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Published on 9/9/2016 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Sept. 16, 2036; via BofA Merrill Lynch; settlement Sept. 16; Cusip: 06048WTG5

• 0% Accelerated Return Notes due November 2017 linked to the common stocks of General Dynamics Corp., Lockheed Martin Corp. and Raytheon Co.; via BofA Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due November 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

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

BANK OF MONTREAL

• 7.2% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKF6

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKL3

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKJ8

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKK5

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKH2

• 8.7% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the SPDR S&P Metals and Mining exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKC3

• 10.8% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the SPDR S&P Metals and Mining exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKG4

• 8.4% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKA7

• 10.2% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKD1

• 0% contingent risk absolute return notes with digital upside due Sept. 28, 2018 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKP4

• 0% contingent risk absolute return notes due Sept. 30, 2019 linked to the Utilities Select Sector SPDR fund; 83% trigger; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKN9

• 10.2% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKB5

• 12% autocallable cash-settled notes with fixed interest payments due Sept. 29, 2017 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKE9

• 0% contingent risk absolute return notes with digital upside due Sept. 28, 2018 linked to the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Sept. 27; Cusip: 06367TKQ2

• Notes due Sept. 28, 2018 linked to the stocks of AbbVie Inc., AT&T Inc., Boeing Co., BB&T Corp., Carnival Corp., Coca-Cola Co., Chevron Corp., Cisco Systems, Inc., Cummins Inc., General Electric Co., JPMorgan Chase & Co., PepsiCo, Inc., Phillips 66, Pfizer Inc., Procter & Gamble Co., Qualcomm, Inc., 5Simon Property Group, Inc., Target Corp., United Parcel Service, Inc., Verizon Communications Inc., WEC Energy Group, Inc. and Xcel Energy, Inc.; via BMO Capital Markets Corp. and Raymond James& Associates, Inc.; settling Sept. 30; Cusip: 06367TKV1

BANK OF NOVA SCOTIA

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

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

• 0% autocallable market-linked step-up notes due September 2022 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

BARCLAYS BANK PLC

• Contingent income autocallable securities due Sept. 21, 2017 linked to the American Depository Shares of Alibaba Group Holding Ltd.; via Barclays and Morgan Stanley Wealth Management; pricing Sept. 16; Cusip: 06745B433

• Phoenix autocallable notes due Sept. 21, 2021 linked to the Russell 2000 index and the S&P 500 index; via Barclays; pricing Sept. 16; Cusip: 06741VB68

• Contingent income autocallable securities due Sept. 20, 2018 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; 65% trigger; via Barclays with Morgan Stanley Smith Barney LLC; pricing Sept. 16; Cusip: 06741VB84

• 0% Performance Leveraged Upside Securities due Jan. 3, 2018 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management handling distribution; pricing Sept. 16; Cusip: 06745B532

• 0% Buffered Performance Leveraged Upside Securities due April 3, 2019 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management handling distribution; pricing Sept. 16; Cusip: 06745B540

• 0% annual autocallable notes due Sept. 25, 2018 linked to the S&P 500 index; 75% trigger; via Barclays; pricing Sept. 20; Cusip: 06741VBB7

• 9.5% to 10.5% autocallable reverse convertible securities due Sept. 25, 2017 linked to Silver Wheaton Corp. shares; 70% trigger; via Barclays; pricing Sept. 20

• 8% to 10% autocallable reverse convertible securities due Sept. 27, 2017 linked to Apple Inc. shares; 75% trigger; via Barclays; pricing Sept. 22; Cusip: 22549JBQ2

• 6% to 8% autocallable reverse convertible securities due Sept. 27, 2017 linked to Chevron Corp. shares; 80% trigger; via Barclays; pricing Sept. 22; Cusip: 22549JBS8

• 7.25% to 9.25% autocallable reverse convertible securities due Sept. 27, 2017 linked to Morgan Stanley shares; 75% trigger; via Barclays; pricing Sept. 22; Cusip: 22549JBR0

• Callable contingent coupon notes due Sept. 26, 2019 linked to the lesser performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Barclays; pricing Sept. 23; Cusip: 06741VAH5

• 0% notes due Sept. 30, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Sept. 27; Cusip: 06741VAY8

