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

Published on 8/25/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA

• Step-up callable notes due Aug. 27, 2022; via BofA Merrill Lynch; settling Aug. 27; Cusip: 06048WRH5

• Step-up callable notes due Aug. 28, 2018; via BofA Merrill Lynch; pricing Aug. 28; Cusip: 06048WRJ1

• 0% Market Index Target-Term Securities due August 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in August

• 0% Market Index Target-Term securities due August 2022 linked to the Dow Jones industrial average; via Merrill Lynch & Co.; pricing in August

• 0% Market Index Target-Term Securities due August 2022 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in August

• Market-linked step-up notes due August 2017 tied to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August

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

• Autocallable coupon bearing notes due September 2016 linked to the common stock of Lowe’s Cos., Inc.; via BofA Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2016 linked to the Merrill Lynch Commodity index eXtra Precious Metals Plus – Excess Return; via BofA Merrill Lynch; pricing in August

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

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

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

BANK OF MONTREAL

• 0% notes due Sept. 7, 2016 linked to Apple Inc., ACE Ltd., Bank of America Corp., Costco Wholesale Corp., Walt Disney Co., Ford Motor Co., Johnson & Johnson, Kimberly-Clark Corp., Coca-Cola Co., Kroger Co., NIKE, Inc., Starbucks Corp., Waste Management, Inc., WhiteWave Foods Co. and Xylem Inc.; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW43

• 0% contingent risk absolute return notes due Aug. 31, 2017 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RV77

• 0% buffered bullish digital plus notes due Aug. 30, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RV44

• 0% buffered bullish digital plus notes due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RV36

• 10.5% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2016 linked to the iShares MSCI Brazil Capped ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RV93

• 13.2% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2016 linked to the iShares MSCI Brazil Capped ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW35

• 0% buffered bullish enhanced return notes due Aug. 31, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW68

• 0% buffered bullish digital return notes due Feb. 28, 2018 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RU94

• 0% upside booster notes with barrier due Aug. 31, 2018 linked to the Russell 2000 index; 90% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RX34

• 0% upside booster notes with barrier due Aug. 31, 2020 linked to the Russell 2000 index; 90% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW84

• 0% upside booster notes with barrier due Aug. 31, 2018 linked to the S&P 500 index; 90% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RX26

• 0% upside booster notes with barrier due Aug. 31, 2020 linked to the S&P 500 index; 90% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW76

• 9.6% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RV85

• 12% autocallable cash-settled notes with fixed interest payments due Aug. 31, 2016 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW27

• 0% buffered bullish enhanced return notes due Aug. 31, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RV69

• 0% upside booster notes with barrier due Aug. 31, 2018 linked to the SPDR S&P Oil & Gas Exploration and Production ETF; 90% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RW92

• 0% contingent risk absolute return notes due Aug. 31, 2017 linked to the S&P 500 index; 79.5% to 83.5% trigger; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RX75

• Contingent risk absolute return notes due Aug. 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund via BMO Capital Markets Corp.; pricing on Aug. 26; Cusip: 06366RX91

• Contingent risk absolute return notes due Aug. 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund via BMO Capital Markets Corp.; pricing on Aug. 26; Cusip: 06366RX83

• 0% buffered bullish enhanced return notes due Nov. 30, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RX67

• 0% buffered bullish enhanced return notes due Nov. 30, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RX59

• 0% buffered bullish enhanced return notes due Nov. 30, 2016 linked to the S&P 500 index, via BMO Capital Markets Corp.; pricing Aug. 26; Cusip: 06366RX42

BANK OF THE WEST

• 0% market-linked certificates of deposit due Aug. 30, 2022 linked to the DWA Large Cap Sector Rotation Target Volatility 7 index; via BNP Paribas; pricing Aug. 26; Cusip: 06426XNW6

• Market-linked certificates of deposit due Aug. 30, 2022 linked to a basket made up of the S&P 500 index with a 50% weight and the Euro Stoxx 50 index, also with a 50% weight; via BNP Paribas; pricing Aug. 26; Cusip: 06426XNY2

• 0% market-linked certificates of deposit due Aug. 30, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility

BANK OF NOVA SCOTIA

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 3, 2021 linked to the S&P 500 index; via Scotia Capital (USA) Inc. and Wells Fargo Securities LLC; pricing Aug. 31; Cusip: 064159GR1

BARCLAYS BANK PLC

• Phoenix autocallable notes due Aug. 29, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Aug. 26; Cusip: 06741UF66

• 0% buffered Super Track notes due Aug. 31, 2020 linked to the Dow Jones industrial average; via Barclays; pricing Aug. 26; Cusip: 06741UD27

