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Published on 3/1/2019 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due March 14, 2034; via BofA Merrill Lynch; settlement on March 14; Cusip: 06048WZK9

• Step-up callable notes due March 19, 2024; via BofA Merrill Lynch; settlement on March 19; Cusip: 06048WZJ2

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due Sept. 21, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing March 18; Cusip: 06367WHT3

BANK OF NOVA SCOTIA

• 0% Leveraged Index Return Notes due March 2024 linked to the Dow Jones Industrial Average; via BofA Merrill Lynch; pricing in March

• 0% Leveraged Index Return Notes due March 2021 linked to a basket of unequally weighted 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 March

• 0% notes due March 2022 linked to a basket of unequally weighted 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 March

• Autocallable market-linked step-up notes due March 2022 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 60-month 0% digital notes linked to the S&P 500 index; via Scotia Capital (USA) Inc. as agent and Goldman Sachs & Co. as dealer; Cusip: 064159NK8

BARCLAYS BANK PLC

• 0% buffered Performance Leveraged Upside Securities due April 7, 2021 linked to the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management as dealer; pricing March 15; Cusip: 06746Y358

• 0% buffered Performance Leveraged Upside Securities due Oct. 5, 2021 linked to the S&P 500 index; via Barclays as agent with Morgan Stanley Wealth Management handling distribution; pricing March 15; Cusip: 06746Y341

• 0% notes due June 25, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing March 22; Cusip: 06747MF92

• 0% notes due June 25, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing March 22; Cusip: 06747MFA9

• Callable contingent coupon notes due March 25, 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 March 22; Cusip: 06747MFB7

• Callable contingent coupon notes due March 25, 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 March 22; Cusip: 06747MFC5

• 0% barrier dual directional notes due March 29, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing March 26; Cusip: 06747MFU5

• Callable contingent coupon notes due March 29, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via Barclays; pricing March 26; Cusip: 06747MFN1

• 0% annual autocallable notes due March 29, 2024 linked to the lesser performing index of the S&P 500 index and the Russell 2000 index; via Barclays; pricing March 26; Cusip: 06747MFP6

• 0% barrier dual directional notes due March 29, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing March 26; Cusip: 06747MFV3

• 0% notes due Oct. 2, 2020 linked to the Euro Stoxx 50 index; via Barclays; pricing March 29; Cusip: 06747MFH4

• 0% buffered SuperTrack notes due March 31, 2022 linked to the lesser performing of the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF; via Barclays; pricing March 29; Cusip: 06747MFF8

• Callable contingent coupon notes due March 29, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets ETF; via Barclays; pricing March 29; Cusip: 06747MFQ4

• Contingent income callable securities due Nov. 16, 2021 linked to the S&P 500 index; 60% trigger; via Barclay with Morgan Stanley Wealth Management; pricing March 29; Cusip: 06747MGG5

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

• 13% STEP Income Securities due March 2020 linked to the common stock of Netflix, Inc.; via BofA Merrill Lynch; pricing in March

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

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

• 0% Accelerated Return Notes due May 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% Capped Leveraged Index Return Notes due in May 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due March 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

BOFA FINANCE LLC

• 0% leveraged buffered notes due May 1, 2020 linked to the Nasdaq-100 index; via BofA Merrill Lynch; pricing March 28; Cusip: 09709TNP2

• 0% leveraged buffered notes due May 1, 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing March 28; Cusip: 09709TNM9

• 0% leveraged buffered notes due May 1, 2020 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing March 28; Cusip: 09709TNN7

• 0% Accelerated Return Notes due May 2020 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in March

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Accelerated Return Notes due May 2020 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

• 0% market-linked step-up notes due May 2020 linked to an index basket (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 March

• 0% autocallable market-linked step-up notes due March 2022 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 March

• 0% Accelerated Return Notes due May 2020 linked to an international equity index basket (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 March

• 0% capped leveraged notes due in 13 to 15 months tied to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WPZ8

