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Structured Products Calendar
BANK OF AMERICA CORP.
Step-up callable notes with 3% initial rate due Aug. 29, 2036; via BofA Merrill Lynch; pricing Aug. 29; Cusip: 06048WTE0
6% to 7% coupon bearing notes due September 2017 linked to the common stock of Citigroup Inc.; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing August
0% market-linked step-up notes due August 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the Euro Stoxx 50, FTSE 100, Nikkei Stock Average, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to gold; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
0% market-linked step-up notes due August 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due November 2017 linked to the common stocks of General Dynamics Corp., Lockheed Martin Corp. and Raytheon Co.; via BofA Merrill Lynch; pricing in September
BANK OF MONTREAL
0% buffered bullish enhanced return notes due Feb. 28, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJC5
0% upside booster notes with a barrier due Aug. 30, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJG6
0% contingent risk absolute return notes due Aug. 31, 2022 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJB7
0% contingent risk absolute return notes due Aug. 31, 2018 linked to the iShares MSCI EAFE exchange-traded fund; 67% to 71% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJQ4
0% contingent risk absolute return notes due Aug. 31, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; 70% to 74% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJR2
0% buffered bullish enhanced return notes due Aug. 31, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJS0
7.2% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJM3
0% buffered bullish digital return notes due Aug. 30, 2019 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJD3
0% buffered bullish digital return notes due Aug. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJK7
0% buffered bullish digital return notes due Aug. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJL5
0% upside booster notes with barrier due Aug. 31, 2021 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJE1
11.4% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017 linked to the SPDR S&P Metals and Mining exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJN1
10.2% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367THX1
10.8% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367THZ6
9% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017, linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367THW3
0% contingent risk absolute return notes with digital upside due Aug. 31, 2018 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJH4
0% contingent risk absolute return notes due Aug. 30, 2019 linked to the Utilities Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJF8
9.6% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367THY9
12% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2017 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJA9
0% contingent risk absolute return notes with digital upside due Aug. 31, 2018 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06367TJJ0
BANK OF NOVA SCOTIA
0% market-linked securities autocallable with fixed percentage buffered downside due Sept. 6, 2018 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc.; pricing Aug. 31; Cusip: 064159HY5
BANK OF THE WEST
Contingent variable-income market-linked certificates of deposit with a minimum annual interest payment due Aug. 30, 2023 linked to a basket of 10 common stocks; via BNP Paribas Securities Corp.; pricing Aug. 25; Cusip 06426XRD4.
Income advantage market-linked certificates of deposit with a minimum annual interest payment due Aug. 30, 2023 linked to a basket of five common stocks; via BNP Paribas Securities Corp.; pricing Aug. 25; Cusip 06426XRE2.
Income advantage market-linked certificates of deposit with a minimum annual interest payment due Aug. 30, 2023 linked to a basket of five common stocks; via BNP Paribas Securities Corp.; pricing Aug. 25; Cusip 06426XRF9.
0% market-linked certificates of deposit due Aug. 31, 2023 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing Aug. 26; Cusip 06426XRG7
BARCLAYS BANK PLC
Autocallable notes due Aug. 29, 2019 linked to the least performing of the commons stocks of Alphabet Inc., Amazon.com, Inc., Facebook, Inc. and Netflix, Inc.; via Barclays; pricing Aug. 25; Cusip: 06741V6W7
Phoenix autocallable notes due Aug. 30, 2018 linked to the common stocks of Apple Inc., Bank of America Corp. and Dow Chemical Co.; via Barclays; pricing Aug. 25; Cusip: 06741VA36
10.5% to 11.5% autocallable notes due Aug 30, 2018 linked to the least performing of the ConocoPhillips, Chevron Corp. and Marathon Oil Corp.; via Barclays; pricing Aug. 25; Cusip: 06741V7J5
Buffered SuperTrack notes due Aug. 30, 2021 linked to the Dow Jones industrial average; via Barclays; pricing Aug. 25; Cusip: 06741V7B2
0% buffered digital notes due Feb. 28, 2019 linked to the Russell 2000 index; via Barclays; pricing Aug. 25; Cusip: 06741V7A4
Phoenix autocallable notes due Aug. 30, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Barclays; pricing Aug. 25; Cusip: 06741V7C0
0% buffered digital notes due Feb. 28, 2020 linked to the S&P 500 index; via Barclays; pricing Aug. 25; Cusip: 06741V6Z0
0% buffered SuperTrack notes due Aug. 28, 2020 linked to the S&P 500 index; via Barclays; pricing Aug. 25; Cusip: 06741V7H9
0% capped gears due Oct. 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Aug. 26; Cusip: 06745B854
0% capped trigger gears due Aug. 30, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Aug. 26; Cusip: 06740Q187
