E-mail us: service@prospectnews.com Or call: 212 374 2800
Bank Loans - CLOs - Convertibles - Distressed Debt - Emerging Markets
Green Finance - High Yield - Investment Grade - Liability Management
Preferreds - Private Placements - Structured Products
 
Published on 3/11/2021 in the Prospect News Structured Products Daily.

Structured Products Calendar

BNP PARIBAS

• 0% autocallable leveraged notes due April 6, 2026 linked to the least performing of the Nasdaq-100 index and the Russell 2000 index; via BNP Paribas Securities Corp.; pricing March 31; Cusip: 05600MQD9

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% autocallable securities due April 1, 2024 linked to the worst of the Nasdaq-100 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17328YV76

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan Covid-19 recovery basket (Mar 2021) of 60 equally weighted reference stocks (Walt Disney Co., Bank of America Corp., Coca-Cola Co., Exxon Mobil Corp., Chevron Corp., Starbucks Corp., Caterpillar Inc., Boeing Co., American Express Co., Deere & Co., Goldman Sachs Group, Inc., Booking Holdings Inc., General Motors Co., HCA Healthcare, Inc., Eaton Corp. plc, DuPont de Nemours, Inc., Public Storage, Las Vegas Sands Corp., Dow Inc., Capital One Financial Corp., Ross Stores, Inc., Travelers Cos., Inc., Ford Motor Co., Best Buy Co., Inc., Hilton Worldwide Holdings Inc., Restaurant Brands International Inc., Southwest Airlines Co., Lennar Corp., Weyerhaeuser Co., Alexandria Real Estate Equities, Inc., Delta Air Lines, Inc., CBRE Group, Inc., SVB Financial Group, Synchrony Financial, CarMax, Inc., Extra Space Storage Inc., United Rentals, Inc., Mid-America Apartment Communities, Inc., Expedia Group, Inc., VICI Properties Inc., Royal Caribbean Cruises Ltd., Ulta Beauty, Inc., Raymond James Financial, Inc., MGM Resorts International, DaVita Inc., Caesars Entertainment, Inc., United Airlines Holdings, Inc., Wynn Resorts, Ltd., Iron Mountain Inc., Gap, Inc., Assurant, Inc., Planet Fitness, Inc., Alaska Air Group, Inc., Norwegian Cruise Line Holdings Ltd., Six Flags Entertainment Corp., Apollo Commercial Real Estate Finance, Inc., Dave & Buster’s Entertainment, Inc., International Flavors & Fragrances Inc. and Morgan Stanley); via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48129KAW0

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan basket of companies with exposure to cryptocurrency (Mar 2021) of 11 unequally weighted reference stocks (MicroStrategy Inc. with a 20% weight, Square, Inc. with an 18% weight, Riot Blockchain, Inc. with a 15% weight, Nvidia Corp. with a 15% weight, PayPal Holdings, Inc. with a 10% weight, Advanced Micro Devices, Inc. with a 5% weight, Taiwan Semiconductor Manufacturing Co., Ltd. with a 5% weight, Intercontinental Exchange, Inc. with a 4% weight, CME Group Inc. with a 4% weight, Overstock.com, Inc. with a 2% weight and Silvergate Capital Corp. with a 2% weight); via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48129KAX8

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan growth focus basket (Mar 2021) of 40 equally weighted reference stocks (Honeywell International Inc., Mercury Systems, Inc., Norfolk Southern Corp., Constellation Brands, Inc., Five Below, Inc., Fortune Brands Home & Security, Inc., lululemon athletica inc., Target Corp., Wynn Resorts, Ltd., Ameren Corp., Americold Realty Trust, Corporate Office Properties Trust, Prologis Inc., SVB Financial Group, Agios Pharmaceuticals, Inc., Ascendis Pharma A/S, BioMarin Pharmaceutical Inc., Boston Scientific Corp., Danaher Corp., Eli Lilly and Co., Humana Inc., Karyopharm Therapeutics Inc., Hostess Brands, Inc., Ulta Beauty, Inc., Dominion Energy, Inc., Targa Resources Corp., Baxter International Inc., Penumbra, Inc., Thermo Fisher Scientific Inc., UnitedHealth Group Inc., Amazon.com, Inc., Charter Communications, Inc., Walt Disney Co., Peloton Interactive, Arista Networks, Inc., Microsoft Corp., TransUnion, Varonis Systems, Inc., Verisk Systems, Inc., Vivint Smart Home, Inc.); via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48129KAT7