• 0% buffered Super Track notes due Feb. 28, 2019 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Barclays; pricing Aug. 26; Cusip: 06741UD50

• 0% trigger performance securities due Aug. 31, 2020 linked to the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing Aug. 26; Cusip: 06743N272

• Callable contingent coupon notes due Aug. 31, 2020 linked to the Russell 2000 index and the S&P 500 index; via Barclays; pricing Aug. 26; Cusip: 06741UE42

• Phoenix autocallable notes due Aug. 31, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Aug. 26; Cusip: 06741UC85

• 0% buffered Super Track notes due Feb. 28, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Aug. 26; Cusip: 06741UC93

• Contingent income autocallable securities due Aug. 30, 2019 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays and Morgan Stanley Wealth Management; pricing Aug. 26; Cusip: 06743Q697

• 0% buffered digital notes due Aug. 31, 2017 linked to the Russell 2000 index; via Barclays; pricing Aug. 27; Cusip: 06741UD35

• Annual reset coupon buffered notes due Aug. 31, 2021 linked to the Russell 2000 index; via Barclays; pricing Aug. 27; Cusip: 06741UD84

• Contingent income autocallable securities due Sept. 6, 2016 linked to American Airlines Group Inc. shares; via Barclays with Morgan Stanley Wealth Management handling distribution; pricing Aug. 28; Cusip: 06743N165

• Contingent income autocallable securities due Aug. 31, 2018 linked to Marathon Petroleum Corp. shares; via Barclays with Morgan Stanley Wealth Management handling distribution; pricing Aug. 28; Cusip: 06743N173

• 7.6% autocallable notes due March 2, 2017 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Aug. 28; Cusip: 06741UF82

• 0% trigger Performance Leveraged Upside Securities due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06743N280

• 0% Accelerated Return Notes due October 2016 linked to Hess Corp., Helmerich & Payne, Inc. and Exxon Mobil Corp.; via BofA Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2016 linked to the common stocks of LinkedIn Corp. and Twitter, Inc.; via BofA Merrill Lynch; pricing in August

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

• 8.5% STEP Income Securities due September 2016 linked to Whirlpool Corp. common stock; via BofA Merrill Lynch; pricing in August

• 0% notes due Sept. 7, 2018 linked to the EquityCompass Share Buyback index; via Barclays; pricing Sept. 3; Cusip: 06741UD92

• 0% 24- to 27-month capped leveraged buffered notes linked to Euro Stoxx 50 index, FTSE 100 index, Topix index, Swiss Market index and S&P/ASX 200 index; 90% trigger; via Barclays; Cusip: 06741UB60

• 23- to 26-month 0% capped leveraged buffered notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; Barclays; Cusip: 06741UC51

• 18- to 21-month 0% capped leveraged notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741UF41

• 18- to 21-month 0% capped leveraged notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741UF33

• 13- to 16-month 0% capped leveraged notes linked to the S&P 500 index; via Barclays; Cusip: 06741UD76

• 18- to 21-month 0% capped leveraged buffered index-linked notes tied to the S&P 500 index; via Barclays; Cusip: 06741UE91

• 19- to 22-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UB86

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

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UF58

• 0% 24- to 27-month capped leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Barclays; Cusip: 06741UB52

BNP PARIBAS

• 0% leveraged notes due Aug. 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 Aug. 26; Cusip: 05579TFY7

• 0% leveraged notes linked to the S&P 500 index via BNP Paribas; pricing Aug. 26; Cusip: 05579TFW1

• 0% buffered notes linked to the S&P 500 index via BNP Paribas; pricing Aug. 26; Cusip: 05579TFZ4

CITIGROUP INC.

• Leveraged callable CMS curve-linked notes due Aug. 31, 2035; via Citigroup Global Markets Inc. with Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 1730T3AV5

• Leveraged callable CMS curve-linked notes due Aug. 31, 2035; via Citigroup Global Markets Inc. with Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 1730T3AW3

• 0% buffer securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17298CDE5

• 0% enhanced barrier digital plus securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17298CDM7

• 0% market-linked notes due Aug. 31, 2022 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17298CDJ4

• 0% trigger return optimization securities due Aug. 31, 2018 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 17323Q783

• 0% trigger return optimization securities due Aug. 31, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 17323Q759

• 0% market-linked notes due Aug. 31, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17298CDK1

• 0% enhanced barrier digital plus securities due Sept. 1, 2020 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 17298CDL9

• 0% enhanced barrier digital plus securities due Aug. 30, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 17298CDR6