Phoenix autocallable notes due Aug. 29, 2019 linked to the Market Vectors Gold Miners exchange-traded fund; via Barclays; pricing Aug. 26; Cusip: 06741V7D8
Contingent income autocallable securities due Aug. 31, 2017 linked to MGM Resorts International shares; via Barclays; pricing Aug. 26; Cusip: 06745B664
0% capped buffered return enhanced notes due Oct. 4, 2017 linked to the Stoxx Europe 600 index; 90% trigger; via Barclays with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 06741VAF9
6% to 7.8% airbag autocallable yield notes due Sept. 5, 2017 linked to Citigroup Inc. shares; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06745B615
6.6% to 8.6% airbag autocallable yield notes due Sept. 5, 2017 linked to Norwegian Cruise Line Holdings Ltd. shares; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06745B599
Trigger autocallable contingent yield notes due Aug. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P MidCap 400 index; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06745B672
0% Performance Leveraged Upside Securities due Dec. 5, 2017 linked to the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 06740Q153
0% Performance Leveraged Upside Securities due March 5, 2019 linked to the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 06740Q138
0% Accelerated Return Notes due October 2017 linked to Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; via Bank of America Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August
0% bear Accelerated Return Notes due October 2017 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August
0% market-linked step-up notes due August 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
0% capped Leveraged Index Return Notes due August 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
10% STEP Income Securities due September 2017 linked to the common stock of Under Armour, Inc.; via BofA Merrill Lynch; pricing in August
Callable contingent coupon notes due Sept. 6, 2019 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 60% trigger; via Barclays; pricing Sept. 2; Cusip: 06741VA51
Capped fixed-to-floating notes due Sept. 8, 2021; via Barclays; settling Sept. 8; Cusip: 06741VAE2
0% autocallable market-linked step-up notes due August 2019 linked to the Euro Stoxx 50 index; BofA Merrill Lynch; pricing in September
0% Accelerated Return Notes due September 2017 linked to Facebook Inc. common stock; via Merrill Lynch & Co.; pricing in September
17- to 19-month 0% capped leveraged buffered notes linked the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Barclays; Cusip: 06741VA93
17- to 20-month 0% capped leveraged buffered notes linked the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Barclays; Cusip: 06741VAA0
17- to 19-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741V7L0
BNP PARIBAS
0% leveraged notes due Aug. 31, 2021 linked to the worst performing of the Russell 2000 index and the S&P 500 index; BNP Paribas; pricing Aug. 26; Cusip 05579TQQ2
0% buffered notes due Aug. 28, 2020 linked to the S&P 500 index; via BNP Paribas; pricing Aug. 26; Cusip 05579TQP4
0% leveraged notes due Aug. 31, 2021 linked to the S&P 500 index; via BNP Paribas; pricing Aug. 26; Cusip 05579TQR0
CANADIAN IMPERIAL BANK OF COMMERCE
0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Sept. 6, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 13605WBR1
CITIGROUP GLOBAL MARKETS HOLDINGS INC.
0% market-linked notes due Aug. 30, 2021 linked to a basket consisting of the iShares Core U.S. Aggregate Bond ETF, the Dow Jones industrial average and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17324C6L5
Autocallable contingent coupon equity-linked securities due Aug. 30, 2018 linked to the common stocks of Netflix, Inc., Halliburton Co. and salesforce.com, inc.; 50% trigger; via Citigroup Global Markets Inc.; pricing Aug. 25: Cusip: 17324CAA4
0% trigger gears due Aug. 31, 2026 linked to the Bloomberg Commodity Index 3 Month Forward; 70% trigger; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 17324P750
0% market-linked notes due Aug. 29, 2024 linked to the Citi ETF Market Pilot 5 Excess Return index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17324C7L4
0% capped trigger gears due Aug. 31, 2018 linked to the Energy Select Sector SPDR fund; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 17324P800
Annual reset coupon securities due Aug. 31, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17324C7G5
0% buffer securities due Aug. 31, 2021 linked to the S&P 500 index; 74%-78% trigger; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17324C7H3
0% dual directional barrier securities due Feb. 28, 2018 linked to the Stoxx Europe 600 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17324CAF3
Autocallable contingent coupon equity-linked securities due Sept. 4, 2019 linked to the Deutsche X-trackers Harvest CSI 300 China A-Shares exchange-traded fund; via Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17324CA71
0% dual directional barrier securities due Sept. 4, 2019 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17324CA30
0% enhanced barrier digital plus securities due Sept. 2, 2021 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17324C7K6
0% market-linked notes due March 3, 2022 linked to the iShares Core U.S. Aggregate Bond exchange-traded fund, the Dow Jones industrial average and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 30: Cusip: 17324CA55
0% barrier securities due Sept. 5, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 17324CA48
0% buffer securities due Sept. 2, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 17324C7M2
22- to 25-month 0% notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17324C6Z4
CITIGROUP INC.
