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Published on 1/31/2019 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Feb. 15, 2024; via BofA Merrill Lynch; pricing Feb. 15; Cusip: 06048WZB9

BANK OF MONTREAL

• Notes due Feb. 22, 2022 linked to the Raymond James CEFR Domestic Equity Price Return index; via BMO Capital Markets Corp.; pricing Feb. 15; Cusip: 06367WGV9

• Notes due Feb. 22, 2022 linked to the Raymond James CEFR Domestic Equity Price Return index; via BMO Capital Markets Corp.; pricing Feb. 15; Cusip: 06367WGU1

BANK OF NOVA SCOTIA

• 23- to 26-month 0% digital notes linked to the S&P 500 index; via Scotia Capital (USA) Inc. and Goldman Sachs & Co. LLC; Cusip: 064159NE2

BARCLAYS BANK PLC

• Callable contingent coupon notes due Feb. 6, 2029 linked to the lesser performing of the Dow Jones industrial average and the Nasdaq-100 index; via Barclays; pricing Feb. 1; Cusip: 06747MD29

• 0% buffered SuperTrack notes due Feb. 6, 2023 linked to the S&P 500 index; via Barclays; pricing Feb. 1; Cusip: 06747MAW6

• 0% buffered SuperTrack notes due Feb. 4, 2021 linked to the S&P 500 index; via Barclays; pricing Feb. 1; Cusip: 06747MD52

• Callable contingent coupon notes due Feb. 4, 2027 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via Barclays; pricing Feb. 1; Cusip: 06747MCU8

• 0% buffered SuperTrack notes due Jan. 29, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via Barclays; pricing Feb. 5; Cusip: 06747MCJ3

• 0% buffered SuperTrack notes due Jan. 29, 2021 linked to the S&P 500 index; via Barclays; pricing Feb. 5; Cusip: 06747MCH7

• Contingent income autocallable securities due Feb. 11, 2022 linked to Chevron Corp. common stock; via Barclays and Morgan Stanley Wealth Management; pricing Feb. 8; Cusip: 06746Y721

• 0% notes due Feb. 11, 2022 linked to the iShares MSCI Emerging Markets ETF; via Barclays; pricing Feb. 8; Cusip: 06747MBB1

• 0% buffered Performance Leveraged Upside Securities due March 3, 2021 linked to the Euro Stoxx 50 index; via Barclays as agent with Morgan Stanley Wealth Management as dealer; pricing Feb. 13; Cusip: 06746Y762

• Callable contingent coupon notes due Feb. 18, 2022 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Feb. 15; Cusip: 06747MCA2

• Callable contingent coupon notes due Feb. 18, 2022 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Feb. 15; Cusip: 06747MC95

• 4.2% buffered notes due Feb. 28, 2022 linked to the Russell 2000 index; via Barclays; pricing Feb. 25; Cusip: 06747MBU9

• 0% buffered digital notes due Feb. 28, 2022 linked to the Russell 2000 index; via Barclays; pricing Feb. 25; Cusip: 06747MBR6

• 4.35% buffered notes due Feb. 29, 2024 linked to the Russell 2000 index; via Barclays; pricing Feb. 25; Cusip: 06747MBV7

• 4.55% buffered notes due Feb. 27, 2026 linked to the Russell 2000 index; via Barclays; pricing Feb. 25; Cusip: 06747MBW5

• 0% notes due Feb. 29, 2024 linked to the least performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Feb. 25; Cusip: 06747MC38

• 0% buffered digital plus notes due Feb. 29, 2024 linked to the S&P 500 index; via Barclays; pricing Feb. 25; Cusip: 06747MBT2

• 0% buffered SuperTrack notes due Feb. 29, 2024 linked to the S&P 500 index; via Barclays; pricing Feb. 25; Cusip: 06747MBX3

• 0% buffered digital notes due Aug. 29, 2022 linked to the S&P 500 index; via Barclays; pricing Feb. 25; Cusip: 06747MBS4

• 0% buffered SuperTrack notes due Aug. 30, 2021 linked to the S&P 500 index; via Barclays; pricing Feb. 25; Cusip: 06747MBY1