• Autocallable contingent coupon equity-linked securities due Aug. 31, 2017 linked to Blackstone Group LP common units; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17298CDP0

• 0% buffer securities due Aug. 28, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17298CDD7

• 0.3% market-linked notes due March 4, 2021 linked to a basket containing S&P 500 index, Euro Stoxx 50 index and iShares Core U.S. Aggregate Bond ETF; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17298CDH8

• Callable step-up coupon notes due Sept. 3, 2020; via Citigroup Global Markets Inc.; pricing Aug. 31; Cusip: 17298CDN5

• 0% market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside due March 4, 2019 linked to the iShares Russell 2000 exchange-traded fund; via Citigroup Global Markets Inc.; pricing Aug. 31; Cusip: 17298CDG0

• 0% Performance Leveraged Upside Securities due Dec. 5, 2016 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 31; Cusip: 17323Q767

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2018 linked to the Topix index; via Citigroup Global Markets Inc. with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 17323Q775

CREDIT SUISSE AG

• 0% accelerated barrier notes due Aug. 29, 2019 linked to the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VHT6

• Contingent coupon callable yield notes due Aug. 29, 2025 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VJE7

• Callable daily range accrual securities due Feb. 28, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VHD1

• Callable contingent income range accrual step-up securities due Aug. 31, 2030 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 22546VCY0

• 0% absolute return barrier securities due Aug. 31, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VFE1

• Callable daily range accrual securities due Aug. 30, 2030 linked to the S&P 500 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VJV9

• 0% autocallable securities due Aug. 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; priced Aug. 26; Cusip: 22546VHX7

• Contingent coupon callable yield notes due Aug. 27, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VJM9

• 0% accelerated barrier notes due Aug. 31, 2020 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VHV1

• 0% absolute return barrier securities due Aug. 31, 2020 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546VHU3

• 0% trigger performance securities due Aug. 31, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc.; pricing Aug. 26; Cusip: 22548F497

• 0% digital buffered notes due March 1, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22546VH25

• 0% Buffered Accelerated Return Equity Securities due March 5, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22546VJ80

• 0% accelerated barrier notes due Sept. 4, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546VJ49

• 0% absolute return barrier securities due Sept. 5, 2019 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546VJ31

• High/low coupon callable yield notes due March 3, 2017 linked to the S&P 500 index and the Russell 2000 index; 70% to 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546VHY5

• 0% accelerated barrier notes due Sept. 6, 2017 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546VHZ2

• 0% accelerated barrier notes due Sept. 3, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546VJ23

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

• 0% Accelerated Return Notes due October 2016 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 August

• 0% Leveraged Index Return Notes due August 2018 linked to a basket of indexes (Euro Stoxx 50 index, FTSE 100 index, Nikkei Stock Average index, Swiss Market index, S&P/ASX 200 index and Hang Seng index); via BofA Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2016 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in August

• 0% Capped Leveraged Index Return Notes due August 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

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

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

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger performance securities due Aug. 29, 2025 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 25190J550

• 0% return optimization securities due Sept. 30, 2016 linked to the S&P 500 index via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 25190J584

• 0% trigger performance securities due Aug. 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 25190J568

• Trigger phoenix autocallable optimization securities due Aug. 31, 2018 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 27; Cusip: 25190F129

• 0% trigger performance securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 27; Cusip: 25190J576

• 0% capped buffered underlying securities due March 5, 2019 linked to a basket of equity indexes (MSCI EAFE index, S&P MidCap 400 index, MSCI Emerging Markets index and Russell 2000 index); via Deutsche Bank Securities Inc.; pricing Aug. 28; Cusip: 25152RL27

• 8.5%-9.7% phoenix autocallable securities due Sept. 2, 2020 linked to the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Aug. 28; 25152RN25

• 4.125% callable step-up fixed-rate notes due Aug. 28, 2035 via Deutsche Bank Securities Inc.; pricing in August; Cusip: 25152R2T9

• 0% Strategic Accelerated Redemption Securities due August 2019 linked to the worst performing of the common stocks of Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; via BofA Merrill Lynch; pricing in August

• 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

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

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

• Leveraged Index Return Notes due September 2018 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in September

• 18- to 21-month 0% capped leveraged notes linked to the Euro Stoxx 50, FTSE 100, Tokyo Stock Price, Swiss Market and S&P/ASX 200 indexes; via Deutsche Bank Securities Inc.; Cusip: 25152RM67

• 16-19-month 0% buffered digital notes linked to the S&P 500 index; via J.P. Morgan Securities LLC; Cusip: 25152RK85