Callable step-up coupon notes due Aug. 31, 2031; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 1730T3BV4
Callable step-up coupon notes with 1.5% initial rate due Sept. 2, 2021; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 17298CET1
Autocallable contingent coupon equity-linked securities due Sept. 6, 2017 linked to Halliburton Co. shares; via Citigroup Global Markets Inc.; pricing Aug. 31; Cusip: 17324CAE6
Autocallable contingent coupon equity linked securities due March 15, 2018 linked to the class A common stock of Facebook, Inc.; via Citigroup Global Markets Inc.; pricing Sept. 12; Cusip: 17324CAD8
15- to 17-month 0% buffered notes linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; Cusip: 17324CAB2
CREDIT SUISSE AG, LONDON BRANCH
Contingent coupon autocallable yield notes due Sept. 13, 2017 linked to the common stock of Chipotle Mexican Grill, Inc.; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 22548QF83
Trigger callable contingent yield notes with daily coupon observation due Aug. 31, 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.; pricing Aug. 26; Cusip: 22548R889
0% Buffered Accelerated Return Equity Securities due Aug. 29, 2019 linked to the Nikkei 225 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QDG7
0% autocallable securities due Aug. 30, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QDA0
0% digital buffered notes due March 2, 2020 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QD85
Callable daily range accrual securities due Feb. 29, 2024 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QDW2
Trigger autocallable contingent yield notes due Aug. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc.; pricing Aug. 26; Cusip: 22548R848
Contingent coupon autocallable yield notes due Aug. 31, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QCZ6
Contingent coupon callable yield notes due Aug. 30, 2019 linked to the lower performing of the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QDL6
Contingent coupon autocallable yield notes due Aug. 30, 2019 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QCU7
Contingent coupon autocallable yield notes due Aug. 31, 2021 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QD51
Contingent coupon callable yield notes due Aug. 31, 2018 linked to the lowest performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QDV4
0% buffered return enhanced notes due Oct. 4, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 22548QF34
0% knock-out notes due Nov. 29, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 22548QF42
0% knock-out notes due Feb. 28, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 22548QF26
0% dual directional capped knock-out notes due Feb. 28, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 22548QF59
0% Buffered Accelerated Return Equity Securities due Aug. 30, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QD36
0% capped buffer gears due Aug. 31, 2018 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Aug. 26; Cusip: 22548R780
0% capped buffer gears due Aug. 31, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 22548R798
0% Buffered Accelerated Return Equity Securities due March 1, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QEZ4
Digital buffered notes due Aug. 31, 2020 linked to the S&P 500 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QD93
Absolute return digital barrier securities due Aug. 31, 2021 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QCW3
0% digital plus barrier notes due Aug. 31, 2021 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QCY9
Contingent coupon callable yield notes due Aug. 30, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22548QDJ1
0% trigger autocallable notes due Sept. 3, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc.; pricing Aug. 29; Cusip: 22548R871
0% barrier notes due Sept. 4, 2019 linked to the United States Oil Fund, LP; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 29; Cusip: 22548QE27
7.5% to 9.5% autocallable reverse convertible securities due Sept. 5, 2017, linked to the common stock of Amazon.com, Inc.; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22549JBK5
Autocallable reverse convertible securities due Sept. 5, 2017 linked to Celgene Corp. common stock; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22549JBD1
Autocallable reverse convertible securities due Sept. 5, 2017 linked to Gilead Sciences, Inc. common stock; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22549JBF6
0% Performance Leveraged Upside Securities due Dec. 5, 2017 linked to the Russell 2000 index; via Credit Suisse International; pricing Aug. 31; Cusip: 22548R830
0% accelerated barrier notes due Sept. 3, 2020 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QD77
0% absolute return barrier securities due Sept. 3, 2020 linked to the lowest performing of the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QD69
Contingent coupon autocallable yield notes due Sept. 6, 2017 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QD28
Contingent coupon autocallable yield notes due Sept. 8, 2020 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QDE2
0% dual directional trigger Performance Leveraged Upside Securities due Sept. 5, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548R749
0% Buffered Accelerated Return Equity Securities due March 5, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QD44
Contingent income securities due Sept. 3, 2026 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC and Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 22548QEE1
Contingent coupon callable yield notes due Sept. 6, 2019 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QDD4
Contingent coupon callable yield notes due Sept. 6, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QDF9
0% Buffered Accelerated Return Equity Securities due Sept. 5, 2019 linked to the SPDR Gold trust and the iShares Silver trust; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22548QDH5
Market-linked step up notes due August 2018 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in August
Capped Leveraged Index Return Notes due August 2018, linked to the Russell 2000 index; via Merrill Lynch & Co.; pricing in August
0% autocallable market-linked step-up notes due August 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August
Autocallable market-linked step-up notes due August 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August
0% notes due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due August 2018 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in August
0% market-linked step-up notes due August 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
0% capped Leveraged Index Return Notes due August 2018 linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via BofA Merrill Lynch; pricing in August
Contingent coupon callable yield notes due Sept. 9, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 1; Cusip: 22548QEV3
21- to 24-month 0% digital buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22548QEJ0
21- to 24-month 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22548QET8
CREDIT SUISSE AG, NASSAU BRANCH
Callable step-up securities due Aug. 31, 2021; via Incapital LLC; pricing Aug. 29; Cusip: 22548QEW1
DEUTSCHE BANK AG, LONDON BRANCH
0% digital return knock-in notes due Sept. 7, 2017 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Aug. 25; Cusip: 25152R4V2
0% capped trigger gears due Aug. 30, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 25190F772
0% capped gears due Oct. 31, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 25190F764
Callable contingent coupon notes due Aug. 31, 2026 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KGW0
0% Strategic Accelerated Redemption Securities due August 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
Fixed-to-floating notes due Sept. 8, 2026; via Deutsche Bank Securities Inc.; pricing Sept. 1; Cusip: 25152R6M0
GOLDMAN SACHS BANK USA
0% certificates of deposit due Aug. 2, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DM84
Variable coupon certificates of deposit due Aug. 30, 2021 linked to equally weighted basket of stocks of AbbVie Inc., Altria Group, Inc., Eli Lilly & Co., Gilead Sciences, Inc., Nike, Inc., Qualcomm Inc., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DMF8
Variable coupon certificates of deposit due Aug. 30, 2023 linked to equally weighted basket of stocks of AbbVie Inc., Altria Group, Inc., Eli Lilly & Co., Gilead Sciences, Inc., Nike, Inc., Qualcomm Inc., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc. and Wal-Mart Stores, Inc. ; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DMD3
Variable coupon certificates of deposit due Aug. 30, 2023 linked to equally weighted basket of stocks of AbbVie Inc., Altria Group, Inc., Eli Lilly & Co., Gilead Sciences, Inc., Nike, Inc., Qualcomm Inc., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DMG6
Variable coupon certificates of deposit due Aug. 28, 2026 linked to equally weighted basket of stocks of AbbVie Inc., Altria Group, Inc., Eli Lilly & Co., Gilead Sciences, Inc., Nike, Inc., Qualcomm Inc., Schlumberger NV, UnitedHealth Group Inc., Walgreens Boots Alliance, Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DME1
0% certificates of deposit due Aug. 30, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DMB7
0% certificates of deposit due Aug. 30, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DMC5
0% certificates of deposit due Feb. 29, 2024 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 25; Cusip: 38148DMA9
0% certificates of deposit due June 1, 2022 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DLV4
0% certificates of deposit due March 2, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DLW2
0% certificates of deposit due Aug. 31, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DLX0
0.25% certificates of deposit due Aug. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DM43
0% certificates of deposit due Feb. 29, 2024 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DLY8
0% certificates of deposit due March 3, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DLZ5
0% certificates of deposit due Aug. 26, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DM27
0% certificates of deposit due Dec. 2, 2022 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 29; Cusip: 38148DM92
GOLDMAN SACHS GROUP, INC.