BOFA FINANCE LLC

• Autocallable market-linked step-up notes due February 2024 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• 0% autocallable market-linked step-up notes due February 2025 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% capped Leveraged Index Return Notes due February 2021 linked to S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2020 linked to the S&P MidCap 400 index; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2020 linked to common stocks of Citigroup Inc., KeyCorp and Wells Fargo & Co.; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2020 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 February

• 0% Accelerated Return Notes due April 2020 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• 14- to 16-month 0% digital notes linked to the Nasdaq-100 index; via BofA Merrill Lynch; Cusip: 09709TKZ3

CANADIAN IMPERIAL BANK OF COMMERCE

• 20- to 23-month 0% capped leveraged buffered notes linked to the Euro Stoxx 50, Topix, FTSE 100, Swiss Market and S&P/ASX 200 indexes; via CIBC World Markets Corp.; Cusip: 13605WPG0

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Contingent income autocallable securities due Feb. 4, 2022 linked to the common stock of Home Depot, Inc.; via Citigroup Global Markets Inc. as underwriter and Morgan Stanley Wealth Management as dealer; pricing Feb. 1; Cusip: 17326W324

• Autocallable contingent coupon equity-linked securities due Feb. 6, 2020 linked to the Nasdaq-100 index, the SPDR S&P Oil & Gas Exploration & Production ETF and the SPDR S&P Biotech ETF; via Citigroup Global Markets Inc.; pricing Feb. 1; Cusip: 17326YDD5

• Autocallable contingent coupon equity-linked securities due Feb. 23, 2022 linked to Caterpillar Inc. stock; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 17326YDC7

• Callable contingent coupon notes due Feb. 17, 2022 linked to the least performing of the Materials Select Sector SPDR fund and the Industrial Select Sector SPDR fund; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 17326YWF9

• Callable contingent coupon notes due Feb. 17, 2022 linked to the least performing of the Materials Select Sector SPDR fund and the Industrial Select Sector SPDR fund; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 17326YHA7

• 0% dual directional barrier securities due Feb. 18, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 17326YAN6

• 0% dual directional barrier securities due Feb. 18, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 17326YV78

• Autocallable contingent coupon equity-linked securities due Feb. 27, 2023 linked to the least performing of the Euro Stoxx 50 index and the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 22; Cusip: 17326YB70

• 0% enhanced barrier digital plus securities due March 13, 2020 linked to the SPDR S&P 500 exchange-traded fund; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17324XLA6

• 0% dual directional buffer securities due Feb. 29, 2024 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17326YE28

• 0% buffer securities due Feb. 29, 2024 linked to the SPDR Dow Jones Industrial Average ETF Trust; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17326YNB8

• 0% market-linked notes due March 4, 2026 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Morgan Stanley Wealth Management as dealer; pricing Feb. 28; Cusip: 17326W282

• 0% buffered index-linked notes due in 24 to 27 months linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17326YUV6

CREDIT SUISSE AG, LONDON BRANCH

• Autocallable contingent income securities due Feb. 4, 2022 linked to the worst performing of the American Depositary Shares of Itaϊ Unibanco Holding SA and Vale SA; via Credit Suisse Securities (USA) LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 1; Cusip: 22549Y602

• Contingent coupon autocallable yield notes due Feb. 20, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 1; Cusip: 22551LW63

• 0% buffered notes due May 6, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 1; Cusip: 22551LVZ0

• 0% buffered notes due Aug. 5, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 1; Cusip: 22551LVY3

• 0% return enhanced notes due Feb. 20, 2020 linked to the Tokyo Stock Price index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 1; Cusip: 22551LVX5

• Contingent coupon callable yield notes due Feb. 7, 2023 linked to the least performing of the S&P 500 index, the SPDR S&P Oil & Gas Exploration & Production ETF and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 4; Cusip: 22551LUQ1

• 0% dual directional trigger performance securities due April 3, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC and Morgan Stanley Smith Barney LLC; pricing Feb. 14; Cusip: 22549Y610

• Contingent income autocallable securities due Feb. 18, 2022 linked to the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 15; Cusip: 22551LWD8

• Contingent coupon autocallable yield notes due Feb. 28, 2024 linked to the lesser performing of the Nasdaq-100 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22551LVH0

• 17- to 20-month 0% digital buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22551LUJ7

• 0% leveraged buffered notes due in 25 to 28 months linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22551LUS7

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due February 2024; via Goldman Sachs & Co. and Incapital LLC; pricing in February; Cusip: 38150AC78

GS FINANCE CORP.

