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Published on 4/26/2019 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due April 30, 2024; via BofA Merrill Lynch; settlement on April 30; Cusip: 06048WZP8

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due Oct. 30, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via BMO Capital Markets Corp.; pricing April 29; Cusip: 06367WJW4

• 0% bullish booster percentage notes with barrier due April 29, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via BMO Capital Markets Corp.; pricing April 29; Cusip: 06367WJX2

• Autocallable barrier notes with contingent coupon due July 31, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via BMO Capital Markets Corp.; pricing April 29; Cusip: 06367WJU8

• Autocallable barrier notes with contingent coupon due July 31, 2020 linked to the VanEck Vectors Gold Miners ETF; via BMO Capital Markets Corp.; pricing April 29; Cusip: 06367WJV6

BANK OF NOVA SCOTIA

• 0% autocallable market-linked securities with a fixed percentage buffered downside due May 3, 2022 linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. as agent with Wells Fargo Securities, LLC as dealer; pricing April 30; Cusip: 064159NU6

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

• 0% notes due April 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 April

• 0% 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 April 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% market-linked step-up notes due April 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

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

• 23- to 26-month digital notes linked to the S&P 500 index; via Scotia Capital (USA) Inc.; Cusip: 064159NY8

• 0% capped buffered notes due in 24 to 27 months linked to the S&P 500 index; via Scotia Capital (USA) as underwriter with Goldman Sachs & Co. as dealer; Cusip: 064159NR3

BARCLAYS BANK PLC

• Capped fixed-to-floating notes due Nov. 3, 2021; via Barclays; pricing April 30; Cusip: 06747MPH3

• Phoenix autocallable notes due April 30, 2020 linked to the lesser performing of the Nasdaq-100 index and the Dow Jones industrial average; via Barclays; pricing April 30; Cusip: 06747MLC8

• 0% barrier lock-in notes due April 28, 2023 linked to the S&P 500 index; via Barclays; pricing April 30; Cusip: 06747MLD6

• 0% buffered SuperTrack notes due Nov. 3, 2020 linked to the S&P 500 index; via Barclays; pricing April 30; Cusip: 06747MPK6

• Callable contingent coupon notes due April 30, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via Barclays; pricing April 30; Cusip: 06747MKR6

• Phoenix autocallable notes due July 31, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing April 30; Cusip: 06747ML38

• Phoenix autocallable notes due April 30, 2020 linked to the lesser performing of the Nasdaq-100 index and the Dow Jones industrial average; via Barclays; pricing April 30; Cusip: 06747MLC8

• 0% barrier lock-in notes due April 28, 2023 linked to the S&P 500 index; via Barclays; pricing April 30; Cusip: 06747MLD6

• Callable contingent coupon notes due April 30, 2024 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via Barclays; pricing April 30; Cusip: 06747MKR6

• Phoenix autocallable notes due July 31, 2020 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing April 30; Cusip: 06747ML38

• 0% notes due Oct. 29, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing April 30; Cusip: 06747MMR4

• 0% market-linked securities with leveraged upside participation and fixed-percentage buffered downside due May 3, 2024 linked to the Euro Stoxx 50 index; via Barclays and Wells Fargo Securities, LLC; pricing April 30; Cusip: 06747MMC7

• Callable contingent coupon notes due April 29, 2022 linked to the least performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production ETF; via Barclays; pricing April 30; Cusip: 06747ML20

• 0% dual directional notes due Oct. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing April 30; Cusip: 06747MKD7

• 8.5% STEP Income Securities due April 2020 linked to the common stock of Amazon.com, Inc.; via BofA Merrill Lynch; pricing in April

• 0% annual autocallable notes due May 7, 2024 linked to the S&P 500 index and the Russell 2000 index; via Barclays; pricing May 2; Cusip: 06747MQ25

• Contingent income autocallable securities due May 6, 2022 linked to Lowe’s Cos., Inc. common stock; via Barclays and Morgan Stanley Wealth Management; pricing May 3; Cusip: 06747A433

• 0% notes due May 12, 2022 linked to the S&P 500 index; via Barclays; pricing May 9; Cusip: 06747MPG5

• 0% notes due May 12, 2022 linked to the S&P 500 index; via Barclays; pricing May 9; Cusip: 06747MPF7

• 0% buffered SuperTrack notes due May 27, 2022 linked to the Nasdaq-100 index; via Barclays; pricing May 24; Cusip: 06747MQA7

