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Prospect News home > News index > List of issuers Calendar > Headlines for 2016 > News item

Published on 3/8/2016 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due March 15, 2036; via BofA Merrill Lynch; settling March 15; Cusip: 06048WSH4

• 0% Capped Leveraged Index Return Notes linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

• Two-year 0% market-linked step-up notes linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 6.5% to 7.5% autocallable coupon bearing notes due April 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% Strategic Accelerated Redemption Securities due April 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% Capped Leveraged Index Return Notes due March 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• Market-linked step-up notes due March 2018 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in March

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBJ8

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBG4

• 0% upside booster notes with barrier due March 29, 2019 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBN9

• 0% upside booster notes with barrier due March 29, 2019 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBM1

• 0% buffered bullish digital plus notes due March 31, 2020 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366RBR0

• 0% contingent risk absolute return notes due March 31, 2022 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TAX8

• 0% upside booster notes with barrier due March 29, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBL3

• 9% autocallable cash-settled notes with fixed interest payments due March 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund and the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBP4

• 9% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBD1

• 7.2% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBA7

• 12.6% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBC3

• 10.8% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TAZ3

• 0% buffered bullish enhanced return notes due March 29, 2019 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBX7

• 0% bullish digital return notes with barrier due March 23, 2021 linked to the Russell 2000 index; 80% trigger; via BMO Capital Markets Corp.; pricing March 18; Cusip: 06367TBU3

• 0% bullish enhanced return notes due March 29, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBF6

• 0% bullish enhanced return notes due March 29, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBE9

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the SPDR Dow Jones REIT exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBK5

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to the SPDR Dow Jones REIT exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBH2

• 13.2% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TAY6

• 15% autocallable cash-settled notes with fixed interest payments due on March 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06367TBB5

BANK OF NOVA SCOTIA

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 5, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via Scotia Capital (USA) Inc. and Wells Fargo Securities LLC; pricing March 31; Cusip: 064159HL3

• Autocallable market-linked step-up notes due March 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% market-linked step-up notes due March 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

BANK OF THE WEST

• Income advantage market-linked certificates of deposit due March 30, 2023 linked to the common stocks of Apple Inc., AT&T Inc., Duke Energy Corp., International Business Machines Corp. and Philip Morris International Inc.; via BNP Paribas Securities Corp.; pricing March 24; Cusip: 06426XQG8

• Contingent variable-income market-linked certificates of deposit due March 30, 2023 linked to the common stocks of Apple Inc., AT&T Inc., Cisco Systems, Inc., Duke Energy Corp., Hershey Co., International Business Machines Corp., Merck & Co., Inc., Philip Morris International Inc., Target Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp.; pricing March 24; Cusip: 06426XQE3

• 0% market-linked certificates of deposit due March 31, 2023 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing March 28; Cusip: 06426XQH6

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due March 23, 2023 linked to the Elkhorn DWA Tactical Tilt 5% Volatility Target index; via Barclays and Incapital LLC; pricing March 18; Cusip: 06740FDT2

• Certificates of deposit due March 29, 2021 linked to the common stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDS4

• Certificates of deposit due March 29, 2022 linked to the common stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDL9

• Certificates of deposit due March 29, 2023 linked to the common stocks of AbbVie Inc., Apple Inc., AT&T Inc., Microsoft Corp. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDM7

• Certificates of deposit due March 29, 2021 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., HP Inc., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDN5

• Certificates of deposit due March 29, 2022 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., HP Inc., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDP0

• Certificates of deposit due March 29, 2023 linked to the common stocks of AbbVie Inc., AT&T Inc., CME Group Inc., Costco Wholesale Corp., Duke Energy Corp., Intel Corp., HP Inc., LyondellBasell Industries NV, Pfizer Inc. and Valero Energy Corp.; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDQ8

• 0% certificates of deposit due March 29, 2021 linked to the Russell 2000 index; via Barclays and Incapital LLC; pricing March 24; Cusip: 06740FDR6

BARCLAYS BANK PLC

• Contingent income autocallable securities due March 14, 2019 linked to BlackRock, Inc. common stock; via Barclays and Morgan Stanley Smith Barney LLC; pricing March 11; Cusip: 06744K772

