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Prospect News home > News index > List of issuers Calendar > Headlines for 2015 > News item

Published on 7/20/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Callable step-up notes due July 31, 2030; via BofA Merrill Lynch; pricing July 28; Cusip: 06048WRC6

• 6% to 7% autocallable coupon bearing notes due August 2016 linked to Honeywell International Inc. shares; via Bank of America Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due September 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% market-linked step-up notes due July 2017 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2018 tied to the MSCI Brazil index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2018 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2017 tied to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due September 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

BANK OF MONTREAL

• 0% notes due Aug. 5, 2016 linked to 14 common stocks selected by Ameriprise Financial Services, Inc.’s investment research group for its sustainable and responsible investing equity focus list; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RS63

• 0% upside booster notes with barrier due July 31, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RS89

• 0% upside booster notes with barrier due July 31, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RS97

• 12.6% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the iShares MSCI Brazil Capped exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT88

• 10.2% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the iShares MSCI Brazil Capped exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT70

• 0% buffered bullish enhanced return notes due Oct. 31, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp., pricing July 28; Cusip: 06366RU52

• 0% contingent risk absolute return notes due July 31, 2017 linked to the iShares MSCI EAFE exchange-traded fund; 77% to 81% trigger; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT96

• 0% contingent risk absolute return notes due July 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; 77% to 81% trigger; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RU29

• 0% buffered bullish enhanced return notes due Oct. 31, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp., pricing July 28; Cusip: 06366RU60

• 9% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT54

• 9.6% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RS55

• 12% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT62

• 0% buffered bullish digital return notes due Jan. 31, 2018 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RR64

• 0% buffered bullish enhanced return notes due Oct. 31, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp., pricing July 28; Cusip: 06366RU45

• 0% contingent risk absolute return notes due July 31, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RU37

• 0% buffered bullish return notes due July 31, 2019 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RS30

• 7.8% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT39

• 10.2% autocallable cash-settled notes with fixed-interest payments due July 29, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT47

• 7.2% autocallable cash-settled notes with fixed-interest payments due July 31, 2017 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RS48

• 0% upside booster notes with barrier due July 31, 2018 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing July 28; Cusip: 06366RT21

BANK OF NOVA SCOTIA

• 0% equity-linked index notes due July 27, 2018 linked to the Raymond James CEFR Domestic Equity Total Return index; via Scotia Capital (USA) Inc.; pricing July 24; Cusip: 064159GP5

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Feb. 5, 2021 linked to the S&P 500 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities LLC; pricing July 31; Cusip: 064159GQ3

• 0% Leveraged Index Return Notes due July 2020 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in July

• 0% capped leveraged index return notes based on the Euro Stoxx 50; via BofA Merrill Lynch; settling in July

• 0% Accelerated Return Notes due September 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in July

• 0% Leveraged Index Return Notes due July 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due July 29, 2022 linked to a basket of 10 equally weighted stocks; via BNP Paribas Securities Corp.; pricing July 27; Cusip: 06426XNP1

• Income advantage market-linked certificates of deposit due July 29, 2022 linked to a basket of five equally weighted stocks selected from the Richard Bernstein Advisors Global Dividend Kings universe; via BNP Paribas Securities Corp.; pricing July 27; Cusip: 06426XNQ9

• 0% market-linked certificates of deposit due July 29, 2022 linked to the DWA Large Cap Sector Rotation Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing July 28; Cusip: 06426XNS5

• 0% market-linked certificates of deposit due July 29, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing July 28; Cusip: 06426XNR7

BARCLAYS BANK DELAWARE

• Certificates of deposit due July 31, 2018 linked to a basket of five equally weighted common stocks (AT&T Inc., Chipotle Mexican Grill, Inc., Costco Wholesale Corp., Hewlett-Packard Co. and Pfizer Inc.); via Barclays; pricing July 27; Cusip: 06740A6Z7

• Certificates of deposit due July 30, 2020 linked to a basket of five equally weighted common stocks (AT&T Inc., Chipotle Mexican Grill, Inc., Costco Wholesale Corp., Hewlett-Packard Co. and Pfizer Inc.); via Barclays; pricing July 27; Cusip: 06740A7A1

• Certificates of deposit due July 30, 2021 linked to a basket of five equally weighted common stocks (AT&T Inc., Chipotle Mexican Grill, Inc., Costco Wholesale Corp., Hewlett-Packard Co. and Pfizer Inc.); via Barclays; pricing July 27; Cusip: 06740A7D5

• Certificates of deposit due July 29, 2022 linked to a basket of five equally weighted common stocks (AT&T Inc., Chipotle Mexican Grill, Inc., Costco Wholesale Corp., Hewlett-Packard Co. and Pfizer Inc.); via Barclays; pricing July 27; Cusip: 06740A7E3

• Certificates of deposit due July 30, 2018 linked to a basket of stocks (AT&T Inc., Bristol-Myers Squibb Co., Duke Energy Corp., General Motors Co., International Business Machines Corp., Kimberly-Clark Corp., Microsoft Corp., Prudential Financial, Inc., Target Corp. and Valero Energy Corp.); via Barclays; pricing July 27; Cusip: 06740A7F0

