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Published on 6/28/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Fixed-to-floating notes due July 11, 2028 linked to the best performing of three U.S. dollar ICE swap rates; via BofA Merrill Lynch; pricing July 6; Cusip: 09709TFA4

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due Nov. 6, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing July 2; Cusip: 06367T6T2

• Notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Price Return index; via BMO Capital Markets Corp. as agent, Raymond James as distributor; pricing July 20; Cusip: 06367T5F3

• Notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Price Return index; via BMO Capital Markets Corp. as agent, Raymond James as distributor; pricing July 20; Cusip: 06367T5E6

BANK OF NOVA SCOTIA

• Autocallable market-linked step-up notes due June 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

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

• Autocallable market-linked step-up notes due June 2020 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in June

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

• 0% market-linked step-up notes due June 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due in August 2019 linked to the S&P Regional Banks Select Industry index; via BofA Merrill Lynch; pricing in June

BARCLAYS BANK PLC

• Fixed- to floating-rate notes due June 29, 2023 tied to the 10-year U.S. dollar ICE swap rate; via Barclays; settlement on June 29; Cusip: 06746XFE8

• 0% notes due Dec. 31, 2019 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing June 29; Cusip: 06746XEW9

• 0% buffered SuperTrack notes due June 29, 2023 linked to the Dow Jones industrial average; via Barclays; settlement June 29; Cusip: 06746XDH3

• 0% notes due Jan. 3, 2020 linked to the Euro Stoxx 50 index; via Barclays; pricing June 29; Cusip: 06746XDY6

• 0% buffered SuperTrack notes due July 6, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing June 29; Cusip: 06746XDU4

• 0% buffered SuperTrack notes due July 2, 2020 linked to the FTSE 100 index; via Barclays; pricing June 29; Cusip: 06746XEF6

• 0% digital notes due May 29, 2020 linked to the Russell 2000 index, and the S&P 500 index; via Barclays; pricing June 29; Cusip: 06746XG98

• 9% to 10% callable contingent coupon notes due June 29, 2023 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing June 29; Cusip: 06746XEU3

• 0% buffered digital notes due July 7, 2021 linked to the S&P 500 index; via Barclays; pricing June 29; Cusip: 06746XFX6

• Buffered Performance Leveraged Upside Securities due Jan. 5, 2021 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management; pricing June 29; Cusip: 06746T730

• 0% buffered SuperTrack notes due July 6, 2022 linked to the S&P 500 index; via Barclays; pricing June 29; Cusip: 06746XEL3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due July 5, 2023 linked to the S&P 500 index; via Barclays and Wells Fargo Securities, LLC; pricing June 29; Cusip: 06746XDV2

• 0% dual directional notes due Dec. 31, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing June 29; Cusip: 06746XEU3

• 0% buffered SuperTrack notes due July 5, 2023 linked to the S&P 500 index and the Dow Jones industrial average; via Barclays; pricing June 29; Cusip: 06746XER0

• 7% to 8% callable contingent coupon notes due June 29, 2023 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial average; via Barclays; pricing June 29; Cusip: 06746XEQ2

• 0% buffered SuperTrack notes due June 29, 2023 linked to the S&P 500 index; via Barclays; settlement June 29; Cusip: 06746XDQ3

• 0% buffered SuperTrack notes due June 29, 2023 linked to the S&P 500 index; via Barclays; settlement June 29; Cusip: 06746XDF7

• 0% Leveraged Index Return Notes due June 2020 linked to a basket of six indexes; via BofA Merrill Lynch; pricing in June

• 0% autocallable market-linked step-up notes due June 2023 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• 0% buffered SuperTrack notes due July 2, 2020 linked to the S&P 500 index; via Barclays; settlement July 5; Cusip: 06746XDP5

• 0% buffered autocallable notes due July 11, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; 70% trigger; via Barclays; pricing July 6; Cusip: 06746XG49

BOFA FINANCE LLC

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

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

• Step-up fixed-rate callable notes due July 20, 2021; via Barclays; pricing July 17; Cusip: 06746XFY4