• Trigger phoenix autocallable optimization securities due March 17, 2026 linked to the Euro Stoxx 50 index and the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 11; Cusip: 06744K822

• Callable contingent coupon notes due March 21, 2019 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing March 18; Cusip: 06741U5Q3

• Trigger phoenix autocallable optimization securities due March 21, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing March 18; Cusip: 06744K855

• Callable contingent coupon notes due March 21, 2019 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing March 18; Cusip: 06741U5R1

• Callable contingent coupon notes due March 28, 2019 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing March 24; Cusip: 06741U6D1

• 11% to 12% autocallable notes due March 28, 2019 linked to the least performing of the common stocks of Alphabet Inc., Amazon.com, Inc., Facebook, Inc. and Netflix, Inc.; via Barclays; pricing March 28; Cusip: 06741WBL3

• 0% buffered SuperTrack notes due March 31, 2021 linked to the Dow Jones industrial average; via Barclays; pricing March 28; Cusip: 06741U5S9

• Callable contingent coupon notes due March 28, 2023 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing March 28; Cusip: 06741U5T7

• Phoenix autocallable notes due April 1, 2020 linked to the least performing of the common stocks of Hershey Co., Kroger Co. and Reynolds American Inc.; via Barclays; pricing March 28; Cusip: 06741U6J8

• Callable contingent coupon notes due March 31, 2017 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing March 28; Cusip: 06741U6F6

• Phoenix autocallable notes due March 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U6B5

• Phoenix autocallable notes due April 1, 2026 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U6A7

• 0% buffered digital notes due Sept. 28, 2018 linked to the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U5U4

• 0% buffered digital notes due Sept. 30, 2019 linked to the S&P 500 index; via Barclays; pricing March 28; Cusip: 06741U5V2

• 0% return optimization securities due May 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing March 29; Cusip: 06744K863

• 0% autocallable market-linked step-up notes due March 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due in May of 2017 linked to the JPX-Nikkei index 400; via BofA Merrill Lynch; pricing in March

• 18- to 21-month 0% capped leveraged notes linked to the Euro Stoxx 50, FTSE, Topix, Swiss Market and S&P/ASX 200 indexes; via Barclays; Cusip: 06741U6E9

• 0% 18- to 21-month 0% capped leveraged noted linked to the S&P 500 index; via Barclays; Cusip: 06741U6C3

BNP PARIBAS

• Phoenix notes due March 31, 2021 linked to the worst of the Euro Stoxx 50 index and the S&P 500 index; via BNP Paribas; pricing March 24; Cusip: 05579TLY0

• 0% buffered return enhanced notes due March 31, 2021 linked to the common stocks of Apple Inc., Becton Dickinson and Co., Cisco Systems Inc., Equinix, Inc., General Motors Co., Goldman Sachs Group Inc., Intel Corp., Johnson & Johnson, Kohl’s Corp., Microsoft Corp., Procter & Gamble Co., Staples, Inc., Target Corp., Wal-Mart Stores Inc. and Whole Foods Market Inc.; via BNP Paribas; pricing March 28; Cusip: 05579TMA1

• 0% dual directional notes due March 31, 2021 linked to the common stocks of BP plc, Chevron Corp., Exxon Mobil Corp., Royal Dutch Shell plc and Total SA; via BNP Paribas; pricing March 28; Cusip: 05579TM52

• 7%-9% autocallable notes due March 31, 2017 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TLZ7

• 5%-7% autocallable notes due Sept. 29, 2017 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TM45

• 0% buffered notes due March 31, 2020 linked to the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TLX2

• 0% leveraged notes due March 31, 2021 linked to the S&P 500 index; via BNP Paribas; pricing March 28; Cusip: 05579TM37

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% buffered notes due March 31, 2021 linked to the S&P 500 index; via CIBC World Markets; pricing March 28; Cusip: 13605WBH3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 7, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing March 31; Cusip: 13605WBJ9

• 0% Accelerated Return Notes due May 2017 linked to the Euro Stoxx 50, FTSE 100, Nikkei 225, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Merrill Lynch; pricing in March

• 0% capped Leveraged Index Return Notes due March 2018 tied to the Russell 2000 index; via Merrill Lynch & Co.; pricing in March

• 0% Accelerated Return Notes due March 2018 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in March

CITIGROUP INC.