Fixed-to-floating notes due August 2023; via Goldman Sachs & Co.; settling in August; Cusip: 38148TNN5
Callable step-up fixed-rate notes due August 2026; via Goldman Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38148TNM7
Callable step-up fixed-rate notes due August 2036; via Goldman Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38148TNP0
GS FINANCE CORP.
0% notes due Aug. 29, 2024 linked to the Dow Jones industrial average; via Goldman, Sachs & Co.; pricing Aug. 25; Cusip: 40054KH41
0% leveraged buffered notes due Feb. 28, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 25; Cusip: 40054KHC3
0% buffered notes due Aug. 30, 2021 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing Aug. 25; Cusip: 40054KHB5
Contingent income callable securities due Aug. 30, 2018 linked to the least performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. and Morgan Stanley Wealth Management; pricing Aug. 26; Cusip: 40054KHW9
0% notes due June 21, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 40054KGJ9
0% notes due Aug. 26, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 40054KGQ3
0% notes due Aug. 28, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 40054KGT7
0% autocallable notes due Sept. 12, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 40054KGN0
0% notes due Aug. 31, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 40054KGP5
Contingent income autocallable securities due Aug. 29, 2019 linked to the common stock of JPMorgan Chase & Co.; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 36250Y577
Contingent income autocallable securities due Aug. 29, 2019 linked to the common stock of Microsoft Corp.; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 36250Y585
0% trigger gears due Aug. 31, 2026 linked to the Solactive Eurozone 50 Equal Weight 5% AR index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 36250Y486
Callable CMS spread and Russell 2000 index-linked range accrual notes due Aug. 31, 2031; 50% trigger; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KGZ3
Callable CMS spread and Russell 2000 index-linked range accrual notes due Aug. 31, 2031; 50% trigger; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KGY6
Callable buffered monthly range accrual notes due Aug. 31, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KH25
Autocallable contingent coupon notes due Dec. 1, 2017 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman, Sachs & Co.; pricing Aug. 29; Cusip: 40054KHG4
Callable contingent coupon notes due Aug. 31, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KGV2
Callable contingent coupon notes due Aug. 31, 2026 linked to the Russell 2000 index and the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KH33
Autocallable contingent coupon notes due Sept. 8, 2026 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40054KGU4
0% autocallable index-linked notes due Aug. 15, 2019 linked to the FTSE 100 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 30; Cusip: 40054KHH2
Contingent income callable securities due Sept. 3, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 65% trigger; via Goldman Sachs & Co. with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 40054KHM1
48-month 0% notes linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; Cusip: 40054KHA7
Two-year 0% leveraged buffered notes linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip: 40054KH90
18- to 21-month 0% leveraged buffered notes linked to the iShares U.S. Real Estate exchange-traded fund; via Goldman Sachs & Co.
Two-year 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40054KH82
18-month callable contingent coupon notes linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 40054KH66
Two-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40054KH74
Four-year 0% notes linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 40054KHD1
18-month autocallable contingent coupon notes linked to the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 40054KH58
HSBC BANK USA, NA
Income Plus certificates of deposit due Aug. 30, 2021 linked to the common stocks of Altria Group, Inc., Apple Inc., International Business Machines Corp., Eli Lilly & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAR8
Income Plus certificates of deposit due Aug. 30, 2021 linked to the common stocks of Altria Group, Inc., Apple Inc., International Business Machines Corp., Eli Lilly & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAS6
Income Plus certificates of deposit due Aug. 30, 2021 linked to the common stocks of Altria Group, Inc., Apple Inc., International Business Machines Corp., Eli Lilly & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAT4
Income Plus certificates of deposit due Aug. 30, 2023 linked to the common stocks of Altria Group, Inc., Apple Inc., International Business Machines Corp., Eli Lilly & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAU1
Income Plus certificates of deposit due Aug. 30, 2023 linked to the common stocks of Altria Group, Inc., Apple Inc., International Business Machines Corp., Eli Lilly & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAV9
Income Plus certificates of deposit due Aug. 30, 2023 linked to the common stocks of Altria Group, Inc., Apple Inc., International Business Machines Corp., Eli Lilly & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAW7
Rate Builder certificates of deposit due Aug. 30, 2021 linked to the common stocks of Bristol-Myers Squibb Co., Eli Lilly & Co., Exxon Mobil Corp., Intel Corp., International Business Machines Corp., McDonald's Corp., Pfizer Inc., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAX5
Rate Builder certificates of deposit due Aug. 30, 2023 linked to the common stocks of Bristol-Myers Squibb Co., Eli Lilly & Co., Exxon Mobil Corp., Intel Corp., International Business Machines Corp., McDonald's Corp., Pfizer Inc., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc. and Incapital LLC; pricing Aug. 25; Cusip: 40434YAY3
HSBC USA INC.
