Structured Products Calendar

BANK OF AMERICA CORP.

• Fixed-to-floating notes due March 27, 2028 linked to the Consumer Price Index; via BofA Merrill Lynch; pricing March 23; Cusip: 06048WWA4

• Step-up callable notes due March 27, 2025; via BofA Merrill Lynch; pricing March 23; Cusip: 06048WVZ0

• Step-up callable notes due March 28, 2033; via BofA Merrill Lynch; pricing March 26; Cusip: 06048WVY3

• Step-up callable notes due Sept. 28, 2023; via BofA Merrill Lynch; settlement March 28; Cusip: 06048WWB2

BANK OF MONTREAL

• Autocallable cash-settled notes with conditional interest payments due June 21, 2019 linked to the least performing of the S&P 500 index, Euro Stoxx 50 index, VanEck Vectors Gold Miners exchange-traded fund and the iShares MSCI Emerging Markets ETF; via BMO Capital Markets Corp.; pricing March 16; Cusip: 06367T3Z1

BARCLAYS BANK PLC

• Step-up fixed-rate callable notes due March 28, 2023; via Barclays; pricing March 21; Cusip: 06744CZM6

• Step-up fixed-rate callable notes due March 29, 2038; via Barclays; pricing March 26; Cusip: 06746X2L6

BOFA FINANCE LLC

• Issuer callable capped notes due March 20, 2028 linked to the difference between the 30-year and two-year U.S. dollar ICE swap rates; via BofA Merrill Lynch; settlement March 20; Cusip: 09709TDX6

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% capped leveraged buffered notes linked to the MSCI EAFE index; via CIBC World Markets Corp.; Cusip 13605WKM2

• 0% capped leveraged buffered notes linked to the Russell 2000 index; via CIBC World Markets Corp.; Cusip 13605WKK6

• 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip 13605WKL4

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Fixed- to floating-rate notes March 20, 2033 linked to the leveraged difference between the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing March 16; Cusip: 17324CSJ6

• 0% trigger Performance Leveraged Upside Securities due April 5, 2023 linked to the Bloomberg Commodity index; via Citigroup Global Markets Inc. with Morgan Stanley Wealth Management as dealer; pricing March 16; Cusip: 17326K411

• 0% trigger Performance Leveraged Upside Securities due April 5, 2023 linked to the Bloomberg Commodity index; via Citigroup Global Markets Inc. with Morgan Stanley Wealth Management as dealer; pricing March 16; Cusip: 17324C4E3

• Callable step-up coupon notes due March 29, 2023; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17324CSV9

• Fixed-to-floating notes due March 29, 2038 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17324CTA4

• Autocallable contingent coupon equity-linked securities due Oct. 3, 2019 linked to the worst performing of the common stocks of Wal-Mart Stores, Inc. and Costco Wholesale Corp.; via Citigroup Global Markets Inc.; pricing March 28; Cusip 17324XMG2

• 0% buffered index-linked notes linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; Cusip 17324CT97

CITIGROUP INC.

• Callable step-up coupon notes due March 29, 2025; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 17298CFZ6

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable yield notes due April 3, 2019 linked to the common stock of Bank of America Corp.; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as agents; pricing March 16; Cusip: 22550WJV0

• Trigger callable contingent yield notes with daily coupon observation due March 19, 2021 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. as distributor; pricing March 16; Cusip: 22549E820

• 0% capped knock-out notes due April 3, 2019 linked to the Industrial Select Sector SPDR fund; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing March 16; Cusip: 22550WJZ1

• Trigger autocallable contingent yield notes due March 19, 2020 linked to the least performing of the MSCI Emerging Markets index and the Russell 2000 index; via UBS Financial Services Inc. as distributor; pricing March 16; Cusip: 22549E796

• 0% capped knock-out notes due April 3, 2019 linked to the common shares of Parker-Hannifin Corp.; via J.P. Morgan Securities LLC; pricing March 16; Cusip 22550WJY4

• 0% capped knock-out notes due April 3, 2019 linked to the PHLX Semiconductor Sector index; via J.P. Morgan Securities LLC; pricing March 16; Cusip 22550WK22

• 0% digital buffered notes due March 19, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 16; Cusip: 22550WK48

• 0% capped knock-out notes due April 3, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 16; Cusip: 22550WJX6

• 0% return enhanced notes due Sept. 19, 2019 linked to the Taiwan Stock Exchange Capitalization Weighted index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing March 16; Cusip: 22550WJU2

• 7% contingent coupon autocallable reverse convertible securities due June 28, 2019 linked to the American Depositary Shares of Anheuser-Busch InBev SA/NV; via Credit Suisse Securities (USA) LLC; pricing March 23; Cusip 22549JRQ5

• Floating-rate trigger callable contingent yield notes due March 29, 2023 linked to the S&P 500 index and the Euro Stoxx 50 index; via UBS Financial Services Inc.; pricing March 27; Cusip 22549E788

• 0% buffered accelerated return equity securities due April 4, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 29; Cusip 22550WJR9

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due March 2021; via Goldman Sachs & Co. LLC; pricing in March; Cusip: 38150A4Z5

• Callable step-up fixed-rate notes due March 2023; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in March; Cusip: 38150A6C4

• Callable step-up fixed-rate notes due March 2026; via Goldman Sachs & Co. LLC; pricing in March; Cusip: 38150A6A8

• Callable step-up fixed-rate notes due March 2033; via Goldman Sachs & Co. LLC; pricing in March; Cusip: 38150A6D2

• Fixed-to-floating notes due March 2023 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in March; Cusip: 38150A6J9

GS FINANCE CORP.