• 0% notes due Sept. 29, 2023 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Sept. 27; Cusip: 06741VAN2

• 0% annual autocallable notes due Oct. 2, 2019 linked to the Euro Stoxx 50 index; 75% trigger; via Barclays; pricing Sept. 27; Cusip: 06741VAS1

• Callable contingent coupon notes due Sept. 30, 2026 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing Sept. 27; Cusip: 06741VAL6

• Autocallable notes due Oct. 2, 2019 linked to the least performing of the commons stocks of Facebook, Inc., Amazon.com, Inc., Netflix, Inc. and Alphabet Inc.; via Barclays; pricing Sept. 27; Cusip: 06741VAJ1

• Phoenix autocallable notes due Dec. 29, 2017 linked to the Russell 2000 index and the S&P 500 index; 75% trigger; via Barclays; pricing Sept. 27; Cusip: 06741VB35

• Phoenix autocallable notes due Sept. 29, 2017 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Barclays; pricing Sept. 27; Cusip: 06741VB27

• Callable contingent coupon notes due Sept. 30, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Barclays; pricing Sept. 27; Cusip: 06741VAW2

• Callable contingent coupon notes due Sept. 30, 2019 linked to the VanEck Vectors Gold Miners exchange-traded fund; via Barclays; pricing Sept. 27; Cusip: 06741VAM4

• 0% market-linked step-up notes due September 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in September

• 0% Capped Leveraged Index Return Notes due September 2018 linked to the Dow Jones U.S. Real Estate index; via BofA Merrill Lynch; pricing in September

• 0% autocallable market-linked step-up notes due August 2019 linked to the Euro Stoxx 50 index; BofA Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due September 2017 linked to Facebook Inc. common stock; via Merrill Lynch & Co.; pricing in September

• 0% notes due November 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

• 0% capped Leveraged Index Return Notes due September 2019 linked to S&P 500 index, Euro Stoxx 50 index and MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in September

• 17- to 19-month 0% capped leveraged buffered notes linked the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Barclays; Cusip: 06741VA93

• 0% capped leveraged buffered notes linked to the MSCI Europe index; via Barclays; Cusip: 06741VB43

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 6, 2020 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Sept. 30; Cusip: 13605WBS9

• 0% capped Leveraged Index Return Notes due September 2018 tied to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

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

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

• 0% capped Leveraged Index Return Notes due September 2018 linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via BofA Merrill Lynch; pricing in September

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Autocallable contingent coupon equity-linked securities due Sept. 22, 2017 linked to the worst performing of the common stock of Amazon.com, Inc., the common stock of Apple Inc. and the class A common stock of Facebook, Inc.; via Citigroup Global Markets Inc.; pricing Sept. 19; Cusip: 17324CAP1

• 0.25% market-linked notes due March 3, 2022 linked to a basket of iShares Core U.S. Aggregate Bond exchange-traded fund with a 33.33% weight, S&P 500 index with a 33.34% weight and Euro Stoxx 50 index with a 33.33% weight; via Citigroup Global Markets Inc.; pricing Sept. 27; Cusip: 17324CAQ9

• 0% enhanced buffered digital securities due Oct. 2, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Sept. 27; Cusip: 17324CAL0

• 0% market-linked notes due April 23, 2024 linked to the S&P 500 index; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing Sept. 30; Cusip: 17324P784

• 22- to 25-month 0% notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17324C6Z4

CITIGROUP INC.

• Autocallable contingent coupon equity linked securities due March 15, 2018 linked to the class A common stock of Facebook, Inc.; via Citigroup Global Markets Inc.; pricing Sept. 12; Cusip: 17324CAD8

• Callable step-up coupon notes due Sept. 30, 2021; via Citigroup Global Markets Inc.; pricing Sept. 27; Cusip: 17298CEW4

• Autocallable contingent coupon equity-linked securities due Oct. 2, 2018 linked to the worst performing of the shares of Baker Hughes Inc., Biogen Inc. and Michael Kors Holdings Ltd.; via Citigroup Global Markets Inc.; pricing Sept. 27; Cusip: 17324CAR7