• Callable contingent coupon notes due May 27, 2022 linked to the least performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production ETF, fund; via Barclays; pricing May 24; Cusip: 06747MQQ2

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

BMO HARRIS BANK NA

• Annual income with minimum interest rate certificates of deposit due April 30, 2021 linked to an equally weighted basket of the common stocks of Facebook Inc., Apple Inc., Amazon.com Inc., Netflix Inc. and Alphabet Inc.; via BMO Capital Markets Corp. with Advisors Asset Management as distributor; pricing April 29; Cusip: 05581WR23

BOFA FINANCE LLC

• Contingent income autocallable notes due May 5, 2022 linked to the worst performing of the common stocks of Twilio Inc. and Splunk Inc.; via BofA Merrill Lynch; pricing April 30; Cusip: 09709TQD6

• 0% autocallable market-linked step-up notes due April 2022 linked to an equity index basket (Euro Stoxx 50 index with an initial weight of 40%, the FTSE 100 index with an initial weight of 20%, the Nikkei Stock Average index with an initial weight of 20%, the Swiss Market index with an initial weight of 7.5%, the S&P/ASX 200 index with an initial weight of 7.5% and the Hang Seng index with an initial weight of 5%); via BofA Merrill Lynch; pricing in April

• Autocallable market-linked step-up notes due April 2024 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% Bear Strategic Accelerated Redemption Securities due April 2021 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• Issuer callable daily range accrual notes due May 8, 2034 tied to six-month Libor; via BofA Merrill Lynch; pricing May 6; Cusip: 09709TGX3

• 0% leveraged buffered notes due in 19 to 22 months linked to the MSCI EAFE index; via BofA Merrill Lynch; Cusip: 09709TPG0

• 0% leveraged buffered notes due in 16 to 19 months linked to the S&P 500 index; via BofA Merrill Lynch; Cusip: 09709TPZ8

CANADIAN IMPERIAL BANK OF COMMERCE

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

• Autocallable market-linked step-up notes due April 2022 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

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

• Step-up callable notes due May 7, 2026 with 3% start rate; via CIBC World Markets; pricing May 2; Cusip: 13605WQN4

• 0% digital index-linked notes due in 27 to 30 months linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WQL8

• 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% capped leveraged notes due in 13 to 15 months tied to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WQD6

• 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

• 19- to 22-month 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WQH7

• 0% digital index-linked notes due in 23 to 26 months linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WQF1

• 23- to 26-month 0% capped leveraged buffered notes linked to a basket of indexes; via CIBC World Markets Corp.; Cusip: 13605WQP9

CITIBANK, NA

• 0% market-linked certificates of deposit due Nov. 4, 2021 linked to the Citi Dynamic Asset Selector 5 Excess Return index; via Citigroup Global Markets Inc. with Advisors Asset Management as distributor; pricing April 30; Cusip: 17294XRA6

• 0% autocallable market-linked certificates of deposit due May 5, 2022 linked to the Citi Dynamic Asset Selector 5 Excess Return index; via Citigroup Global Markets Inc. with Advisors Asset Management as distributor; pricing April 30; Cusip: 17294XQX7

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Floating-rate notes due May 2, 2024 linked to Libor; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YTF3

• 0% market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside due May 3, 2024 linked to an ETF basket; via Wells Fargo Securities LLC and Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YQU3

• 0% notes due May 5, 2022 linked to the iShares MSCI EAFE ETF; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YFF8

• 0% buffer securities due June 4, 2020 linked to the iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YHD1

• 0% buffer securities due Nov. 3, 2020 linked to the MSCI Emerging Markets index; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YNC6

• 0% autocallable securities due May 5, 2022 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326Y4H6

• 0% buffer securities due June 4, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YUJ3

• 0% buffered digital securities due May 5, 2022 linked to the least performing of the Russell 2000 index and the S&P 500 index; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 17326YJV9

• 0% buffer securities due Nov. 13, 2020 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing May 1; Cusip: 17326YVJ2

• Contingent coupon autocallable notes due May 18, 2020 linked to Nvidia Corp. stock; via Citigroup Global Markets Inc.; pricing May 13; Cusip: 17324XNA4

• 0% enhanced barrier digital plus securities due May 29, 2024 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing May 23; Cusip: 17326YH25

