Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due April 30, 2021; via BofA Merrill Lynch; settlement April 30; Cusip: 06048WWF3

• Step-up callable notes due Nov. 30, 2021; via BofA Merrill Lynch; settlement May 30; Cusip: 06048WWP1

BANK OF MONTREAL

• 0% bullish digital return notes with barrier due June 3, 2019 linked to the Euro Stoxx 50 index; 90% trigger; via BMO Capital Markets Corp.; pricing April 27; Cusip: 06367T4Y3

BANK OF NOVA SCOTIA

• 0% market-linked securities – leveraged upside participation and contingent downside due May 4, 2020 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities, LLC; pricing April 27; Cusip 064159LC8

• 0% Leveraged Index Return Notes due April 2023 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• Autocallable market-linked step-up notes due April 2021 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in April

• Autocallable market-linked step-up notes due April 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% Capped Leveraged Index Return Notes due April 2020 linked to S&P 500 index, the Stoxx Europe 600 index and the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% autocallable market-linked step-up notes due April 2024 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% Capped Leveraged Index Return Notes due November 2019 linked to Euro Stoxx 50 index and S&P 500 index; via BofA Merrill Lynch; pricing in May

BARCLAYS BANK PLC

• 10.75% contingent income autocallable securities due April 30, 2021 linked to Netflix, Inc. stock; via Barclays as agent, Morgan Stanley Wealth Management as dealer; pricing April 27; Cusip 06746R536

• 0% contingent barrier notes due Oct. 30, 2019 linked to the S&P 500 index; via Barclays; pricing April 27; Cusip 06746X7A5

• 0% SuperTrack notes due May 2, 2023 linked to the lesser performing of the S&P 500 index and the Dow Jones industrial average; via Barclays; pricing April 27; Cusip 06746X6W8

• Step-up fixed-rate callable notes due April 30, 2030; via Barclays; settlement April 30; Cusip: 06746X6E8

• Floating-rate notes due April 30, 2021 linked to the spread between the 30-year and two-year U.S. dollar ICE swap rates; via Barclays; settlement April 30; Cusip: 06746X6L2

• 0% buffered SuperTrack notes due April 28, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing April 30; Cusip: 06746X4R1

• 0% buffered SuperTrack notes due May 5, 2021 linked to the lesser performing of the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF; via Barclays; pricing April 30; Cusip: 06746X5J8

• 0% buffered SuperTrack notes due May 4, 2022 linked to the S&P 500 index; via Barclays; pricing April 30; Cusip: 06746X5L3

• 0% market-linked notes with leveraged upside participation to a cap and fixed percentage buffered downside due May 3, 2023 linked to the S&P 500 index; via Wells Fargo Securities, LLC and Barclays; pricing April 30; Cusip: 06746X3Z4

• Contingent income callable securities due May 3, 2028 linked to the S&P 500 index; 60% trigger; via Barclays with Morgan Stanley Wealth Management; pricing April 30; Cusip: 06746X6B4

• 0% buffered digital notes due May 11, 2020 linked to the S&P 500 index; via Barclays; pricing May 3; Cusip: 40055AYJ0

• 0% notes due May 27, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing May 24; Cusip 06746X7C1

• 0% notes due Dec. 4, 2019 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing May 31; Cusip 06746X7B3

BOFA FINANCE LLC

• Autocallable market-linked step-up notes due April 2023 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due in June 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• Leveraged Index Return Notes due April 2020 linked to Euro Stoxx 50 index, FTSE 100 index, Nikkei 225 index, Swiss Market index, S&P/ASX 200 index and Hang Seng index; via BofA Merrill Lynch; pricing in April

• Capped Leveraged Index Return Notes due April 2020 linked to a basket of the Euro Stoxx 50 index, the FTSE 100 Index, the Nikkei Stock Average index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng Index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2019 tied to S&P 500 index, Euro Stoxx 50 index and Russell 2000 index; via BofA Merrill Lynch; pricing in April

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 4, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing April 30; Cusip: 13605WKN0

• 0% capped Leveraged Index Return Notes due June 2019 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% market-linked step-up notes due June 2019 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% capped Leveraged Index Return Notes due April 2020 tied to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in April

