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Published on 2/26/2021 in the Prospect News Structured Products Daily.

Structured Products Calendar

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% 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

• 0% uncapped buffered return enhanced notes due March 7, 2024 linked to the lesser performing of the iShares MSCI Emerging Markets exchange-traded fund and the iShares Global Clean Energy ETF; via J.P. Morgan Securities LLC; pricing March 2; Cusip: 48132R7H7


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