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Published on 12/31/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Jan. 30, 2020; via Merrill Lynch Capital Services, Inc.; pricing Jan. 28; Cusip: 06048WYZ7

• Step-up callable notes due Jan. 30, 2024; via Merrill Lynch Capital Services, Inc.; pricing Jan. 28; Cusip: 06048WYW4

• Step-up callable notes due Jan. 30, 2029; via Merrill Lynch Capital Services, Inc.; pricing Jan. 28; Cusip: 06048WZA1

BANK OF NOVA SCOTIA

• 0% Accelerated Return Notes due March 2020 linked to a basket of three financial sector stocks; via BofA Merrill Lynch; pricing January

• Leveraged Index Return Notes due January 2021 linked to a basket of 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 January

• Capped buffered enhanced participation notes linked to the MSCI EAFE index; via Scotia Capital (USA) Inc.; Cusip: 064159MX1

• 0% digital notes due in 23 to 26 months linked to the S&P 500 index; via Scotia Capital Inc.; Cusip: 064159MW3

BARCLAYS BANK PLC

• Autocallable notes due April 23, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Jan. 18; Cusip: 06747M5J1

• Step-up callable contingent payment notes due Jan. 31, 2029 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index; via Barclays; pricing Jan. 28; Cusip: 06747M5U6

• 4.85% buffered notes due Jan. 30, 2026 linked to the Russell 2000 index; via Barclays; pricing Jan. 28; Cusip: 06747M5Z5

• 0% buffered SuperTrack notes due Feb. 5, 2024 linked to the S&P 500 index; via Barclays; pricing Jan. 31; Cusip: 06747M6E1

• 0% buffered SuperTrack notes due July 30, 2021 linked to the S&P 500 index; via Barclays; pricing Jan. 28; Cusip: 06747M6C5

• Callable contingent coupon notes due Jan. 30, 2026 linked to the lesser performing index of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Jan. 28; Cusip: 06747M5R3

• Callable contingent coupon notes due Jan. 31, 2023 linked to the lesser performing index of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Jan. 28; Cusip: 06747M5Q5

• Phoenix autocallable notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Jan. 28; Cusip: 06747M5K8

• Phoenix autocallable notes due Jan. 30, 2026 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Jan. 28; Cusip: 06747M6L5

• Callable range accrual notes due July 31, 2026 linked to the performance of the S&P 500 index; via Barclays; pricing Jan. 28; Cusip: 06747M7K6

• Phoenix autocallable notes due April 30, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Jan. 28; Cusip: 06747M6A9

• 0% notes due Nov. 3, 2023 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Jan. 31; Cusip: 06747M6R2

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 5, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities, LLC and Barclays; pricing Jan. 31; Cusip: 06747M6M3

• Callable contingent coupon notes due Feb. 5, 2024 linked to the lesser performing index of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial Average; via Barclays; pricing Jan. 31; Cusip: 06747M6J0

• Phoenix autocallable notes due May 5, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Jan. 31; Cusip: 06747M6B7

• 0% two-year market-linked step-up notes linked to an international equity index basket; via Barclays and BofA Merrill Lynch; pricing in January

BOFA FINANCE LLC

• 0% leveraged notes due in 16 to 18 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via BofA Merrill Lynch; Cusip: 09709TMP3

CANADIAN IMPERIAL BANK OF COMMERCE

• Contingent coupon autocallable notes due Jan. 31, 2024 linked to the least performing of VanEck Vectors Gold Miners exchange-traded fund and SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Jefferies LLC; pricing Jan. 28; Cusip: 13605WPA3

• 25- to 28-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via CIBC World Markets; Cusip: 13605WNZ0

• 0% digital notes linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via CIBC World Markets Corp.; Cusip: 13605WNK3

• 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WNG2

• 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WNE7

• 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WNC1

• 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WND9

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Contingent income autocallable securities due Jan. 7, 2022 linked to JPMorgan Chase & Co. common shares; via Citigroup Global Markets Inc.; pricing Jan. 4; Cusip: 17326W373

• 0% enhanced barrier digital plus securities due Jan. 30, 2024 linked to the Stoxx Europe 600 index; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17326Y2N5

• Buffered digital securities due Feb. 2, 2022 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YHY5

• 0% market-linked notes due Feb. 2, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YVM5

• 0% dual directional buffer securities due Feb. 1, 2024 linked to the worse performing of the S&P 500 index and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YNP7

• Autocallable contingent coupon equity-linked securities due July 31, 2020 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YN28

• 0% dual directional market-linked notes due Feb. 2, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YXC5