• 0% buffer securities due June 3, 2024 linked to the SPDR Dow Jones Industrial Average ETF Trust; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 17326YXG6

• 21- to 24-month 0% buffered digital notes linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; Cusip: 17326Y6F8

• 0% buffered equity notes due in 24 to 27 months linked to a 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 Citigroup Global Markets Inc.; Cusip: 17326YHZ2

• 0% buffered digital notes due in 16 to 18 months linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; Cusip: 17326YCL8

• 21- to 24-month 0% buffered digital notes linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; Cusip: 17326Y6F8

• 0% buffered digital securities due in 13 to 15 months linked to the SPDR S&P Metals & Mining ETF; via Citigroup Global Markets Inc.; Cusip: 17326YUB0

• 0% index-linked notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17326YBL9

• 17- to 20-month 0% buffered notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17326YB39

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable reverse convertible securities due Aug. 3, 2020 linked to the common stock of Alaska Air Group, Inc.; via Credit Suisse Securities (USA) LLC; pricing April 29; Cusip: 22549JK41

• Contingent coupon autocallable yield notes due May 4, 2021 linked to the least performing of the Nasdaq-100 index, the SPDR S&P Midcap 400 ETF trust and the iShares MSCI Eurozone ETF; via Credit Suisse Securities (USA) LLC; pricing April 29; Cusip: 22552FBS0

• Contingent coupon autocallable reverse convertible securities due Aug. 3, 2020 linked to the common stock of Netflix, Inc.; via Credit Suisse Securities (USA) LLC; pricing April 29; Cusip: 22549JK33

• 0% dual directional buffered notes due Nov. 4, 2020 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC as agent with Morgan Stanley Smith Barney LLC handling distribution; pricing April 30; Cusip: 22550F252

• 0% CS notes due May 3, 2024 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552FA44

• Contingent coupon autocallable yield notes due May 4, 2020 linked to the lowest performing of the Nasdaq-100 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552FA28

• 0% digital barrier notes due June 3, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F4L3

• Contingent coupon callable yield notes due Feb. 3, 2022 linked to the lowest performing of the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F4G4

• 0% digital plus barrier securities due May 3, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F4R0

• Contingent coupon autocallable yield notes due Aug. 3, 2020 linked to the lowest performing of the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F6S6

• 0% buffered accelerated return equity securities due June 3, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F4M1

• Contingent coupon autocallable yield notes due Aug. 3, 2020 linked to the lowest performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F6U1

• 0% buffered accelerated return equity securities due Nov. 4, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22552F4P4

• Contingent coupon autocallable yield notes due May 3, 2021 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 April 30; Cusip: 22552F3W0

• Autocallable market-linked securities with contingent coupon and contingent downside due April 27, 2023 linked to worst performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing April 29; Cusip: 22552F6W7

• Contingent coupon autocallable reverse convertible securities due Aug. 10, 2020 linked to the American Depositary Shares of Baidu, Inc.; via Credit Suisse Securities (USA) LLC; pricing May 3; Cusip: 22549JM49

• Contingent coupon autocallable reverse convertible securities due Aug. 10, 2020 linked to the common stock of UnitedHealth Group Inc.; via Credit Suisse Securities (USA) LLC; pricing May 3; Cusip: 22549JM31

GS FINANCE CORP.

• 0% notes due Nov. 3, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing April 29; Cusip: 40056FC52

• 0% trigger jump securities due May 5, 2021 linked to the Apple Inc. stock; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 36257D501

• 0% leveraged buffered notes due May 5, 2021 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056FAP0

• 0% notes due May 3, 2024 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056F6X8

• 0% autocallable notes due May 14, 2024 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056F7H2

• 0% autocallable notes due May 14, 2024 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056FA96

• 0% index-linked notes due June 3, 2020 tied to the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056FAJ4

• Contingent income callable securities due May 3, 2029 linked to the S&P 500 index; via Goldman Sachs & Co. LLC as underwriter with Morgan Stanley Wealth Management handling distribution; pricing April 30; Cusip: 40056FAL9

• 0% leveraged buffered notes due May 3, 2024 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056FAM7

• Autocallable contingent coupon index-linked notes due Nov. 6, 2020 linked to the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing April 30; Cusip: 40056F4U6

• Autocallable contingent coupon index-linked notes due Nov. 6, 2020 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing April 30; Cusip: 40056F5W1

