CS notes due March 4, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2R0

• 0% trigger gears due Aug. 31, 2028 linked to the S&P 500 index; 50% trigger; via UBS Financial Services Inc.; pricing Aug. 28; Cusip: 22549R136

• 0% trigger step securities due Aug. 31, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. as distributor; pricing Aug. 28; Cusip: 22549R151

• 0% capped gears due Oct. 31, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. as distributor; pricing Aug. 28; Cusip: 22549R128

• 0% accelerated barrier notes due Sept. 2, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2B5

• Contingent coupon autocallable yield notes due Aug. 31, 2020 linked to the worse performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22550BVY6

• 16.5% to 17.5% autocallable reverse convertible securities due Aug. 30, 2019 linked to the lowest performing of the common stocks of Weatherford International plc, Noble Corp. plc and U.S. Steel Corp.; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22549JWD8

• Market-linked securities due Aug. 29, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22551L3G3

• 0% absolute return digital barrier securities due Sept. 2, 2022 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22551L4R8

• 0% CS notes due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22551L2C3

• Contingent coupon callable yield notes due Sept. 7, 2021 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22551L2Q2

• Contingent coupon callable yield notes due Dec. 6, 2019 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22550BVT7

• 0% digital plus barrier securities due Sept. 6, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22551L2P4

• 0% buffered accelerated return equity securities due Oct. 3, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22550BWN9

• 0% Strategic Accelerated Redemption Securities due August 2024 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August

• 0% digital buffered notes due in 17 to 20 months linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUZ4

• Autocallable market-linked step-up notes due August 2021 linked to Euro Stoxx 50 index, FTSE 100 index, Nikkei Stock Average index, Swiss Market index, S&P/ASX 200 index and Hang Seng index; via BofA Merrill Lynch; pricing in August

• 0% leveraged notes tied to the iShares MSCI Emerging Markets exchange-traded fund due in 13 to 15 months; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUS0

• 0% leveraged buffered notes linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; Cusip: 22551L3T5

• 0% leveraged buffered notes linked to the S&P 500 index due in 20 to 23 months; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUT8

• 0% leveraged notes tied to the SPDR S&P Regional Banking ETF; via Credit Suisse Securities (USA) LLC; Cusip: 22550BVG5

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due February 2022; via Goldman Sachs & Co.; pricing in August; Cusip: 38150ABA2

• Callable step-up fixed-rate notes due August 2025; via Goldman Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38150AAX3

• Fixed-to-floating notes due August 2025 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in August; Cusip: 38150AB38

• Callable step-up fixed-rate notes due August 2020; via Goldman Sachs & Co.; pricing in August; Cusip: 38150AB46

GS FINANCE CORP.

• 0% leveraged buffered notes due Aug. 26, 2020 linked to a basket of exchange-traded funds; via Goldman Sachs & Co.; pricing Aug. 21; Cusip: 40055QUD2

• Autocallable contingent coupon notes due March 2, 2026 linked to the least performing of the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 21; Cusip: 40055QS60

• 0% autocallable notes due Aug. 29, 2022 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 22; Cusip: 40055QT85

• 0% leveraged buffered notes due March 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 24; Cusip: 40055QPZ9

• 0% leveraged buffered notes due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 24; Cusip: 40055QQ21

• Autocallable contingent coupon notes due Sept. 1, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 24; Cusip: 40055QTM4

• Autocallable contingent coupon notes due Aug. 31, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 75% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 24; Cusip: 40055QTJ1

• 0% notes due Sept. 5, 2025 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QTG7

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPM8

• 0% leveraged buffered notes due March 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPK2

• 0% leveraged index-linked notes due Sept. 7, 2021 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPA4

• 0% autocallable notes due Sept. 5, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQ39

• 0% index-linked notes due June 2, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QR87

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRS3

• 0% autocallable notes due Sept. 12, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRT1

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRM6

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRN4

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRP9

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRQ7

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRR5

• 0% autocallable notes due Sept. 12, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRU8

• 0% notes due June 2, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QR79

• 0% notes due June 3, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QR61

• 0% autocallable notes due Sept. 12, 2025 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QS29

• 0% autocallable notes due Sept. 12, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QRZ7

• 0% autocallable notes due Sept. 12, 2028 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QS78

• 0% autocallable notes due Sept. 12, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QRY0

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QQY1

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPN6

• 0% leveraged buffered notes due March 3, 2021 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPJ5

• 0% capped gears due Oct. 31, 2019 linked to the Russell 2000 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Aug. 28; Cusip: 36255U521