• Autocallable securities due Feb. 1, 2024 linked to the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YCT1

• 0% buffer securities due Feb. 1, 2024 linked to the SPDR Dow Jones Industrial Average ETF Trust; via Citigroup Global Markets Inc.; pricing Jan. 28; Cusip: 17326YQX7

• 0% buffered index-linked notes due in 20 to 23 months linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; Cusip: 17326YHG4

• 0% buffered index-linked notes due in 16 to 18 months linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17326YN51

• 0% buffered digital notes due in 25 to 28 months linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17326YSQ0

• 0% absolute return trigger notes due in 24 to 27 months linked to the S&P 500 index; via Citigroup Global Markets Holdings Inc.; Cusip: 17326YSF4

• 0% absolute return trigger notes due in 24 to 27 months linked to the S&P 500 index; via Citigroup Global Markets Holdings Inc.; Cusip: 17326YD78

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable yield notes due Jan. 7, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 2; Cusip: 22551LSU5

• Contingent coupon autocallable yield notes due April 30, 2020 linked to the S&P 500 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 28; Cusip: 22551LR36

• 0% leveraged buffered notes due in 25 to 28 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via Credit Suisse Securities (USA) LLC; Cusip: 22551LKF6

• 0% digital buffered notes due in 16 to 18 months linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; Cusip: 22551LKX7

• 0% leveraged index-linked notes tied to the S&P 500 index; via Credit Suisse International; Cusip: 22551LPN4

• 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22551LPR5

GS FINANCE CORP.

• 0% leveraged buffered notes due July 8, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Jan. 2; Cusip: 40056EHF8

• 0% leveraged buffered notes due Jan. 6, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Jan. 2; Cusip: 40056EHD3

• 0% leveraged buffered notes due Jan. 7, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Jan. 2; Cusip: 40056EKH0

• 0% leveraged buffered notes due Jan. 5, 2024 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Jan. 2; Cusip: 40056EHG6

• 0% buffered notes due Jan. 6, 2023 linked to the iShares MSCI Emerging Markets; via Goldman Sachs & Co. LLC; pricing Jan. 2; Cusip: 40056EHE1

• 0% autocallable notes due Jan. 16, 2016 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Jan. 2; Cusip: 40056EHJ0

• Callable contingent coupon notes due Jan. 7, 2025 linked to the least performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Jan. 2; Cusip: 40056EHH4

• Contingent income autocallable securities due Jan. 7, 2022 linked to the common stock of Amazon.com, Inc.; via Goldman Sachs & Co.; pricing Jan. 4; Cusip: 36257D105

• 0% leveraged buffered notes due Jan. 9, 2024 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Jan. 4; Cusip: 40056ER34

• 0% leveraged buffered notes due Feb. 1, 2024 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Jan. 28; Cusip: 40056EPK8

• 0% leveraged buffered notes due Feb. 1, 2024 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing Jan. 28; Cusip: 40056EPL6

• Autocallable contingent coupon index-linked notes due Feb. 5, 2029 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Jan. 28; Cusip: 40056EPD4

• 0% leveraged buffered notes due Aug. 2, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Jan. 28; Cusip: 40056EPS1

• 0% leveraged notes due Feb. 2, 2027 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Jan. 28; Cusip: 40056EPF9

• 0% leveraged buffered notes due Feb. 1, 2024 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Jan. 28; Cusip: 40056EPH5

• Callable contingent coupon index-linked notes due Jan. 31, 2034 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Jan. 29; Cusip: 40056ERG5

• 0% leveraged notes due in 36 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% initial weight, the Topix index with a 27% initial weight, the FTSE 100 index with a 20% initial weight, the Swiss Market index with a 9% initial weight and the S&P/ASX 200 index with an 8% initial weight); via Goldman Sachs & Co.; Cusip: 40056EGW2

• 54-month 0% leveraged notes linked to an unequally weighted basket of the Euro Stoxx 50 index, the iShares MSCI Emerging Markets exchange-traded fund and the Nikkei 225 index; via Goldman Sachs & Co.; Cusip: 40056EPB8

• 0% digital notes due in 18 to 21 months linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 40056EFN3

• 0% leveraged buffered notes due in 24 to 27 months linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40056ED70

• 0% leveraged buffered notes due in 24 to 27 months linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40056EFG8

HSBC USA, INC.