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 16; Cusip: 17323P520

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 16; Cusip: 17323P868

• 0% buffer securities due Oct. 3, 2018 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17298CC30

• 0% buffer securities due April 1, 2021 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 28; Cusip:17298CB49

• 0% enhanced barrier digital plus securities due April 1, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17298CB23

• Autocallable contingent coupon equity linked securities due April 2018 based on common stock of Alphabet Inc., via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CC97

• 0% enhanced barrier digital plus securities due April 1, 2021 linked to the Euro Stoxx 50 index; 75% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CAE8

• 8% to 9% single observation Equity Linked Securities due April 3, 2017 linked to the class A common stock of Facebook, Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CC48

• 0% enhanced buffered digital securities due April 3, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17298CB80

• 0.25% market-linked notes due Oct. 5, 2021 linked to a basket comprised of the Dow Jones industrial average, the Nikkei 225 index and the iShares Core U.S. Aggregate Bond exchange-traded fund; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CB56

• 0% market-linked notes due April 5, 2021 linked to a basket comprised of the iShares Core U.S. Aggregate Bond exchange-traded fund, the Euro Stoxx 50 index and the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CB64

• 0% barrier digital plus securities due April 4, 2019 linked to the S&P 500 index; 80% trigger; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 17298CB72

CREDIT SUISSE AG, LONDON BRANCH

• 0% 13- to 15-month leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 10; Cusip: 22546VYH3

• 0% knock-out notes due March 29, 2017 linked to the S&P 500 index; 85% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 11; Cusip: 22546VYT7

• 0% return enhanced notes due March 29, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 11; Cusip: 22546VYU4

• 0% dual directional capped knock-out notes due March 29, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 11; Cusip: 22546VYV2

• 0% knock-out notes due Sept. 13, 2017 linked to the S&P 500 index; 77.35% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 11; Cusip: 22546VYW0

• Trigger phoenix autocallable optimization securities due March 17, 2026 linked to the S&P 500 index and the Russell 2000 index; via UBS Financial Services Inc.; pricing March 11; Cusip: 22548J739

• 0% knock-out notes due March 29, 2017 linked to the SPDR S&P Bank exchange-traded fund; 78% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 11; Cusip: 22546VYX8

• 8% to 10% autocallable reverse convertible securities due March 20, 2017 linked to Boeing Co. shares; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing March 15; Cusip: 22546VYR1

• 0% digital barrier notes due Sept. 25, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 18; Cusip: 22546VXY7

• Contingent coupon callable yield notes due March 28, 2019 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 18; Cusip: 22546VXZ4

• Contingent coupon autocallable yield notes due March 23, 2021 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 18; Cusip: 22546VYS9

• 0% digital buffered notes due March 26, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 18; Cusip: 22546VXX9

• CMS curve and Russell 2000 index-linked securities due April 1, 2019; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VYG5

• 0% trigger performance securities due March 31, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing March 28; Cusip: 22548J697

• 0% digital buffered notes due Oct. 3, 2017 linked to the Russell 2000 index; via Credit Suisse; pricing March 28; Cusip: 22546VY59

• 0% trigger step performance securities due March 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing March 28; Cusip: 22548J689

• Callable daily range accrual securities due March 31, 2021 linked to the S&P 500 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VYM2

• 0% digital plus barrier notes due April 1, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXP6

• 0% autocallable securities due March 30, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXT8

• 0% accelerated barrier notes due April 1, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXN1

• Contingent coupon autocallable yield notes due March 31, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VY67

• 0% absolute return barrier securities due April 1, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546VXR2

• 8% autocallable yield notes due March 29, 2019 linked the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Incapital LLC; pricing March 28; Cusip: 22546VYF7

• 0% digital buffered notes due Oct. 2, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse; pricing March 29; Cusip: 22546VXL5

• 0% trigger performance securities due March 31, 2021 linked to the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing March 29; Cusip: 22548J705