• 0% capped Leveraged Index Return Notes due April 2020 tied to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% capped Leveraged Index Return Notes due April 2020 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% capped leveraged buffered notes due in 26 to 29 months linked to a basket of indexes; via CIBC World Markets Corp.; Cusip: 13605WKU4

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable step-up coupon notes due May 1, 2021; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17324CUF1

• 0% market-linked notes due April 30, 2020 linked to the iStoxx Europe Economic Growth Select 50 index; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17324CTH9

• Noncallable fixed-to-floating notes due May 3, 2021; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17324CUG9

• Fixed- to floating-rate notes due May 3, 2033 linked to 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17324CU53

• Autocallable contingent coupon equity-linked securities due May 3, 2019 linked to the common stock of Bank of America Corp.; 80% trigger; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17324XLF5

• 0% Performance Leveraged Upside Securities due Aug. 5, 2019 linked to the Financial Select Sector SPDR Fund; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326K452

• 0% barrier securities due April 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing in April; Cusip: 17324CTQ9

• Callable fixed- to floating-rate notes due May 18, 2038 linked to the leveraged difference between the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing May 16; Cusip: 17324CUN4

• 0% market-linked notes due May 27, 2021 linked to an equally weighted basket of the S&P 500 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc.; pricing May 23; Cusip 17324CUL8

• 0% dual directional barrier securities due Nov. 24, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing May 24; Cusip 17324CUJ3

• 0% market-linked notes due May 30, 2023 linked to a basket of the S&P 500 index with a 25% weight, the Euro Stoxx 50 index with a 25% weight and the iShares iBoxx $ High Yield Corporate Bond ETF with a 50% weight; via Citigroup Global Markets Inc.; pricing May 24; Cusip 17324CUH7

• 0% dual directional barrier securities due Nov. 30, 2021 linked to the SPDR S&P 500 ETF trust; via Citigroup Global Markets Inc.; pricing May 24; Cusip 17324XHQ6

CITIGROUP INC.

• Fixed- to floating-rate notes due May 1, 2028 linked to the 10-year Constant Maturity Swap rate; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17298CG69

• Fixed- to floating-rate notes due May 1, 2028 linked to the 10-year Constant Maturity Swap rate; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17298CG77

• Callable step-up coupon notes due May 15, 2033; via Citigroup Global Markets Inc.; pricing May 11; Cusip: 17298CG85

CREDIT SUISSE AG

• 17.5% autocallable contingent income securities due Nov. 1, 2018 linked to the common stock of Tesla, Inc.; via Credit Suisse Securities (USA) Inc. as agent, Morgan Stanley Smith Barney LLC as distributor; pricing April 27; Cusip 22549M376

• 0% market-linked notes with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 3, 2020 linked to the Energy Select Sector SPDR Fund; via Wells Fargo Securities, LLC; pricing April 30; Cusip: 22550WNC7

CREDIT SUISSE AG, LONDON BRANCH

• 0% buffered Performance Leveraged Upside Securities due Nov. 4, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC as agent, Morgan Stanley Smith Barney LLC as distributor; pricing April 30; Cusip 22549M293

• 0% accelerated return equity securities due May 5, 2025 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WQV2

• 0% market-linked notes due May 6, 2025 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22549M137

• 0% absolute return digital barrier securities due May 3, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WLG0

• Contingent coupon autocallable yield notes due May 3, 2019 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WKW6

• Contingent coupon callable yield notes due May 3, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WLX3

• 0% digital plus barrier notes due May 3, 2023 linked to the lowest performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WLL9

• Contingent coupon autocallable yield notes due Aug. 5, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WL47

• Contingent coupon autocallable yield notes due Aug. 5, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22550WLC9

• 6% contingent coupon autocallable yield notes due May 9, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 4; Cusip 22550WQW0

DEUTSCHE BANK AG, LONDON BRANCH

• 0% notes due May 15, 2019 linked to the performance of the Brazilian real relative to the dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing April 27; Cusip: 25155MKY6

• 0% digital return notes due Dec. 3, 2019 linked to the lesser performing of silver and copper; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing April 27; Cusip 25155MMH1