• 0% autocallable index-linked notes due May 9, 2022 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing April 30; Cusip: 40056F5Y7

• 0% leveraged buffered notes due May 5, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056FAF2

• 0% leveraged buffered notes due May 3, 2024 linked to a basket of indexes and an ETF (S&P 500 index with a 45.91% weight, the S&P MidCap 400 index with a 10.72% weight, the iShares MSCI EAFE Small Cap ETF with a 9.56% weight, the MSCI Emerging Markets index with a 9.09% weight, the Euro Stoxx 50 index with a 8.71% weight, the Russell 2000 index with a 5.36% weight, the Topix index with a 5.23% weight, the FTSE 100 index with a 3.87% weight and the S&P/ASX 200 index with a 1.55% weight); via Goldman Sachs & Co. LLC; pricing April 30; Cusip: 40056FCA1

• 0% notes due May 4, 2023 linked to the Dow Jones industrial average; via Goldman Sachs & Co. LLC; pricing May 1; Cusip: 40056FB87

• 0% leveraged buffered notes due Nov. 4, 2021 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing May 1; Cusip: 40056FB95

• 0% leveraged buffered notes due Nov. 4, 2021 linked to the MSCI Emerging Markets index; via Goldman Sachs & Co. LLC; pricing May 1; Cusip: 40056FB79

• 0% leveraged buffered notes due May 5, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 1; Cusip: 40056FB53

• 0% leveraged buffered notes due May 5, 2022 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 1; Cusip: 40056FB61

• 7% autocallable fixed-coupon notes due Aug. 13, 2020 linked to the common stock of Amazon.com, Inc.; via Goldman Sachs & Co. LLC; pricing May 6; Cusip: 40056FCR4

• 0% autocallable index-linked notes due May 16, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 9; Cusip: 40056FD93

• 0% leveraged buffered notes due Nov. 18, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 13; Cusip: 40056FCB9

• 0% autocallable notes due May 29, 2026 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40056FDA0

• 0% autocallable index-linked notes due May 21, 2024 tied to the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40056FCW3

• Autocallable contingent coupon notes due Nov. 23, 2020 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40056FCY9

• Autocallable contingent coupon notes due Nov. 23, 2020 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40056FCX1

• 0% leveraged buffered notes due May 19, 2021 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40056FCU7

• 0% buffered index-linked notes due May 17, 2024 tied to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 14; Cusip: 40056FCT0

• 0% autocallable underlier-linked notes due June 1, 2023 based on the performance of the iShares MSCI Emerging Markets exchange-traded fund and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 24; Cusip: 40056FCH6

• 0% autocallable underlier-linked notes due June 1, 2023 based on the performance of the iShares MSCI Emerging Markets exchange-traded fund and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 24; Cusip: 40056FCG8

• Callable contingent coupon notes due May 31, 2024 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 24; Cusip: 40056FCE3

• 0% autocallable notes due June 12, 2029 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing May 28; Cusip: 40056FCN3

• Autocallable contingent coupon notes due Dec. 7, 2020 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 28; Cusip: 40056FD28

• 0% buffered index-linked notes due May 31, 2024 tied to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing May 28; Cusip: 40056FCZ6

• 7.7% to 8.7% autocallable fixed-coupon notes due Sept. 8, 2020 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 31; Cusip: 40056FDD4

• 0% leveraged buffered notes due June 4, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing May 31; Cusip: 40056FDE2

• Autocallable contingent coupon notes due Dec. 7, 2020 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing May 31; Cusip: 40056FD36

• 0% leveraged buffered notes due in 24 to 27 months linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 40056EYQ5

• 0% index-linked notes due in 36 months tied to the MSCI Emerging Markets index and the MSCI AC ASIA index; via Goldman Sachs & Co.; Cusip: 40056EYK8

• 0% autocallable notes due in 84 months linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; Cusip: 40056F2W4

• 0% autocallable notes due in 84 months linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; Cusip: 40056EZX9

• 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 notes due in 18 to 21 months linked to the S&P 500 index; via Goldman Sachs & Co. LLC; Cusip: 40056FC60

• 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

• 0% leveraged basket-linked notes due in 18 to 21 months linked to an unequally weighted basket of ordinary shares of the 22 Spanish companies included in the MSCI Spain 25/50 index; via Goldman Sachs & Co.; Cusip: 40056EYJ1

HSBC USA, INC.

