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Prospect News home > News index > List of issuers Calendar > Headlines for 2018 > News item

Published on 6/22/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Fixed- to floating-rate notes due June 27, 2028 linked to the 10-year U.S. dollar ICE swap rate; via BofA Merrill Lynch; pricing June 25; Cusip: 06048WWY2

• Step-up callable notes due June 26, 2030; via BofA Merrill Lynch; settlement June 26; Cusip: 06048WWV8

BANK OF MONTREAL

• Autocallable cash-settled notes with contingent interest payments due Sept. 30, 2019 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing June 25; Cusip: 06367T6U9

• 0% buffered bullish enhanced return notes due Sept. 30, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06367T6K1

• 6.18% buffered notes with contingent interest payments due June 30, 2021 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06367T6D7

• 0% buffered bullish enhanced return notes due June 30, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06367T6P0

• 10% autocallable cash-settled notes with conditional interest payments due June 30, 2021 linked to the lesser performing of the SPDR S&P Oil & Gas Exploration & Production ETF and the VanEck Vectors Gold Miners ETF; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06367T6C9

• 0% buffered bullish enhanced return notes due Nov. 6, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing July 2; Cusip: 06367T6T2

• Notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Price Return index; via BMO Capital Markets Corp. as agent, Raymond James as distributor; pricing July 20; Cusip: 06367T5F3

BANK OF NOVA SCOTIA

• Autocallable market-linked step-up notes due June 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• 0% Leveraged Index Return Notes due June 2021 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• Autocallable market-linked step-up notes due June 2020 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due August 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in June

• 0% market-linked step-up notes due June 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due in August 2019 linked to the S&P Regional Banks Select Industry index; via BofA Merrill Lynch; pricing in June

BANK OF THE WEST

• 0% market-linked certificates of deposit due June 30, 2022 linked to the Euro Stoxx 50 index; via BNP Paribas Securities Corp. with Incapital LLC as distributor; pricing June 25; Cusip: 06426XVY3

• 0% market-linked certificates of deposit due June 29, 2023 linked to the Euro Stoxx 50 index; via BNP Paribas Securities Corp. with Incapital LLC as distributor; pricing June 25; Cusip: 06426XWA4

• 0% market-linked certificates of deposit due June 30, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp. with Incapital LLC as distributor; pricing June 25; Cusip: 06426XVV9

BARCLAYS BANK PLC

• Callable fixed- to floating-rate notes due June 28, 2024 linked to the 30-year and two-year U.S. dollar ICE swap rates; via Barclays; pricing June 25; Cusip: 06746XF73

• Callable fixed- to floating-rate notes due June 29, 2028 linked to the spread between the 30-year and two-year U.S. dollar ICE swap rates; via Barclays; pricing June 26; Cusip: 06746XFL2

• 0% notes due Dec. 31, 2020 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing June 26; Cusip: 06746XEC3

• 1% notes due June 29, 2023 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing June 26; Cusip: 06746XE58

• 1.75% notes due June 29, 2023 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing June 26; Cusip: 06746XE41

• Floating-rate notes due June 29, 2021 linked to the Consumer Price Index; via Barclays; pricing June 26; Cusip: 06746XFF5

• 0% notes due June 30, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing June 26; Cusip: 06746XDT7

• 0% buffered SuperTrack notes due June 29, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing June 26; Cusip: 06746XET6

• 8% to 9% autocallable notes due June 29, 2021 linked to the least performing of the class A common stock of Facebook Inc., the common stocks of Amazon.com, Inc. and Apple Inc. and the class C common stock of Alphabet Inc.; via Barclays; pricing June 26; Cusip: 06746XDB6

• 10% to 11% phoenix autocallable notes due June 29, 2021 linked to the least performing of the class A common stock of Facebook Inc., the common stocks of Amazon.com, Inc. and Netflix, Inc. and the class C common stock of Alphabet Inc.; via Barclays; pricing June 26; Cusip: 06746XDA8

• 0% buffered SuperTrack notes due June 29, 2020 linked to the FTSE 100 index; via Barclays; pricing June 26; Cusip: 06746XEG4

• 0% buffered SuperTrack notes due June 29, 2023 linked to the iShares MSCI EAFE exchange-traded fund; via Barclays; pricing June 26; Cusip: 06746XES8

• 0% buffered SuperTrack notes due June 30, 2021 linked to the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF; via Barclays; pricing June 26; Cusip: 06746XFG3