• 0% digital buffered notes due Oct. 2, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 29; Cusip: 22546VXM3

• 8% to 10% autocallable yield notes due April 5, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXV3

• High/low coupon callable yield notes due Oct. 5, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VYD2

• 0% absolute return barrier securities due April 3, 2020 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXS0

• 0% accelerated barrier notes due April 5, 2021 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXU5

• 0% buffered return equity securities due Oct. 3, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXW1

• 0% digital plus barrier notes due April 3, 2020 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546VXQ4

• Autocallable market-linked step-up notes due March 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

• 0% Leveraged Index Return Notes due March 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

CREDIT SUISSE AG, NASSAU BRANCH

• Fixed-to-floating-rate notes due March 30, 2026 linked to the 10-year Constant Maturity Swap rate; via Incapital LLC; pricing March 28; Cusip: 22546VYQ3

DEUTSCHE BANK AG, LONDON BRANCH

• 0% tracker notes due March 19, 2018 linked to a basket that includes the S&P 500 Total Return index and the Deutsche Bank ProVol Balanced index; via Deutsche Bank Securities Inc.; pricing March 15; Cusip: 25152RV67

• 16- to 19-month 0% capped leveraged notes linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via Deutsche Bank Securities Inc.; Cusip: 25152RZW6

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed rate notes due March 2021; via Goldman Sachs & Co. and Incapital LLC; pricing in March; Cusip: 38148TM48

• Callable step-up fixed-rate notes with 3% initial rate due March 2025; via Goldman Sachs & Co. and Incapital LLC; pricing in March; Cusip: 38148TM63

• Callable step-up fixed-rate notes due March 2036; via Goldman Sachs & Co. and Incapital LLC; pricing in March; Cusip: 38148TM55

GS FINANCE CORP.

• Contingent income autocallable securities due March 17, 2017 linked to the common stock of Bank of America Corp.; via Goldman Sachs & Co.; pricing March 11; Cusip: 36250E498

• 0% leveraged notes due March 29, 2017 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing March 11; Cusip: 40054K6A9

• 0% notes due March 29, 2017 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing March 11; Cusip: 40054K5Z5

• 0% leveraged notes due Sept. 8, 2016 linked to the JPX-Nikkei Index 400; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing March 11; Cusip: 40054K5X0

• Contingent income autocallable securities due March 14, 2019 linked to the common stock of Microsoft Corp.; via Goldman Sachs & Co.; pricing March 11; Cusip: 36250E506

• 0% leveraged buffered notes due March 14, 2019 linked to the S&P 100 index; via Goldman Sachs & Co.; pricing March 11; Cusip: 40054K5S1

• 0% leveraged buffered notes due March 16, 2020 linked to the S&P 100 index; via Goldman Sachs & Co.; pricing March 11; Cusip: 40054K5Q5

• 0% leveraged buffered notes due March 16, 2020 linked to the S&P 100 index; via Goldman Sachs & Co.; pricing March 11; Cusip: 40054K5R3

• 0% buffered Performance Leveraged Upside Securities due Oct. 3, 2018 linked to the S&P 500 index; via Goldman Sachs & Co. and Morgan Stanley Wealth Management; pricing March 16; Cusip: 36250E456

• 0% leveraged notes due March 25, 2019 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 18; Cusip: 40054K4F0

• 0% leveraged notes due March 18, 2022 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 18; Cusip: 40054K4E3

• 0% notes due March 27, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 18; Cusip: 40054K4D5

• 0% notes due March 25, 2022 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 18; Cusip: 40054K4G8

• 0% notes due March 28, 2024 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5L6

• 0% index-linked notes due March 28, 2024 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K4R4

• 0% leveraged buffered notes due March 28, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5N2

• 0% leveraged buffered notes due March 28, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K4T0

• 0% leveraged buffered notes due March 29, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K4S2

• 0% leveraged buffered notes due March 29, 2021 linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5M4

• 0% index-linked notes due March 29, 2022 linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; pricing March 24; Cusip: 40054K5P7

• 0% GS Momentum Builder Multi-Asset 5 ER index-linked notes due July 2, 2020; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4S2