• Floating-rate notes due Feb. 7, 2059; via Goldman Sachs & Co. LLC; pricing Feb. 4; Cusip: 40056EW87

• 0% autocallable notes due Feb. 19, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Feb. 4; Cusip: 40056ES74

• 0% buffered notes due Feb. 9, 2023 linked to the iShares MSCI Emerging Markets ETF; via Goldman Sachs & Co.; pricing Feb. 4; Cusip: 40056ESA7

• 0% leveraged buffered notes due Feb. 8, 2024 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Feb. 4; Cusip: 40056ES90

• 0% autocallable notes due Feb. 27, 2026 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co.; pricing Feb. 12; Cusip: 40056EUB2

• 0% leveraged buffered notes due Feb. 18, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 12; Cusip: 40056EU97

• 0% leveraged buffered notes due Aug. 23, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Feb. 15; Cusip: 40056EUR7

• 0% notes due Nov. 30, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40056EUU0

• 0% leveraged buffered notes due Feb. 29, 2024 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 40056EV39

• 12-month autocallable contingent coupon equity-linked notes linked to the American Depositary Shares of Alibaba Group Holding Ltd. and the common stock of Nordstrom, Inc.; via Goldman Sachs & Co. LLC; Cusip: 40056EU63

• 36-month 0% notes linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; Cusip: 40056EU30

• 0% buffered notes due in 18 months linked to a basket of indexes and exchange-traded funds (S&P 500 index with a 25% weight, the Euro Stoxx 50 index with a 22.5% weight, the iShares MSCI Emerging Markets exchange-traded fund with a 22.5% weight, the S&P MidCap 400 index with a 15% weight and the Russell 2000 index with a 15% weight); via Goldman Sachs & Co.; Cusip: 40056EQP6

Cusip: 40434Y2Y2

HSBC USA, INC.

• Callable step-up rate notes due Feb. 6, 2024; via HSBC Securities (USA) Inc.; pricing Feb. 1; Cusip: 40435UEQ3

• 0% buffered return enhanced notes due Feb. 3, 2021 linked to the Hang Seng China Enterprises index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 40435UGB4

• 0% buffered market participation securities due May 20, 2020 tied to the NYSE FANG+ index; via HSBC Securities (USA) Inc.; pricing Feb. 14; Cusip: 40435UEP

• 0% autocallable barrier notes with step-up premium and contingent return feature due March 8, 2023 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40435UES9

• 0% autocallable barrier notes with step-up premium and contingent return feature due March 8, 2023 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40435UER1

• 0% notes due February 2022 linked to a basket of indexes; via BofA Merrill Lynch; pricing in February

• 0% Leveraged Index Return Notes due February 2021 linked to a basket of indexes (Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight); via BofA Merrill Lynch; pricing in February

• 0% Capped Leveraged Index Return Notes due February 2021 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in February

• 0% autocallable market-linked step-up notes due February 2022 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• 0% Capped Leveraged Index Return Notes due February 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• 0% notes due February 2024 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% autocallable market-linked step-up notes due February 2022 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% digital notes due in 25 to 28 months linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; Cusip: 40435UEK6

JPMORGAN CHASE & CO.