Income plus notes due Aug. 31, 2023 linked to Bristol-Myers Squibb Co., Ford Motor Co., McDonalds Corp., Philip Morris International Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USC1
Income plus notes due Aug. 31, 2023 linked to Bristol-Myers Squibb Co., Ford Motor Co., McDonalds Corp., Philip Morris International Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USD9
0% buffered digital notes due Aug. 31, 2021 linked to the Dow Jones industrial average; via HSBC Securities (USA) LLC; pricing Aug. 26; Cusip: 40433USJ6
0% averaging notes due Aug. 31, 2023 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USB3
0% buffered Accelerated Market Participation Securities due Aug. 31, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USQ0
0% buffered Accelerated Market Participation Securities due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USU1
0% barrier enhanced participation notes due March 2, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433UTC0
0% trigger step securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40434V194
0% leveraged Buffered Uncapped Market Participation Securities due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USF4
0% buffered Accelerated Market Participation Securities due Aug. 31, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433UST4
Phoenix quarterly review notes due Sept. 13, 2017 linked to Kroger Co. stock; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433UTU0
Contingent income autocallable securities due Aug. 31, 2017 linked to the ordinary stock of Mobileye NV; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40435B205
0% leveraged Buffered Uncapped Market Participation Securities due Aug. 30, 2019 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USN7
0% averaging notes due Aug. 31, 2023 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USA5
0% leveraged Buffered Uncapped Market Participation Securities due Aug. 31, 2021 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USH0
0% buffered Accelerated Market Participation Securities due Aug. 31, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USS6
0% buffered Accelerated Market Participation Securities due Feb. 28, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USW7
6.5% autocallable yield notes due Feb. 28, 2018 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USY3
5% autocallable yield notes due Feb. 28, 2018 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USX5
0% buffered digital notes due Aug. 31, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) LLC; pricing Aug. 26; Cusip: 40433USP2
0% digital dual directional barrier notes due Aug. 31, 2021 linked to lesser performing of the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USE7
0% buffered Accelerated Market Participation Securities due April 17, 2018 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433UTD8
0% buffered Accelerated Market Participation Securities due Aug. 31, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USR8
0% buffered Accelerated Market Participation Securities due Feb. 28, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USV9
0% buffered uncapped market participation securities due Aug. 31, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USL1
0% trigger gears due Aug. 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40434V210
Contingent coupon buffered securities with trigger upside participation due Aug. 31, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433UTM8
0% digital dual directional barrier notes due Aug. 31, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433USG2
0% dual directional trigger Performance Leveraged Upside Securities due Sept. 5, 2019 linked to an equally weighted basket of the stocks of Apple Inc., Google Inc., Mobileye NV, Magna International Inc., NVIDIA Corp. and Tesla Motors, Inc.; via HSBC Securities (USA) Inc. and Morgan Stanley Smith Barney LLC; pricing Aug. 31; Cusip: 40434V178
0% dual directional trigger Performance Leveraged Upside Securities due Sept. 6, 2018 linked to Facebook, Inc. shares; 80% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 40434V137
Income notes due August 2022 linked to Apple Inc., Allergan plc, AutoNation, Inc., Anthem, Inc., Comcast Corp., Dover Corp., Facebook, Inc., Twenty-First Century Fox, Inc., Frontier Communications Corp., General Dynamics Corp., HP Inc., Eli Lilly and Co., Lam Research Corp., MetLife, Inc., Mylan NV, Newell Brands Inc., Paccar Inc., Qualcomm Inc., Simon Property Group, Inc. and AT&T Inc.; via BofA Merrill Lynch; pricing in August
0% market-linked step-up notes due August 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in August
0% Market Index Target-Term Securities due August 2023 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing August
0% Accelerated Return Notes due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
Autocallable market-linked step-up notes due August 2019 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in August
0% Leveraged Index Return Notes due August 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing August
0% autocallable market-linked step-up notes due August 2022 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August
0% Leveraged Index Return Notes due August 2019 linked to the S&P 500 index, the Euro Stoxx 50 index and the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in August
Callable step-up rate notes due Sept. 9, 2019; via HSBC Securities (USA) Inc.; pricing Sept. 2; Cusip: 40433UTS5
3.6% to 3.9% buffered notes due Sept. 8, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 2; Cusip: 40433UTT3
0% capped leveraged buffered notes due in 18 to 21 months linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; Cusip: 40433UTQ9
16- to 18-month 0% digital notes linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip: 40433UTP1
18- to-21 month 0% capped leveraged notes linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip: 40433UTJ5
24- to 27-month 0% leveraged buffered capped notes linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip: 40433UTN6
JEFFERIES GROUP LLC
Step-up callable notes due Aug. 26, 2024; via Jefferies LLC; pricing Aug. 26; Cusip: 47233JAD0
JPMORGAN CHASE BANK, NA
0% certificates of deposit due Nov. 30, 2021 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBS3.