• Fixed-to-floating notes due Jan. 23, 2026 based on the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; settling July 23; Cusip: 06746XG31

• 16- to 19-month 0% leveraged buffered notes linked to the S&P 500 index; via BofA Merrill Lynch; Cusip: 09709TFC0

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Accelerated Return Notes due August 2019 linked to an international equity index basket; via BofA Merrill Lynch; pricing in June

• Market-linked step-up notes due August 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

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

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 29; Cusip: 17326K684

• 0% barrier securities due July 5, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 29; Cusip: 17324CVK9

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via Citigroup Global Markets Inc.; pricing June 29; Cusip: 17326K577

• Autocallable contingent coupon equity linked securities due Jan. 22, 2021 linked to the common stocks of Nvidia Corp., Goldman Sachs Group, Inc. and Amazon.com, Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing July 16; Cusip: 17324XEV8

• Callable contingent coupon equity-linked securities due July 20, 2023 linked to the worse performing of the S&P 500 index, the Russell 2000 index and Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing July 16; Cusip: 17324CWQ5

• Autocallable securities due July 20, 2023 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing July 17; Cusip: 17324CWR3

• Callable step-up coupon notes due July 26, 2021; via Citigroup Global Markets Inc.; pricing July 23; Cusip: 17324CWP7

• 0% market-linked notes due July 29, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 17324CX76

• 0% market-linked notes due Aug. 3, 2023 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 17324CX27

CREDIT SUISSE AG, LONDON BRANCH

• 0% CS notes due July 2, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WVQ7

• 0% digital return equity securities due May 29, 2020 linked to the least performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WXZ5

• 7% autocallable reverse convertible securities due Oct. 7, 2019 linked to common stock of Intel Corp.; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22549JUH1

• 0% Accelerated Return Equity Securities due May 29, 2020 linked to the Invesco S&P 500 Low Volatility exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WY27

• 0% Buffered Accelerated Return Equity Securities due Jan. 3, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUV7

• 8% to 10% contingent coupon autocallable yield notes due Oct. 7, 2019 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WV20

• Contingent coupon autocallable yield notes due Jan. 6, 2020 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WXE2

• 5% to 7% contingent coupon autocallable yield notes due July 5, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUU9

• 0% Buffered Accelerated Return Equity Securities due Aug. 1, 2019 tied to the lower performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUK1

• 8.25% to 10.25% contingent coupon autocallable yield notes due Oct. 7, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUQ8

• 11% to 13% contingent coupon autocallable yield notes due June 6, 2020 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WV38

• Contingent coupon autocallable yield notes due July 6, 2020 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WV38

• 0% Capped Leveraged Index Return Notes due August 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• 0% Leveraged Index Return Notes due June 2020 linked to 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 June

• 0% autocallable market-linked step-up notes due June 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in June

• 0% digital barrier notes due Aug. 7, 2019 linked to the least performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 2; Cusip: 22550WY84

• 0% digital buffered notes due Jan. 27, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22550WZG5

• 0% leveraged buffered notes due in 15 to 17 months linked to a basket of indexes; via Credit Suisse Securities (USA) LLC; Cusip: 22550WXR3

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due July 2021; via Goldman Sachs & Co. and Incapital LLC; pricing in June; Cusip: 38150AAH8

• Callable step-up fixed-rate notes due July 2028; via Goldman Sachs & Co.; pricing in June; Cusip: 38150AAN5

GS FINANCE CORP.

• 0% trigger jump securities with autocallable feature due July 2, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing June 29; Cusip: 40055QHS4

• 9% contingent income autocallable securities due July 2, 2021 linked to the class A common stock of Facebook, Inc.; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing June 29; Cusip: 36255U208

• 0% notes due July 5, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QED0

• 0% autocallable notes due July 18, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEK4

• 0% notes due July 2, 2020 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEC2

• 0% notes due Jan. 3, 2022 linked to the least performing of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEH1

• 0% notes due Oct. 4, 2021 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing June 29; Cusip: 40055QEJ7

• 0% leveraged buffered notes due July 5, 2022 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QJ29