• Certificates of deposit due July 30, 2020 linked to a basket of stocks (AT&T Inc., Bristol-Myers Squibb Co., Duke Energy Corp., General Motors Co., International Business Machines Corp., Kimberly-Clark Corp., Microsoft Corp., Prudential Financial, Inc., Target Corp. and Valero Energy Corp.); via Barclays; pricing July 27; Cusip: 06740A7G8

• Certificates of deposit due July 29, 2022 linked to a basket of stocks (AT&T Inc., Bristol-Myers Squibb Co., Duke Energy Corp., General Motors Co., International Business Machines Corp., Kimberly-Clark Corp., Microsoft Corp., Prudential Financial, Inc., Target Corp. and Valero Energy Corp.); via Barclays; pricing July 27; Cusip: 06740A7H6

• 0% certificates of deposit due Jan. 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing July 27; Cusip: 06740A7C7

• 0% certificates of deposit due July 29, 2022 linked to the S&P 500 index; via Barclays; pricing July 27; Cusip: 06740A7K9

• 0% certificates of deposit due Jan. 31, 2023 linked to the S&P 500 index; via Barclays; pricing July 27; Cusip: 06740A7B9

BARCLAYS BANK PLC

• Contingent income autocallable securities due July 27, 2018 linked to Bank of America Corp.; via Barclays; pricing July 24; Cusip: 06743Q861

• Contingent income autocallable securities due Aug. 1, 2016 linked to Mobileye NV; via Barclays; pricing July 24; Cusip: 06743Q853

• Contingent coupon notes due July 30, 2021 linked to the Russell 2000 index; via Barclays; 70% trigger; pricing July 24; Cusip: 06741UYY4

• Callable contingent payment notes due July 31, 2018 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Barclays; pricing July 24; Cusip: 06741UYZ1

• 0% buffered Super Track notes due July 31, 2019 linked to the Euro Stoxx 50 index; via Barclays; pricing July 28; Cusip: 06741UA53

• Callable contingent coupon notes due July 31, 2018 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing July 28; Cusip: 06741UZK3

• Callable contingent coupon notes due July 31, 2020 linked to the Euro Stoxx 50 index and the Russell 2000 index; 60% trigger; via Barclays; pricing July 28; Cusip: 06741UZU1

• Callable range accrual notes due July 30, 2021 linked to the performance of the Russell 2000 index; via Barclays; pricing July 28; Cusip: 06741UA20

• 0% trigger performance securities due July 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing July 28; Cusip: 06743Q606

• 0% buffered Super Track notes due Jan. 31, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing July 28; Cusip: 06741UZC1

• Callable contingent coupon notes due July 31, 2019 linked to the S&P 500 index and the Russell 2000 index; via Barclays; pricing July 28; Cusip: 06741UZN7

• Phoenix autocallable notes due July 31, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing July 28; Cusip: 06741UZQ0

• Phoenix autocallable notes due July 31, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing July 28; Cusip: 06741UZP2

• Callable contingent payment notes due Aug. 2, 2018 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing July 28; Cusip: 06741UA38

• 0% buffered Super Track notes due July 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing July 28; Cusip: 06741UZT4

• 0% return optimization securities due Aug. 31, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing July 29; Cusip: 06743N389

• 0% buffered digital notes due July 31, 2017 linked to the Russell 2000 index; via Barclays; pricing July 29; Cusip: 06741UZM9

• Annual reset coupon buffered notes due July 31, 2020 linked to the Russell 2000 index; via Barclays; pricing July 29; Cusip: 06741UZL1

• 7.5% STEP Income Securities due August 2016 linked to Masco Corp. shares; via BofA Merrill Lynch; pricing in July

• 0% notes due Aug. 9, 2018 linked to the EquityCompass Share Buyback index; via Barclays; pricing Aug. 4; Cusip: 06741UZX5

• 0% Accelerated Return Notes due August 2016 linked to the common stock of Facebook, Inc.; via BofA Merrill Lynch; pricing in August

• Contingent income autocallable securities due July 13, 2018 linked to Apple Inc. shares; via Barclays and Morgan Stanley Wealth Management; Cusip: 06743Q804

• 0% capped return enhanced notes due July 20, 2016 linked to the Euro Stoxx 50 index; via Barclays and J.P. Morgan Securities LLC; Cusip: 06741UZV9

• 0% 18- to 21-month capped leveraged buffered notes linked to a basket of the Euro Stoxx 50 index with a 37% weight, FTSE 100 index with a 23% weight, Topix index with a 23% weight, Swiss Market index with a 9% weight and S&P/ASX 200 index with an 8% weight; via Barclays; Cusip: 06741UYU2

• 0% 18- to 21-month capped leveraged notes linked to a basket of indexes; via Barclays; Cusip: 06741UZW7

• 21- to 24-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741UA87

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UA79

BNP PARIBAS

• 0% buffered notes due Jan. 31, 2020 linked to the S&P 500 index; via BNP Paribas; pricing July 28; Cusip: 05579TFG6

• 0% leveraged certificate plus notes due July 31, 2020 linked to the S&P 500 index; via BNP Paribas; pricing July 28; Cusip: 05579TFE1

• 0% leveraged certificate plus notes due July 31, 2020 linked to the S&P 500 index, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BNP Paribas; pricing July 28; Cusip: 05579TFH4

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked step-up notes due July 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

CITIGROUP INC.