• 0% notes due March 31, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4R4

• 0% autocallable notes due April 11, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4T0

• 0% GS Momentum Builder Multi-Asset 5 ER index-linked notes due April 2, 2024; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4P8

• 0% notes due April 2, 2024 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K5B8

• 0% notes due April 2, 2026 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 28; Cusip: 40054K4Q6

• 0% return optimization securities due May 31, 2017 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 28; Cusip: 36250E431

• 0% trigger performance securities due March 31, 2026 linked to the Bloomberg Commodity Index 3 Month Forward; via Goldman Sachs & Co.; pricing March 29; Cusip: 36250E423

• Callable contingent coupon notes due March 31, 2019 linked to the Dow Jones industrial average and the Russell 2000 index; 65% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5K8

• 0% notes due April 2, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5W2

• Callable buffered monthly range accrual notes due Sept. 30, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5U6

• Callable buffered monthly range accrual notes due March 31, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4K9

• Callable monthly Russell 2000 index-linked range accrual notes due March 31, 2026; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4M5

• Callable range accrual notes due Feb. 28, 2031 linked to the Russell 2000 index; 50% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5J1

• Callable quarterly range accrual notes due March 31, 2031 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5D4

• Callable contingent coupon notes due March 31, 2019 linked to the Russell 2000 index and the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4Q6

• Callable contingent coupon notes due March 31, 2018 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5F9

• Callable contingent coupon notes due March 31, 2020 linked to the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5G7

• Callable contingent coupon notes due March 31, 2021 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K4N3

• Callable contingent coupon notes due April 13, 2026 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing March 29; Cusip: 40054K5H5

• 0% autocallable notes linked to the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.

• 13- to 15-month 0% digital notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 8.5- to 10-week 0% Topix-linked notes; via Goldman Sachs & Co.

HSBC BANK USA, NA

• Income Plus certificates of deposit due March 31, 2021 linked to the common stocks of Cisco Systems, Inc., International Business Machines Corp., Merck & Co. Inc., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing March 24; Cusip: 40434AP78

• Income Plus certificates of deposit due March 31, 2023 linked to the common stocks of Cisco Systems, Inc., International Business Machines Corp., Merck & Co. Inc., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing March 24; Cusip: 40434AP94

HSBC USA INC.

• Autocallable contingent income barrier notes due March 15, 2017 linked to the common stock of Facebook Inc.; via HSBC Securities (USA) Inc.; pricing March 10; Cusip: 40433UJP2

• Callable contingent income securities due March 19, 2026 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing March 16; Cusip: 40434N549

• 0% buffered uncapped market participation securities due March 26, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 18; Cusip: 40433UHV1

• 0% digital dual directional notes due March 28, 2022 linked to the S&P 500 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing March 18; Cusip: 40433UJU1

• 0% autocallable notes with contingent return due March 30, 2020 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 60% trigger; via HSBC Securities (USA) Inc.; pricing March 18; Cusip: 40433UHU3

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJJ6

• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJM9

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJH0

• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJL1

• 0% buffered Accelerated Market Participation Securities due April 2, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJG2

• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJK3

• 0% barrier enhanced participation notes due Sept. 30, 2019 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40433UJV9

• Income plus notes due March 31, 2023 linked to the common stocks of Apple Inc., Bristol-Myers Squibb Co., Ford Motor Co., Philip Morris International Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHW9

• 0% leveraged buffered uncapped market participation securities due April 1, 2019 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJA5

• 0% leveraged buffered uncapped market participation securities due March 31, 2021 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJE7

• 0% trigger performance securities due March 31, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N614

• 0% buffered uncapped market participation securities due March 31, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJC1

• 6.5% autocallable yield notes due Oct. 2, 2017 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHY5

• 8% autocallable yield notes due Oct. 2, 2017 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHX7

• 0% trigger return optimization securities due March 29, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N598

• 0% autocallable growth barrier notes due April 1, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJN7

• 0% buffered uncapped market participation securities due March 1, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJF4

• 0% buffered uncapped market participation securities due March 26, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UJB3

• 0% trigger performance securities due March 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N564

• 0% digital dual directional notes due March 31, 2021 linked to the S&P 500 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433UHZ2