CREDIT SUISSE AG, LONDON BRANCH

• 0% Performance Leveraged Upside Securities due Jan. 3, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Sept. 16; Cusip: 17324P503

• Contingent coupon autocallable yield notes due March 23, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 16; Cusip: 22548QGV1

• 0% Buffered Accelerated Return Equity Securities due Sept. 26, 2017 linked to the SPDR S&P 500 exchange-traded fund trust; via Credit Suisse Securities (USA) LLC; pricing Sept. 20; Cusip: 22548QGK5

• Contingent coupon autocallable yield notes due Sept. 24, 2018 linked to the common stock of United States Steel Corp.; via Credit Suisse Securities (USA) LLC; pricing Sept. 20; Cusip: 22549JBP4

• Callable daily range accrual securities due Sept. 28, 2026 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 23; Cusip: 22548QGQ2

• Absolute return barrier securities due Sept. 30, 2019 linked to the S&P 500 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 23; Cusip: 22548QFE0

• Contingent coupon callable yield notes due Sept. 30, 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 Sept. 23; Cusip: 22548QGZ2

• 0% autocallable securities due Sept. 30, 2020 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 Sept. 23; Cusip: 22548QFD2

• 0% Buffered Accelerated Return Equity Securities due Oct. 2, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 27; Cusip: 22548QFQ3

• 0% accelerated barrier notes due April 1, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 27; Cusip: 22548QGM1

• 0% trigger gears due Sept. 30, 2026 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 27; Cusip: 22548T133

• Contingent coupon callable yield notes due Sept. 30, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 27; Cusip: 22548QG33

• 0% Buffered Accelerated Return Equity Securities due April 3, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22548QG58

• 0% digital plus barrier notes due Oct. 5, 2021, linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22548QG41

• Contingent coupon callable yield notes due Oct. 7, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22548QFJ9

• Absolute return digital barrier securities due Oct. 5, 2020 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22548QFL4

• 0% accelerated barrier notes due Oct. 5, 2020, linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22548QFY6

• Contingent coupon callable yield notes due Oct. 7, 2019 linked to the S&P 500 index and the SPDR S&P Biotech exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 30; Cusip: 22548QFG5

• 0% Accelerated Return Notes due November 2017 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 September

• 0% autocallable market-linked step-up notes due September 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

• 21- to 24-month 0% digital buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22548QEJ0

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22548QF75

CREDIT SUISSE AG, NASSAU BRANCH

• Callable step-up securities due Sept. 15, 2023; via Incapital LLC; pricing Sept. 12; Cusip: 22548QH24

• Callable step-up securities due Sept. 20, 2021; via Incapital LLC as placement agent; pricing Sept. 15; Cusip: 22548QG74

• Callable step-up securities with 2% initial rate due Sept. 27, 2024; via Credit Suisse International; pricing Sept. 22; Cusip: 22548QGJ8

• 0% digital plus barrier notes due Sept. 30, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 23; Cusip: 22548QGP4

• Callable step-up securities due Sept. 30, 2026; via Incapital LLC; pricing Sept. 27; Cusip: 22548QGG4

• 0% digital buffered notes due Oct. 2, 2019 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 27; Cusip: 22548QFV2

DEUTSCHE BANK AG, LONDON BRANCH

• 0% securities due Oct. 1, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Sept. 27; Cusip: 25152R4Z3

• Securities due Sept. 30, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Deutsche Bank Securities Inc.; pricing Sept. 27; Cusip: 25152R5A7

• 0% Strategic Accelerated Redemption Securities due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due September 2031; via Goldman Sachs & Co. and Incapital LLC; pricing in September; Cusip: 38148TNQ8

• Callable step-up fixed-rate notes due 2036; via Goldman Sachs & Co. and Incapital LLC; pricing in September; Cusip: 38148TNS4

GS FINANCE CORP.

