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Published on 8/1/2019 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF NOVA SCOTIA

• Autocallable market-linked step-up notes due August 2024 linked to an index basket (Euro Stoxx 50 index with an initial weight of 40%, the FTSE 100 index with an initial weight of 20%, the Nikkei Stock Average index with an initial weight of 20%, the Swiss Market index with an initial weight of 7.5%, the S&P/ASX 200 index with an initial weight of 7.5% and the Hang Seng index with an initial weight of 5%); via BofA Securities, Inc.; pricing in August

• Autocallable market-linked step-up notes due August 2021 linked to the PHLX Housing Sector index; via BofA Securities, Inc.; pricing in August

• Autocallable market-linked step-up notes due August 2022 linked to the S&P 500 index; via BofA Securities, Inc.; pricing in August

BARCLAYS BANK PLC

• Phoenix autocallable notes due Aug. 10, 2029 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Aug. 7; Cusip: 06747N6R0

• 0% notes due Aug. 28, 2024 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Aug. 23; Cusip: 06747NAD6

• 0% notes due Aug. 28, 2024 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Aug. 23; Cusip: 06747NAC8

• 0% buffered SuperTrack notes Aug. 28, 2023 linked to the S&P 500 index; via Barclays; pricing Aug. 23; Cusip: 06747NAB0

• 0% buffered SuperTrack notes Aug. 28, 2024 linked to the S&P 500 index; via Barclays; pricing Aug. 23; Cusip: 06747NAA2

• 0% annual autocallable notes due Aug. 28, 2023 linked to the lesser performing index of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Aug. 23; Cusip: 06747NA87

• Callable contingent coupon notes due Aug. 26, 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. 23; Cusip: 06747NA61

• Callable contingent coupon notes due Aug. 26, 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. 23; Cusip: 06747NA79

• 0% annual autocallable notes due Aug. 28, 2023 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. 23; Cusip: 06747NA95

BOFA FINANCE LLC

• Contingent income buffered autocallable yield notes due Aug. 18, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the Technology Select Sector SPDR fund; via BofA Securities, Inc.; pricing Aug. 14; Cusip: 09709TUF6

• 0% notes due August 2024 linked to the Dow Jones industrial average; via BofA Securities, Inc.; pricing in August

• 0% Accelerated Return Notes due October 2020 tied to the Euro Stoxx 50 index; via BofA Securities, Inc.; pricing in August

• 45- to 48-month 0% capped leveraged index-linked notes tied to the Russell 2000 index; via CIBC World Markets; Cusip: 13605WRB9

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% dual directional market-linked notes due Aug. 5, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 2; Cusip: 17327TDB9

• 0% buffer securities due May 6, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 2; Cusip: 17327TRW8

• Callable contingent coupon notes due Aug. 8, 2025 linked to the least performing of the Dow Jones industrial average, the Nasdaq-100 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 5; Cusip: 17327TJF4

• 0% buffer securities due Aug. 30, 2024 linked to the SPDR Dow Jones Industrial Average ETF trust; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 17324XQG8

• 0% dual directional barrier securities due March 3, 2022 linked to the SPDR S&P 500 ETF trust; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 17324XRK8

• 0% market-linked notes due Sept. 3, 2024 linked to an unequally weighted basket composed of the Dow Jones industrial average with a 70% weight and the iShares 20+ Year Treasury Bond ETF with a 30% weight; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17327TNS1

• 0% enhanced barrier digital plus securities due March 3, 2023 linked to the iShares Russell 2000 ETF; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324XQF0

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable reverse convertible securities due Aug. 13, 2021 tied to the common stock of Align Technology, Inc.; via Credit Suisse Securities (USA) LLC; pricing Aug. 8; Cusip: 22549JV72

GS FINANCE CORP.

• 0% leveraged buffered notes due in 2024 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Aug. 2; Cusip: 40056FUV5

• 0% leveraged buffered notes due May 6, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; pricing Aug. 2; Cusip: 40056FV93

• 0% autocallable index-linked notes due Aug. 11, 2025 tied to the S&P 500 index, the Dow Jones Industrial Average and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 2; Cusip: 40056FV44

• 0% autocallable index-linked notes due Aug. 11, 2025 tied to the S&P 500 index, the Dow Jones Industrial Average and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 2; Cusip: 40056FV51

• Callable contingent coupon notes due Aug. 9, 2024 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index; via Goldman Sachs & Co.; pricing Aug. 2; Cusip: 40056FXE0

• 0% leveraged buffered notes due Aug. 5, 2022 linked to the SPDR S&P 500 ETF trust (58.8% weight), the iShares MSCI EAFE ETF (21% weight), the iShares MSCI Emerging Markets ETF (9% weight), the SPDR S&P MidCap 400 ETF trust (5.6% weight) and the iShares Russell 2000 ETF (5.6% weight); via Goldman Sachs & Co. LLC; pricing Aug. 2; Cusip: 40056FWS0