• 0% trigger performance securities due Feb. 26, 2026 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N572

• 0% trigger performance securities due March 31, 2026 linked to the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing March 28; Cusip: 40434N572

• 0% trigger performance securities due March 31, 2021 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40434N622

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the WisdomTree Japan Hedged Equity fund; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing March 31; Cusip: 40434N556

• 0% Market Index Target-Term Securities due March 2023 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in March

• 0% leveraged buffered uncapped market participation securities due March 31, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing in March; Cusip: 40433UJD9

• 0% autocallable market-linked step-up notes due March 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

• 0% Strategic Accelerated Redemption Securities due April 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

JPMORGAN CHASE & CO.

• 8%-10% callable reverse exchangeable notes due March 20, 2017 linked to Apple Inc. common stock; via J.P. Morgan Securities LLC; pricing March 11; Cusip: 46625HQE3

• 8.5% to 10.5% callable reverse exchangeable notes due March 20, 2017 linked to Bank of America Corp. shares; 60% trigger; via J.P. Morgan Securities LLC; pricing March 11; Cusip: 46625HQG8

• 8.5% to 10.5% callable reverse exchangeable notes due March 20, 2017 linked to Ford Motor Co. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing March 11; Cusip: 46625HQF0

• Range accrual securities due March 17, 2017 linked to a West Texas Intermediate crude oil futures contract; via J.P. Morgan Securities LLC; pricing March 11; Cusip: 48125U3A8

• 0% buffered Performance Leveraged Upside Securities due Oct. 3, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 16; Cusip: 61766A160

• 0% Performance Leveraged Upside Securities due July 6, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 16; Cusip: 61766A178

• Autocallable contingent interest notes due March 20, 2020 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing March 16; Cusip: 48128GQP8

• Autocallable contingent interest notes due March 20, 2020 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing March 16; Cusip: 48128GQQ6

• Fixed-to-floating-rate notes due March 22, 2024; via J.P. Morgan Securities LLC; pricing March 17; Cusip: 48125U2X9

• Fixed-to-floating-rate notes due March 22, 2024; via J.P. Morgan Securities LLC; pricing March 17; Cusip: 48125U2Z4

• Callable step-up fixed rate notes due March 23, 2021; via J.P. Morgan Securities LLC; pricing March 18; Cusip: 48125U2R2

• Fixed-to-floating-rate notes due March 23, 2023; via J.P. Morgan Securities LLC; pricing March 18; Cusip: 48125U2U5

• Callable step-up fixed rate notes due March 23, 2026; via J.P. Morgan Securities LLC; pricing March 18; Cusip: 48125U2S0

• Callable step-up fixed rate notes due March 23, 2031; via J.P. Morgan Securities LLC; pricing March 18; Cusip: 48125U2T8

• 0% Performance Leveraged Upside Securities due April 5, 2017 linked to the Alerian MLP exchange-traded fund; via Morgan Stanley & Co. LLC; pricing March 18; Cusip: 61766A186

• 0% capped dual directional contingent buffered return enhanced notes due March 21, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 18; Cusip: 48128GPN4

• Review notes due March 23, 2020 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 18; Cusip: 48128GPM6

• 8.25% callable yield notes due June 28, 2017 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via J.P. Morgan; pricing March 21; Cusip: 48128GNX4

• Callable contingent interest notes due April 3, 2018 linked to the least performing of the common stocks of Apple Inc., Phillips 66 and United Continental Holdings, Inc.; 50% trigger; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48128GRA0

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48128GQE3

• Autocallable notes due March 28, 2019 linked to the lesser performing of the S&P 500 index and the FTSE 100 index; 75% trigger; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48128GQS2

• Callable contingent interest notes due April 2, 2021 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; 65% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GRE2

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQB9

• 0% uncapped contingent buffered equity notes due March 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQG8

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQC7

• 0% capped buffered return enhanced notes due March 29, 2018 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQA1

• Callable yield notes due April 3, 2017 linked to the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GPS3

• Callable contingent interest notes due April 3, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GPU8

• Callable yield notes due April 3, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC is the agent; pricing March 28; Cusip: 48128GPV6