• 0% leveraged buffered notes due in 19 to 22 months linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; 90% trigger; via Deutsche Bank Securities Inc.; Cusip: 25152RM59

GOLDMAN SACHS BANK USA

• 0% certificates of deposit due March 2, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DC51

• Contingent coupon certificates of deposit due Aug. 31, 2020 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DCA0

• 0% certificates of deposit due March 3, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DC28

• Contingent coupon certificates of deposit due Aug. 26, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DC77

• 0% certificates of deposit due Aug. 31, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DBZ6

• Contingent coupon certificates of deposit due Aug. 31, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DC93

• Variable coupon certificates of deposit due Aug. 31, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DC85

• 1% certificates of deposit due Aug. 31, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DBY9

• 0% certificates of deposit due Aug. 29, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 26; Cusip: 38148DC69

• 0% leveraged certificates of deposit due Sept. 1, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. and Incapital LLC; pricing Aug. 27; Cusip: 38148DCD4

GOLDMAN SACHS GROUP, INC.

• 0% notes due Dec. 2, 2019 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 38148TBP3

• 0% notes due March 2, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 38148TB57

• 0% notes due Aug. 29, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 38148TB65

• Autocallable notes with contingent return due Sept. 3, 2019 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B5X2

• 0% return optimization securities due Sept. 30, 2016 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148X159

• 0% leveraged notes due March 2, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TB73

• 0% trigger performance securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148X175

• Callable contingent coupon notes due Aug. 31, 2020 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBW8

• Callable contingent coupon notes due Aug. 31, 2030 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBR9

• 0% trigger performance securities due Aug. 31, 2020 linked to the Euro Stoxx Mid index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148X167

• Callable monthly Russell 2000 index-linked range accrual notes due Aug. 31, 2025; 50% trigger; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBJ7

• Callable monthly Russell 2000 index-linked range accrual notes due Aug. 31, 2025; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBH1

• Trigger phoenix autocallable optimization securities due Aug. 29, 2025 linked to the Russell 2000 index and the MSCI EAFE index; via Goldman, Sachs & Co.; pricing Aug. 27; Cusip: 38148X225

• Callable buffered monthly S&P 500 index-linked range accrual notes due Feb. 28, 2023; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBK4

• Trigger phoenix autocallable optimization securities due Aug. 29, 2025 linked to the S&P 500 index and Euro Stoxx 50 index; via Goldman, Sachs & Co.; pricing Aug. 27; Cusip: 38148X217

• Callable contingent coupon notes due Aug. 31, 2019 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBG3

• Autocallable contingent coupon notes due Sept. 11, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBF5

• Autocallable contingent coupon notes due Sept. 11, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38148TBE8

• 0% notes due Sept. 14, 2016 linked to the JPX-Nikkei Index 400; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 38148TCG2

• 0% trigger notes due March 8, 2017 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing Aug. 28; Cusip: 38148TCE7

• Callable step-up fixed-rate notes due August 2030; via Goldman Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38148TCR8

• Callable step-up fixed-rate notes due August 2023; via Goldman Sachs & Co.; pricing in August; Cusip: 38148TCQ0

• Fixed-to-floating-rate notes due August 2025 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; settling in August; Cusip: 38148TBN8

• Callable step-up fixed-rate notes due August 2019; via Goldman Sachs & Co.; settling in August; Cusip: 38148TCL1

• Callable step-up fixed-rate notes due August 2019; via Goldman Sachs & Co.; pricing in August; Cusip: 38148TBD0

• Callable step-up fixed-rate notes due August 2020; via Goldman Sachs & Co. and Incapital LLC; settling in August; Cusip: 38148TCM9

• Callable step-up fixed-rate notes due August 2022; via Goldman Sachs & Co.; pricing in August; Cusip: 38148TAS8

• Callable step-up fixed-rate notes due February 2028; via Goldman Sachs & Co.; pricing in August; Cusip: 38148TBL2

• 0% notes due Oct. 11, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 25; Cusip: 38148TCK3

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

• 0% six-year leveraged notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38148TB99

• 36- to 42-month 0% leveraged notes linked to the Euro Stoxx 50 index; via Goldman, Sachs & Co.

• 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 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

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TBS7

• Five-year 0% digital notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TCY3

HSBC USA INC.