• 0% trigger return enhanced securities due May 3, 2023 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via Deutsche Bank Securities Inc.; pricing April 30; Cusip 25155MKQ3

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due April 2021; via Goldman Sachs & Co. LLC; pricing in April; Cusip: 38150A6N0

• Callable step-up fixed-rate notes due April 2023; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in April; Cusip: 38150A6P5

• Callable step-up fixed-rate notes due May 2028; via Goldman Sachs & Co. LLC; pricing in May; Cusip: 38150A6U4

• Floating-rate notes due May 2021 linked to the two-year Constant Maturity Swap rate; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in May; Cusip: 38150A6S9

• Callable step-up fixed-rate notes due May 2024; via Goldman Sachs & Co. LLC; pricing in May; Cusip: 38150A6Q3

GS FINANCE CORP.

• 0% autocallable index-linked notes due May 15, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman, Sachs & Co.; pricing April 27; Cusip 40055AZG5

• Callable contingent coupon notes due May 2, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing April 27; Cusip: 40055AYZ4

• 0% leveraged buffered basket-linked notes due Nov. 5, 2019; via Goldman Sachs & Co.; pricing April 30; Cusip: 40055AY92

• 0% leveraged buffered index-linked notes due May 3, 2023 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing April 30; Cusip: 40055AWF0

• 0% leveraged buffered notes due Sept. 5, 2019 linked to the S&P 500 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing April 30; Cusip:40055AXJ1

• 0% leveraged buffered notes due May 3, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 30; Cusip: 40055AWE3

• 0% leveraged buffered notes due May 5, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 30; Cusip: 40055AWG8

• 0% leveraged buffered notes due Nov. 5, 2019 linked to the iShares MSCI EAFE ETF; 60% trigger; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40055AYA9

• Autocallable contingent coupon notes due Nov. 7, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40055AWY9

• 0% index-linked notes due Nov. 3, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman, Sachs & Co.; pricing April 30; Cusip 40055AWV5

• 0% index-linked notes due May 4, 2023 tied to the S&P 500 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40055AWT0

• Callable contingent coupon notes due May 3, 2023 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing April 30; Cusip 40055AWX1

• 0% leveraged buffered basket-linked notes due Nov. 7, 2022 tied to Euro Stoxx 50 index, the iShares MSCI Emerging Markets ETF and the Nikkei 225 index; 60% trigger; via Goldman Sachs & Co.; pricing May 2; Cusip: 40055AW78

• Callable contingent coupon notes due May 7, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co.; pricing May 2; Cusip:40055AW60

• 8% callable contingent coupon notes due May 8, 2023 linked to the least performing of the Dow Jones Industrial average, the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing May 3; Cusip 40055AZ91

• 0% leveraged buffered notes due May 10, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 3; Cusip: 40055AZD2

• 0% index-linked notes due May 8, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing May 4; Cusip 40055AZ67

• 0% autocallable index-linked notes due May 29, 2025; via Goldman Sachs & Co.; pricing May 14; Cusip 40055AYT8

• 0% autocallable index-linked notes due May 29, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing May 14; Cusip 40055AYU5

• 0% autocallable notes due May 29, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing May 14; Cusip 40055AYW1

• 5% callable monthly range accrual notes due May 17, 2028 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing May 14; Cusip 40055AYX9

• 8% to 9% autocallable fixed coupon notes due Aug. 21, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40055AZ42

• Autocallable contingent coupon notes due Nov. 21, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40055AZ34

• 7.1% callable contingent coupon notes due May 17, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing May 14; Cusip 40055AZ26

• Autocallable contingent coupon notes due Nov. 21, 2019 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip 40055AZ59

• 8.25% to 9.25% autocallable fixed coupon notes due Nov. 22, 2019 linked to Celgene Corp. stock; 75% trigger; via Goldman Sachs & Co. LLC; pricing May 15; Cusip: 40055AZ83

• 10.25% to 11.25% autocallable fixed coupon notes due Aug. 22, 2019 linked to Nvidia Corp. stock; 60% trigger; via Goldman Sachs & Co. LLC; pricing May 15; Cusip: 40055AZ75

• Callable contingent coupon notes due May 30, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing May 24; Cusip: 40055AZC4

• 7.5%-8.5% autocallable contingent coupon notes due Dec. 3, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 24; Cusip 40055AZF7

• 0% buffered notes due May 30, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 24; Cusip: 40055AZA8

• 9.5%-10.5% autocallable contingent coupon notes due Dec. 9, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 31; Cusip 40055AZE0

HSBC USA, INC.