• Fixed-to-floating notes due Feb. 8, 2029 linked to the 10-year U.S. dollar ICE swap rate; via J.P. Morgan Securities LLC; pricing Feb. 6; Cusip: 48128GYW4

• 0% capped dual directional buffered returned enhanced notes due Feb. 28, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48130WVC2

• 0% uncapped contingent buffered return enhanced notes due Feb. 29, 2024 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48130WVD0

• 0% uncapped contingent buffered return enhanced notes due Feb. 29, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48130WVG3

• 0% capped buffered equity notes due March 11, 2020 linked to the SPDR Dow Jones Industrial Average ETF Trust; via J.P. Morgan Securities LLC; pricing Feb. 27; Cusip: 48130WUS8

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% capped buffered return enhanced notes due Feb. 4, 2021 linked to a basket of exchange-traded funds and an index (S&P 500 index with a 50% weight, the iShares MSCI EAFE ETF with a 30% weight and the iShares MSCI Emerging Markets ETF with a 20% weight); via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WWN7

• 0% capped buffered enhanced participation notes due Aug. 5, 2020 linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% 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 Feb. 1; Cusip: 48130WTY7

• 0% capped buffered enhanced participation equity notes due Aug. 5, 2020 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WUA7

• 0% return notes due Dec. 23, 2020 linked to the European Dividend Futures 2020 (USD) index; via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WWR8

• Contingent income autocallable securities due Aug. 6, 2019 linked to the common stock of Netflix, Inc.; via J.P. Morgan Securities LLC as agent with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 1; Cusip: 48130X729

• 0% capped dual directional buffered equity notes due Feb. 20, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WUN9

• 0% capped dual directional buffered equity notes due Feb. 20, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WUQ2

• 0% capped buffered return enhanced notes due Feb. 20, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WUL3

• 0% capped enhanced participation equity notes due April 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 1; Cusip: 48130WTX9

• 0% digital equity notes due Sept. 16, 2020 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing Feb. 6; Cusip: 48130WUX7

• 0% step-up autocallable notes due Feb. 9, 2024 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing Feb. 6; Cusip: 48130WTC5

• 0% digital notes due March 12, 2020 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via J.P. Morgan Securities LLC; pricing Feb. 7; Cusip: 48130WXD8

• 0% buffered Performance Leveraged Upside Securities due Feb. 11, 2021 linked to the MSCI World index; via J.P. Morgan Securities LLC; pricing Feb. 8; Cusip: 48130X752

• Callable contingent interest notes due Feb. 17, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the Technology Select Sector SPDR Fund; via J.P. Morgan Securities LLC; pricing Feb. 15; Cusip: 48130WUM1

• Callable contingent interest notes due Feb. 17, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the Technology Select Sector SPDR Fund; via J.P. Morgan Securities LLC; pricing Feb. 15; Cusip: 48130WUP4

• 0% uncapped dual directional contingent buffered return enhanced notes due Feb. 18, 2022 linked to the Stoxx Europe 600 index; via J.P. Morgan Securities LLC; pricing Feb. 15; Cusip: 48130WUT6

• 0% uncapped dual directional contingent buffered return enhanced notes due Feb. 18, 2022 linked to the Stoxx Europe 600 index; via J.P. Morgan Securities LLC; pricing Feb. 15; Cusip: 48130WUR0

• 0% uncapped dual directional contingent buffered return enhanced notes due Feb. 28, 2022 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48130WUZ2

• 0% uncapped dual directional contingent buffered return enhanced notes due Feb. 29, 2024 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48130WVB4

• 0% uncapped dual directional contingent buffered return enhanced notes due Feb. 28, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48130WUY5

• Callable step-up fixed-rate notes due Feb. 28, 2023; via J.P. Morgan Securities LLC; pricing Feb. 26; Cusip: 48130UQC2

• 0% capped buffered return enhanced notes due Aug. 31, 2020 tied to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WXB2

• 0% capped buffered return enhanced notes due Aug. 31, 2020 tied to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WXA4

• 0% capped buffered return enhanced notes due Feb. 26, 2021 tied to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWT4

• 0% capped buffered return enhanced notes due Feb. 26, 2021 tied to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWU1

• 0% capped buffered return enhanced notes due Feb. 26, 2021 tied to the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWS6

• 0% capped buffered return enhanced notes due Feb. 26, 2021 tied to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWQ0

• 0% capped buffered return enhanced notes due Aug. 31, 2020 tied to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWZ0