0% certificates of deposit due Aug. 31, 2022 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBT1
0% certificates of deposit due Aug. 31, 2023 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBR5
0% certificates of deposit with contingent annual interest due Aug. 31, 2023 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26;
Cusip: 48126XAS4
0% variable annual income certificates of deposit due Aug. 31, 2023 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBE4
0% autocallable certificates of deposit due Aug. 31, 2023 with step-up call value linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBD6
0% certificates of deposit due Aug. 31, 2026 linked to the JPMorgan Efficiente Plus DS 5 index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBJ3
0% certificates of deposit due Aug. 31, 2023 linked to the J.P. Morgan Mozaic index (USD) ; via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XAX3
0% certificates of deposit due Aug. 31, 2023 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XAR6
0% certificates of deposit due Aug. 31, 2023 linked to the S&P 500 Low Volatility High Dividend index; via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBP9
0% certificates of deposit due Aug. 31, 2023 linked to the S&P 500 Low Volatility Rate Response Daily RC 7% Excess Return index; via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48126XBQ7
JPMORGAN CHASE FINANCIAL CO. LLC
Callable step-up fixed-rate notes due Aug. 29, 2036; via J.P. Morgan Securities LLC; pricing Aug. 25; Cusip: 48128GG61
6.25% to 9.25% autocallable contingent interest notes due Aug. 30, 2018, linked to the least performing of the common stocks of Amazon.com, Inc., Bristol-Myers Squibb Co. and CSX Corp.; via J.P. Morgan Securities LLC; pricing Aug. 25; Cusip: 46646EUW0
0% digital notes due Sept. 13, 2017 linked to the 10-year U.S. dollar ICE swap rate; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 25; Cusip: 46646EVV1
0% capped buffered return enhanced notes due Aug. 28, 2020 linked to linked to the lesser performing of the SPDR Gold Trust and the iShares Silver Trust; via J.P. Morgan Securities LLC; pricing Aug. 25; Cusip: 46646ETP7
Autocallable contingent interest notes due Aug. 29, 2019 linked to the lesser performing of the common stocks of Apple Inc. and Netflix, Inc.; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646EVE9
Contingent income autocallable securities due Aug. 31, 2017 linked to Biogen Inc. shares; 75% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Aug. 26; Cusip: 46646X654
Trigger callable contingent yield notes with daily coupon observation due Aug. 31, 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 J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646X613
Callable range accrual securities due Aug. 29, 2031 linked to 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate and the S&P 500 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646EUX8
0% capped buffered return enhanced notes due Aug. 31, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERN4
0% capped buffered return enhanced notes due Aug. 30, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERT1
Callable contingent interest notes due Sept. 2, 2021 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646EUF7
Return enhanced notes due Sept. 13, 2017 linked to the upside return of an equally weighted basket consisting of three exchange-traded funds (Health Care Select Sector SPDR fund, the Technology Select Sector SPDR fund and the Consumer Discretionary Select Sector SPDR fund) and the downside return of the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 26; Cusip: 22548QF67
0% capped buffered return enhanced notes due Aug. 31, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERL8
0% capped buffered return enhanced notes due Aug. 30, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERR5
0% contingent buffered equity notes due Aug. 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERX2
0% capped buffered return enhanced notes due Aug. 31, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERM6
0% capped buffered return enhanced notes due Aug. 30, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERS3
0% airbag gears due Aug. 31, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities; pricing Aug. 26; Cusip: 46646X746
0% capped buffered return enhanced notes due Aug. 31, 2018 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERK0
0% capped buffered return enhanced notes due Aug. 30, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERQ7
0% contingent buffered equity notes due Aug. 31, 2020 linked to the Russell 2000 index; 75% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERW4
Trigger autocallable contingent yield notes due Aug. 31, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646X712
5%-7% yield notes due May 31, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESF0
0% dual directional contingent buffered return enhanced notes due Aug. 31, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESE3
Autocallable contingent interest notes due Nov. 30, 2017 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESQ6
0% uncapped contingent buffered return enhanced notes due Aug. 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 Aug. 26; Cusip: 46646ESB9
0% uncapped contingent buffered return enhanced notes due Aug. 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 Aug. 26; Cusip: 46646ESC7
Trigger callable contingent yield notes due Feb. 26, 2019 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 65% trigger; via J.P. Morgan Securities LLC; settling Aug. 26; Cusip: 46646X639
0% capped buffered return enhanced notes due Aug. 31, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERJ3
0% dual directional contingent buffered return enhanced notes due Aug. 29, 2019 linked to the S&P 500 index; 86% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646EVY5
0% capped buffered return enhanced notes due Aug. 30, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERP9
0% trigger in-step securities due Aug. 30, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646X837
0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERU8
0% contingent buffered equity notes due Aug. 31, 2020 linked to the S&P 500 index; 75% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ERV6
0% trigger gears due Aug. 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC Inc.; pricing Aug. 26; Cusip: 46646X886
0% uncapped dual directional notes due Aug. 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESA1
0% trigger gears due Aug. 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 46646X878