• 0% barrier enhanced participation notes due Sept. 3, 2019 linked to the Energy Select Sector SPDR Fund; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B5A2

• 0% barrier market participation notes due Aug. 31, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B5D6

• 0% leveraged buffered uncapped market participation securities due May 31, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4U9

• 0% leveraged buffered uncapped market participation securities due March 2, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4Y1

• Income plus notes due Aug. 31, 2022 linked to a basket of stocks (Ford Motor Co., International Business Machines Corp., UnitedHealth Group Inc., Verizon Communications Inc. and Walgreens Boots Alliance, Inc.); pricing Aug. 26; Cusip: 40433B4N5

• 0% trigger performance securities due Aug. 31, 2020 linked to the iShares MSCI EAFE ETF; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40434E556

• 0% trigger performance securities due Aug. 31, 2020 linked to the iShares MSCI EAFE ETF; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40434E572

• 0% buffered uncapped market participation securities due Aug. 31, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio ETF; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4V7

• 0% leveraged buffered uncapped market participation securities due Aug. 31, 2020 linked to the PowerShares S&P 500 Low Volatility Portfolio ETF; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4Z8

• 0% barrier market participation notes due Aug. 31, 2018 linked to the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B5C8

• 0% buffered uncapped market participation securities due Sept. 3, 2019 linked to an equally weighted basket made up of the Russell 2000 index, S&P 500 index and Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B5P9

• 0% barrier market participation notes due Aug. 31, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B5B0

• 0% dual digital-plus barrier notes due Sept. 3, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4S4

• 0% dual digital-plus barrier notes due Aug. 31, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4R6

• 0% trigger performance securities due Aug. 31, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40434E564

• 0% buffered uncapped market participation securities due Aug. 31, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4W5

• 0% buffered uncapped market participation securities due Aug. 31, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4X3

• 5.25% autocallable yield notes due Dec. 1, 2016 linked to the S&P 500 index and the Russell 2000 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4Q8

• 6.25% autocallable yield notes due Dec. 1, 2016 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433B4P0

• 0% trigger step performance securities due Aug. 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Aug. 26; Cusip: 40434E440

• 0% trigger autocallable optimization securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 40434E481

• 0% trigger autocallable optimization securities due Aug. 31, 2020 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 40434E424

• Contingent income autocallable securities due Aug. 31, 2018 linked to Bristol-Myers Squibb Co. shares; 80% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Aug. 28; Cusip: 40434E457

• Contingent income autocallable securities due Aug. 31, 2018 linked to Phillips 66 shares; 80% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Aug. 28; Cusip: 40434K503

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40434E580

• 0% Accelerated Return Notes due October 2016 linked to the DAX index; via Merrill Lynch & Co.; pricing in August

• 0% market-linked step-up notes due August 2017 linked to the DAX index; via Merrill Lynch & Co.; pricing in August

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

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

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

• 0% Accelerated Return Notes due October 2016 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and HSBC; pricing in August

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

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due Sept. 14, 2016 linked to the common stock of Bristol-Myers Squibb Co.; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125US29

• 0% contingent buffered equity notes due March 8, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UR20

• 0% capped dual directional contingent buffered equity notes due March 8, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UQ88

• 0% review notes due Aug. 30, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UR46

• 8% autocallable reverse exchangeable notes due March 2, 2017 linked to the lesser performing of the class B common stock of Nike, Inc. and the class A common stock of Under Armour, Inc.; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 46625HNA4

• 0% capped contingent buffered equity notes due Sept. 14, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UR61

• 0% capped dual directional contingent buffered equity notes due March 8, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UR87

• Floating-rate range accrual notes due Aug. 31, 2030 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UUN0

• 0% capped buffered return enhanced notes due Aug. 31, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UG30

• 0% uncapped buffered return enhanced notes due Aug. 31, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UG55

• 0% capped buffered return enhanced notes due Aug. 31, 2017 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UF80

• 0% capped buffered return enhanced notes due Aug. 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UF98

• 0% capped buffered equity notes due Aug. 31, 2017 linked to the Nikkei 225 index via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UM58

• 0% return optimization securities due Sept. 30, 2016 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48127V652

• 0% contingent buffered digital notes due Aug. 31, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UH54

• 0% capped buffered return enhanced notes due Aug. 31, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UF72

• Autocallable contingent interest notes due Nov. 30, 2016 linked to the lesser performing of the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UF64

• Autocallable contingent interest notes due Nov. 30, 2016 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UF31

• 0% uncapped buffered return enhanced notes due Aug. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UG48

• 0% capped buffered return enhanced notes due Aug. 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UG22

• 0% contingent buffered digital notes due Aug. 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UH62

• 0% capped buffered return enhanced notes due Aug. 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UG22

• 0% capped dual directional contingent buffered return enhanced notes due Aug. 30, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC: pricing Aug. 26; Cusip: 48125UG63