• Autocallable contingent coupon equity-linked securities due July 29, 2020 linked to the Euro Stoxx 50 index; 80% trigger; via Citigroup Global Markets Inc.; pricing July 24; Cusip: 17298CCU0

• 0% market-linked notes due August 2022; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCR7

• Range accrual notes due August 2020 linked to Libor; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCZ9

• Autocallable contingent coupon equity-linked securities due July 31, 2020 linked to the Deutsche X-trackers Harvest CSI 300 China A-Shares exchange-traded fund; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCV8

• 0% buffer securities due July 31, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCS5

• 0% enhanced barrier digital plus securities due July 31, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCP1

• Autocallable contingent coupon equity-linked securities due Aug. 2, 2018 linked to the common stock of Facebook, Inc.; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCY2

• 0% contingent return optimization securities due July 31, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing July 28; Cusip: 17323Q874

• 0% barrier digital plus securities due July 30, 2020 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCM8

• 0% market-linked notes due August 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 17298CCQ9

• 0% trigger return optimization securities due July 31, 2018 linked to the S&P MidCap 400 index; 80% trigger; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing July 28; Cusip: 17323Q882

• 0% trigger performance securities due July 31, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing July 28; Cusip: 17323Q866

• Annual reset coupon securities due Aug. 2, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing July 29; Cusip: 17298CCT3

• 0.25% market-linked notes due Feb. 4, 2021 linked to S&P 500 index, the iShares MSCI EAFE ETF and the iShares Core U.S. Aggregate Bond ETF; via Citigroup Global Markets Inc.; pricing July 30; Cusip: 17298CCX4

• 0% trigger jump securities due Aug. 4, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing July 31; Cusip: 17323Q833

• 0% trigger Performance Leveraged Upside Securities due Aug. 5, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing July 31; Cusip: 17323Q841

CREDIT SUISSE AG

• 10% to 12% autocallable reverse convertible securities due July 25, 2016 linked to the class A common stock of GoPro, Inc.; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing July 21; Cusip: 22546VHB5

• 9%-11% autocallable reverse convertible securities due July 28, 2016 linked to GameStop Corp. class A common stock; via Credit Suisse Securities (USA) LLC; pricing July 23; Cusip: 22546VH41

• Contingent coupon callable yield notes due July 27, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC: pricing July 23; Cusip: 22546VH82

• 0% digital plus barrier notes due Aug. 2, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22546VG91

• 0% absolute return barrier securities due Aug. 2, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22546VG75

• 0% digital plus barrier notes due Aug. 2, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22546VG83

• Contingent coupon callable yield notes due July 31, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22546VG42

• Coupon digital barrier notes due July 30, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22546VG59

• 0% autocallable securities due July 31, 2019 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 24; Cusip: 22546VG67

• 7.75%-8.25% contingent coupon callable yield notes due July 30, 2018 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing July 27; Cusip: 22546VHJ8

• 0% accelerated barrier notes due Jan. 31, 2019 linked to the Euro Stoxx 50 index; via Barclays; pricing July 28; Cusip: 22546VHD1

• 0% accelerated barrier notes due Aug. 1, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 28; Cusip: 22546VGC4

• Contingent coupon callable yield notes due July 31, 2025 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Incapital LLC; pricing July 28; Cusip: 22546VGY6

• Contingent coupon callable yield notes due July 31, 2025 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Incapital LLC as placement agent; pricing July 28; Cusip: 22546VGX8

• Callable daily range accrual securities due Jan. 31, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 28; Cusip: 22546VGT7

• 0% trigger performance securities due July 31, 2025 linked to the Russell 2000 index; via UBS Financial Services Inc.; pricing July 28; Cusip: 22548F372

• Contingent income range accrual step-up securities due July 31, 2030 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC as distributor; pricing July 28; Cusip: 22546VHC3

• 0% Buffered Accelerated Return Equity Securities due May 1, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 28; Cusip: 22546VGM2

• 0% autocallable securities due July 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 28; Cusip: 22546VGB6

• Contingent coupon callable yield notes due July 31, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 28; Cusip: 22546VGZ3

• 0% absolute return barrier securities due July 31, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 28; Cusip: 22546VGE0

• 0% trigger performance securities due July 31, 2025 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. as distributor; pricing July 29; Cusip: 22548F380

• 0% digital buffered notes due Jan. 31, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22546VGN0

• Trigger phoenix autocallable optimization securities due July 31, 2020 linked to the least performing of the Russell 2000 index and the Euro Stoxx 50 index; via UBS Financial Services Inc. as distributor; pricing July 29; Cusip: 22548F448

• Trigger phoenix autocallable optimization securities due July 31, 2025 linked to the least performing of the S&P 500 index and the Russell 2000 index; via UBS Financial Services Inc. as distributor; pricing July 29; Cusip: 22548F430

• 0% Buffered Accelerated Return Equity Securities due Feb. 3, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546VHH2

• 0% accelerated barrier notes due Aug. 3, 2017 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546VGG5

• 0% autocallable securities due Aug. 7, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546VGF7

• 0% absolute return barrier securities due Aug. 5, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546VGK6

• Autocallable market-linked step-up notes due July 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% market-linked step-up notes due July 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

• 0% market-linked step-up notes due July 2019 linked to a basket consisting of the Euro Stoxx 50 index and the Dow Jones industrial average; via BofA Merrill Lynch; pricing in July