0% trigger absolute return gears due Aug. 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC Inc.; pricing Aug. 26; Cusip: 46646X647
4% to 6% annualized yield notes due June 30, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESG8
7.5% to 9.5% autocallable yield notes due Aug. 31, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESH6
Autocallable contingent interest notes due Aug. 31, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip:46646ESP8
Autocallable contingent interest notes due Aug. 31, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESM5
0% uncapped contingent buffered return enhanced notes due Aug. 31, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESB9
0% digital notes due Aug. 31, 2021 linked to the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646EVM
Autocallable contingent interest notes due Nov. 30, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESK9
7.25% to 9.25% autocallable yield notes due Nov. 30, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESN3
0% dual directional contingent buffered return enhanced notes due Aug. 31, 2020 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESE3
Autocallable contingent interest notes due Aug. 31, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646ESM5
0% digital dual directional contingent buffered notes due Oct. 4, 2017 linked to the Stoxx Europe 600 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46646EVX7
Callable step-up fixed-rate notes due Aug. 31, 2024; via J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 48128GF21
Trigger autocallable contingent yield notes due Sept. 4, 2019 linked to Anthem Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X571
Trigger autocallable contingent yield notes due Sept. 4, 2019 linked to Apple Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X589
Trigger autocallable contingent yield notes due Aug. 31, 2026 linked to the MSCI EAFE index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X688
Trigger autocallable contingent yield notes due Sept. 3, 2021 linked to the ordinary shares of Royal Dutch Shell plc; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X555
Trigger autocallable contingent yield notes due Sept. 3, 2021 linked to the ordinary shares of Sanofi; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X548
Trigger autocallable contingent yield notes due Sept. 4, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 60.5% to 65.5% trigger; via J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X597
Trigger autocallable contingent yield notes due Sept. 4, 2019 linked to Teva Pharmaceutical Industries Ltd. American Depositary Shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 46646X563
0% capped buffered enhanced participation equity notes due Sept. 5, 2018 linked to a basket of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Tokyo Stock Price index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight; via J.P. Morgan Securities LLC; pricing Aug. 30; Cusip: 46646EVH2
Autocallable contingent interest notes due Dec. 5, 2017 linked to Gilead Sciences, Inc. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 30; Cusip: 46646EVS8
Autocallable contingent interest notes due Sept. 3, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 30; Cusip: 46646ETL6
Autocallable contingent interest notes due Sept. 5, 2017 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Nikkei 225 index; via J.P. Morgan Securities LLC; pricing Aug. 30; Cusip: 46646EVU3
Autocallable contingent interest notes due Sept. 6, 2017 linked to Amazon.com, Inc. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 46646EVT6
0% dual directional trigger Performance Leveraged Upside Securities due Sept. 6, 2018 linked to Apple Inc. common stock; via J.P. Morgan Securities LLC and Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 46646X720
Contingent income callable securities due Sept. 6, 2018 linked to the lesser performing of the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 46646EVA7
0% bear market Performance Leveraged Upside Securities due Sept. 6, 2018 linked to the Nasdaq-100 index; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Aug. 31; Cusip: 46646X621
0% Performance Leveraged Upside Securities due Dec. 5, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 46646X779
0% buffered Performance Leveraged Upside Securities due March 5, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 46646X787
Autocallable contingent interest notes due Dec. 15, 2017 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Sept. 12; Cusip: 46646EVW9
0% return notes due Oct. 2, 2017 linked to an equally weighted basket of 50 stocks, including Accenture plc, Alaska Air Group, Inc., Altria Group, Inc., Amazon.com, Inc., American Airlines Group Inc., Boeing Co., Brown-Forman Corp., CBS Corp., Cummins Inc., DaVita HealthCare Partners Inc., Dow Chemical Co., E.I. du Pont de Nemours and Co., Edwards Lifesciences Corp., Eli Lilly and Co., Equifax Inc., Facebook, Inc., FedEx Corp., Fluor Corp., General Dynamics Corp., Goodyear Tire and Rubber Co., H&R Block, Inc., Harris Corp., Hershey Co., International Paper Co., Intuit Inc., L-3 Communications Holdings, Inc., Lockheed Martin Corp., Mallinckrodt plc, MasterCard Inc., Monsanto Co., Motorola Solutions, Inc., Occidental Petroleum Corp., Philip Morris International Inc., Pitney Bowes Inc., Raytheon Co., S&P Global Inc., Southern Co., Texas Instruments Inc., Textron Inc., Total System Services, Inc., TripAdvisor, Inc., Twenty-First Century Fox, Inc., United Parcel Service, Inc., Varian Medical Systems, Inc., VeriSign, Inc., Vertex Pharmaceuticals Inc., Viacom Inc. and YUM! Brands, Inc.; via J.P. Morgan Securities LLC; pricing Sept. 26; Cusip: 46646EVB5
MORGAN STANLEY
0% trigger Performance Leveraged Upside Securities due Sept. 6, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61766B804
MORGAN STANLEY FINANCE LLC
Contingent income autocallable securities due Aug. 29, 2031 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61766BBT7
Contingent income autocallable securities due Aug. 29, 2019 linked to the common stock of Las Vegas Sands Corp.; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61766B879
Contingent income autocallable securities due Aug. 30, 2019 linked to the Market Vectors Gold Miners exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61766BBU4
0% enhanced buffered jump securities due Aug. 30, 2019 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61766BBS9
Contingent income securities due Aug. 29, 2031 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61766BBR1