• Callable contingent coupon notes due Aug. 8, 2025 linked to the least performing of the Russell 2000 index, the Dow Jones industrial average and the Nasdaq-100 index; via Goldman Sachs & Co.; pricing Aug. 5; Cusip: 17327TQV1

• Autocallable contingent coupon notes due Aug. 13, 2020 linked to the common stocks of Apple Inc., Amazon.com, Inc., Alphabet Inc. and Netflix, Inc.; via Goldman Sachs & Co. LLC; pricing Aug. 6; Cusip: 40056FXG5

• Autocallable contingent coupon notes due Nov. 17, 2020 linked to the common stock of Valero Energy Corp.; via Goldman Sachs & Co. LLC; pricing Aug. 7; Cusip: 40056FYF6

• Autocallable contingent coupon notes due Feb. 23, 2021 linked to the Russell 2000 index, the Nasdaq-100 index and the Dow Jones industrial average; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40056FWQ4

• Autocallable contingent coupon notes due Nov. 20, 2020 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40056FWR2

• Autocallable contingent coupon notes due Feb. 23, 2021 linked to the S&P 500 index, the Euro Stoxx index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40056FWN1

• Autocallable contingent coupon index-linked notes due Dec. 4, 2020 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FWG6

• 0% autocallable notes due Sept. 11, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FWD3

• 0% leveraged buffered notes due March 3, 2022 linked to the Dow Jones industrial average; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FWA9

• 0% notes due Sept. 2, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 40056FX75

• 0% autocallable notes due Sept. 11, 2029 linked to the GS Momentum Builder Multi-Asset 5S ER; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 40056FX59

• 0% autocallable notes due Sept. 11, 2029 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 40056FX67

• 0% index-linked notes due Oct. 1, 2020 tied to the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FW35

• 0% leveraged buffered index-linked notes due March 3, 2022 tied to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FW84

• Callable contingent coupon notes due Aug. 30, 2029 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FWV3

• 0% index-linked notes due Aug. 30, 2024 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FW50

• 0% leveraged notes due Sept. 1, 2026 linked to the S&P 500 Daily Risk Control 10% USD Excess Return index; via Goldman Sachs & Co. LLC; pricing Aug. 27; Cusip: 40056FW92

• 0% dual directional trigger Performance Leveraged Upside Securities due Sept. 6, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as underwriter with Morgan Stanley Wealth Management as dealer; pricing Aug. 30; Cusip: 36257W491

• 0% trigger jump securities due Sept. 5, 2024 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as underwriter with Morgan Stanley Wealth Management as dealer; pricing Aug. 30; Cusip: 36257W475

• 0% dual directional trigger Performance Leveraged Upside Securities due Sept. 6, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. as underwriter with Morgan Stanley Wealth Management as dealer; pricing Aug. 30; Cusip: 36257W467

• 0% leveraged buffered notes due Sept. 2, 2021 linked to the Dow Jones industrial average; via Goldman Sachs & Co. LLC; pricing Aug. 30; Cusip: 40056FW76

• 0% index-linked notes due Oct. 5, 2020 tied to the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 30; Cusip: 40056FW27

• 0% leveraged buffered index-linked notes due Sept. 2, 2021 tied to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 30; Cusip: 40056FW68

• 0% autocallable absolute return notes due Sept. 2, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 30; Cusip: 40056FW43

• 15- to 17-month 0% bearish autocallable absolute return notes linked to the S&P 500 index; via Goldman Sachs & Co. LLC; Cusip: 40056FVZ5

• 24- to 27-month 0% absolute return trigger notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40056FVV4

HSBC USA INC.

• Autocallable contingent income barrier notes due Feb. 9, 2021; via HSBC Securities (USA) Inc.; pricing Aug. 6; Cusip: 40435UUR3

• Autocallable contingent income barrier notes due Aug. 14, 2026 linked to the least performing of the iShares MSCI EAFE Index ETF, the iShares FTSE China Large-Cap ETF and the S&P Midcap 400 ETF Trust; via HSBC Securities (USA) Inc.; pricing Aug. 9; Cusip: 40435UUU6

JPMORGAN CHASE & CO.

• Callable step-up fixed-rate notes due Aug. 13, 2029; via J.P. Morgan Securities LLC; pricing Aug. 9; Cusip: 48128GD72

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due Aug. 19, 2020 linked to the common stock of Amazon.com, Inc.; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48132CF99

• Autocallable contingent interest notes due Aug. 19, 2020 linked to the common stock of Boeing Co.; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48132CG31

• Autocallable contingent interest notes due Aug. 19, 2020 linked to the common stock of Netflix Inc.; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48132CG49

• 0% capped buffered return enhanced notes due May 6, 2021 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48132C6D0

• 0% digital dual directional contingent buffered notes due Aug. 19, 2020 linked to Telefonaktiebolaget LM Ericsson shares; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48132CF81