• 0% capped trigger gears due Aug. 31, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Aug. 28; Cusip: 36255U547

• 4.6% fixed coupon callable buffered notes due Aug. 31, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QP48

• 4.2% fixed coupon callable buffered notes due May 31, 2022 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QP97

• 0% leveraged buffered notes due March 3, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPG1

• Callable contingent coupon notes due Feb. 29, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQT2

• 0% index-linked notes due Aug. 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 65% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QP30

• 0% leveraged notes due Sept. 2, 2026 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPB2

• 0% leveraged buffered index-linked notes due March 3, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPH9

• 0% buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPR7

• 0% buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPF3

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPD8

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPE6

• 0% buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPW6

• 0% trigger gears due Aug. 31, 2023 linked to the S&P 500 index; 75% trigger; via UBS Financial Services Inc. and Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 36255U554

• 0% capped buffer gears due Feb. 28, 2020 linked to the Russell 2000 index; via UBS Financial Services Inc. and Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 36255U562

• 5% callable contingent coupon notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQS4

• 0% capped buffer gears due Aug. 31, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Aug. 28; Cusip: 36255U539

• Autocallable contingent coupon notes due March 6, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQH8

• Autocallable contingent coupon notes due March 6, 2020 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQM7

• 0% trigger gears due Aug. 31, 2021 linked to the Euro Stoxx 50 index; 70% trigger; via UBS Financial Services Inc. and Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 36255U570

• Autocallable contingent coupon notes due Sept. 6, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQC9

• Autocallable contingent coupon index-linked notes due Sept. 6, 2028 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40055QQD7

• 8% to 9% callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQW5

• Callable buffered monthly range accrual notes due Aug. 31, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QP89

• Callable monthly range accrual notes due Aug. 31, 2028 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QP71

• 9% to 10% callable contingent coupon notes due Aug. 31, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQP0

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQL9

• Autocallable contingent coupon notes due Sept. 6, 2028 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQE5

• Autocallable contingent coupon notes due Sept. 8, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 75% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQN5

• 6% to 7% callable contingent coupon notes due Aug. 31, 2022 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQQ8

• 10% to 11% callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQU9

• 8% to 9% callable contingent coupon notes due Aug. 31, 2023 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQR6

• 8.1% to 9.1% callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQK1

• Callable contingent coupon notes due Aug. 31, 2033 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40055QQJ4

• 0% index-linked notes due Sept. 1, 2023 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40055QSD5

• Callable contingent coupon notes due Aug. 31, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QRW4

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QRX2

• 0% trigger jump securities with autocallable feature due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing Aug. 31; Cusip: 36255U604

• 0% leveraged buffered notes due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSM5

• 0% autocallable notes due Sept. 19, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSQ6

• 0% notes due Sept. 3, 2020 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSR4

• 0% notes due Sept. 6, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSN3

• 0% buffered Performance Leveraged Upside Securities due March 3, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co. with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 36255U620

• 0% index-linked notes due March 3, 2022 linked to the lesser performing of the iShares MSCI EAFE ETF and the iShares MSCI Emerging Markets ETF; 75% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSK9

• 0% notes due Sept. 3, 2021 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSF0

• 0% index-linked notes due Sept. 6, 2023 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSJ2

• 0% index-linked notes due March 3, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSH6

• 0% index-linked notes due Sept. 6, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSE3

• 0% leveraged buffered notes due Sept. 3, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSG8

• Contingent income callable securities due Sept. 6, 2028 linked to the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QQX3

• 0% leveraged buffered index-linked notes due Sept. 6, 2023 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSL7

• Callable contingent coupon notes due Sept. 6, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSP8

• Autocallable contingent coupon notes due March 9, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QRA2

• Autocallable contingent coupon notes due March 9, 2020 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QRB0

• Callable step-up fixed-rate notes due August 2028; via Goldman Sachs & Co. LLC; pricing in August; Cusip: 38150AB20

• 0% leveraged buffered notes due March 9, 2023 linked to a basket of two indexes and an exchange-traded fund; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QQ62

• 0% leveraged buffered notes due March 9, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QPX4

• Callable contingent coupon notes due Sept. 9, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Sept. 4; Cusip: 40055QQ70

• 0% buffered digital notes due Sept. 8, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QS45.