• 0% digital index-linked notes due in 16 to 19 months linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WPW5

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WPV7

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Callable contingent coupon notes due March 13, 2023 linked to the least performing of the S&P 500 index, Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via Citigroup Global Markets Inc.; pricing March 8; Cusip: 17326YS56

• Callable step-up coupon notes due Sept. 19, 2026; via Citigroup Global Markets Inc.; pricing March 15; Cusip: 17326YMC7

• 0% buffer securities due Sept. 27, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 22; Cusip: 17326YE36

• 0% buffer securities due March 25, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 22; Cusip: 17326YGM2

• 0% buffer securities due March 28, 2024 linked to the SPDR Dow Jones industrial average ETF Trust; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 17326YWZ5

• 0% buffered digital securities due March 31, 2022 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YJE7

• 0% market-linked notes due March 31, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YS98

• 0% enhanced barrier digital plus securities due April 1, 2024 linked to the SPDR S&P 500 ETF Trust; 80% trigger; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17324XGH7

• Autocallable contingent coupon equity-linked securities due Oct. 1, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YE77

• 0% autocallable securities due April 1, 2024 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YMS2

• Autocallable contingent coupon equity-linked securities due April 1, 2024 tied to the Dow Jones Industrial Average, the Russell 2000 index and the Nasdaq-100 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YU20

• 0% buffered digital plus securities due April 1, 2024 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YW69

• 0% market-linked notes due April 1, 2024 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 17326YNT9

• Autocallable contingent coupon Equity Linked Securities due April 2, 2020 linked to the worse performing of the common stocks of Walmart Inc. and Costco Wholesale Corp.; 78% trigger; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 17324XKR0

• Autocallable contingent coupon equity-linked securities due Oct. 2, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17326YQD1

• Autocallable securities due April 4, 2024 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17326YLA2

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable reverse convertible securities due June 8, 2020 linked to the common stock of Netflix, Inc.; via Credit Suisse Securities (USA) LLC; pricing March 4; Cusip: 22549JE89

• 0% digital barrier notes due April 9, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 5; Cusip: 22551LYC8

• 13% autocallable reverse convertible securities due March 11, 2020 linked to common stock of Wynn Resorts, Ltd.; via Credit Suisse Securities (USA) LLC; pricing March 6; Cusip: 22549JF39

• Contingent coupon autocallable reverse convertible securities due June 15, 2020 linked to the common stock of Boeing Co.; via Credit Suisse Securities (USA) LLC; pricing March 8; Cusip: 22549JE97

• Contingent coupon autocallable reverse convertible securities due Sept. 20, 2021 linked to the worst performing of the common stocks of Apple Inc., Amazon.com, Inc., Alphabet Inc. and Netflix, Inc.; via Credit Suisse Securities (USA) LLC; pricing March 13; Cusip: 22549JF54

• 0% Performance Leveraged Upside Securities due July 6, 2020 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC and Morgan Stanley Wealth Management; pricing March 15; Cusip: 22549Y750

• 0% absolute return barrier securities due March 29, 2022 to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22551LY20

• 0% absolute return barrier securities due March 29, 2022 to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22551LY38

• Contingent coupon callable yield notes due March 29, 2022 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22551LXZ8

• Contingent coupon callable yield notes due March 29, 2022 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22551LXY1

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due March 2024; via callable step-up fixed-rate notes due March 2024; pricing in March; Cusip: 38150ACE3

• Callable step-up fixed-rate notes due March 2025; via Goldman Sachs & Co.; pricing in March; Cusip: 38150ACB9

• Callable step-up fixed-rate notes due March 2022; via Goldman Sachs & Co.; pricing in March; Cusip: 38150ACC7

• Callable step-up fixed-rate notes due March 2034; via Goldman Sachs & Co.; pricing in March; Cusip: 38150ACD5

GS FINANCE CORP.