• 0% capped dual directional contingent buffered return enhanced notes due Aug. 30, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC: pricing Aug. 26; Cusip: 48125UG89

• 0% capped dual directional contingent buffered return enhanced notes due Aug. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC: pricing Aug. 26; Cusip: 48125UG71

• 0% capped dual directional contingent buffered return enhanced notes due Aug. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC: pricing Aug. 26; Cusip: 48125UG97

• 0% dual directional contingent buffered return enhanced notes due Aug. 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 Aug. 26; Cusip: 48125UH21

• 0% dual directional contingent buffered return enhanced notes due Aug. 30, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UH39

• Autocallable contingent interest notes due Sept. 5, 2023 linked to the worst performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UK92

• 0% trigger return optimization securities due Aug. 31, 2018 linked to the S&P MidCap 400 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48127V645

• Callable step-up fixed-rate notes due Aug. 31, 2030; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UUR1

• Callable step-up fixed-rate notes due Aug. 31, 2023; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UUP5

• Callable step-up fixed-rate notes due Aug. 31, 2020; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125UUQ3

• 0% capped dual directional contingent buffered equity notes due Aug. 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48125UP30

• Fixed- to floating-rate notes due Aug. 31, 2025 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48125UUT7

• 0% trigger return optimization securities due Aug. 31, 2018 linked to the Euro Stoxx 50 index; 75% trigger; via J.P. Morgan Securities LLC with UBS Financial Services Inc.; pricing Aug. 27; Cusip: 48127V660

• 0% autocallable contingent buffered return enhanced notes due Aug. 30, 2018 linked to the Euro Stoxx 50 ex Financials index; via J.P. Morgan Securities LLC

• Callable step-up fixed-rate notes due Aug. 31, 2035; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48125UX80

• 0% capped enhanced participation notes due March 2, 2017 linked to a basket of the Euro Stoxx 50 index (37%), FTSE 100 index (23%), Topix index (23%), Swiss Market index (9%), S&P/ASX 200 index (8%); via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48125UN99

• Autocallable contingent interest notes due Sept. 14, 2016 linked to the common stock of Bristol-Myers Squibb Co.; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125US37

• 0% contingent buffered equity notes due March 8, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125UQ96

• 0% capped dual directional contingent buffered equity notes due March 8, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125UQ70

• 0% review notes due Aug. 30, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125UR38

• 0% capped contingent buffered equity notes due Sept. 14, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125UR79

• 0% capped dual directional contingent buffered equity notes due March 8, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125UR95

• Contingent income autocallable securities due Aug. 31, 2018 linked to Aetna Inc. shares; 80% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Aug. 28; Cusip: 48127V488

• Contingent income autocallable securities due Sept. 6, 2016 linked to Micron Technology, Inc. shares; 65% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Aug. 28; Cusip: 48127V462

• Contingent income autocallable securities due Sept. 6, 2016 linked to Netflix, Inc. shares; 65% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Aug. 28; Cusip: 48127V470

• 6% autocallable yield notes due March 3, 2017 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 Aug. 28; Cusip: 48125UM74

• 0% capped return enhanced notes due Dec. 1, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125UP89

• 0% dual directional trigger Performance Leveraged Upside Securities due Oct. 5, 2016 linked to Apple Inc. shares; 90% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48127X112

• 8%-10% autocallable contingent interest notes due Sept. 6, 2016 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48127VAC2

• 0% capped return enhanced notes due Dec. 6, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48125UP97

• 8% to 10% autocallable reverse exchangeable notes due Sept. 6, 2016 linked to Gilead Sciences, Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48127VAD0

• 8%-10% autocallable reverse exchangeable notes due Sept. 6, 2016 linked to the common stock of NXP Semiconductors NV; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 46625HMY3

• 0% Performance Leveraged Upside Securities due Oct. 5, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Aug. 31; Cusip: 48127V587

• 0% Trigger Performance Leveraged Upside Securities due Sept. 6, 2018 linked to a basket containing the S&P 500 index, Euro Stoxx 50 index and Topix index; via J.P. Morgan Securities LLC: pricing Aug. 31; Cusip: 48127V710

• 0% Performance Leveraged Upside Securities due Dec. 5, 2016 linked to the SPDR S&P Oil & Gas Regional Banking exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48127V629

• 0% Performance Leveraged Upside Securities due Sept. 6, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48127V520

• 0% Performance Leveraged Upside Securities due Dec. 5, 2016 linked to the Topix index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48127V728