• 0% buffered Accelerated Market Participation Securities due May 3, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKP8

• 0% buffered Accelerated Market Participation Securities due May 3, 2021 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKQ6

• 0% buffered Accelerated Market Participation Securities due May 3, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKN3

• 0% buffered Accelerated Market Participation Securities due May 3, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKM5

• 0% barrier digital return notes due June 3, 2020 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKY9

• 6.75% autocallable yield notes due Aug. 3, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKX1

• 0% buffered uncapped market participation securities due May 3, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKK9

• 0% performance allocator notes due May 3, 2022 linked to three baskets of regional indexes (U.S. basket consists of the S&P 500 index, Russell 2000 index; Europe basket consists of the Euro Stoxx 50 index, FTSE 100 index; Asia Pacific basket consists of the S&P/ASX 200 index, Nikkei 225 index); via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKD5

• 0% autocallable barrier notes with step-up premium and contingent return feature due May 3, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435ULH5

• 0% buffered uncapped market participation securities due May 3, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKL7

• 0% digital dual directional barrier securities due May 3, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435UKG8

• Autocallable barrier notes with contingent return due May 3, 2024 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435ULA0

• 0% buffered uncapped market participation securities due May 3, 2022 linked to the Invesco S&P 500 Low Volatility Portfolio ETF; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40435ULB8

• 0% digital dual directional barrier notes due May 8, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 1; Cusip: 40435UJG0

• 0% Performance Leveraged Upside Securities due Sept. 3, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. as agent with Morgan Stanley Wealth Management handling distribution; pricing May 15; Cusip: 40436B840

• 0% leveraged buffered notes due in 21 to 24 months linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; Cusip: 40435UJY1

• 27- to 30-month 0% leveraged buffered capped notes linked to a basket of indexes; via HSBC Securities (USA) Inc.; Cusip: 40435UJX3

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due Nov. 3, 2020 linked to the least performing of the Nasdaq-100 index, the Dow Jones industrial average and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 29; Cusip: 48132CDW0

• Contingent income autocallable securities due May 5, 2020 linked to the least performing of the Russell 2000, S&P 500 and Euro Stoxx 50 indexes; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing April 29; Cusip: 48132CDB6

• 0% notes due Jan. 31, 2022 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WV24

• 0% notes due April 29, 2022 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WV32

• Autocallable contingent interest notes due Nov. 4, 2020 linked to the least performing of the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CDR1

• Autocallable contingent interest notes due July 31, 2020 linked to the least performing of the Euro Stoxx 50 index, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WT76

• Contingent income autocallable securities due May 5, 2020 linked to the iShares Latin America 40 ETF; via J.P. Morgan Securities LLC as agent with Morgan Stanley Smith Barney LLC handling distribution; pricing April 30; Cusip: 48130X125

• 0% uncapped contingent buffered return enhanced notes due April 28, 2023 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CAA1

• Autocallable contingent interest notes due July 31, 2020 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WT68

• 0% bear market Performance Leveraged Upside Securities due Nov. 4, 2019 linked inversely to the Nasdaq-100 index; via J.P. Morgan Securities LLC as agent with Morgan Stanley Wealth Management handling distribution; pricing April 30; Cusip: 48130X158

• Autocallable contingent interest notes due July 31, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WT84

• Autocallable yield notes due July 31, 2020 tied to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WT92

• 0% digital notes due May 29, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WZ38

• Autocallable contingent interest notes due July 31, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WU33

• 0% capped notes due April 30, 2021 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WU82

• Autocallable contingent interest notes due Nov. 4, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CEA7

• 0% capped buffered equity notes due May 5, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CDV2

• 0% uncapped contingent buffered return enhanced notes due April 30, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CAC7

• 0% uncapped contingent buffered return enhanced notes due April 28, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WZ95

• 0% uncapped contingent buffered equity notes due April 30, 2024 linked to the least performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CAE3

• 0% uncapped dual directional contingent buffered return enhanced notes due April 30, 2024 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WZ79

• 0% notes due April 30, 2024 linked to an equally-weighted basket of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WV57

• 0% notes due April 30, 2024 linked to an equally-weighted basket of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WV65

• 0% uncapped contingent buffered return enhanced notes due April 30, 2024 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48132CAB9

• 0% notes due April 29, 2022 linked to an equally-weighted basket of the S&P 500 Low Volatility High Dividend index and the Euro Stoxx Select Dividend 30 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48130WV40