• 0% leveraged buffered notes due April 10, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 7; Cusip: 40056EY28

• 0% leveraged buffered notes due March 15, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 7; Cusip: 40056EXX1

• Callable contingent coupon notes due March 19, 2024 linked to the S&P 500 index, the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing March 14; Cusip: 40056EYA0

• 0% buffered index-linked notes due March 19, 2024 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing March 14; Cusip: 40056EY51

• 0% autocallable index-linked notes due March 21, 2024 tied to the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing March 14; Cusip: 40056EY93

• 0% Performance Leveraged Upside Securities due July 6, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. LLC and Morgan Stanley Wealth Management; pricing March 15; Cusip: 36257D246

• Callable contingent coupon notes due March 8, 2023 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing March 22; Cusip: 40056EXS2

• Callable contingent coupon notes due March 8, 2023 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing March 22; Cusip: 40056EXR4

• 0% trigger jump securities due April 5, 2022 linked to the Euro Stoxx 50 index; 80% trigger; via Goldman Sachs & Co. LLC with Morgan Stanley Wealth Management; pricing March 29; Cusip: 36257D253

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

• 0% leveraged buffered digital notes due in 72 months linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40056EXP8

HSBC USA, INC.

• 0% barrier enhanced participation notes due March 31, 2025 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40435UJA3

• Autocallable market-linked step-up notes due March 2024 linked to 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 March

• 0% autocallable market-linked step-up notes due March 2024 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% uncapped dual directional buffered return enhanced notes due March 9, 2021 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing March 5; Cusip: 48130W3N9

• 0% notes due July 12, 2022 linked to the Euro Stoxx 50, FTSE 100, Hang Seng China Enterprises, MSCI Emerging Markets, Topix, S&P/TSX 60 and S&P/ASX 200 indexes; via J.P. Morgan Securities LLC; pricing March 7; Cusip: 48130W2J9

• Autocallable contingent interest notes due March 13, 2024 linked to the lesser performing of the Nasdaq-100 index, the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production ETF; 60% trigger; via J.P. Morgan Securities LLC; pricing March 8; Cusip: 48130W5B3

• 0% step-up autocallable notes due March 18, 2026 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing March 13; Cusip: 48130W5D9

• 0% dual directional trigger participation securities due May 5, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC is the agent with distribution through Morgan Stanley Wealth Management; pricing March 15; Cusip: 48130X430

• 0% capped buffered return enhanced notes due Sept. 28, 2020 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48130W3F6

• 0% capped buffered return enhanced notes due Sept. 28, 2020 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48130W3G4

• Callable contingent interest notes due March 9, 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 March 22; Cusip: 48130W3E9

• Callable contingent interest notes due March 9, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48130W2V2

• Callable contingent interest notes due March 9, 2022 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48130W3C3

• 0% step-up autocallable notes due March 31, 2026 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48130W4K4

• 0% step-up autocallable notes due March 31, 2026 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48130W4L2

• 0% buffered participation securities due April 7, 2021 linked to the MSCI Emerging Markets index; via J.P. Morgan Securities LLC is the agent with distribution through Morgan Stanley Wealth Management; pricing March 29; Cusip: 48130X422

• 0% capped buffered return enhanced notes due Sept. 30, 2021 linked to the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48130W7A3

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48130W6W6

• 0% uncapped buffered return enhanced notes due March 28, 2024 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48130W7B1

• 0% capped buffered return enhanced notes due Sept. 30, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48130W6Y2

• 0% uncapped contingent buffered return enhanced notes due March 28, 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 March 29; Cusip: 48130W6B2

• 0% uncapped dual directional buffered return enhanced notes due March 31, 2021 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6Z9

• 0% uncapped buffered return enhanced notes due Sept. 30, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6U0

• 0% uncapped buffered return enhanced notes due March 31, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6N6

• 0% capped buffered return enhanced notes due Sept. 30, 2020 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6T3