• Contingent income callable securities due Sept. 21, 2026 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 16; Cusip: 40054KJ64

• Trigger autocallable contingent yield notes due Sept. 21, 2026 linked to the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Sept. 16; Cusip: 36250Y635

• 5.85% autocallable contingent coupon notes due Sept. 28, 2022, linked to the S&P 500 index and the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Sept. 21; Cusip: 40054KKE5

• 0% leveraged notes due Sept. 30, 2022 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Sept. 23; Cusip: 40054KJ80

• 0% notes due Oct. 2, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 23; Cusip: 40054KJ72

• 7% to 8% callable contingent coupon notes due Sept. 30, 2019, linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 23; Cusip: 40054KJ49

• 0% leveraged buffered notes due March 29, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 26; Cusip: 40054KJL1

• 0% notes due Sept. 30, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 27; Cusip: 40054KJF4

• 0% notes due Sept. 30, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 27; Cusip: 40054KJA5

• 0% notes due June 30, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 27; Cusip: 40054KJB3

• 0% notes due Oct. 2, 2025 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 27; Cusip: 40054KJD9

• 0% notes due Oct. 1, 2026 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Sept. 27; Cusip: 40054KJE7

• 0% trigger gears due Sept. 30, 2026 linked to the Bloomberg Commodity Index 3 Month Forward; 70% trigger; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 36250Y627

• Callable CMS spread and Russell 2000 index-linked range accrual notes due Sept. 30, 2031; 50% trigger; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJT4

• Callable buffered monthly range accrual notes due March 30, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJU1

• Callable buffered monthly range accrual notes due Sept. 30, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJH0

• Callable contingent coupon notes due Sept. 30, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJQ0

• Autocallable contingent coupon notes due Oct. 5, 2026 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJR8

• Callable contingent coupon notes due Sept. 30, 2026 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJM9

• Callable contingent coupon notes due Sept. 30, 2026 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJN7

• Callable buffered monthly range accrual notes due March 30, 2024 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 28; Cusip: 40054KJU1

• 0% dual directional Trigger Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the S&P 500 index; 80% trigger; via Goldman, Sachs & Co. with Morgan Stanley Wealth Management; pricing Sept. 30; Cusip: 36250Y601

• Callable step-up fixed-rate notes due September 2026; via Goldman Sachs & Co. and Incapital LLC; pricing in September; Cusip: 38148TNR6

• 48-month 0% notes linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; Cusip: 40054KHA7

• Two-year 0% leveraged buffered notes linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip: 40054KH90

• Two-year 0% leveraged buffered notes linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; Cusip: 40054KJX5

• 18- to 21-month 0% leveraged buffered notes linked to the iShares U.S. Real Estate exchange-traded fund; via Goldman Sachs & Co.

• Two-year 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40054KH82

• Two-year 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40054KJW7

• Four-year 0% index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40054KK21

• 0% buffered notes due Sept. 30, 2021 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40054KJK3

• 0% 24- to 27-month leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 18-month autocallable contingent coupon notes linked to the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 40054KH58

HSBC USA INC.

• 0% Accelerated Market Participation Securities due Dec. 14 2017 linked to an equally weighted basket of common stocks of American Airlines Group Inc., Allegiant Travel Co., Alaska Air Group, Inc., BioMarin Pharmaceutical Inc., Delta Air Lines, Inc., Gilead Sciences, Inc., Horizon Pharma plc, Intercept Pharmaceuticals, Inc., Intuitive Surgical, Inc., Jetblue Airways Corp., Kite Pharma, Inc., Southwest Airlines Co., Las Vegas Sands Corp., MGM Resorts International, Puma Biotechnology, Inc., Regeneron Pharmaceuticals, Inc., Seattle Genetics, Inc., United Continental Holdings, Inc., Vertex Pharmaceuticals Inc. and Wynn Resorts, Ltd; via HSBC Securities (USA) Inc. is the agent; pricing Sept. 12; Cusip: 40433UVG8

• Contingent income autocallable securities due Sept. 19, 2019 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 80% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Sept. 16; Cusip: 40433UUY0

• 0% buffered Accelerated Market Participation Securities due May 31, 2018, linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 16

• 0% dual directional trigger jump securities due Sept. 21, 2021 linked to the S&P 500 index; 70% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing Sept. 16

• 0% averaging notes due Oct. 2, 2023 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUA2

• 0% buffered digital notes due Sept. 30, 2021 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUH7

• 0% averaging notes due Oct. 2, 2023 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UTZ9

• 0% trigger step securities due Sept. 30, 2020 linked to the S&P 500 index; 75% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40435B833