• 0% Leveraged Index Return Notes due July 2018 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 July

• 0% Accelerated Return Notes due September 2016 linked to a basket of the 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 July

• 0% Leveraged Index Return Notes due July 2017 linked to a basket of the 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 July

• 0% Accelerated Return Notes due October 2016 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due January 2017 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in July

• Autocallable market-linked step-up notes due July 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2020 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in July

• 24-27-month 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22546VHE9

• 0% Accelerated Return Notes due September 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

• 0% Capped Leveraged Index Return Notes due July 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

• 0% autocallable market-linked step-up notes due July 2017 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via BofA Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due September 2016 linked to the S&P Regional Banks Select Industry index; via BofA Merrill Lynch; pricing in July

DEUTSCHE BANK AG, LONDON BRANCH

• 0% return optimization securities due Aug. 31, 2016 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 28; Cusip: 25190J204

• Fixed-to-floating-rate notes due July 31, 2025 linked to the 10-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc.; pricing July 28; Cusip: 25152R2S1

• 0% trigger performance securities due July 31, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing July 28; Cusip: 25190J303

• 0% Strategic Accelerated Redemption Securities due July 2019 linked to the worst performing of the common stocks of American Airlines Group Inc., Delta Air Lines, Inc. and United Continental Holdings, Inc.; via BofA Merrill Lynch; pricing in July

• 10.5% STEP Income Securities due August 2016 linked to the American Depositary Receipts of Nokia Corp.; via BofA Merrill Lynch; pricing in August

• 0% market-linked step-up notes due August 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

GOLDMAN SACHS BANK USA

• Variable coupon certificates of deposit due July 30, 2020 linked to the common stocks of Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Facebook, Inc., Gilead Sciences, Inc., Intel Corp., Philip Morris International Inc., Qualcomm Inc. and Schlumberger NV (Schlumberger Ltd.); via Goldman Sachs & Co. and Incapital LLC; pricing July 27; Cusip: 38148DBR4

• Variable coupon certificates of deposit due July 28, 2022 linked to the common stocks of Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Facebook, Inc., Gilead Sciences, Inc., Intel Corp., Philip Morris International Inc., Qualcomm Inc. and Schlumberger NV (Schlumberger Ltd.); via Goldman Sachs & Co. and Incapital LLC; pricing July 27; Cusip: 38148DBQ6

• Contingent coupon certificates of deposit due July 28, 2022 linked the common stocks of Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Facebook, Inc., Gilead Sciences, Inc., Intel Corp., Philip Morris International Inc., Qualcomm Inc. and Schlumberger NV (Schlumberger Ltd.); via Goldman Sachs & Co. and Incapital LLC; pricing July 27; Cusip: is 38148DBS2

• 0% certificates of deposit due July 30, 2021 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing July 27; Cusip: 38148DBU7

• 0% leveraged certificates of deposit due Feb. 1, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. and Incapital LLC; pricing July 27; Cusip: 38148DBV5

• 0% certificates of deposit due Jan. 31, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital; pricing July 28; Cusip: 38148DBG8

• Contingent coupon certificates of deposit due July 30, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing July 28; Cusip: 38148DBK9

• 0% certificates of deposit due Feb. 2, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital; pricing July 28; Cusip: 38148DBD5

• 1% certificates of deposit due July 28, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing July 28; Cusip: 38148DBL7

• Contingent coupon certificates of deposit due July 28, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing July 28; Cusip: 38148DBJ2

• Variable coupon certificates of deposit due July 28, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing July 28; Cusip: 38148DBN3

• 0% certificates of deposit due Aug. 2, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital; pricing July 28; Cusip: 38148DBC7

• 0% certificates of deposit due July 31, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital; pricing July 28; Cusip: 38148DBH6

• 0.85%-1.1% certificates of deposit due July 28, 2022 linked to the S&P 500 index, the S&P SmallCap 600 index and the S&P MidCap 400 index; via Goldman Sachs & Co. and Incapital LLC; pricing July 28; Cusip: 38148DBP8

• 0% leveraged certificates of deposit due Aug. 3, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. and Incapital LLC; pricing July 29; Cusip: 38148DBW3

GOLDMAN SACHS GROUP, INC.

• Autocallable underlier-linked notes due July 30, 2018 linked to the S&P 500 index and the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing July 21; Cusip: 38148TAF6

• 0% notes due Aug. 1, 2023 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing July 27; Cusip: 38148T7B9

• 0% notes due Aug. 1, 2023 linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; pricing July 27; Cusip: 38148T7B9

• Callable monthly Russell 2000 index-linked range accrual notes due July 30, 2030; via Goldman Sachs & Co.; pricing July 27; Cusip: 38148TA82

• 0% trigger performance securities due July 28, 2020 linked to the Euro Stoxx 50 index; via Goldman, Sachs & Co.; pricing July 27; Cusip: 38148X134

• 0% notes due July 31, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing July 28; Cusip: 38148TA58

• 0% notes due Feb. 2, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing July 28; Cusip: 38148T6S3

• 0% notes due July 31, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing July 28; Cusip: 38148TAE9

• 0% trigger performance securities due July 31, 2020 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing July 28; Cusip: 38148W854

