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Published on 2/25/2020 in the Prospect News Structured Products Daily.

Structured Products Calendar

BARCLAYS BANK PLC

• Phoenix autocallable notes Feb. 28, 2023 linked to the common stock of Shopify Inc.; via Barclays; pricing Feb. 26; Cusip: 06747PCW7

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% market-linked notes due June 2, 2023 linked to the Citi Radar 5 Excess Return index; via Citigroup Global Markets Inc.; pricing Feb. 28; Cusip: 17327T3N4

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable yield notes due March 6, 2023 linked to the least performing of the Euro Stoxx 50 index, the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF; via Credit Suisse Securities (USA) LLC; pricing March 2; Cusip: 22551NQU3

GS FINANCE CORP.

• 0% allocation securities linked to a basket consisting of the S&P 500 index, the Euro Stoxx 50 index and the MSCI Emerging Markets index; via Goldman Sachs & Co. LLC as underwriter and UBS Financial Services Inc. as selling agent; pricing Feb. 26; Cusip: 36259H385

• 0% allocation securities linked to a basket consisting of the S&P 500 index, the Euro Stoxx 50 index and the MSCI Emerging Markets index; via Goldman Sachs & Co. LLC as underwriter and UBS Financial Services Inc. as selling agent; pricing Feb. 26; Cusip: 36259H393

• 0% index-linked notes due April 5, 2023 tied to the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing March 31; Cusip: 40056YKC7

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due Sept. 8, 2022 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 2; Cusip: 48132HJ94

• Autocallable contingent interest notes due March 7, 2023 linked to the least performing of the Russell 2000 index, the Dow Jones industrial average and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing March 2 Cusip: 48132HH39

MORGAN STANLEY FINANCE LLC

• Contingent income autocallable securities due Aug. 31, 2021 linked to the least performing of the Financial Select Sector SPDR fund, the SPDR S&P Biotech ETF and the Technology Select Sector SPDR fund; via Morgan Stanley & Co. LLC; pricing Feb. 26; Cusip: 61770FMJ2

• Contingent income autocallable securities due March 3, 2023 linked to the common shares of Amazon.com, Inc.; via Morgan Stanley & Co. LLC; pricing Feb. 28; Cusip: 61770G484

• Contingent income autocallable securities due March 3, 2023 linked to the common shares of Bank of America Corp.; via Morgan Stanley & Co. LLC; pricing Feb. 28; Cusip: 61770G500

WELLS FARGO FINANCE LLC

• Market-linked securities due March 4, 2025 – callable with contingent coupon and contingent downside linked to the least performing of the Nasdaq-100 index, Dow Jones industrial average and the Russell 2000 index; via Wells Fargo Securities LLC; pricing on Feb. 27; Cusip: 95001HFF3


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