• 8.7% to 9.7% autocallable contingent coupon notes due Jan. 7, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QDL3

• 0% leveraged buffered index-linked notes due July 5, 2023 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEB4

• 0% leveraged buffered notes due July 2, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing June 29; Cusip: 40055QE73

• 0% leveraged buffered index-linked notes due July 5, 2023 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEA6

• Callable contingent coupon notes due July 5, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing June 29; Cusip: 40055QEF5

• Callable step-up fixed-rate notes due July 2023; via Goldman Sachs & Co.; pricing in June; Cusip: 38150AAP0

• 0% leveraged buffered index-linked notes due Jan. 7, 2021 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QER9

• 0% leveraged buffered notes due Jan. 9, 2023 linked to Euro Stoxx 50 index, the iShares MSCI Emerging Markets ETF and the Nikkei 225 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QEY4

• 0% notes due July 7, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QET5

• 0% autocallable notes due July 18, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QEU2

• 0% leveraged buffered notes due Nov. 7, 2019 linked to the iShares MSCI EAFE ETF; via Goldman Sachs & Co. LLC; pricing July 2; Cusip: 40055QFF4

• 0% leveraged buffered index-linked notes due Nov. 7, 2019 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QFE7

• 0% leveraged buffered index-linked notes due July 8, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QEV0

• Autocallable contingent coupon notes due Jan. 7, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QES7

• 0% index-linked notes due Jan. 3, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QFG2

• 0% buffered digital notes due July 7, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QF23

• 0% leveraged buffered digital notes due July 8, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QFN7

• 0% buffered basket-linked notes due Oct. 17, 2019 linked to an unequally weighted basket of exchange-traded funds made up of the iShares MSCI EAFE exchange-traded fund with a 53% weight, the iShares MSCI Emerging Markets exchange-traded fund with a 34% weight and the iShares MSCI EAFE Small Cap exchange-traded fund with a 13% weight; via Goldman Sachs & Co. LLC; pricing July 11; Cusip: 40055QHY1

• Callable contingent coupon notes due July 17, 2023 linked to the least performing of the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing July 12; Cusip: 40055QHT2

• 0% buffered index-linked notes due July 17, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 12; Cusip: 40055QH88

• Autocallable contingent coupon notes due Oct. 21, 2019 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 12; Cusip: 40055QHN5

• 0% leveraged buffered notes due Nov. 21, 2019 linked to the S&P MidCap 400 index; via Goldman Sachs & Co. LLC; pricing July 18; Cusip: 40055QHM7

• 0% buffered index-linked notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; 40055QHW5

• 0% buffered index-linked notes due July 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 26; 40055QHZ8

• Autocallable contingent coupon notes due Feb. 3, 2020 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40055QHD7

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes; via Goldman Sachs & Co.; Cusip: 40055QFT4

• 0% leveraged notes due in 13 to 15 months linked to an unequally weighted basket of indexes; via Goldman Sachs & Co.; Cusip: 40055QG55

• 0% leveraged buffered notes due in 24 to 27 months linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 40055QG63

• 0% leveraged index-linked notes due in 12 to 14 months tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 40055QH62

• 0% digital notes due in 24 to 27 months linked to the iShares MSCI Emerging Markets ETF; via Goldman Sachs & Co.; Cusip: 40055QG48

HSBC USA, INC.

• Phoenix quarterly review notes with a memory coupon feature due July 17, 2019 linked to Apple Inc. stock; 81% trigger; via HSBC Securities (USA) Inc. with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 29; Cusip: 40435FN60

• Zero-coupon 5% limited loss notes due July 6, 2020 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FF36

• 0% buffered uncapped market participation securities due July 6, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FC96

• 0% buffered uncapped market participation securities due July 5, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FD20

• 6.25% autocallable yield notes due Oct. 7, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FE60

• Phoenix quarterly review notes with a memory coupon feature due July 17, 2019 linked to Zions Bancorp. stock; 76.85% trigger; via HSBC Securities (USA) Inc. with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 29; Cusip: 40435FN78