• 0% buffered Accelerated Market Participation Securities due March 29, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUU8

• 0% worst of digital dual directional barrier securities due Sept. 30, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUF1

• 6.5% autocallable yield notes due March 29, 2018 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUX2

• 5% autocallable yield notes due March 29, 2018 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUW4

• 0% buffered digital notes due Sept. 28, 2018 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUN4

• 0% worst of digital dual directional barrier securities due Sept. 30, 2021 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 27; Cusip: 40433UUD6

• 0% dual directional trigger Performance Leveraged Upside Securities due Oct. 3, 2019, linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Sept. 30; Cusip: 40435B874

• 0% Market Index Target-Term Securities due September 2023 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in September

• Autocallable market-linked step-up notes due September 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in September

• 0% capped Leveraged Index Return Notes due September 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in September

• 18- to 21-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; Cusip: 40433UTQ9

• 18- to-21 month 0% capped leveraged notes linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip: 40433UTJ5

• 0% market-linked step-up notes due September 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in September

JPMORGAN CHASE & CO.

• Callable step-up fixed-rate notes due Sept. 16, 2036; via J.P. Morgan Securities LLC; pricing Sept. 13; Cusip: 48128GH94

• Callable step-up fixed-rate notes due Sept. 20, 2024; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48128GJ50

• Callable step-up fixed-rate notes due Sept. 20, 2029; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48128GG38

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due Dec. 15, 2017 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Sept. 12; Cusip: 46646EVW9

• 0% uncapped buffered return enhanced notes due Sept. 17, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 13; Cusip: 46646EYU0

• 0% uncapped buffered return enhanced notes due April 16, 2021 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 13; Cusip: 46646EYT3

• 0% digital notes due Oct. 18, 2017, linked to the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 13; Cusip: 46646EYN6

• 0% buffered return enhanced notes due Sept. 19, 2018 linked to S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 14; Cusip: 46646EYL0

• Fixed-to-floating-rate notes due Sept. 20, 2026; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 48128GH37

• Autocallable contingent interest notes due Sept. 19, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 46646EYF3

• Autocallable contingent interest notes due March 20, 2019 linked to the S&P GSCI Crude Oil Index Excess Return; 60% trigger; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 46646EXY3

• Autocallable contingent interest notes due March 20, 2019 linked to the S&P GSCI Crude Oil Index Excess Return; 60% trigger; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 46646EXX5

• Autocallable contingent interest notes due Sept. 22, 2020 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing Sept. 15; Cusip: 46646EYS5

• Performance Leveraged Upside Securities due Jan. 3, 2018 linked to the Russell 2000 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Sept. 16; Cusip: 46646X522

• Autocallable contingent interest notes due Sept. 24, 2019 linked to the class A common stock of Tyson Foods, Inc. and the common stocks of Archer-Daniels-Midland Co., Sysco Corp. and Mead Johnson Nutrition Co.; 50% trigger; via J.P. Morgan Securities LLC; pricing Sept. 19; Cusip: 46646EWC2

• Autocallable yield notes due Dec. 27, 2017, linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 21; Cusip: 46646EYA4

• 0% review notes due Sept. 28, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 23; Cusip: 46646EWF5

• Callable contingent interest notes due Sept. 30, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Sept. 23; Cusip: 46646EWE8

• 0% return notes due Oct. 2, 2017 linked to an equally weighted basket of 50 stocks, including Accenture plc, Alaska Air Group, Inc., Altria Group, Inc., Amazon.com, Inc., American Airlines Group Inc., Boeing Co., Brown-Forman Corp., CBS Corp., Cummins Inc., DaVita HealthCare Partners Inc., Dow Chemical Co., E.I. du Pont de Nemours and Co., Edwards Lifesciences Corp., Eli Lilly and Co., Equifax Inc., Facebook, Inc., FedEx Corp., Fluor Corp., General Dynamics Corp., Goodyear Tire and Rubber Co., H&R Block, Inc., Harris Corp., Hershey Co., International Paper Co., Intuit Inc., L-3 Communications Holdings, Inc., Lockheed Martin Corp., Mallinckrodt plc, MasterCard Inc., Monsanto Co., Motorola Solutions, Inc., Occidental Petroleum Corp., Philip Morris International Inc., Pitney Bowes Inc., Raytheon Co., S&P Global Inc., Southern Co., Texas Instruments Inc., Textron Inc., Total System Services, Inc., TripAdvisor, Inc., Twenty-First Century Fox, Inc., United Parcel Service, Inc., Varian Medical Systems, Inc., VeriSign, Inc., Vertex Pharmaceuticals Inc., Viacom Inc. and YUM! Brands, Inc.; via J.P. Morgan Securities LLC; pricing Sept. 26; Cusip: 46646EVB5