• 0% buffered Accelerated Market Participation Securities due Jan. 7, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 2; Cusip: 40435UAY0

• 0% buffered market participation securities due April 23, 2020 linked to the NYSE FANG+ index; via HSBC Securities (USA) Inc.; pricing Jan. 17; Cusip: 40435UEB6

• 0% barrier digital return notes due March 2, 2020 linked to the lesser performing of the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDX9

• 0% buffered digital notes due Jan. 31, 2022 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDC5

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDP6

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDL5

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the NYSE FANG+ index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDU5

• Autocallable contingent income barrier notes due Jan. 31, 2029 linked to the least performing of the Russell 2000 index, S&P 500 index and Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UEC4

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDN1

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDK7

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDM3

• 0% buffered Accelerated Market Participation Securities due Aug. 2, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UDJ0

• 0% performance allocator notes due Jan. 31, 2024 linked to three baskets of the S&P 500 index and the Russell 2000 index; the Euro Stoxx 50 index and the FTSE 100 index; and the S&P/ASX 200 index and the Nikkei 225 index; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40435UCZ5

• 0% performance allocator notes due Feb. 7, 2022 linked to three baskets of the S&P 500 index and the Russell 2000 index; the Euro Stoxx 50 index and the FTSE 100 index; and the S&P/ASX 200 index and the Nikkei 225 index; via HSBC Securities (USA) Inc.; pricing Jan. 31; Cusip: 40435UCY8

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due April 9, 2020 linked to the common stock of Amazon.com, Inc.; via J.P. Morgan Securities LLC; pricing Jan. 4; Cusip: 48130WMZ1

• Autocallable contingent interest notes due Jan. 13, 2022 linked to the least performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Jan. 9; Cusip: 48130WLJ8

• Autocallable contingent interest notes due Jan. 29, 2020 linked to the least performing of the Russell 2000 index and the S&P 500 index via J.P. Morgan Securities LLC; pricing Jan. 24; Cusip: 48130WNC1

• 0% capped buffered return enhanced notes due July 30, 2021 linked to the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48130WB91

• 0% capped buffered return enhanced notes due Feb. 28, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48130WB75

• 0% capped buffered return enhanced notes due Feb. 28, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 31; Cusip: 48130WNM9

• Autocallable contingent interest notes due July 31, 2020 linked to the least performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48130WMY4

• 0% uncapped buffered return enhanced notes due Jan. 31, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48130WC25

MORGAN STANLEY FINANCE LLC

• 0% buffered participation securities due Nov. 2, 2021 linked to the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Jan. 28; Cusip: 61768DVY8

• 0% digital notes linked to the Euro Stoxx 50 index, the Tokyo Stock Price index, the FTSE 100 index, the Swiss Market index and the S&P/ASX 200 index; via Morgan Stanley & Co. LLC; Cusip: 61768DUG8

• 0% leveraged buffered notes due 27 to 30 months linked to the S&P 500 index; via Morgan Stanley; Cusip: 61768DUD5

• 0% capped leveraged notes due in 18 to 21 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768DPR0

ROYAL BANK OF CANADA

• 0% leveraged buffered notes due in 18 to 21 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78013XSQ2

• 0% leveraged notes due in 19 to 22 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78013XT65

• 0% leveraged index-linked notes in 16 to 9 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78013XR67

TORONTO-DOMINION BANK

• 0% autocallable buffered index-linked notes due in 36 months linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114QGA0

• 0% digital notes due in 25 to 28 months linked to the Euro Stoxx 50 index; via TD Securities (USA) LLC; Cusip: 89114QEE4

• 0% leveraged capped buffered notes with a term of 28 to 31 months linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114QEW4

• 0% leveraged buffered notes due in 48 to 51 months linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114QEX2

UBS AG, LONDON BRANCH

• 0% capped leveraged buffered notes due in 24 to 27 months linked to the Euro Stoxx 50 index; via UBS Securities LLC; Cusip: 90270KVC0

• 0% leveraged buffered notes due in 18 to 21 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via RBC Capital Markets, LLC; Cusip: 78013XR91

• 0% capped leveraged buffered notes due in 19 to 22 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via UBS Securities LLC; Cusip: 90270KVH9

• 0% capped leveraged buffered notes due in 21 to 24 months linked to the iShares MSCI Emerging Markets ETF; via UBS Securities LLC; Cusip: 90270KVE6

• 0% capped leveraged buffered notes due in 21 to 24 months linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KVQ9

WELLS FARGO & CO.

• Market-linked securities due Feb. 2, 2024 –callable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index and the Russell 2000 index; via Wells Fargo Securities LLC; pricing Jan. 31; Cusip: 95001BBU7

• 0% 24- to 27-month buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 95001BBK9


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