• 0% autocallable contingent buffered equity notes due April 30, 2024 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip; 48130WU58

• Contingent income autocallable securities due May 7, 2020 linked to Bank of America Corp. common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 3; Cusip: 48132E208

• Contingent income autocallable securities due Nov. 7, 2019 linked to the common stock of Netflix, Inc.; via J.P. Morgan Securities LLC as agent with Morgan Stanley Smith Barney LLC handling distribution; pricing May 3; Cusip: 48132E109

• Autocallable contingent interest notes due May 6, 2021 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48132CET6

• Autocallable contingent interest notes due May 20, 2022 linked to the least performing of the Dow Jones industrial average, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 17; Cusip: 48132CCX9

• 0% contingent buffered digital notes due Nov. 30, 2020 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48132CEF6

• Callable contingent interest notes due May 27, 2022 linked to the lesser performing of the Nasdaq-100 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48132CEC3

• Callable contingent interest notes due May 27, 2022 linked to the lesser performing of the Nasdaq-100 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48132CEB5

• Callable contingent interest notes due May 27, 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 May 24; Cusip: 48132CDZ3

• Callable contingent interest notes due May 27, 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 May 24; Cusip: 48132CDY6

MORGAN STANLEY BANK, NA

• 0% market-linked certificates of deposit due Feb. 3, 2021 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QUM9

• 0% market-linked certificates of deposit due May 4, 2022 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QUN7

• 0% market-linked certificates of deposit due May 4, 2023 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QUQ0

• 0% market-linked certificates of deposit due May 2, 2024 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QUS6

• 0% market-linked dual directional certificates of deposit due May 2, 2024 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVM8

• 0% annual autocallable market-linked certificates of deposit due May 2, 2024 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVD8

• 0% annual autocallable market-linked certificates of deposit due May 2, 2024 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVC0

• 0% annual autocallable market-linked certificates of deposit due May 2, 2024 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVE6

• 0% market-linked capped dual directional certificates of deposit due May 2, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVK2

• 0% market-linked capped certificates of deposit due May 2, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVL0

• 0% annual autocallable market-linked certificates of deposit due May 4, 2026 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC as agent with Advisors Asset Management as distributor; pricing April 29; Cusip: 61765QVV8

MORGAN STANLEY FINANCE LLC

• Autocallable contingent income securities due May 5, 2020 linked to the Euro Stoxx Banks index; via Morgan Stanley & Co. LLC as agent with Morgan Stanley Wealth Management handling distribution; pricing April 29; Cusip: 61768Y257

• 0% buffered Performance Leveraged Upside Securities due May 5, 2023 linked to a basket consisting of the S&P 500 index, the Euro Stoxx Select Dividend 30 index and the iShares MSCI Emerging Markets ETF; via Morgan Stanley & Co. LLC; pricing April 29; Cusip: 61768D7E9

• 0% buffered Performance Leveraged Upside Securities due April 29, 2021 tied to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 29; Cusip: 61768D3U7

• Contingent income autocallable securities due May 5, 2022 linked to the least performing of the common stocks of American Airlines Group Inc., United Continental Holdings Inc. and Delta Air Lines, Inc.; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D7G4

• Contingent income autocallable securities due May 5, 2022 linked to the lesser performing of the common stocks of UnitedHealth Group Inc. and Humana Inc.; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D7F6

• 0% trigger Performance Leveraged Upside Securities due May 3, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D4Q5

• 0% buffered Performance Leveraged Upside Securities due May 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D4M4

• 0% dual directional trigger Performance Leveraged Upside Securities due May 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D4B8

• 0% buffered Performance Leveraged Upside Securities due May 5, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D4R3

• 0% trigger Performance Leveraged Upside Securities due May 3, 2024 linked to the lesser performing of the Dow Jones Industrial Average and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D4N2

• 0% equity-linked partial principal at risk securities due May 5, 2022 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D5H4

• 0% jump securities with autocallable feature due May 5, 2022 linked to the worse performing of the Russell 2000 index and the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing April 30; Cusip: 61768D5B7

• 0% trigger Performance Leveraged Upside Securities due May 5, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing April 30; Cusip: 61768Y158

• Contingent income autocallable securities due May 8, 2024 linked to the least performing of the Russell 2000 index, the Nasdaq-100 index and the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 3; Cusip: 61768D7J8