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan quest 5G thematic basket (Mar 2021) of 29 unequally weighted reference stocks (Apple Inc., Qualcomm Inc., Verizon Communications Inc., Intel Corp., AT&T Inc., Cisco Systems, Inc., Xilinx, Inc., Micron Technology, Inc., Broadcom Inc. and Keysight Technologies, Inc., each with a 6.13% weight; NXP Semiconductors NV with a 4.06% weight; Qorvo, Inc. with a 3.80% weight; SBA Communications Corp. with a 3.51% weight; Charter Communications, Inc. with a 3.11% weight; Crown Castle International Corp. with a 2.78% weight; DISH Network Corp. with a 2.72% weight; Skyworks Solutions, Inc. with a 2.21% weight; iQIYI, Inc. with a 2.16% weight; Amphenol Corp. with a 1.95% weight; Corning Inc. with a 1.79% weight; Cadence Design Systems, Inc. with a 1.58% weight; VMware, Inc. with a 1.57% weight; Juniper Networks, Inc. with a 1.28% weight; Synopsys, Inc. with a 1.27% weight; Ansys, Inc. with 1.20% weight; Fortinet, Inc. with 1.14% weight; ON Semiconductor Corp. with a 0.98% weight; Altice USA, Inc. with a 0.96% weight; and Liberty Global plc with a 0.63% weight); via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48129KAU4

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan quest renewable energy thematic basket (Mar 2021) of 63 unequally weighted reference stocks (American Electric Power Co., Inc., General Electric Co., Dominion Energy, Inc., Duke Energy Corp., Southern Co., Xcel Energy Inc., Consolidated Edison, Inc., Exelon Corp., WEC Energy Group, Inc., Williams Cos., Inc., CMS Energy Corp., DTE Energy Co., Vistra Corp. and Eversource Energy, each with a 3.17% weight; Edison International with a 2.99% weight; Sempra Energy with a 2.49% weight; First Solar, Inc. with a 2.42% weight; Digital Realty Trust, Inc. with a 2.36% weight; Renewable Energy Group, Inc. with a 2.27% weight; Ameren Corp. with a 2.22% weight; Air Products and Chemicals, Inc. with a 2.21% weight; Public Service Enterprise Group Inc. with a 2.20% weight; Enphase Energy, Inc. with a 2.16% weight; Pinnacle West Capital Corp. with a 1.88% weight; Avangrid, Inc. with a 1.86% weight; Allete, Inc. with a 1.82% weight; Generac Holdings Inc. with a 1.81% weight; Evergy, Inc. with a 1.72% weight; New Jersey Resources Corp. with a 1.70% weight; Eaton Corp. plc with a 1.65% weight; Sunrun Inc. with a 1.52% weight; CenterPoint Energy, Inc. with a 1.47% weight; AES Corp. with a 1.25% weight; Hannon Armstrong Sustainable Infrastructure Capital, Inc. with a 1.23% weight; Owens Corning with a 1.18% weight; Hawaiian Electric Industries, Inc. with a 1.15% weight; FuelCell Energy, Inc. with a 1.11% weight; South Jersey Industries, Inc. with a 0.98% weight; BWX Technologies, Inc. with a 0.93% weight; Plug Power Inc. with a 0.93% weight; Power Integrations, Inc. with a 0.88% weight; NiSource Inc. with a 0.74% weight; Gibraltar Industries, Inc. with a 0.72% weight; Idacorp, Inc. with a 0.72% weight; Clearway Energy, Inc. with a 0.62% weight; Ormat Technologies, Inc. with a 0.62% weight; SunPower Corp. with a 0.60% weight; Bloom Energy Corp. with a 0.59% weight; Rogers Corp. with a 0.49% weight; Clean Energy Fuels Corp. with a 0.46% weight; Covanta Holding Corp. with a 0.43% weight; PNM Resources, Inc. with a 0.40% weight; H.B. Fuller Co. with a 0.39% weight; Ameresco, Inc. with a 0.38% weight; Black Hills Corp. with a 0.33% weight; QTS Realty Trust, Inc. with a0.28% weight; Chart Industries, Inc. with a 0.25% weight; Alexander & Baldwin, Inc. with a 0.23% weight; Timken Co. with a 0.23% weight; MGE Energy, Inc. with a 0.22% weight; ESCO Technologies Inc. with a 0.20% weight; Argan, Inc. with a 0.17% weight; and Altra Industrial Motion Corp. with a 0.16% weight); via J.P. Morgan Securities LLC; pricing; pricing March 26; Cusip: 48129KAV2

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan value focus basket (Mar 2021) of 24 equally weighted reference stocks (CACI International Inc., Caterpillar Inc., DuPont de Nemours, Inc., Northrop Grumman Corp., American Axle & Manufacturing Holdings, Inc., General Motors Co., McDonald’s Corp., MGM Growth Properties LLC, PulteGroup, Inc., Reynolds Consumer Products Inc., PDC Energy, Inc., Phillips 66, Lincoln National Corp., OneMain Holdings, Inc., AbbVie Inc., Lithia Motors, Inc, Whirlpool Corp., TechnipFMC plc, Broadstone Net Lease, Inc., Huntington Bancshares Inc., CF Industries Holdings, Inc., Facebook, Inc., Broadcom Inc. and KLA Corp.); via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48129KAS9