• Review notes due March 29, 2019 linked to the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GPY0

• Callable contingent interest notes due March 31, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQX1

• 0% uncapped contingent buffered return enhanced notes due March 31, 2021 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQT0

• 0% digital notes due March 29, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQR4

• 0% uncapped contingent buffered equity notes due March 31, 2020 linked to the S&P 500 index; 75% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQF0

• 0% capped dual directional contingent buffered return enhanced notes due March 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQH6

• High/low yield notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQU7

• High/low yield notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQV5

• 0% uncapped dual directional notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQN3

• Buffered callable range accrual notes due Sept. 29, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48128GQY9

• Callable range accrual notes due March 31, 2021 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125U2W1

• Callable range accrual notes due March 31, 2026 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125U2V3

• Callable range accrual notes due March 31, 2031 linked to the 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125U2Y7

• 0% dual directional trigger Performance Leveraged Upside Securities due April 4, 2018 linked to Apple Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing March 31; Cusip: 48128B606

MORGAN STANLEY

• Contingent income autocallable securities due March 17, 2017 linked to United Continental Holdings Inc. common stock; via Morgan Stanley & Co. LLC; pricing March 11; Cusip: 61766A194

• Contingent income autocallable securities due Sept. 29, 2017 linked to the S&P GSCI Crude Oil Index - Excess Return; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61761J2J7

• 0% securities due Oct. 5, 2018 with a leveraged upside participation to a cap and a fixed-percentage buffered downside linked to the S&P 500 index; via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing March 31; Cusip: 61761J2G3

MORGAN STANLEY FINANCE LLC

• 0% accelerated return securities due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 24; Cusip: 61766BAE1

• 0% buffered jump securities due March 31, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAD3

• Contingent income autocallable securities due March 31, 2031 linked to the worse performing of the Euro Stoxx 50 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAC

• Contingent income securities due March 31, 2031 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAB7

• 0% trigger Performance Leveraged Upside Securities due March 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 28; Cusip: 61766BAA9

• 0% trigger performance securities due March 31, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 28; Cusip: 61766B119

• 0% trigger performance securities due March 31, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 28; Cusip: 61766B127

• 0% trigger performance securities due March 31, 2026 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 29; Cusip: 61766B101

• 0% trigger Performance Leveraged Upside Securities due April 5, 2022 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B150

• 0% market-linked notes due Oct. 5, 2021 linked to the Morgan Stanley ETF-Map 2 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B176

• 0% trigger Performance Leveraged Upside Securities due April 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B143

• 0% market-linked notes due Oct. 4, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 31; Cusip: 61766B135

ROYAL BANK OF CANADA

• Redeemable step-up notes due March 28, 2024; via RBC Capital Markets, LLC; pricing March 22; Cusip: 78012KHP5

• Capped fixed-to-floating rate notes due March 30, 2021 linked to the three-month Libor rate; via RBC Capital Markets, LLC; pricing March 24; Cusip: 78012KHQ3

• 0% bullish barrier enhanced return notes due Sept. 28, 2018 linked to the Euro Stoxx 50 index; 70% trigger; via RBC Capital Markets, LLC; pricing March 24; Cusip: 78012KLT2

• 0% trigger performance securities due March 31, 2021 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing March 28; Cusip: 78013C765

• Direct investment notes due April 7, 2017 linked to the March 2016 RBC Capital Markets U.S. Equity Top Picks List; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLV7

• Trigger phoenix autocallable notes due March 29, 2019 linked to the least performing of the Russell 2000 index and the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLY1

• 0% bullish enhanced return notes due May 31, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLS4

• 0% bullish barrier booster notes due March 31, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLU9

• 0% buffered bullish enhanced return notes due March 31, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78012KLW5

• 0% trigger Performance Leveraged Upside Securities due July 6, 2017 linked to the Energy Select Sector SPDR fund; via RBC Capital Markets, LLC; pricing March 31; Cusip: 78013C781

• 0% dual directional trigger Performance Leveraged Upside Securities due April 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 31; Cusip: 78013C799

• 0% market linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 5, 2021 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing March 31; Cusip: 78012KLZ8