• 0% leveraged buffered index-linked notes due Sept. 9, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QPY2

• 0% leveraged buffered digital notes due Sept. 9, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QQ54

• 0% leveraged buffered notes due Jan. 15, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; pricing Sept. 10; Cusip: 40055QU91

• 13- to 15-month 0% leveraged notes linked to the Nasdaq-100 index; via Goldman Sachs & Co.; Cusip: 40055QND0

• 0% index-linked notes due in 24 months tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40055QMD1

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes; via Goldman Sachs & Co.; Cusip: 40055QU34

HSBC USA, INC.

• 0% leveraged performance notes due Aug. 24, 2023 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing Aug. 21; Cusip: 40435FW60

• Callable step-up rate notes due Aug. 30, 2021; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40435FX36

• 0% autocallable barrier notes with contingent return and step-down call threshold feature due Sept. 21, 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 Aug. 24; Cusip: 40435FR33

• 0% digital barrier notes due Aug. 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FS40

• 0% digital barrier notes due Aug. 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FS32

• 10% to 11% callable notes with contingent return due Aug. 18, 2021 linked to the lesser performing of the SPDR S&P Biotech exchange-traded fund and the Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FR66

• 0% barrier enhanced participation notes due Aug. 31, 2023 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU54

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU21

• 0% buffered digital notes due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU62

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU47

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU39

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FT98

• 0% trigger gears due Aug. 31, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435X611

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FT80

• 0% digital dual directional barrier securities due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FS65

• 0% capped dual directional barrier notes due March 5, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 30; Cusip: 40435FW78

• 7% autocallable barrier notes with contingent return due Sept. 5, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 30; Cusip: 40435FW45

• 0% dual directional barrier securities due Sept. 10, 2021 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FV87

• 0% dual directional trigger Performance Leveraged Upside Securities due March 3, 2021 linked to Facebook Inc. stock; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435X587

• 0% barrier digital return notes due Oct. 7, 2019 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FU88

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT64

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT72

• 0% dual directional barrier securities due Sept. 7, 2021 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT23

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT56

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT49

• 0% barrier enhanced participation notes due Sept. 6, 2023 linked to the S&P 500 index, the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; 60% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FV79

• 0% digital dual directional barrier securities due Sept. 6, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FS57

• 6.25% autocallable yield notes due Dec. 6, 2019 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FU70

• 0% autocallable market-linked step-up notes due August 2023 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August

• Autocallable market-linked step-up notes due August 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August

• 0% autocallable market-linked step-up notes due August 2023 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

• 0% digital notes due in 23 to 26 months linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip: 40435FR74

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% digital notes due Sept. 25, 2019 linked to the S&P GSCI Industrial Metals Index Excess Return; via J.P. Morgan Securities LLC; pricing Aug. 21; Cusip: 48130UNR2

• 6.5% autocallable yield notes due Nov. 27, 2019 linked to the lesser performing of the Nasdaq-100 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 22; Cusip: 48130UAX3

• Callable contingent interest notes due Aug. 18, 2021 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production Trust; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 24; Cusip: 48129MR73

• Callable contingent interest notes due Aug. 18, 2021 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 24; Cusip: 48129MR65

• 0% buffered digital notes due Aug. 31, 2022 linked to the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT71

• 0% autocallable notes due Aug. 31, 2021 linked to the lesser performing of the Euro Stoxx 50 index and the FTSE 100 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48130UAB1

• 0% uncapped dual directional contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; 50% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 48130UBX2

• 0% step-up autocallable contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MW77

• Autocallable contingent interest notes due Aug. 29, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MX50

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT48

• 0% digital notes due Sept. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48130UBQ7

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT55

• 0% uncapped dual directional contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT63

• 0% uncapped buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MV37

• 0% trigger gears due Aug. 31, 2023 linked to a basket of indexes; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 48129N237

• 6.25% to 7.25% callable contingent interest notes due Sept. 4, 2025 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 48130UBS3

• 0% notes due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48130UAQ8

• 0% uncapped buffered return enhanced notes due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU46

• 0% autocallable contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MV94

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU20

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU38

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2022 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MZ33

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to an equally weighted basket consisting of the iShares MSCI EAFE ETF and the S&P 500 index; via JPMorgan Chase & Co.; pricing Aug. 31; Cusip: 48130UBA2

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MT97

• 6.5% to 8.5% autocallable yield notes due Nov. 29, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MX84

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MZ25

• 0% buffered Performance Leveraged Upside Securities due March 3, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Aug. 31; Cusip: 48129N138

• 0% uncapped buffered return enhanced notes due Aug. 31, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU53