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan Covid-19 recovery basket (Mar 2021) of 60 equally weighted reference stocks (Walt Disney Co., Bank of America Corp., Coca-Cola Co., Exxon Mobil Corp., Chevron Corp., Starbucks Corp., Caterpillar Inc., Boeing Co., American Express Co., Deere & Co., Goldman Sachs Group, Inc., Booking Holdings Inc., General Motors Co., HCA Healthcare, Inc., Eaton Corp. plc, DuPont de Nemours, Inc., Public Storage, Las Vegas Sands Corp., Dow Inc., Capital One Financial Corp., Ross Stores, Inc., Travelers Cos., Inc., Ford Motor Co., Best Buy Co., Inc., Hilton Worldwide Holdings Inc., Restaurant Brands International Inc., Southwest Airlines Co., Lennar Corp., Weyerhaeuser Co., Alexandria Real Estate Equities, Inc., Delta Air Lines, Inc., CBRE Group, Inc., SVB Financial Group, Synchrony Financial, CarMax, Inc., Extra Space Storage Inc., United Rentals, Inc., Mid-America Apartment Communities, Inc., Expedia Group, Inc., VICI Properties Inc., Royal Caribbean Cruises Ltd., Ulta Beauty, Inc., Raymond James Financial, Inc., MGM Resorts International, DaVita Inc., Caesars Entertainment, Inc., United Airlines Holdings, Inc., Wynn Resorts, Ltd., Iron Mountain Inc., Gap, Inc., Assurant, Inc., Planet Fitness, Inc., Alaska Air Group, Inc., Norwegian Cruise Line Holdings Ltd., Six Flags Entertainment Corp., Apollo Commercial Real Estate Finance, Inc., Dave & Buster’s Entertainment, Inc., International Flavors & Fragrances Inc. and Morgan Stanley); via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48129KAQ3

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan basket of companies with exposure to cryptocurrency (Mar 2021) of 11 unequally weighted reference stocks (MicroStrategy Inc. with a 20% weight, Square, Inc. with an 18% weight, Riot Blockchain, Inc. with a 15% weight, Nvidia Corp. with a 15% weight, PayPal Holdings, Inc. with a 10% weight, Advanced Micro Devices, Inc. with a 5% weight, Taiwan Semiconductor Manufacturing Co., Ltd. with a 5% weight, Intercontinental Exchange, Inc. with a 4% weight, CME Group Inc. with a 4% weight, Overstock.com, Inc. with a 2% weight and Silvergate Capital Corp. with a 2% weight); via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48129KAR1

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan growth focus basket (Mar 2021) of 40 equally weighted reference stocks (Honeywell International Inc., Mercury Systems, Inc., Norfolk Southern Corp., Constellation Brands, Inc., Five Below, Inc., Fortune Brands Home & Security, Inc., lululemon athletica inc., Target Corp., Wynn Resorts, Ltd., Ameren Corp., Americold Realty Trust, Corporate Office Properties Trust, Prologis Inc., SVB Financial Group, Agios Pharmaceuticals, Inc., Ascendis Pharma A/S, BioMarin Pharmaceutical Inc., Boston Scientific Corp., Danaher Corp., Eli Lilly and Co., Humana Inc., Karyopharm Therapeutics Inc., Hostess Brands, Inc., Ulta Beauty, Inc., Dominion Energy, Inc., Targa Resources Corp., Baxter International Inc., Penumbra, Inc., Thermo Fisher Scientific Inc., UnitedHealth Group Inc., Amazon.com, Inc., Charter Communications, Inc., Walt Disney Co., Peloton Interactive, Arista Networks, Inc., Microsoft Corp., TransUnion, Varonis Systems, Inc., Verisk Systems, Inc., Vivint Smart Home, Inc.); via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48129KAM2

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan quest 5G thematic basket (Mar 2021) of 29 unequally weighted reference stocks (Apple Inc., Qualcomm Inc., Verizon Communications Inc., Intel Corp., AT&T Inc., Cisco Systems, Inc., Xilinx, Inc., Micron Technology, Inc., Broadcom Inc. and Keysight Technologies, Inc., each with a 6.13% weight; NXP Semiconductors NV with a 4.06% weight; Qorvo, Inc. with a 3.80% weight; SBA Communications Corp. with a 3.51% weight; Charter Communications, Inc. with a 3.11% weight; Crown Castle International Corp. with a 2.78% weight; DISH Network Corp. with a 2.72% weight; Skyworks Solutions, Inc. with a 2.21% weight; iQIYI, Inc. with a 2.16% weight; Amphenol Corp. with a 1.95% weight; Corning Inc. with a 1.79% weight; Cadence Design Systems, Inc. with a 1.58% weight; VMware, Inc. with a 1.57% weight; Juniper Networks, Inc. with a 1.28% weight; Synopsys, Inc. with a 1.27% weight; Ansys, Inc. with 1.20% weight; Fortinet, Inc. with 1.14% weight; ON Semiconductor Corp. with a 0.98% weight; Altice USA, Inc. with a 0.96% weight; and Liberty Global plc with a 0.63% weight); via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48129KAN0