• 0% Leveraged Index Return Notes due March 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in March

• 0% direct investment notes due May 8, 2017 linked to the EquityCompass Equity Risk Management Strategy, via RBC Capital Markets, LLC; pricing April 5; Cusip: 78012KMC8

• 0% leveraged index-linked notes tied to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78012KMB0

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes due May 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

TORONTO-DOMINION BANK

• Callable step-up notes due March 31, 2021; via TD Securities (USA) LLC; pricing March 28; Cusip: 89114QUV8

• Callable step-up notes due March 31, 2023; via TD Securities (USA) LLC; pricing March 28; Cusip: 89114QUW6

• 0% buffered accelerator notes due April 1, 2021 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing March 28; Cusip: 89114QUT3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 5, 2020 linked to the SPDR S&P 500 ETF Trust, the iShares Russell 2000 exchange-traded fund, the iShares MSCI EAFE ETF, the iShares MSCI Emerging Markets ETF, the PowerShares DB Commodity Index Tracking fund and the Vanguard REIT ETF; via TD Securities (USA) LLC and Wells Fargo Securities LLC; pricing March 31; Cusip: 89114QUX4

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due March 14, 2019 linked to the HCA Holdings, Inc. shares; 75% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing March 11; Cusip: 90275L862

• Trigger phoenix autocallable optimization securities due March 15, 2019 linked to the lesser performing of the Nasdaq 100 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 11; Cusip: 90275L847

• 7.35%-9.35% airbag autocallable yield optimization notes due March 17, 2017 linked to Celgene Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 11; Cusip: 90275R141

• Trigger callable contingent yield notes due March 19, 2018 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 11; Cusip: 90275R158

• 6.55%-8.55% airbag autocallable yield optimization notes due March 17, 2017 linked to General Motors Co. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 11; Cusip: 90275R125

• 6%-7.35% airbag autocallable yield optimization notes due March 17, 2017 linked to Microsoft Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 11; Cusip: 90275R133

• Contingent income autocallable securities due March 21, 2018 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; 70% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing March 16; Cusip: 90275L797

• Contingent income autocallable securities due March 21, 2018 linked to the S&P 500 index; 80% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing March 16; Cusip: 90275L789

• 0% trigger performance securities due March 31, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 90275L813

• 0% return optimization securities due May 31, 2017 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 90275L805

• 0% trigger step performance securities due March 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90275L821

WELLS FARGO BANK, NA

• Variable annual interest certificates of deposit due March 31, 2023 linked to the stocks of Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Coca-Cola Co., Merck & Co., Inc., Nike, Inc., Procter & Gamble Co., Starbucks Corp. and Verizon Communications Inc.; via Incapital LLC; pricing March 28; Cusip: 94986TXV4

• 0% certificates of deposit due March 31, 2023 linked to the CS Retiree Consumer Expenditure 5% Blended Index Excess Return; via Incapital LLC; pricing March 28; Cusip: 94986TXR3.

• 0% certificates of deposit due Dec. 30, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Incapital LLC; pricing March 28; Cusip: 94986TXU6

• 0% certificates of deposit due March 31, 2023 linked to the S&P 500 index; via Incapital LLC; pricing March 28; Cusip: 94986TXS1

WELLS FARGO & CO.

• 0% market-linked securities with leveraged upside participation and contingent downside due Sept. 12, 2019 linked to the worse performing of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets ETF; 70% trigger; via Wells Fargo Securities LLC; pricing March 9; Cusip: 94986RG62

• Step-up callable notes due March 21, 2028; via Wells Fargo Securities LLC; pricing on March 16; Cusip: 94986RG70

• Fixed-to-floating notes due March 23, 2026 linked to the 10-year U.S. dollar ICE Swap rate; via Wells Fargo Securities, LLC; pricing March 18; Cusip: 94986RF97

• Fixed-to-floating-rate notes due March 23, 2026 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing March 18; Cusip: 94986RG21

• Market-linked securities with contingent coupon and contingent downside due March 24, 2022 linked to the Russell 2000 index; 70% trigger; via Wells Fargo Securities, LLC; pricing March 18; Cusip: 94986RG39

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