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MT89

• 0% notes due Aug. 31, 2023 linked to an equally weighted basket consisting of the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MX92

• 0% digital notes due Sept. 30, 2019 linked to the lesser performing of the S&P 500 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48130UAH8

• 0% contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MY91

• 0% digital notes due Sept. 30, 2019 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48130UAF2

• 0% autocallable contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MV86

• 0% uncapped dual directional contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MY83

• 0% step-up autocallable notes due Aug. 31, 2023 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129UAC9

• Autocallable contingent interest notes due Sept. 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 Sept. 12; Cusip: 48130UCE3

MORGAN STANLEY

• Floating-rate notes due Aug. 24, 2023 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settlement on Aug. 24; Cusip: 61760QLQ5

MORGAN STANLEY FINANCE LLC

• 0% equity-linked partial principal at risk securities due Aug. 27, 2021 linked to an equally weighted basket of the S&P 500 index, the Russell 2000 index and the Euro Stoxx Select Dividend 30 index; via Morgan Stanley & Co. LLC; pricing Aug. 24; Cusip: 61768DAX3

• 0% equity-linked partial principal at risk securities due Aug. 29, 2023 linked to an equally weighted basket of the S&P 500 index, the Russell 2000 index and the Euro Stoxx Select Dividend 30 index; via Morgan Stanley & Co. LLC; pricing Aug. 24; Cusip: 61768DBX2

• Fixed-rate step-up notes due Feb. 28, 2020; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; settlement on Aug. 28; Cusip: 61760QLP7

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2023 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBE4

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBF1

• 0% capped buffer gears due Aug. 31, 2020 linked to the iShares MSCI Emerging Markets ETF; via UBS Financial Services Inc. and Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768R526

• 0% market-linked notes due Sept. 3, 2025 linked to the Morgan Stanley MAP Trend Index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAR6

• 0% jump notes with autocallable feature due Sept. 3, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBB0

• 0% jump notes with autocallable feature due Sept. 3, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAY1

• 0% jump notes with autocallable feature due March 5, 2026 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBC8

• 0% enhanced buffered jump securities due Sept. 2, 2021 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBD6

• Contingent income autocallable securities due June 2, 2020 linked to the Russell 2000 index and the Dow Jones industrial average; 70% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBN4

• 0% trigger Performance Leveraged Upside Securities due Aug. 31, 2023 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAS4

• 0% accelerated return securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBL8

• 0% buffered participation securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAQ8

• 0% enhanced buffered jump securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBG9

• Callable buffered range accrual securities due March 5, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBR5

• 0% dual directional trigger jump securities due Aug. 31, 2023 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBY0

• Contingent income securities due Sept. 1, 2033 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAU9

• Contingent income autocallable securities due Sep. 1, 2033 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAT2

• Contingent income securities due Sep. 1, 2033 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBA2

• 0% trigger gears due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Aug. 29; Cusip: 61768R518

• 0% trigger gears due Aug. 31, 2028 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Aug. 29; Cusip: 61768R500

• 0% Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handing distribution; pricing Aug. 31; Cusip: 61768R658

• 0% buffered Performance Leveraged Upside Securities due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBP9

• 0% trigger Performance Leveraged Upside Securities due Sept. 3, 2021 linked to an equally weighted basket composed of the common stocks of JPMorgan Chase & Co., Citigroup Inc. and Bank of America Corp.; 85% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768R625

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBQ7

• Floating-rate notes due Aug. 31, 2025 linked to the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management acting as a dealer; settlement on Aug. 31; Cusip: 61766YDF5

• 0% market-linked notes due Sept. 3, 2021 linked to the Morgan Stanley ETF-MAP 2 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 61768R435

• 0% trigger Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBK0

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handing distribution; pricing Aug. 31; Cusip: 61768R633

• 0% trigger Performance Leveraged Upside Securities due Sept. 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 61768R450

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBJ3

• 0% dual directional trigger jump securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 61768R443

• 0% dual directional trigger Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBM6

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes; via Morgan Stanley & Co. LLC; Cusip: 61768DAA3

• 0% buffered digital notes due in 48 to 51 months linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; Cusip: 61768DAM7

• 0% buffered digital notes due in 25 to 28 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C6V4

• 0% capped leveraged notes due in 25 to 28 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C6W2

• 0% leveraged buffered notes due in 26 to 29 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C7L5