• 0% buffered return enhanced notes due March 29, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXG2

• 0% capped buffered return enhanced notes due Sept. 28, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXA5

• 0% capped buffered return enhanced notes due Sept. 28, 2018 linked to the FTSE 100 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXB3

• 0% buffered return enhanced notes due March 29, 2019 linked to the FTSE 100 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EYD8

• 0% contingent buffered return enhanced notes due March 31, 2020 linked to the FTSE 100 index; 75% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EYC0

• Callable range accrual securities due Sept. 30, 2031 linked to 30-year U.S. dollar ICE swap rate, the two-year U.S. dollar ICE swap rate, the S&P 500 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EYM8

• 0% buffered return enhanced notes due March 29, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXE7

• 0% capped buffered return enhanced notes due Sept. 28, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWY4

• 0% uncapped contingent buffered equity notes due Sept. 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXL1

• 0% capped buffered return enhanced notes due Sept. 28, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWZ1

• 0% buffered return enhanced notes due March 29, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXF4

• 0% uncapped contingent buffered equity notes due Sept. 30, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXK3

• 0% buffered return enhanced notes due March 29, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXD9

• 0% capped buffered return enhanced notes due Sept. 28, 2018 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWX6

• 0% uncapped contingent buffered equity notes due Sept. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXJ6

• 0% capped buffered return enhanced notes due Sept. 28, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWW8

• 0% buffered return enhanced notes due March 29, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXC1

• 0% trigger in-step securities due March 29, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646X456

• Autocallable contingent interest notes due Sept. 29, 2017 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXV9

• Autocallable contingent interest notes due Sept. 29, 2017 linked to lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXQ0

• Autocallable contingent interest notes due Dec. 29, 2017 linked to lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXR8

• Autocallable contingent interest notes due Dec. 29, 2017 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXW7

• 7% to 9% autocallable yield notes due Dec. 29, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXU1

• Autocallable contingent interest notes due Sept. 30, 2019 linked to lesser performing of the S&P 500 index and the Russell 2000 index; via JPMorgan Chase & Co.; pricing Sept. 27; Cusip: 46646EXS6

• 0% dual directional contingent buffered return enhanced notes due Sept. 30, 2019 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWP3

• 0% dual directional contingent buffered return enhanced notes due Sept. 30, 2019 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWU2

• 0% dual directional contingent buffered return enhanced notes due Sept. 30, 2020 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 68.5% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWQ1

• 0% buffered return enhanced notes due Sept. 30, 2021 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EYG1

• 0% uncapped contingent buffered return enhanced notes due Sept. 30, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EWT5

• Autocallable contingent interest notes due Sept. 30, 2021 linked to lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 46646EXT4

• Autocallable contingent interest notes due Sept. 30, 2026 linked to lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 27; Cusip: 48128GYP9

• 0% trigger Performance Leveraged Upside Securities due Oct. 5, 2022 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 30; Cusip: 46646X498

MORGAN STANLEY

• Fixed-to-floating-rate notes due Sept. 22, 2023; via Morgan Stanley & Co. LLC; settling Sept. 22; Cusip: 61760QJY1

MORGAN STANLEY FINANCE LLC

• Contingent income autocallable securities due Sept. 19, 2019 linked to EOG Resources, Inc. shares; 80% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 16; Cusip: 61766F201

• 0% buffered Performance Leveraged Upside Securities due April 3, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Sept. 16; Cusip: 61766F128

• Trigger income lock-in securities due Sept. 30, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Sept. 27; Cusip: 61766BBZ3

• 0% accelerated return securities due March 30, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 27; Cusip: 61768CAB3