• 0% digital index-linked notes due March 20, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing March 20; Cusip 40055ASP3

• Autocallable contingent coupon notes due March 31, 2022 linked to the iShares MSCI Emerging Markets exchange-traded fund and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing March 27; Cusip 40055ASQ1

• 0% buffered digital notes due in 13 to 15 months linked to the SPDR S&P Bank exchange-traded fund; via Goldman Sachs & Co. LLC

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due March 22, 2021 linked to the ACWI exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 16; Cusip: 40435FVX2

JEFFERIES GROUP LLC

• Fixed-to-floating notes with a contingent digital coupon due March 29, 2038 based on Libor; via Jefferies LLC; settlement March 29; Cusip: 47233JBK3

JPMORGAN CHASE & CO.

• Fixed- to floating-rate notes due March 29, 2028 linked to the 10-year U.S. dollar ICE swap rate; via J.P. Morgan Securities LLC; settlement March 27; Cusip: 48128GH29

JPMORGAN CHASE FINANCIAL CO. LLC

• 12.5% autocallable contingent interest notes due March 21, 2022 linked to the least performing of the common stocks of Amazon.com, Inc., Apple Inc. and Netflix, Inc.; via J.P. Morgan Securities LLC; pricing March 16; Cusip 48129MCS3

• 11.25% autocallable contingent interest notes due March 19, 2021 linked to the least performing of the common stocks of Flowers Foods, Inc., Kroger Co. and Wal-Mart Stores, Inc.; via J.P. Morgan Securities LLC; pricing March 16; Cusip 48129MDP8

• 0% capped buffered return enhanced notes due Sept. 21, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 16; Cusip: 48129MDW3

• 0% buffered enhanced participation equity notes due March 25, 2020 linked to a basket of international equity indexes; via J.P. Morgan Securities LLC; pricing March 22; Cusip 48129HHD2

• 10% autocallable contingent interest notes due June 27, 2019 linked to the common stock of Amazon.com, Inc.; via J.P. Morgan Securities LLC; pricing March 23; Cusip 48129MDQ6

• 0% capped buffered return enhanced notes due March 31, 2020 linked to the Bloomberg Commodity index; via J.P. Morgan Securities LLC; pricing March 26; Cusip 46647MQY2

• 0% capped buffered return enhanced notes due March 31, 2020 linked to the Nikkei 225 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip 48129MDR4

• 0% capped buffered return enhanced notes due March 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip 48129MDT0

• Autocallable contingent interest notes due Oct. 2, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip 48129MDJ2

• 0% capped buffered return enhanced notes due April 9, 2020 linked to a basket made up of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 6; Cusip 48129MDV5

MORGAN STANLEY

• Fixed- to floating-rate notes due March 22, 2028 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settlement March 22; Cusip: 61760QKZ6

• Fixed- to floating-rate notes due April 3, 2028 linked to the 30-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; pricing March 29; Cusip: 61760QLA0

• Fixed- to floating-rate notes due April 3, 2028 linked to the 30-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; pricing March 30; Cusip: 61760QLA0

MORGAN STANLEY FINANCE LLC

• 0% commodity-linked partial principal at risk securities due March 21, 2020 linked to the Bloomberg Commodity Index 3 Month Forward; via Morgan Stanley & Co. LLC; pricing March 16; Cusip: 61766YCN9

• 0% return enhanced notes due Sept. 18, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing March 16; Cusip: 61768CM53

• Trigger autocallable contingent yield notes due March 21, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via UBS Financial Services Inc. and Morgan Stanley & Co. LLC; pricing March 16; Cusip 61768P363

• 0% capped dual directional contingent buffer equity notes due April 3, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing March 16; Cusip: 61768CM79

• 0% equity-linked partial principal at risk securities due March 26, 2021 linked to the Euro Stoxx Select Dividend 30 index; via Morgan Stanley & Co. LLC; pricing March 23; Cusip 61768CM38

• 4.88% fixed-income buffered securities due March 29, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 29; Cusip 61768CM20

• 0% leveraged buffered notes due in 20 to 23 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip 61768CL96

ROYAL BANK OF CANADA

• Floating-rate notes due March 22, 2023 linked to the Consumer Price Index; via RBC Capital Markets, LLC; pricing March 20; Cusip: 78013XHG6

• 0% buffered enhanced return notes due March 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via RBC Capital Markets LLC; pricing March 26; Cusip 78013XHH4

• 0% buffered enhanced return notes due March 31, 2020 linked to the iShares U.S. Real Estate exchange-traded fund; via RBC Capital Markets LLC; pricing March 26; Cusip 78013XHJ0

TORONTO-DOMINION BANK

• Callable step-up notes due March 29, 2023; via TD Securities (USA) LLC; pricing in March 26; Cusip: 89114QLN6

• 0% leveraged buffered notes due in 23 to 26 months linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip 89114QLW6

UBS AG, LONDON BRANCH

• 8.15%-9.15% airbag autocallable yield notes due March 22, 2019 linked to the common stock of Boeing Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 16; Cusip: 90280Y651

• Trigger autocallable contingent yield notes due March 21, 2028 linked to the least performing of the MSCI Emerging Markets index, the Russell 2000 index and the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 16; Cusip: 90280Y701

• 7.7%-8.7% airbag autocallable yield notes due March 22, 2019 linked to the common stock of PayPal Holdings, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 16; Cusip: 90280Y669

• 8.15%-9.15% airbag autocallable yield notes due March 22, 2019 linked to the common stock of Target Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 16; Cusip: 90280Y677

WELLS FARGO & CO.

• Fixed-to-floating notes due March 21, 2030 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing March 16; Cusip: 95001D2D1

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