0% trigger step securities due Aug. 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Aug. 26; Cusip: 61766B846
0% trigger step securities due Aug. 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Aug. 26; Cusip: 61766B853
0% trigger gears due Aug. 31, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Aug. 26; Cusip: 61766B838
0% autocallable securities with fixed-percentage buffered downside due Sept. 6, 2018 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61761J3L1
0% market-linked notes due March 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61766B820
Leveraged CMS curve securities due Aug. 31, 2036 linked to the 30-year and two-year ICE swap rates, the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61766YAM3
CMS curve range accrual securities due Aug. 31, 2036 linked to the 30-year and two-year ICE swap rates, the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Aug. 31; Cusip: 61766YAK7
ROYAL BANK OF CANADA
Contingent income autocallable securities due Aug. 31, 2017 linked to the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney; pricing Aug. 26; Cusip: 78014C533
Direct investment notes due Sept. 8, 2017 linked to the August 2016 RBC Capital Markets U.S. Equity Top Picks List; via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78012KSG3
0% enhanced return notes due Oct. 31, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78012KRM1
0% buffer enhanced return notes due Aug. 30, 2018 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78012KSL2
0% absolute return barrier notes due Aug. 30, 2018 linked to the S&P 500 index; via RBC Capital Markets LLC; pricing Aug. 26; Cusip: 78012KSM0
0% buffered return notes due March 3, 2022 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 26: Cusip: 78012KRN9
0% barrier booster notes due Aug. 31, 2022 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78012KRP4
0% best profile notes due Aug. 31, 2021 linked to the best-performing of three baskets of exchange-traded funds; each basket consists of different weights of the SPDR S&P 500 ETF trust, the iShares MSCI EAFE exchange-traded fund, the SPDR Gold trust, the iShares iBoxx $ High Yield Corporate Bond ETF and the iShares iBoxx $ Investment Grade Corporate Bond ETF; via RBC Capital Markets LLC; pricing Aug. 26; Cusip: 78012KSR9
Redeemable step-up notes due Sept. 7, 2021; via RBC Capital Markets, LLC; pricing Aug. 30; Cusip: 78012KRW9
0% market-linked securities with leveraged upside participation to a cap and fixed buffered downside due Sept. 7, 2021 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Aug. 31; Cusip: 78012KRS8
0% Accelerated Return Notes due August 2017 linked to the common stock of Amazon.com, Inc.; via BofA Merrill Lynch; pricing in August
0% direct investment notes due Oct. 10, 2017 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets LLC; pricing Sept. 6; Cusip: 78012KSK4
17- to 20-month 0% leveraged buffered notes linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip: 78012KSS7
AB SVENSK EXPORTKREDIT
0% Accelerated Return Notes due October 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August
0% Accelerated Return Notes due October 2017 linked to the S&P MidCap 400 index; via Merrill Lynch & Co.; pricing in August
TORONTO-DOMINION BANK
Callable step-up notes due Aug. 31, 2021; via TD Securities (USA) LLC; pricing Aug. 26; Cusip: 89114QXC7
Callable step-up notes due Aug. 31, 2023; via TD Securities (USA) LLC; pricing Aug. 26; Cusip: 89114QXF0
UBS AG, LONDON BRANCH
Contingent income autocallable securities due Aug. 29, 2019 linked to Dow Chemical Co. shares; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing Aug. 26; Cusip: 90275Y294
0% capped gears due Oct. 31, 2017 linked to the Russell 2000 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 90275Y187
0% capped trigger gears due Aug. 30, 2019 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip: 90275Y203
Trigger autocallable contingent yield notes due Sept. 3, 2026 linked to the lesser performing of the MSCI Emerging Markets index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 29; Cusip: 90275Y260
20- to 23-month 0% capped leveraged buffered notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via UBS Securities LLC; Cusip: 90270KGY9
WELLS FARGO & CO.
Fixed-to-floating rate notes due Aug. 30, 2023; via Wells Fargo Securities LLC; pricing Aug. 25; Cusip: 94986RU33
Market-linked securities due Aug. 31, 2026 callable with contingent coupon and contingent downside linked to the least performing of the Euro Stoxx 50 index and the Russell 2000 index; via Wells Fargo Securities LLC; pricing Aug. 26; Cusip: 94986RS69
0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 31, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via Wells Fargo Securities, LLC; pricing Aug. 26; Cusip: 94986RT84
Market-linked securities due Aug. 31, 2026 autocallable with contingent coupon and contingent downside linked to the Russell 2000 index and the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing Aug. 26; Cusip: 94986RS77
0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 31, 2018 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Aug. 26; Cusip: 94986RT92
Callable market-linked securities with contingent coupon and contingent downside due Aug. 29, 2031 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Aug. 26; Cusip: 94986RT43
Market-linked securities due Aug. 31, 2026 callable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index and the Russell 2000 index; via Wells Fargo Securities LLC; pricing Aug. 26; Cusip: 94986RS51
0% market-linked securities with leveraged upside participation to a cap and buffered downside with multiplier due Sept. 28, 2021 linked to the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing Aug. 31; Cusip: 94986RT35
21- to 24-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; 87.5% trigger; via Wells Fargo Securities, LLC; pricing in August; Cusip: 94986RT76
22- to 25-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing in August; Cusip: 94986RT27
24- to 27-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 94986RU41
WELLS FARGO BANK, NA
Variable annual interest certificates of deposit due Aug. 30, 2023 linked to a stock basket including Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Caterpillar Inc., Cisco Systems, Inc., Coca-Cola Co., Merck & Co., Inc., Nike, Inc., Procter & Gamble Co., and Starbucks Corp.; via Incapital LLC; pricing Aug. 26; Cusip: 94986TB30
Certificates of deposit due Aug. 31, 2023, linked to the S&P 500 index; via Incapital LLC; pricing Aug. 26; Cusip: 94986TB22
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