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due Aug. 31, 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 with Incapital LLC as distributor; pricing Aug. 26; Cusip: 48125YNC4

• Digital contingent coupon certificates of deposit due Aug. 31, 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 with Incapital LLC as distributor; pricing Aug. 26; Cusip: 48125YND2

• Autocallable certificates of deposit with step-up call value due Aug. 31, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing Aug. 26; Cusip: 48125YMH4

• Certificates of deposit with contingent annual interest due Aug. 31, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing Aug. 26; Cusip: 48125YMD3

• Variable annual income certificates of deposit due Aug. 31, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing Aug. 26; Cusip: 48125YMB7

• 0% certificates of deposit due Feb. 26, 2021 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing Aug. 26; Cusip: 48125YLU6

• Callable accrual certificates of deposit due Aug. 31, 2030 linked to the Euro Stoxx 50 index, the 30-year Constant Maturity Swap rate and the two-year CMS rate; via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YLS1

• 0% certificates of deposit due Feb. 28, 2020 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YMA9

• 0% certificates of deposit due Feb. 26, 2021 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YML5

• 0% certificates of deposit due Aug. 31, 2021 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YMY7

• 0% certificates of deposit due May 31, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YMW1

• 0% certificates of deposit due Aug. 31, 2022 linked to the J.P. Morgan Efficiente Plus DS 5 Index (Net ER); via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YMM3

• Certificates of deposit due Aug. 31, 2022 linked to the JPMorgan ETF Efficiente 5 Index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 26; Cusip: 48125YMV3

MORGAN STANLEY

• Contingent income autocallable securities due Aug. 31, 2018 linked to Apple Inc. common stock; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JG52

• 0% buffered jump securities due Aug. 31, 2021 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JE54

• 0% trigger performance securities due Aug. 31, 2020 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as placement agent; pricing Aug. 26; Cusip: 61765R214

• Contingent income autocallable securities due Aug. 31, 2017 linked to Facebook Inc. common stock; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JG45

• 0% trigger securities due Aug. 31, 2022 linked to the price of gold; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61762GEJ9

• Callable contingent income step-up securities due Aug. 29, 2025 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JF20

• Contingent income securities due Aug. 30, 2030 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JE70

• Contingent income autocallable securities due Aug. 30, 2030 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JF38

• 0% trigger Performance Leveraged Upside Securities due Aug. 29, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JE88

• 0% trigger Performance Leveraged Upside Securities due Aug. 29, 2025 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JF46

• Contingent income autocallable securities due Aug. 31, 2017 linked to the S&P GSCI Crude Oil Index – Excess Return; 70% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61762GER1

• Contingent income autocallable securities due Aug. 31, 2018 linked to Tesla Motors, Inc. shares; 55% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 61761JH28

• 0% return optimization securities due Aug. 31, 2020 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing Aug. 26; Cusip: 61765R180

• 0% trigger performance securities due Aug. 29, 2025 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61765G861

• Fixed- to floating-rate notes due Aug. 28, 2025 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settling Aug. 28; Cusip: 61760QHA5

• Fixed-to-floating notes due Aug. 28, 2025 linked to Libor; via Morgan Stanley & Co. LLC; settling Aug. 28; Cusip: 61760QHB3

• Contingent income autocallable securities due Aug. 31, 2018 linked to the worst performing of the common stocks of Apple Inc. and Bank of America Corp.; via J.P. Morgan Securities LLC is the agent with Morgan Stanley Smith Barney LLC handling distribution; pricing Aug. 28; Cusip: 48127V496

• Contingent income autocallable securities due Aug. 31, 2018 linked to Facebook, Inc. shares; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61765R198

• Fixed-to-floating-rate notes due Aug. 28, 2025 linked to three-month Libor; via Morgan Stanley & Co. LLC; settling Aug. 28; Cusip: 61760QHD9

• 0% market-linked notes due March 3, 2023 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61765G804

• 0% trigger Performance Leveraged Upside Securities due Sept. 6, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61765R164

• 0% trigger Performance Leveraged Upside Securities due Sept. 6, 2018 linked to an equally weighted basket of the common stocks of JPMorgan Chase & Co., Citigroup Inc. and Bank of America Corp.; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61765G820

• 0% Performance Leveraged Upside Securities due Dec. 5, 2016 linked to an equally weighted basket of the common stocks of JPMorgan Chase & Co., Citigroup Inc. and Bank of America Corp.; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61765G812

• 0% Performance Leveraged Upside Securities due Dec. 5, 2016 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61765G788

• Fixed- to floating-rate leveraged CMS curve securities due Aug. 31, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Aug. 31; Cusip: 61760QHC1