• Trigger phoenix autocallable optimization securities due July 31, 2025 linked to the worse performing of the Russell 2000 index and the MSCI EAFE index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148X126

• 0% trigger performance securities due July 31, 2020 linked to the DAX (EUR Price Index); via Goldman, Sachs & Co.; pricing July 29; Cusip: 38148W870

• 0% trigger performance securities due July 31, 2020 linked to the Euro Stoxx 50 index; via Goldman, Sachs & Co.; pricing July 29; Cusip: 38148W862

• 0% leveraged notes due Feb. 2, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T7C7

• Callable contingent coupon notes due July 31, 2020 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T7H6

• 0% digital notes due Aug. 2, 2018 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T6Y0

• Callable monthly Russell 2000 index-linked range accrual notes due July 31, 2025; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T7F0

• Callable monthly Russell 2000 index-linked range accrual notes due July 31, 2025; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T7G8

• Callable contingent coupon notes due July 31, 2030 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T7D5

• Autocallable contingent coupon notes due Aug. 12, 2025 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T7E3

• Callable buffered monthly S&P 500 index-linked range accrual notes due Jan. 31, 2023; via Goldman Sachs & Co.; pricing July 29; Cusip: 38148T6X2

• Callable step-up fixed-rate notes due July 2022; via Goldman Sachs & Co.; settling in July; Cusip: 38148T6D6

• Callable step-up fixed-rate notes due July 2025; via Goldman Sachs & Co.; settling in July; Cusip: 38148TAP4

• Callable step-up fixed-rate notes due July 2030; via Goldman Sachs & Co.; settling in July; Cusip: 38148T6C8

• Fixed-to-floating-rate notes due July 2027 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; pricing in July; Cusip: 38148TAK5

• Callable step-up fixed-rate notes due July 2020; via Goldman Sachs & Co.; settling in July; Cusip: 38148TAL3

• Callable step-up fixed-rate notes due July 2030; via Goldman Sachs & Co.; settling in July; Cusip: 38148TAM1

• Six-year 0% leveraged notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38148T6N4

• Five-year 0% leveraged buffered notes due linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QZ58

• Five-year 0% leveraged buffered notes due linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QZ41

• 0% 60-month leveraged buffered notes linked to the MSCI EAFE index; via Goldman, Sachs & Co.; Cusip: 38147QWL6

• Five-year 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QZ41

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TAD1

• 60-month autocallable contingent coupon notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148T6W4

• 0% five-year leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QU46

• 0% leveraged buffered notes linked to the S&P 500 index via Goldman Sachs & Co.; Cusip: 38148T6U8

HSBC USA INC.

• 0% barrier Accelerated Market Participation Securities due Jan. 31, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40433B2N7

• 0% barrier enhanced participation notes due Aug. 2, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40433B2Q0

• 0% barrier Accelerated Market Participation Securities due Jan. 31, 2019 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40433B2P2

• 0% barrier Accelerated Market Participation Securities due Jan. 31, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40433B2M9

• 0% barrier Accelerated Market Participation Securities due Jan. 31, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40433B2L1

• Contingent income autocallable securities due July 29, 2016 linked to Biogen Idec Inc. shares; 75% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing July 24; Cusip: 40434E721

• 0% barrier enhanced participation notes due July 1, 2019 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3D8

• 0% barrier market participation notes due July 31, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3G1

• 0% Accelerated Market Participation Securities due Oct. 31, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3R7

• 0% buffered Accelerated Market Participation Securities due July 31, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3K2

• 0% buffered Accelerated Market Participation Securities due Jan. 31, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3N6

• 0% buffered uncapped market participation securities due May 1, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2X5

• 0% leveraged buffered uncapped market participation securities due Jan. 31, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3B2

• Income plus notes due Aug. 1, 2022 linked to the common stocks of Ford Motor Co., International Business Machines Corp., UnitedHealth Group Inc., Verizon Communications Inc. and Walgreens Boots Alliance, Inc.; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2S6

• 0% buffered Accelerated Market Participation Securities due Jan. 30, 2018 linked to the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3P1

• 0% trigger performance securities due July 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing July 28; Cusip: 40434E762

• 0% trigger performance securities due July 31, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40434E770

• 0% return optimization securities due Aug. 31, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing July 28; Cusip: 40434E812

• 0% buffered uncapped market participation securities due July 31, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2Y3

• 0% leveraged buffered uncapped market participation securities due July 31, 2020 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3C0

• 0% Accelerated Market Participation Securities due Oct. 31, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3Q9

• 0% buffered Accelerated Market Participation Securities due July 31, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3J5

• 0% buffered Accelerated Market Participation Securities due Jan. 31, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3M8

• 0% buffered uncapped market participation securities due July 31, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3A4

• 0% buffered uncapped market participation securities due July 31, 2019 linked to an equally weighted basket made up of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B4C9

• 0% buffered Accelerated Market Participation Securities due July 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3H9

• 0% barrier market participation notes due July 31, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3E6

• 0% buffered Accelerated Market Participation Securities due Jan. 31, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3L0

• 0% digital-plus barrier notes due July 31, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B3X4

• 0% buffered uncapped market participation securities due July 31, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2W7

• 0% buffered uncapped market participation securities due July 31, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2Z0

• 0% digital-plus barrier notes due July 31, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2V9

• Autocallable yield notes due Oct. 31, 2016 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2U1