• 0% jump securities with autocallable feature due June 3, 2024 linked to the worst performing of the S&P 500 index, the Dow Jones industrial average and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61768D6Y6

• 0% jump securities with autocallable feature due June 3, 2024 linked to the worst performing of the S&P 500 index, the Dow Jones industrial average and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61768D6Z3

• Callable contingent income securities due June 1, 2022 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61768D7C3

• Callable contingent income securities due June 1, 2022 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61768D7D1

• 0% buffered Performance Leveraged Upside Securities due June 1, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61768D7A7

• 0% buffered Performance Leveraged Upside Securities due June 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61768D7B5

• 21- to 24-month 0% capped leveraged buffered notes linked to a basket of indexes; via Morgan Stanley & Co. LLC; Cusip: 61768D6C4

• 0% buffered digital notes due in 23 to 26 months linked to the MSCI EAFE index; via Morgan Stanley & Co. LLC; Cusip: 61768D2R5

• 0% digital notes due in 13 to 15 months linked to the Nasdaq-100 index; via Morgan Stanley & Co. LLC; Cusip: 61768D6K6

ROYAL BANK OF CANADA

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

• 0% Leveraged Index Return Notes due in April 2021 linked to a basket of 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 April

• 0% Accelerated Return Notes due June 2020 linked to a basket of Citigroup Inc., KeyCorp and Wells Fargo & Co. common stocks; via BofA Merrill Lynch; pricing in April

TORONTO-DOMINION BANK

• 0% market-linked securities with leveraged upside participation and contingent downside due May 2, 2022 linked to the Dow Jones industrial average; via TD Securities (USA) LLC and Wells Fargo Securities, LLC; pricing April 29; Cusip: 89114QL89

• 0% market-linked securities – leveraged upside participation to a cap and contingent downside principal at risk due May 2, 2022 linked to an ETF basket; via Wells Fargo Securities LLC; pricing April 29; Cusip: 78013X4C9

• 0% leveraged buffered notes due May 4, 2022 linked to the Euro Stoxx 50 index; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QK80

• 0% capped leveraged buffered notes due May 4, 2022 linked to the iShares MSCI EAFE ETF; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QL63

• 0% capped leveraged buffered notes due May 4, 2022 linked to the iShares MSCI Emerging Markets ETF; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QL55

• 0% capped leveraged buffered notes due May 4, 2022 linked to the Russell 2000 index; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QL48

• 0% capped leveraged buffered notes due May 4, 2022 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QL30

• 0% digital buffered notes due May 4, 2022 linked to the S&P 500 index; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QK72

• Autocallable contingent interest barrier notes due May 2, 2024 linked to the Russell 2000 index and the Euro Stoxx 50 index; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QL71

• 0% contingent absolute return barrier notes due May 2, 2024 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via TD Securities (USA) LLC; pricing April 30; Cusip: 89114QK98

• 30- to 33-month 0% leveraged capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114QH50

• 24- to 27-month 0% capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114QM96

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due May 6, 2022 linked to Blackstone Group LP common units; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 3; Cusip: 90281C815

• 0% capped Performance Leverage Upside Securities due Sept. 3, 2020 linked to the Russell 2000 index; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 15; Cusip: 90281C807

• 0% digital index-linked notes due in 24 to 27 months linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KA66

• 0% capped leveraged buffered notes due in 22 to 25 months linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KYM5

• 0% capped leveraged buffered notes due in 24 to 27 months linked to the MSCI EAFE index; via UBS Securities LLC; Cusip: 90270KZF9

WELLS FARGO FINANCE LLC

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 3, 2021 linked to the S&P 500 index and the Russell 2000 index; via Wells Fargo Securities, LLC; pricing April 29; Cusip: 95001H4P3

• 0% market-linked securities with contingent fixed return and contingent downside due May 8, 2023 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing April 29; Cusip: 95001H4E8

• 0% market-linked securities with upside participation and fixed percentage buffered downside due May 2, 2024 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing April 29; Cusip: 95001H4R9

• 0% market linked securities – autocallable with fixed percentage buffered downside due May 8, 2023 tied to the iShares MSCI Emerging Markets ETF; via Wells Fargo Securities, LLC; pricing April 30; Cusip: 95001H4D0

• 0% market linked securities – autocallable with fixed percentage buffered downside due May 8, 2023 tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing April 30; Cusip: 95001H4C2


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