ROYAL BANK OF CANADA

• 0% notes due Aug. 29, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XSJ8

• 0% barrier enhanced return notes due Sept. 2, 2020 linked to the Financial Select Sector SPDR Fund; 75% trigger; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XSN9

• 0% capped trigger in-step securities due Aug. 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78014G450

• 0% barrier booster notes due Sept. 3, 2025 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XSS8

• 0% bearish barrier market-linked notes with daily barrier observation due Aug. 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XRB6

• 0% buffered return notes due Aug. 31, 2023 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XSE9

• 0% notes due Aug. 31, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Aug. 29; Cusip: 78013XRF7

• 0% capped gears due Oct. 31, 2019 linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 29; Cusip: 78014G476

• 0% market-linked securities with leveraged upside participation and fixed percentage buffered downside due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 78013XQY7

• 0% market-linked securities – autocallable with fixed percentage buffered downside due Sept. 7, 2021 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 78013XQZ4

• 0% leveraged notes due in 13 to 15 months linked to a basket of indexes; via RBC Capital Markets, LLC; Cusip: 78013XQX9

TORONTO-DOMINION BANK

• Callable step-up notes due Aug. 31, 2021; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QPV4

• 0% leveraged buffered notes due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QQE1

• 0% leveraged buffered notes due Aug. 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QQD3

• 0% leveraged buffered notes due Aug. 31, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QQC5

• 0% leveraged buffered notes due Aug. 31, 2020 linked to the Russell 2000 index; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QQB7

• 0% leveraged buffered notes due Aug. 31, 2020 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QQA9

• 0% market-linked notes – leveraged upside participation to a cap and contingent downside due March 7, 2022 linked to the S&P 500 index; 70% trigger; via TD Securities (USA) LLC and Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 89114QPY8

• 0% 18- to 21-month leveraged capped notes linked a basket of indexes; via TD Securities (USA) LLC; Cusip: 89114QPJ1

• 0% leveraged capped buffered 23- to 26-month notes linked to the MSCI EAFE index; via TD Securities (USA) LLC; Cusip: 89114QPK8

UBS AG, LONDON BRANCH

• 0% capped buffer gears due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 29; Cusip: 90281A694

• 0% capped trigger gears due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 29; Cusip: 90281A702

• 0% capped gears due Oct. 31, 2019 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Aug. 29; Cusip: 90281A686

• 0% capped Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the S&P 500 index; via UBS Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 90281A801

• 0% capped Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the Topix index; via UBS Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 90281A827

• 0% leveraged basket-linked notes due in 18 to 21 months; via UBS Securities LLC; Cusip: 90270KTC3

• 0% capped leveraged buffered notes due in 18 to 21 months linked to a basket of indexes; via UBS Securities LLC; Cusip: 90270KTG4

• 0% leveraged buffered basket-linked notes due in 24 to 27 months; via UBS Securities LLC; Cusip: 90270KTD1

• 0% leveraged basket-linked notes due in 32 to 37 months; via UBS Securities LLC; Cusip: 90270KTF6

• 24- to 27-month 0% leveraged buffered notes linked to a basket of the Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via UBS Securities LLC; Cusip: 90270KSR1

• 0% capped leveraged buffered notes due in 25 to 28 months linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KTN9

WELLS FARGO & CO.

• Step-up callable notes due Aug. 24, 2022; via Wells Fargo Securities, LLC; pricing Aug. 22; Cusip: 95001D2Q2

• Market-linked securities due Sept. 2, 2021 – autocallable with contingent coupon and contingent downside linked to the lowest performing of the common stocks of D.R. Horton, Inc., Deere & Co. and Xerox Corp.; 50% trigger; via Wells Fargo Securities LLC; pricing Aug. 28; Cusip: 95001B5V2

• Step-up callable notes due Aug. 31, 2021; via Wells Fargo Securities, LLC; pricing Aug. 29; Cusip: 95001D2T6

• Step-up callable notes due Aug. 31, 2023; via Wells Fargo Securities, LLC; pricing Aug. 29; Cusip: 95001D2S8

• Market-linked securities due Aug. 29, 2022 – 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; 75% trigger; via Wells Fargo Securities LLC; pricing Aug. 30; Cusip: 95001B5Q3

• Market-linked securities due Sept. 7, 2021 – autocallable with contingent downside linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 75% trigger; via Wells Fargo Securities LLC; pricing Aug. 30; Cusip: 95001B6B5

• Market-linked securities due May 2020 – callable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE ETF; 70% trigger; via Wells Fargo Securities LLC; pricing in August; Cusip: 95001B6C3

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