• 0% trigger Performance Leveraged Upside Securities due Sept. 3, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61765G796

• Contingent income autocallable securities due Sept. 7, 2016 linked to the S&P GSCI Crude Oil Index – Excess Return; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61762GEQ3

• 0% securities due March 3, 2020 with leveraged upside participation to a cap and fixed percentage buffered downside linked to the linked to SPDR S&P 500 ETF Trust, the iShares Russell 2000 ETF, the iShares MSCI EAFE ETF, the iShares MSCI Emerging Markets ETF, the PowerShares DB Commodity Index Tracking Fund and the Vanguard REIT ETF; via Morgan Stanley & Co. LLC and Wells Fargo Securities LLC; pricing Aug. 31; Cusip: 61761JF53

• 0% buffered digital notes linked to the S&P 500 index due in August 2017 to November 2017; 90% trigger; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61761JG94

• 0% capped buffered notes due between February 2017 and May 2017 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61761JG29

• 0% trigger Performance Leveraged Upside Securities due March 2023 linked to the price of gold; via Morgan Stanley & Co. LLC; settling in August; Cusip: 61762GEK6

• 0% leveraged buffered notes due in 36 to 39 months linked Euro Stoxx 50 index, FTSE 100 index, Topix index, Swiss Market index and S&P/ASX 200 index; 90% trigger; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61761JG60

• 0% buffered Performance Leveraged Upside Securities due August 2020 linked to S&P 500 index, the Euro Stoxx 50 index, Russell 2000 index and the iShares MSCI Emerging Markets ETF; 90% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management; pricing in August; Cusip: 61761JH36

• Fixed-to-floating notes due Sept. 15, 2022; via Morgan Stanley & Co. LLC; settling Sept. 15; Cusip: 61760QHE7

ROYAL BANK OF CANADA

• 0% bullish enhanced return notes linked to the Energy Select Sector SPDR Fund; ;via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78012KGD3

• 0% contingent return optimization securities due Aug. 31, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC: pricing Aug. 26; Cusip: 78013D524

• 0% buffered bullish return notes due March 3, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 27; Cusip: 78012KGB7

• 0% bullish enhanced return notes due Oct. 31, 2016 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 27; Cusip: 78012KFX0

• 0% bullish barrier digital plus notes due March 3, 2021 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 27; Cusip: 78012KFW2

• 0% Performance Leveraged Upside Securities due Dec. 5, 2016 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC: pricing Aug. 31; Cusip: 78013D516

• 0% direct investment notes due Oct. 11, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Sept. 3; Cusip: 78012KFY8

AB SVENSK EXPORTKREDIT

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

UBS AG, LONDON BRANCH

• 0% contingent return optimization securities due Aug. 31, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip: 90275C656

• 0% contingent absolute return performance securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 27; Cusip: 90275C649

• 0% trigger performance securities due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 27; Cusip: 90275C664

• Contingent income autocallable securities due Sept. 3, 2020 linked to the Euro Stoxx 50, S&P 500 and Topix indexes; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing Aug. 28; Cusip: 90275C797

WELLS FARGO & CO.

• 0% market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 26; Cusip: 94986RYH8

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 26; Cusip: 94986RYL9

• 0% market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside due March 1, 2018 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Aug. 26; Cusip: 94986RYG0

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Sept. 9, 2019 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 94986RYE5

• 0% market-linked notes due in 48 to 51 months linked to the iShares MSCI Emerging Markets exchange-traded fund via Wells Fargo Securities LLC; pricing in August; Cusip: 94986RYN5

• 0% enhanced return securities with threshold leveraged upside participation linked to the iShares MSCI Emerging Markets exchange-traded fund due in 48 and 51 months; via Wells Fargo Securities, LLC; pricing in August; Cusip: 94986RYN5

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the iShares MSCI Emerging Markets exchange-traded fund due in 23 to 26 months; 85% trigger; via Wells Fargo Securities, LLC; pricing in August; Cusip: 94986RYM7

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the MSCI EAFE index; 85% trigger; via Wells Fargo Securities, LLC; pricing in August; Cusip: 94986RYK1

WELLS FARGO BANK, NA

• Variable annual interest market-linked certificates of deposit due Sept. 1, 2022 linked to a basket of stocks of 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 as distributor; pricing Aug. 26; Cusip: 94986TUY1

• Certificates of deposit due Aug. 31, 2022 linked to the S&P 500 index; via Incapital LLC as distributor; pricing Aug. 26; Cusip: 94986TUX3

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