• Contingent income autocallable securities due Feb. 6, 2020 linked to the common stock of Tesla, Inc.; via J.P. Morgan Securities LLC as agent with Morgan Stanley Smith Barney LLC handling distribution; pricing Aug. 2; Cusip: 48132E141

• 0% capped buffered enhanced participation equity notes due Feb. 9, 2022 linked to the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing Aug. 5; Cusip: 48132CE74

• Autocallable contingent interest notes due Nov. 10, 2020 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Aug. 5; Cusip: 48132CS95

• 0% uncapped contingent buffered return enhanced notes due Aug. 8, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 5; Cusip: 48132CS87

• 0% capped buffered return enhanced notes due Feb. 10, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 5; Cusip: 48132C6T5

• Autocallable contingent interest notes due Feb. 11, 2021 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 7; Cusip: 48132CV59

• Autocallable contingent interest notes due Nov. 13, 2020 linked to the common stock of Amazon.com, Inc.; via J.P. Morgan Securities LLC; pricing Aug. 8; Cusip: 48132CF24

• Autocallable contingent interest notes due Aug. 13, 2024 linked to the least performing of the Dow Jones industrial average, the Euro Stoxx 50 index and the SPDR S&P Oil & Gas Exploration & Production ETF; via J.P. Morgan Securities LLC; pricing Aug. 8; Cusip: 48132CP64

• Autocallable contingent interest notes due Aug. 12, 2022 tied to the least performing of the common stocks of Boeing Co. and Southwest Airlines Co.; via J.P. Morgan Securities LLC; pricing Aug. 9; Cusip: 48132CP49

• Autocallable contingent interest notes due Aug. 14, 2024 linked to the common stocks of BP plc, ConocoPhillips and Exxon Mobil Corp.; via J.P. Morgan Securities LLC; pricing Aug. 9; Cusip: 48132CU84

• Autocallable contingent interest notes due Aug. 12, 2022 tied to the least performing of the common stocks of CVS Health Corp. and Walgreens Boots Alliance, Inc.; via J.P. Morgan Securities LLC; pricing Aug. 9; Cusip: 48132CP56

• 0% uncapped dual directional buffered return enhanced notes due Feb. 12, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 9; Cusip: 48132CE58

• Autocallable contingent interest notes due Nov. 19, 2020 linked to the common stock of Netflix Inc.; via J.P. Morgan Securities LLC; pricing Aug. 14; Cusip: 48132C7C1

• Callable contingent interest notes due Aug. 26, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via J.P. Morgan Securities LLC; pricing Aug. 23; Cusip: 48132C7L1

• Callable contingent interest notes due Aug. 26, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via J.P. Morgan Securities LLC; pricing Aug. 23; Cusip: 48132C7M9

• 0% capped buffered return enhanced notes due Nov. 4, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 30; Cusip: 48132CE90

MORGAN STANLEY FINANCE LLC

• Contingent income autocallable securities due Aug. 5, 2022 linked to the common stock of Goldman Sachs Group, Inc.; via Morgan Stanley & Co. LLC as agent with Morgan Stanley Wealth Management as dealer; pricing Aug. 2; Cusip: 61769Q519

• 0% dual directional buffered participation securities due Aug. 22, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 22; Cusip: 61769HMT9

• Callable contingent income securities due Aug. 30, 2022 linked to the iShares MSCI Emerging Markets ETF and the Nasdaq-100 index; via Morgan Stanley & Co. LLC; pricing Aug. 23; Cusip: 61769HMR3

• Callable contingent income securities due Aug. 30, 2022 linked to the iShares MSCI Emerging Markets ETF and the Nasdaq-100 index; via Morgan Stanley & Co. LLC; pricing Aug. 23; Cusip: 61769HMQ5

• 14- to 16-month 0% buffered digital notes linked to the Nasdaq-100 index; via Morgan Stanley & Co. LLC; Cusip: 61769HMD4

• 23- to 27-month 0% buffered digital notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61769HMC6

ROYAL BANK OF CANADA

• Issuer callable contingent coupon barrier notes due Aug. 10, 2021 linked to the Nasdaq-100 index, the S&P 500 index and the Russell 2000 index; via RBC Capital Markets, LLC; pricing Aug. 5; Cusip: 78013XYB8

UBS AG, LONDON BRANCH

• Trigger autocallable contingent yield notes due Aug. 5, 2022 linked to the common stock of Netflix, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 2; Cusip: 90281D813

• Trigger autocallable contingent yield notes due Aug. 5, 2022 linked to the common stock of Pfizer Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 2; Cusip: 90281D821

• 0% trigger return notes due Feb. 3, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC and UBS Investment Bank; pricing Aug. 2; Cusip: 90270KJ42

• Put spread warrants due Jan. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC and UBS Investment Bank; pricing Aug. 2; Cusip: 90281D771

• 17- to 20-month 0% digital notes linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KH44

• 18- to 21-month 0% digital index-linked notes linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KH69


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