• Callable step-up rate notes due May 2, 2023; via HSBC Securities (USA) Inc; pricing April 27; Cusip: 40435FWK9

• 10% phoenix quarterly review notes with a memory coupon feature due May 15, 2019 linked to the common stock of Bank of America Corp.; via HSBC Securities (USA) Inc. as underwriter, JPMorgan as placement agent; pricing April 27; Cusip 40435FZT7

• Market-linked securities due April 28, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 65% trigger; via HSBC Securities (USA) Inc. and Wells Fargo Securities LLC; pricing April 27; Cusip: 40435FYD3

• 0% dual directional trigger Performance Leveraged Upside Securities due May 5, 2020 linked to the common stock of Apple Inc.; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435M573

• 7% autocallable yield notes due Aug. 5, 2019 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip 40435FYE1

• 0% digital dual directional barrier securities due May 3, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435FXB8

• Autocallable barrier notes with contingent return due May 3, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 75% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435FXT9

• 7% autocallable yield notes due Aug. 5, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435FYE1

• Strategic Accelerated Redemption Securities due April 2024 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% leveraged buffered uncapped market participation securities due May 16, 2022 linked to S&P 500 index, the MSCI EAFE index, the S&P MidCap 400 index, the iShares MSCI Emerging Markets ETF and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing May 11; Cusip: 40435FWS2

• 0% barrier enhanced participation notes due May 30, 2023 linked to the Dow Jones industrial average and the Russell 200 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip 40435FZL4

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due July 31, 2019 linked to AbbVie Inc. stock; 60% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing April 27; Cusip: 48129MNG7

• 10% autocallable contingent interest notes due May 15, 2019 linked to Anadarko Petroleum Corp. stock; via J.P. Morgan Securities LLC; pricing April 27; Cusip 48129MB88

• 10% autocallable contingent interest notes due May 15, 2019 linked to Apple Inc. stock; via J.P. Morgan Securities LLC; pricing April 27; Cusip 48129MB70

• 0% buffered enhanced participation notes due April 29, 2022 linked to a basket of indexes; via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48129MC53

• 0% capped buffered enhanced participation equity notes due April 29, 2020 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing April 27; Cusip 48129MB39

• 0% review notes due April 29, 2022 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; 70% trigger; via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48129MLR5

• 8% autocallable yield notes due May 2, 2019 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48129MMB9

• 0% capped contingent buffered return enhanced notes due May 15, 2019 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48129MC38

• 0% trigger Performance Leveraged Upside Securities due May 5, 2021 linked to the Bloomberg Commodity index; 90% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing April 30; Cusip: 46647MRN5

• 0% notes due April 30, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip 48129MKS4

• 0% trigger Performance Leveraged Upside Securities due May 3, 2024 linked to the Euro Stoxx 50 index; 65% trigger; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48129L348

• 0% dual directional contingent buffered return enhanced notes due April 30, 2021 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; 70% trigger; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48129MJJ6

• 0% Performance Leveraged Upside Securities due Aug. 5, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC as agent, with Morgan Stanley Smith Barney LLC as distributor; pricing April 30; Cusip: 48129L215

• 0% capped buffered return enhanced notes due Oct. 31, 2019 linked to the S&P 500 Buyback index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48129MNA0

• 0% digital notes due June 4, 2019 linked to the lesser performing of the S&P 500 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 30; Cusip 48129MMX1

• 7.25% to 9.25% autocallable yield notes due July 31, 2019 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 April 30; Cusip: 48129MJH0

• Autocallable contingent interest notes due April 30, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney; pricing April 30; Cusip: 48129MJQ0

• 0% uncapped dual directional contingent buffered return enhanced notes due April 28, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney; pricing April 30; Cusip: 48129MKG