• 0% capped buffered return enhanced notes due March 31, 2021 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6K2

• 0% capped buffered return enhanced notes due March 31, 2021 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6L0

• 0% capped buffered return enhanced notes due March 31, 2021 linked to the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6J5

• 0% capped buffered return enhanced notes due Sept. 30, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6S5

• 0% capped buffered return enhanced notes due March 31, 2021 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6G1

• 0% capped buffered return enhanced notes due April 30, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6E6

• 0% uncapped buffered equity notes due March 28, 2024 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6H9

• 0% uncapped contingent buffered return enhanced notes due March 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W5Y3

• 0% uncapped buffered return enhanced notes due March 31, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6Q9

• 0% uncapped contingent buffered return enhanced notes due March 28, 2024 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6D8

• 0% uncapped contingent buffered equity notes due March 28, 2024 linked to the least performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6M8

• 0% step-up autocallable notes due March 28, 2024 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W3S8

• 0% capped buffered return enhanced notes due Sept. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6R7

• 0% capped buffered return enhanced notes due March 31, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48130W6F3

MORGAN STANLEY FINANCE LLC

• 0% buffered Performance Leveraged Upside Securities due April 1, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 22; Cusip: 61768DT96

• 0% buffered Performance Leveraged Upside Securities due March 29, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 22; Cusip: 61768DT88

• 0% jump securities with autocallable feature due April 10, 2024 linked to the S&P 500 index, Dow Jones industrial average and Russell 2000 index; via Morgan Stanley & Co. LLC; pricing March 22; Cusip: 61768DT70

• Callable contingent income securities due March 22, 2022 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; via Morgan Stanley & Co. LLC; pricing March 22; Cusip: 61768DU29

• Callable contingent income securities due March 22, 2022 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; via Morgan Stanley & Co. LLC; pricing March 22; Cusip: 61768DU37

• 0% jump securities with an autocallable feature due April 10, 2024 linked to the worst performing of the S&P 500 index, Russell 2000 index and Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing March 22; Cusip: 61768DT62

• 0% buffered Performance Leveraged Upside Securities due April 1, 2024 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing March 26; Cusip: 61768DV77

• 0% buffered Performance Leveraged Upside Securities due April 1, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 26; Cusip: 61768DV69

• Enhanced buffered jump securities due April 1, 2024 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing March 26; Cusip: 61768DV51

• Enhanced buffered jump securities due March 31, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 26; Cusip: 61768DV85

• 0% buffered Performance Leveraged Upside Securities due March 31, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 26; Cusip: 61768DU52

• 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

ROYAL BANK OF CANADA

• 0% buffered Performance Leveraged Upside Securities due March 25, 2021 linked to the iShares MSCI Emerging Markets ETF; via Morgan Stanley & Co. LLC as agent with Morgan Stanley Wealth Management as distributor; pricing March 22; Cusip: 61768DR72

• 0% buffered Performance Leveraged Upside Securities due March 25, 2021 linked to the iShares MSCI Emerging Markets ETF; via Morgan Stanley & Co. LLC as agent with Morgan Stanley Wealth Management as distributor; pricing March 22; Cusip: 61768DR64

• 0% buffered digital notes due April 1, 2024 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 26; Cusip: 78013X2J6

• 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% digital index-linked notes due in 21 to 24 months linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114QD21

UBS AG, LONDON BRANCH

• Trigger callable contingent yield notes due April 1, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; via UBS Securities LLC and UBS Investment Bank; pricing March 26; Cusip: 90270KYQ6

• 0% capped Performance Leveraged Upside Securities due June 3, 2020 linked to the Russell 2000 index; via UBS Securities LLC as agent with Morgan Stanley Wealth Management as distributor; pricing March 5; Cusip: 90281C302

• 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 S&P 500 index; via UBS Finance LLC; Cusip: 90270KYL7

WELLS FARGO FINANCE LLC

• 21- to 24-month 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; Cusip: 95001BCG7


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