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Published on 5/3/2021 in the Prospect News Structured Products Daily.

Structured Products Calendar

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable contingent coupon equity linked securities due May 26, 2022 linked to the worst of Invesco QQQ Trust, Series 1 and the SPDR S&P 500 ETF; via Citigroup Global Markets Inc.; pricing May 21; Cusip: 17328NPV4

• Autocallable contingent coupon equity linked securities due Dec. 1, 2022 linked to the worst of Apple Inc. and Microsoft Corp.; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 17328NPT9

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% capped buffered return enhanced insight notes due May 11, 2023 linked to the J.P. Morgan basket of reference stocks with potential exposure to inflation (May 2021) of 45 unequally weighted reference stocks representing U.S.-listed companies with potential exposure to inflation in the United States; via J.P. Morgan Securities LLC; pricing May 7; Cusip: 48132TZU3

• 0% capped buffered return enhanced insight notes due May 11, 2023 linked to the J.P. Morgan quest renewable energy thematic basket (May 2021) of 62 unequally weighted reference stocks representing U.S.-listed companies associated with the development or rollout of renewable energy; via J.P. Morgan Securities LLC; pricing May 7; Cusip: 48132TZQ2

• 0% capped buffered equity insight notes due May 11, 2023 linked to the J.P. Morgan infrastructure thematic basket (May 2021) of 30 unequally weighted reference stocks representing companies that could potentially benefit from infrastructure spending in the United States; via J.P. Morgan Securities LLC; pricing May 7; Cusip: 48132TZR0


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