• Callable contingent income securities due Sept. 30, 2021 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Sept. 27; Cusip: 61768CAA5

• Contingent income securities due Sept. 30, 2021 linked to the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co.; pricing Sept. 27; Cusip: 61766BCB5

• 0% trigger step securities due Sept. 30, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing Sept. 28; Cusip: 61766F169

• 0% autocallable securities with fixed-percentage buffered downside due Oct. 5, 2018 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC; pricing Sept. 30; Cusip: 61761J3N7

• 0% buffered Performance Leveraged Upside Securities due April 6, 2020 linked to Euro Stoxx 50 index, the FTSE 100 index, the Nikkei 225 index and the Swiss Market index; 80% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 30; Cusip: 61768CAD9

• CMS curve range accrual securities due Sept. 30, 2036 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Sept. 30; Cusip: 61766YAR2

• 0% dual directional trigger Performance Leveraged Upside Securities due Oct. 3, 2019, linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Sept. 30; Cusip: 61766F102

• 0% trigger Performance Leveraged Upside Securities due Oct. 5, 2022 linked to the S&P 500 index; 65% trigger; via Morgan Stanley & Co. LLC; pricing Sept. 30; Cusip: 61766F136

ROYAL BANK OF CANADA

• Callable contingent coupon barrier notes due Aug. 15, 2019 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via RBC Capital Markets, LLC; pricing Sept. 15; Cusip: 78012KTB3

• 9.63% to 10.25% autocallable contingent coupon barrier notes due Sept. 19, 2019, linked to the VanEck Vectors Gold Miners exchange-traded fund; via RBC Capital Markets, LLC; pricing Sept. 15; Cusip: 78012KTC1

• Contingent income autocallable securities due March 21, 2017 linked to Marathon Oil Corp. shares; 65% trigger; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management; pricing Sept. 16; Cusip: 78014C558

• 0% barrier enhanced participation notes due Oct. 2, 2019 linked to the Euro Stoxx 50 index; 70% barrier; via RBC Capital Markets, LLC; pricing Sept. 27; Cusip: 78012KTK3

• 0% enhanced return notes due Nov. 30, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC: pricing Sept. 27; Cusip: 78012KTD9

• 0% trigger step securities due Sept. 30, 2020 linked to the S&P 500 index; 75% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Sept. 27; Cusip: 78014C541

• 0% market-linked securities – leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 5, 2021 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Sept. 30; Cusip: 78012KTG2

• 9.5% STEP Income Securities due September 2017 linked to American Depositary Receipts of Nokia Corp.; via BofA Merrill Lynch; pricing in September

• 8.75% STEP Income Securities due September 2017 linked to Whirlpool Corp. shares; via BofA Merrill Lynch; pricing in September

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes due November 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in September

UBS AG, LONDON BRANCH

• Trigger callable contingent yield notes due Sept. 19, 2019 linked to the lesser performing of the MSCI EAFE index and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 16; Cusip: 90275Y328

WELLS FARGO & CO.

• 9% to 10% market-linked securities due Sept. 30, 2019 – callable with contingent coupon and contingent downside linked to the least performing of the Euro Stoxx 50 index and the Russell 2000 index; via Wells Fargo Securities LLC; pricing Sept. 23; Cusip: 94986RU74

• Market-linked securities due Sept. 30, 2026 – autocallable with contingent coupon and contingent downside linked to the least performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Wells Fargo Securities LLC; pricing Sept. 27; Cusip: 94986RV40

• Callable market-linked securities with contingent coupon and contingent downside due Sept. 30, 2031 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Sept. 27; Cusip: 94986RV81

• Market-linked securities due Sept. 30, 2026 – callable with contingent coupon and contingent downside linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Wells Fargo Securities LLC; pricing Sept. 27; Cusip: 94986RV32

• Market-linked securities due April 5, 2019 – autocallable with contingent coupon and contingent downside linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 75% trigger; via Wells Fargo Securities LLC; pricing Sept. 30; Cusip: 94986RV65

• 19- to 22-month 0% digital securities with buffered downside linked to the S&P Banks Select Industry index; via Wells Fargo Securities, LLC; Cusip: 94986RV73


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