Structured Products Calendar

BANK OF NOVA SCOTIA

• 0% autocallable market-linked step-up notes due February 2024 linked to the Euro Stoxx 50 index; BofA Securities; pricing in February

BARCLAYS BANK PLC

• 0% dual directional notes due Feb. 28, 2025 linked to the S&P 500 index and the Nasdaq-100 index; via Barclays; pricing Feb. 23; Cusip: 06748E3F8

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Market-linked notes due Feb. 28, 2028 linked to the Fidelity multifactor yield index 5% ER; via Citigroup Global Markets Holdings Inc; pricing Feb. 23; Cusip: 17328YPU2

MORGAN STANLEY FINANCE LLC

• 0% autocallable contingent interest notes due Aug. 26, 2022 linked to the ARK Innovation ETF; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 61771EM54

ROYAL BANK OF CANADA

• Notes on Raymond James securities selections basket due Aug. 24, 2022 linked to a basket of stocks (Alaska Air Group, Inc., Avnet, Inc., AutoZone, Inc., Cadence Bancorp., Cigna Corp., Eagle Materials Inc., Healthcare Realty Trust Inc., Jabil Inc., KB Home, M.D.C. Holdings, Inc. Mohawk Industries, Inc., Maximus, Inc., National Retail Properties, Inc., Old Republic International Corp., Dave & Buster’s Entertainment, Inc., PROG Holdings, Inc., Construction Partners, Inc., Synnex Corp., Wesco International, Inc. and Wintrust Financial Corp.); via RBC Capital Markets with Raymond James as distributor; pricing Feb. 19; Cusip: 78013GH24

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