• 0% dual directional contingent buffered return enhanced notes due April 28, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48129MJN7

• 5.5% to 7.5% autocallable yield notes due April 29, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 65% trigger; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48129MJU1

• 0% dual directional contingent buffered return enhanced notes due Oct. 29, 2021 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 April 30; Cusip: 48129MJK3

• 0% dual directional contingent buffered return enhanced notes due April 30, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 75% trigger; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48129MJL1

• 0% capped buffered return enhanced notes due May 8, 2020 linked to S&P 500 index, the Russell 2000 index and iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing May 4; Cusip: 48129MMQ6

MORGAN STANLEY

• Fixed- to floating-rate notes due May 3, 2028 linked to the 10-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61760QLC6

• Floating-rate notes due May 3, 2023 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settlement May 3; Cusip: 61760QLD4

MORGAN STANLEY FINANCE LLC

• Call warrants expiring April 29, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing April 27; Cusip 61768Q114

• 0% buffered Performance Leveraged Upside Securities due May 5, 2022 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip 61768CS32

• 0% market-linked notes due May 5, 2021 linked to the Morgan Stanley ETF-MAP 2 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768P702

• 0% jump notes with autocallable feature due May 4, 2023 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768CQ42

• 0% dual directional trigger jump securities due May 3, 2023 linked to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768P686

• 0% dual directional trigger Performance Leveraged Upside Securities due May 4, 2023 linked to the S&P 500 index; 70% trigger; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768CR41

• Leveraged CMS curve securities due April 30, 2033 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; settlement April 30; Cusip: 61766YCQ2

• 0% dual directional trigger Performance Leveraged Upside Securities due April 2023 linked to the S&P 500 index; 70% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61768CN86

• 0% buffered Performance Leveraged Upside Securities due May 18, 2023 linked to S&P 500 index, the Russell 2000 index, the iShares MSCI EAFE ETF and iShares MSCI Emerging Markets ETF; via Morgan Stanley & Co. LLC; pricing May 15; Cusip: 61768CW29

ROYAL BANK OF CANADA

• 0% buffered enhanced return notes due Nov. 4, 2020 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 30; Cusip: 78013XJM1

• 0% Accelerated Return Notes due May 2019 linked to a basket of Citigroup Inc., JPMorgan Chase & Co. and Morgan Stanley; via BofA Merrill Lynch; pricing in April

• 0% Leveraged Index Return Notes due April 2020 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% capped Leveraged Index Return Notes due April 2021 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% market-linked step-up notes due April 2020 linked to a basket of the Euro Stoxx 50 index, the FTSE 100 Index, the Nikkei Stock Average index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng Index; via BofA Merrill Lynch; pricing in April

• Market-linked step-up notes due April 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• Digital index-linked notes due in 20 to 23 months linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip 78013XJT6

• 0% leveraged notes due in 20 to 23 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78013XJU3

TORONTO-DOMINION BANK

• 0% market-linked securities – leveraged upside participation and contingent downside due May 2, 2023 linked to the iShares MSCI EAFE exchange-traded fund; 70% trigger; via TD Securities (USA) LLC and Wells Fargo Securities, LLC; pricing April 27; Cusip: 89114QMD7

• Callable step-up notes due May 18, 2022; via TD Securities (USA) LLC; pricing May 15; Cusip: 89114QMS48

WELLS FARGO & CO.

• Market-linked securities due April 28, 2022 – autocallable with contingent coupon and contingent downside linked to the lesser performing of the S&P 500 index, the Russell 2000 index the Euro Stoxx 50 index; 70% trigger; via Wells Fargo Securities LLC; pricing April 27; Cusip: 95001B2Z6

• 9% to 10% market-linked securities due April 28, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing April 27; Cusip: 95001B2Y9

• Market-linked securities due May 7, 2021 – autocallable with fixed percentage buffered downside linked to the Financial Select Sector SPDR fund; via Wells Fargo Securities LLC; pricing April 30; Cusip: 95001B3E2

• Market-linked securities due May 9, 2023 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; 60% trigger; via Wells Fargo Securities LLC; pricing May 4; Cusip: 95001B3H5

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