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Published on 2/22/2021 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF NOVA SCOTIA

• 0% autocallable market-linked step-up notes due February 2024 linked to the Euro Stoxx 50 index; BofA Securities; pricing in February

• 0% Accelerated Return Notes due April 2022 linked to a basket of the Energy Select Sector index, the Materials Select Sector index and the Industrial Select Sector index; via BofA Securities, Inc.; pricing in February

BARCLAYS BANK PLC

• 0% dual directional notes due Feb. 28, 2025 linked to the S&P 500 index and the Nasdaq-100 index; via Barclays; pricing Feb. 23; Cusip: 06748E3F8

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Market-linked notes due Feb. 28, 2028 linked to the Fidelity multifactor yield index 5% ER; via Citigroup Global Markets Holdings Inc; pricing Feb. 23; Cusip: 17328YPU2

CREDIT SUISSE AG, LONDON BRANCH

• 0% Performance Leveraged Upside Securities due April 7, 2022 linked to an equally weighted basket consists of the iShares MSCI Brazil ETF, the iShares China Large-Cap ETF, the iShares MSCI India ETF and the VanEck Vectors Russia ETF; via Credit Suisse Securities (USA) LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing March 2; Cusip: 22551F566

GS FINANCE CORP.

• 0% leveraged notes due March 10, 2025 linked to the Invesco Solar exchange-traded fund; via Goldman Sachs & Co. LLC; pricing March 5; Cusip: 40057FJA3

• 0% 24- to 27-month leveraged basket-linked notes tied to basket of the Euro Stoxx 50 index with a 36% weight, the Topix index with a 29% weight, the FTSE 100 index with a 16% weight, the Swiss Market index with an 11% weight and the S&P/ASX 200 index with an 8% weight; via Goldman Sachs & Co. LLC; Cusip: 40057FJY1

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% capped bearish return notes due March 28, 2022 linked to the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Feb. 23; Cusip: 48132R5Q9

• 0% uncapped accelerated barrier notes due March 5, 2026 linked to the lesser performing of the First Trust Nasdaq Clean Edge Green Energy index fund and the Invesco Solar exchange-traded fund; via J.P. Morgan Securities LLC; pricing March 1; Cusip: 48132R6W5

MORGAN STANLEY FINANCE LLC

• 0% autocallable contingent interest notes due Aug. 26, 2022 linked to the ARK Innovation ETF; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 61771EM54


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