• Autocallable yield notes due Oct. 31, 2016 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 28; Cusip: 40433B2T4

• 0% trigger performance securities due July 31, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc. as agent; pricing July 29

• 0% buffered return optimization securities due July 31, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing July 29; Cusip: 40434E788

• 0% trigger autocallable optimization securities due July 31, 2020 linked to the Euro Stoxx 50 index; 65% to 70% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing July 29; Cusip: 40434E739

• 0% Performance Leveraged Upside Securities due Nov. 3, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40434E820

• 0% buffered Performance Leveraged Upside Securities due Aug. 3, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40434E838

• 10% STEP Income Securities due July 2016 linked to the common stock of Skyworks Solutions, Inc.; via BofA Merrill Lynch; pricing in July

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Jan. 31, 2020 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing July 28; Cusip: 48125YJS4

• 0% certificates of deposit due Jan. 29, 2021 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing July 28; Cusip: 48125YJW5

• 0% certificates of deposit due April 29, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing July 28; Cusip: 48125YJT2

• 0% certificates of deposit due July 29, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing July 28; Cusip: 48125YJU9

• 0% certificates of deposit due July 29, 2022 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing July 28; Cusip: 48125YKA1

• Autocallable certificates of deposit with step-up call value due July 29, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125YKH6

• 0% certificates of deposit due Jan. 29, 2021 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125YJN5

• 0% certificates of deposit due July 29, 2022 linked to the J.P. Morgan TargetTracker: European Equities 20/8 (EUR) index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125YJX3

• Digital contingent coupon certificates of deposit due July 30, 2021 linked to a basket of stocks (AT&T Inc., CenturyLink, Inc., CME Group Inc., Exelon Corp., General Motors Co., Kinder Morgan, Inc., Philip Morris International Inc., Potash Corp. of Saskatchewan Inc., Reynolds American Inc. and Williams Cos. Inc.); via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125YLA0

• Digital contingent coupon certificates of deposit due July 29, 2022 linked to a basket of stocks (AT&T Inc., CenturyLink, Inc., CME Group Inc., Exelon Corp., General Motors Co., Kinder Morgan, Inc., Philip Morris International Inc., Potash Corp. of Saskatchewan Inc., Reynolds American Inc. and Williams Cos. Inc.); via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125YKZ6

• Variable annual income certificates of deposit due July 29, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125YKT0

JPMORGAN CHASE & CO.

• Autocallable reverse exchangeable notes due Jan. 26, 2017 linked to the lesser performing of the common stocks of Celgene Corp. and Gilead Sciences, Inc.; via J.P. Morgan Securities LLC; pricing July 22; Cusip: 46625HMM9

• 6% autocallable yield notes due Oct. 27, 2016 linked to the Financial Select Sector SPDR fund, the Euro Stoxx 50 index and the Russell 2000 index; 66% trigger; via J.P. Morgan Securities LLC; pricing July 22; Cusip: 48125UZU9

• Contingent income autocallable securities due Aug. 1, 2016 linked to Celgene Corp. shares; 80% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing July 24; Cusip: 48127V850

• 0% digital notes due July 27, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 24; Cusip: 48125UZG0

• Contingent income autocallable securities due July 28, 2022 linked to the worst performing of the Russell 2000 index, the Euro Stoxx 50 index and the Nikkei 225 index; 55% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing July 24; Cusip: 48127V108

• 0% digital notes due July 27, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 24; Cusip: 48125UZF2

• 0% review notes due July 29, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing July 24; Cusip: 48125UYB2

• Capped contingent buffered return enhanced notes due Jan. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 65% trigger; via J.P. Morgan Securities LLC; pricing July 24; Cusip: 48125UYA4

• Autocallable contingent interest notes due Aug. 1, 2018 linked to the worst performing of the common stocks of PepsiCo, Inc., Starbucks Corp. and the Common Stock of Walgreens Boots Alliance, Inc.; 65% trigger; via J.P. Morgan Securities LLC; pricing July 27; Cusip: 48125UA69

• Callable step-up fixed-rate notes due July 31, 2022; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTU6

• Callable step-up fixed-rate notes due July 31, 2020; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTV4

• Callable step-up fixed-rate notes due July 31, 2025; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTW2

• Callable step-up fixed-rate notes due July 31, 2030; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTX0

• Fixed-to-floating notes due July 31, 2027 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTY8

• Fixed-to-floating notes due July 31, 2025 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTR3

• Leveraged callable CMS curve-linked notes due July 31, 2035 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 46625HME7

• Callable range accrual notes due July 31, 2030 linked to the 30-year Constant Maturity Swap rate, the two-year CMS rate and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UTS1

• 0% capped buffered return enhanced notes due July 31, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYL0

• 0% uncapped buffered return enhanced notes due July 31, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYN6

• 0% uncapped buffered equity notes due Aug. 1, 2019 linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYC0

• Callable floating-rate range accrual notes due July 31, 2030 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management as dealer; pricing July 28; Cusip: 48125UTT9

• 0% capped buffered return enhanced notes due July 31, 2017 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYH9

• 0% capped buffered return enhanced notes due July 31, 2017 linked to the MSCI Emerging Markets index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYJ5

• 0% buffered return optimization notes due July 31, 2017 based on the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 28; Cusip: 48127X179