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan quest renewable energy thematic basket (Mar 2021) of 63 unequally weighted reference stocks (American Electric Power Co., Inc., General Electric Co., Dominion Energy, Inc., Duke Energy Corp., Southern Co., Xcel Energy Inc., Consolidated Edison, Inc., Exelon Corp., WEC Energy Group, Inc., Williams Cos., Inc., CMS Energy Corp., DTE Energy Co., Vistra Corp. and Eversource Energy, each with a 3.17% weight; Edison International with a 2.99% weight; Sempra Energy with a 2.49% weight; First Solar, Inc. with a 2.42% weight; Digital Realty Trust, Inc. with a 2.36% weight; Renewable Energy Group, Inc. with a 2.27% weight; Ameren Corp. with a 2.22% weight; Air Products and Chemicals, Inc. with a 2.21% weight; Public Service Enterprise Group Inc. with a 2.20% weight; Enphase Energy, Inc. with a 2.16% weight; Pinnacle West Capital Corp. with a 1.88% weight; Avangrid, Inc. with a 1.86% weight; Allete, Inc. with a 1.82% weight; Generac Holdings Inc. with a 1.81% weight; Evergy, Inc. with a 1.72% weight; New Jersey Resources Corp. with a 1.70% weight; Eaton Corp. plc with a 1.65% weight; Sunrun Inc. with a 1.52% weight; CenterPoint Energy, Inc. with a 1.47% weight; AES Corp. with a 1.25% weight; Hannon Armstrong Sustainable Infrastructure Capital, Inc. with a 1.23% weight; Owens Corning with a 1.18% weight; Hawaiian Electric Industries, Inc. with a 1.15% weight; FuelCell Energy, Inc. with a 1.11% weight; South Jersey Industries, Inc. with a 0.98% weight; BWX Technologies, Inc. with a 0.93% weight; Plug Power Inc. with a 0.93% weight; Power Integrations, Inc. with a 0.88% weight; NiSource Inc. with a 0.74% weight; Gibraltar Industries, Inc. with a 0.72% weight; Idacorp, Inc. with a 0.72% weight; Clearway Energy, Inc. with a 0.62% weight; Ormat Technologies, Inc. with a 0.62% weight; SunPower Corp. with a 0.60% weight; Bloom Energy Corp. with a 0.59% weight; Rogers Corp. with a 0.49% weight; Clean Energy Fuels Corp. with a 0.46% weight; Covanta Holding Corp. with a 0.43% weight; PNM Resources, Inc. with a 0.40% weight; H.B. Fuller Co. with a 0.39% weight; Ameresco, Inc. with a 0.38% weight; Black Hills Corp. with a 0.33% weight; QTS Realty Trust, Inc. with a0.28% weight; Chart Industries, Inc. with a 0.25% weight; Alexander & Baldwin, Inc. with a 0.23% weight; Timken Co. with a 0.23% weight; MGE Energy, Inc. with a 0.22% weight; ESCO Technologies Inc. with a 0.20% weight; Argan, Inc. with a 0.17% weight; and Altra Industrial Motion Corp. with a 0.16% weight); via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48129KAP5

• 0% insight notes due May 5, 2022 linked to the J.P. Morgan value focus basket (Mar 2021) of 24 equally weighted reference stocks (CACI International Inc., Caterpillar Inc., DuPont de Nemours, Inc., Northrop Grumman Corp., American Axle & Manufacturing Holdings, Inc., General Motors Co., McDonald’s Corp., MGM Growth Properties LLC, PulteGroup, Inc., Reynolds Consumer Products Inc., PDC Energy, Inc., Phillips 66, Lincoln National Corp., OneMain Holdings, Inc., AbbVie Inc., Lithia Motors, Inc, Whirlpool Corp., TechnipFMC plc, Broadstone Net Lease, Inc., Huntington Bancshares Inc., CF Industries Holdings, Inc., Facebook, Inc., Broadcom Inc. and KLA Corp.); via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48129KAL4

HSBC USA INC.

• 0% autocallable barrier notes with step-up premium due March 24, 2026 linked to the lesser performing of the S&P 500 index, the Russell 2000 index, and the Dow Jones industrial average; via HSBC Securities (USA) Inc; pricing March 19; Cusip: 40438C3D1


© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.