• 0% autocallable market-linked step-up notes due June 2023 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in June

• 0% leveraged performance notes due July 10, 2023 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing July 3; Cusip: 40435FN29

• 0% buffered market participation securities due Oct. 17, 2019 tied to the Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing July 12; Cusip: 40435FH42

• 0% buffered market participation securities due Oct. 17, 2019 tied to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing July 12; Cusip: 40435FH59

• 0% buffered market participation securities due Oct. 17, 2019 tied to the Market Vectors Gold Miners ETF; via HSBC Securities (USA) Inc.; pricing July 12; Cusip: 40435FH67

JPMORGAN CHASE FINANCIAL CO. LLC

• 6.8% autocallable contingent interest notes due Sept. 30, 2019 linked to the common stock of Abbvie Inc.; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M3G9

• 8.85% contingent income autocallable securities due July 2, 2021 linked to the common stock of Chevron Corp.; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q882

• 0% contingent buffered return enhanced notes due Jan. 2, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M5G7

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYT7

• 0% uncapped buffered return enhanced notes due Dec. 31, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYY6

• 0% trigger jump securities due July 6, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129N583

• 0% notes due June 30, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXZ4

• 0% capped buffered return enhanced notes due May 29, 2020 linked to the least performing of the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M3U8

• 0% capped buffered return enhanced notes due May 29, 2020 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129HMX2

• 0% contingent buffered return enhanced notes due Jan. 2, 2020 linked to the Euro Stoxx Banks index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M5F9

• Autocallable contingent interest notes due Jan. 3, 2020 linked to the least performing of the common stocks of FireEye, Inc., Nvidia Corp. and Palo Alto Networks, Inc.; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M4W3

• 0% capped return enhanced notes due June 30, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M4X1

• 0% capped buffered return enhanced notes due Dec. 31, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYX8

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYQ3

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYR1

• 0% equity-linked partial principal at risk securities due July 6, 2020 linked to the MSCI Europe index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129N690

• 0% contingent buffered return enhance notes due June 30, 2023 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; 60% trigger; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXS0

• 0% capped buffered return enhanced notes due Dec. 31, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYW0

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYP5

• 7% to 9% autocallable contingent interest notes due Sept. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXR2

• 7.25% to 9.25% autocallable contingent interest notes due Sept. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXT8

• 9% to 11% autocallable contingent interest notes due June 28, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXU5

• 8.75% contingent income autocallable securities due Jan. 4, 2021 linked to the worst performing of the Russell 2000 index, the S&P 500 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC as agent with Morgan Stanley Smith Barney LLC as distributor; pricing June 29; Cusip: 48129M4V5

• 0% notes due June 30, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXY7

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC as agent, Morgan Stanley Smith Barney LLC as distributor; pricing June 29; Cusip: 48129N617

• 0% capped buffered return enhanced notes due Dec. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYV2

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYM2

• 0% uncapped buffered return enhanced notes due June 30, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYU4

• 0% review notes due July 5, 2024 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M2C9

• 0% review notes due July 5, 2024 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M2A3

• 0% digital notes due July 31, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXP6

• 0% capped dual directional buffered equity notes due June 30, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYG5

• 0% uncapped contingent buffered return enhanced notes due June 30, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXX9

• 0% uncapped buffered equity notes due June 30, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYE0

• Autocallable contingent interest notes due June 30, 2021 linked to the least 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 June 29; Cusip: 48129MYC4

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the S&P MidCap 400 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129N591

• 10% contingent coupon callable yield notes due July 7, 2020 linked to the common stock of Toll Brothers, Inc.; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M5A0

• Autocallable contingent interest notes due April 7, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48129M3X2

• 0% capped buffered return enhanced notes due Oct. 7, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48129M4J2

• 0% capped buffered return enhanced notes due Oct. 7, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48129M4H6

• 0% capped buffered return enhanced notes due July 23, 2020 linked to an unequally weighted basked 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 July 20; Cusip: 48129M4Q6

• 0% uncapped dual directional buffered equity notes due July 28, 2020 linked to the lesser performing of the S&P 500 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing July 23; Cusip: 48129M4T0