• 0% capped buffered return enhanced notes due July 31, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYG1

• Autocallable contingent interest notes due Oct. 31, 2016 linked to the worse performing of the Russell 2000 index and the iShares MSCI Brazil Capped exchange-traded fund; 60% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UZD7

• 0% capped buffered return enhanced notes due July 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYK2

• 0% uncapped buffered return enhanced notes due July 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYM8

• 0% capped dual directional contingent buffered return enhanced notes due July 31, 2019 linked to the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYR7

• 0% capped dual directional contingent buffered return enhanced notes due July 31, 2020 linked to the S&P 500 index; 67.5% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYS5

• 0% capped dual directional contingent buffered return enhanced notes due July 31, 2020 linked to the S&P 500 index; 65% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYQ9

• Autocallable notes due Aug. 2, 2018 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; 75% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UZY1

• 2% income barrier notes due July 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYV8

• Autocallable contingent interest notes due Oct. 31, 2016 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UZC9

• 0% dual directional contingent buffered return enhanced notes due July 31, 2018 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYT3

• 0% dual directional contingent buffered return enhanced notes due July 31, 2019 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 67.5% trigger; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UYU0

• Callable contingent interest notes due Aug. 4, 2021 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 28; Cusip: 48125UZV7

• 0% trigger Performance Leveraged Upside Securities due Aug. 3, 2018 linked to the S&P 500 index, the Euro Stoxx 50 index and the Topix index; via J.P. Morgan Securities LLC and Morgan Stanley Wealth Management; pricing July 31; Cusip: 48127X211

• 0% Performance Leveraged Upside Securities due Nov. 3, 2016 linked to the SPDR S&P Regional Banking exchange-traded fund; via J.P. Morgan Securities LLC is the agent with Morgan Stanley Wealth Management; pricing July 31; Cusip: 48127X187

• 0% Performance Leveraged Upside Securities due Nov. 3, 2016linked to the Topix index; via J.P. Morgan Securities LLC and Morgan Stanley Wealth Management; pricing July 31; Cusip: 48127X195

• 0% trigger Performance Leveraged Upside Securities due July 18, 2017 linked to the Euro Stoxx 50 index; 85% trigger; via J.P. Morgan Securities LLC; Cusip: 48127V603

MORGAN STANLEY

• Callable contingent income securities due July 24, 2025 linked to the S&P 500 index; via Morgan Stanley; pricing July 21; Cusip 61761JC80

• Contingent income autocallable securities due July 29, 2016 linked to the S&P GSCI Crude Oil Index - Excess Return; 80% trigger; via Morgan Stanley & Co. LLC; pricing July 21; Cusip: 61762GEE0

• Contingent income autocallable securities with step-up redemption threshold level feature due July 27, 2018 linked to Apple Inc. common stock; via Morgan Stanley & Co. LLC; pricing July 24; Cusip: 61765G648

• Contingent income autocallable securities with step-up redemption threshold level feature due July 27, 2018 linked to MetLife, Inc. common stock; via Morgan Stanley & Co. LLC; pricing July 24; Cusip: 61765G630

• Contingent income autocallable securities due July 27, 2018 linked to Michael Kors Holdings Ltd. shares; 75% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management; pricing July 24; Cusip: 61765G655

• 0% trigger performance securities due July 31, 2025 linked to the Bloomberg Commodity Index 3 Month Forward; via UBS Financial Services Inc. and Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61765G622

• Contingent income autocallable securities due July 31, 2017 linked to Netflix, Inc. shares; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61761JD55

• 0% trigger performance securities due July 31, 2020 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC: pricing July 28; Cusip: 61765G580

• Callable contingent income securities due July 31, 2025 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61761JB99

• Contingent income participation securities due July 31, 2030 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61761JB73

• Contingent income securities due July 31, 2030 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61761JB65

• 0% trigger participation securities due July 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61761JB57

• 0% express performance securities due July 31, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61765G614

• 0% trigger performance securities due July 31, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing July 28; Cusip: 61765G507

• 0% trigger performance securities due July 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing July 28; Cusip: 61765G515

• Contingent income autocallable securities due July 31, 2017 linked to the S&P GSCI Crude Oil Index – Excess Return; via Morgan Stanley & Co. LLC; pricing July 28; Cusip: 61762GEF7

• 0% express performance securities due July 31, 2025 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing July 29; Cusip: 61765G606

• Fixed-to-floating notes due July 31, 2027 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settling July 31; Cusip: 61760QGW8

• Fixed-to-floating-rate notes due July 31, 2025 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settling July 31; Cusip: 61760QGU2

• Fixed-to-floating notes due July 31, 2027 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settling July 31; Cusip: 61760QGV0

• 0% market-linked notes due Feb. 3, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61765G564

• 0% dual directional Trigger Performance Leveraged Upside Securities due Aug. 4, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61765G523

• Leveraged CMS curve securities due July 31, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settlement July 31; Cusip: 61760QGR9

• 0% Performance Leveraged Upside Securities due Nov. 3, 2016 linked to the S&P MidCap 400 index; via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61765G556

• 0% securities with leveraged upside participation to a cap and fixed percentage buffered downside due Feb. 5, 2019 linked to the SPDR S&P 500 exchange-traded fund trust; via Morgan Stanley & Co. LLC and Wells Fargo Securities LLC; pricing July 31; Cusip: 61761JC98