• 0% capped buffered return enhanced notes due Aug. 31, 2020 tied to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWY3

• 0% capped buffered return enhanced notes due Feb. 26, 2021 tied to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWP2

• 0% uncapped buffered return enhanced notes due Feb. 28, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48130WWL1

MORGAN STANLEY FINANCE LLC

• Contingent income autocallable securities due Feb. 4, 2022 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Feb. 1; Cusip: 61768W863

• Contingent income autocallable securities due Feb. 4, 2022 linked to the common stock of Bank of America Corp.; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Feb. 1; Cusip: 61768W855

• Contingent income autocallable securities due Feb. 4, 2027 linked to the worst performing of the Euro Stoxx Select Dividend 30 index, the Nasdaq-100 index and the MSCI Emerging Markets index; via Morgan Stanley & Co. LLC; pricing Feb. 1; Cusip: 61768DJ71

• 0% knock-out notes due Feb. 4, 2021 linked to the price of gold; via Morgan Stanley & Co. LLC, J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Feb. 1; Cusip: 61766YDQ1

• 0% trigger participation securities due Feb. 1, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 1; Cusip: 61768DYN9

• Callable contingent income securities due Feb. 17, 2022 linked to the SPDR S&P Biotech ETF and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 15; Cusip: 61768DG66

• Callable contingent income securities due Feb. 17, 2022 linked to the SPDR S&P Biotech ETF and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 15; Cusip: 61768DG74

• 0% jump securities with autocallable feature due March 12, 2025 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Feb. 15; Cusip: 61768DH32

• 0% jump securities with autocallable feature due March 12, 2025 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Feb. 15; Cusip: 61768DH24

• 0% enhanced buffered jump securities due Feb. 29, 2024 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61768DZY4

• 0% enhanced buffered jump securities due March 2, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61768DZX6

• 24- to 27-month 0% capped leveraged buffered notes linked to a basket of the Euro Stoxx 50 index, the Tokyo Stock Price index, the FTSE 100 index, the Swiss Market index and the S&P/ASX 200 index; via Morgan Stanley & Co. LLC; Cusip: 61768DJ89

• 0% leveraged buffered notes due in 25 to 28 months linked to the MSCI EAFE index; via Morgan Stanley & Co. LLC; Cusip: 61768DZQ1

• 0% leveraged buffered notes due in 24 to 27 months linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; Cusip: 61768DZC2

ROYAL BANK OF CANADA

• 0% equity-linked partial principal at risk securities due March 3, 2021 linked to the MSCI Europe index; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; via Feb. 13; Cusip: 78014H235

• 0% leveraged notes due in 18 to 21 months tied to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via RBC Capital Markets, LLC; Cusip: 78013XXH6

• 0% leveraged buffered notes due in 20 to 23 months linked to a weighted basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via RBC Capital Markets, LLC; Cusip: 78013XXU7

TORONTO-DOMINION BANK

• 0% leveraged notes due 36 to 39 months from the pricing date linked to the Euro Stoxx 50 index; via TD Securities (USA) LLC as agent with Goldman Sachs & Co. LLC as distributor; Cusip: 89114QHV3

UBS AG, LONDON BRANCH

• Callable step-up notes due Feb. 8, 2024; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 6; Cusip: 90270KWW5

• 0% capped leveraged buffered notes due in 60 to 63 months linked to the Euro Stoxx 50 index; via UBS Securities LLC; Cusip: 90270KXC8

• 0% capped leveraged buffered notes linked to the Euro Stoxx 50 index, the Topix index, the FTSE 100 index, the Swiss Market index and the S&P/ASX 200 index; via UBS Securities LLC; Cusip: 90270KXD6

• 0% capped leveraged buffered notes due in 18 to 21 months linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KXB0

• 0% capped leveraged notes due in 14 to 16 months linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KWR6

• 0% capped leveraged buffered notes due in 14 to 16 months linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KWQ8

• 27- to 30-month 0% capped leveraged buffered notes linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 20% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight); via UBS Securities LLC; Cusip: 90270KWX3


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