• 0% uncapped dual directional contingent buffered equity notes due July 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48129M7L4

• 0% digital dual directional notes due Aug. 8, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 3; Cusip: 48129M4Y9

MORGAN STANLEY

• Fixed- to floating-rate notes due June 29, 2023 linked to the 10-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; settlement on June 29; Cusip: 61760QLJ1

• Fixed-to-floating notes due June 29, 2023 linked to the 10-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61760QLM4

MORGAN STANLEY FINANCE LLC

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q767

• 0% buffered Performance Leveraged Upside Securities due July 2, 2020 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C3T2

• 0% buffered Performance Leveraged Upside Securities due Jan. 5, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q775

• 0% buffered Performance Leveraged Upside Securities due July 2, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C3X3

• 0% trigger Performance Leveraged Upside Securities due July 3, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q551

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the iShares MSCI Emerging Markets ETF; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q783

• 0% market-linked notes due July 5, 2022 linked to the Morgan Stanley ETF-MAP 2 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q601

• 0% jump notes with autocallable feature due July 5, 2023 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C4C8

• 0% trigger Performance Leveraged Upside Securities due July 5, 2023 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C4J3

• 0% enhanced trigger jump securities due Oct. 2, 2019 linked to the S&P 500 index; 85% trigger; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C6H5

• 0% market plus notes due Jan. 2, 2020 linked to the S&P 500 index; 81.1% trigger; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C6G7

• 0% equity-linked partial principal at risk securities due July 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q619

• 0% buffered Performance Leveraged Upside Securities due July 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q627

• 0% trigger Performance Leveraged Upside Securities due July 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q593

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C5G8

ROYAL BANK OF CANADA

• 0% Performance Leveraged Upside Securities due Jan. 3, 2019 linked to a basket made up of three indexes and three exchange-traded funds; via RBC Capital Markets, LLC as agent, Morgan Stanley Wealth Management as distributor; pricing June 29; Cusip: 78014G203

• 0% market-linked securities – leveraged upside participation and fixed percentage buffered downside due Jan. 5, 2024 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing June 29; Cusip: 78013XLK2

• 0% barrier absolute return notes due June 29, 2023 linked to S&P 500 index; via RBC Capital Markets, LLC; pricing June 29; Cusip: 78013XMG0

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the Topix index; via RBC Capital Markets, LLC as agent, Morgan Stanley Wealth Management as distributor; pricing June 29; Cusip: 78014G195

• 0% Accelerated Return Notes due August 2019 linked to Raytheon Co., Lockheed Martin Corp. and Boeing Co.; via BofA Merrill Lynch; pricing in June

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

• 0% market-linked securities – leveraged upside participation and fixed percentage buffered downside due Aug. 3, 2023 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 78013XNL8

• 0% market-linked securities – autocallable with fixed percentage buffered downside due Aug. 3, 2021 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 78013XNM6

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due August 2019 linked to the JPX-Nikkei index 400; via BofA Merrill Lynch; pricing in June

TORONTO-DOMINION BANK

• 0% leveraged capped buffered 16- to 18-month notes linked to the MSCI EAFE index; via TD Securities (USA) LLC; Cusip: 89114QNW4

UBS AG, LONDON BRANCH

• 0% capped leveraged buffered notes due in 18 to 21 months linked to a basket of indexes; via UBS Securities LLC; Cusip: 90270KSJ9

• 0% capped leveraged buffered notes due in 19 to 22 months linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KSN0

WELLS FARGO & CO.

• Fixed- to floating-rate notes due July 3, 2028 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing June 29; Cusip: 95001D2N9

• Market-linked securities due July 6, 2021 – autocallable with fixed percentage buffered downside linked to the Energy Select Sector SPDR fund; via Wells Fargo Securities LLC; pricing June 29; Cusip: 95001B4C5

• Capped floating-rate notes due Jan. 3, 2022 linked to Libor; via Wells Fargo Securities, LLC; pricing June 29; Cusip: 95001D2M1


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