• 0% participation securities due August 2017 linked to the Backwardation Enhanced Bloomberg Commodity Index Total Return; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762GEC4

• CMS curve range accrual securities due July 31, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip 61760QGS7

• 0% buffered digital notes linked to the S&P 500 index; via Morgan Stanley; pricing in July; Cusip 61761JC64

• 0% trigger jump securities due July 2017 linked to the S&P GSCI Crude Oil Index – Excess Return; via Morgan Stanley; pricing in July; Cusip 61762GED2

• 0% buffered participation securities due September 2016 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 85% trigger; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61761JC56

• 0% leveraged buffered notes linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index due in 25 and 28 months; 85% trigger; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61761JD22

ROYAL BANK OF CANADA

• Trigger phoenix autocallable notes due July 27, 2018 linked to the worst performing of the common stocks of Bank of America Corp. and Wells Fargo & Co.; via UBS Securities LLC and UBS Investment Bank; pricing July 24; Cusip: 78013GAD7

• Contingent income autocallable securities due Aug. 1, 2016 linked to Tesla Motors, Inc.; via RBC Capital Markets, LLC: pricing July 24; Cusip: 78013D425

• Floating-rate notes with step-up coupon cap due July 30, 2020; via RBC Capital Markets, LLC; pricing July 27; Cusip: 78012KFF9

• 0% bullish barrier digital plus securities due Feb. 2, 2021 linked to the S&P 500 index; 75% trigger; via RBC Capital Markets, LLC; pricing July 29; Cusip: 78012KFS1

• 0% trigger return optimization securities due July 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing July 29; Cusip: 78013D375

• Contingent income callable notes due July 31, 2019 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via RBC Capital Markets, LLC; pricing July 29; Cusip: 78012KFR3

• 0% bullish enhanced return notes due Sept. 30, 2016 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing July 29; Cusip: 78012KFT9

• 0% buffered bullish return notes due Feb. 2, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing July 29; Cusip: 78012KFP7

• 0% Buffered Performance Leveraged Upside Securities due Aug. 3, 2018 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing July 31; Cusip: 78013D367

• 0% buffered Performance Leveraged Upside Securities due Aug. 3, 2018 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing July 31; Cusip: 78013D433

• 0% Strategic Accelerated Redemption Securities due August 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in July

• 0% direct investment notes due Sept. 9, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Aug. 5; Cusip: 78012KFQ5

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due September 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in July

TORONTO-DOMINION BANK

• Callable step-up notes due July 31, 2022; via TD Securities (USA) LLC; pricing July 28; Cusip: 89114QTB4

• Callable step-up notes due July 31, 2025; via TD Securities (USA) LLC; pricing July 28; Cusip: 89114QTF5

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due July 24, 2020 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the Topix index; 73% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing July 21; Cusip: 90275C482

• Contingent income autocallable securities due July 27, 2018 linked to Marathon Oil Corp. shares; via UBS Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing July 24; Cusip: 90275C490

• 0% trigger return optimization securities due July 31, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28; Cusip: 90275C300

• 0% contingent return optimization securities due July 31, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28; Cusip: 90275C276

• 0% return optimization securities due Aug. 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28; Cusip: 90275C284

• 0% trigger return optimization securities due July 31, 2018 linked to the S&P 500 index; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28; Cusip: 90275C292

• 0% contingent absolute return performance securities due July 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29; Cusip: 90275C268

• 0% autocallable uncapped trigger securities due Aug. 3, 2018 linked to the SPDR S&P Regional Banking exchange-traded fund; via UBS Securities LLC with Morgan Stanley Wealth Management as dealer; pricing July 31; Cusip: 90275C243

WELLS FARGO & CO.

• Fixed-to-floating notes due July 29, 2027 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing July 24; Cusip: 94986RXZ9

• 0% market-linked securities with upside participation and fixed percentage buffered downside due July 31, 2020 linked to the Dow Jones industrial average; via Wells Fargo Securities LLC; pricing July 28; Cusip: 94986RXW6

• Callable step-up notes due July 31, 2030; via Wells Fargo Securities, LLC; pricing July 28; Cusip: 94986RYA3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 7, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities LLC; pricing July 31; Cusip: 94986RXT3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 7, 2020 linked to iShares MSCI EAFE ETF and iShares MSCI Emerging Markets ETF; via Wells Fargo Securities LLC; pricing July 31; Cusip: 94986RXU0

• 0% market-linked securities with leveraged upside participation and contingent downside due July 2019 linked to the worst performing of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets ETF; via Wells Fargo Securities LLC; pricing in July; Cusip: 94986RXV8

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the MSCI EAFE index; via Wells Fargo Securities LLC; pricing in July; Cusip: 94986RXX4

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing in July; Cusip: 94986RXY2

WELLS FARGO BANK, NA

• Variable annual interest market-linked certificates of deposit due Aug. 3, 2022 linked to Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Coca-Cola Co., Merck & Co., Inc., Nike, Inc., Procter & Gamble Co., Starbucks Corp. and Verizon Communications Inc.; via Incapital LLC; pricing July 28; Cusip: 94986TUK1

• Certificates of deposit due Aug. 2, 2022 linked to the S&P 500 index; via Incapital LLC; pricing July 28; Cusip: 94986TUM7

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