• 0% trigger gears due June 30, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing June 26; Cusip: 06746T847

• 0% buffered digital plus notes due June 29, 2023 linked to the Russell 2000 index; via Barclays; pricing June 26; Cusip: 06746XDN0

• 4.75% buffered notes due June 30, 2025 linked to the Russell 2000 index; via Barclays; pricing June 26; Cusip: 06746XDL4

• 0% capped trigger gears due June 30, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing June 26; Cusip: 06746T839

• Callable contingent coupon notes due Dec. 30, 2021 linked to the least performing of the Russell 2000 index, the Nasdaq-100 index and the S&P 500 index; 65% trigger; via Barclays; pricing June 26; Cusip: 06746XEB5

• 7.25% to 8.25% callable contingent coupon notes due June 29, 2023 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing June 26; Cusip: 06746XEV1

• Step up callable contingent coupon notes due June 29, 2028 linked to the least performing of the Russell 2000 index, the Nasdaq-100 index and the Euro Stoxx 50 index; 60% trigger; via Barclays; pricing June 26; Cusip: 06746XDW0

• Step up callable contingent coupon notes due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via Barclays; pricing June 26; Cusip: 06746XDX8

• Step up callable contingent coupon notes due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx Banks index; 60% trigger; via Barclays; pricing June 26; Cusip: 06746XE33

• 0% buffered digital notes due Dec. 29, 2021 linked to the S&P 500 index; via Barclays; pricing June 26; Cusip: 06746XDG5

• 0% buffered digital plus notes due June 29, 2023 linked to the S&P 500 index; via Barclays; pricing June 26; Cusip: 06746XDM2

• 0% trigger gears due June 30, 2023 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing June 26; Cusip: 06746T870

• 0% dual directional notes due June 30, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing June 26; Cusip: 06746XDR1

• 5.75% to 6.75% callable contingent coupon notes due June 29, 2023 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via Barclays; pricing June 26; Cusip: 06746XEP4

• 8% to 9% phoenix autocallable notes due Sept. 30, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via Barclays; pricing June 26; Cusip: 06746XEM1

• Phoenix autocallable notes due June 30, 2023 linked to the SPDR S&P Oil & Gas Exploration & Production ETF and the VanEck Vectors Gold Miners ETF; 60% trigger; via Barclays; pricing June 27; Cusip: 06746XF81

• Fixed- to floating-rate notes due June 29, 2023 tied to the 10-year U.S. dollar ICE swap rate; via Barclays; settlement on June 29; Cusip: 06746XFE8

• 0% notes due Dec. 31, 2019 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing June 29; Cusip: 06746XEW9

• 0% buffered SuperTrack notes due June 29, 2023 linked to the Dow Jones industrial average; via Barclays; settlement June 29; Cusip: 06746XDH3

• 0% notes due Jan. 3, 2020 linked to the Euro Stoxx 50 index; via Barclays; pricing June 29; Cusip: 06746XDY6

• 0% buffered SuperTrack notes due July 6, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing June 29; Cusip: 06746XDU4

• 0% buffered SuperTrack notes due July 2, 2020 linked to the FTSE 100 index; via Barclays; pricing June 29; Cusip: 06746XEF6

• 9% to 10% callable contingent coupon notes due June 29, 2023 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing June 29; Cusip: 06746XEU3

• 0% buffered digital notes due July 7, 2021 linked to the S&P 500 index; via Barclays; pricing June 29; Cusip: 06746XFX6

• Buffered Performance Leveraged Upside Securities due Jan. 5, 2021 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management; pricing June 29; Cusip: 06746T730

• 0% buffered SuperTrack notes due July 6, 2022 linked to the S&P 500 index; via Barclays; pricing June 29; Cusip: 06746XEL3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due July 5, 2023 linked to the S&P 500 index; via Barclays and Wells Fargo Securities, LLC; pricing June 29; Cusip: 06746XDV2

• 0% dual directional notes due Dec. 31, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing June 29; Cusip: 06746XEU3

• 0% buffered SuperTrack notes due July 5, 2023 linked to the S&P 500 index and the Dow Jones industrial average; via Barclays; pricing June 29; Cusip: 06746XER0

• 7% to 8% callable contingent coupon notes due June 29, 2023 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial average; via Barclays; pricing June 29; Cusip: 06746XEQ2

• 0% buffered SuperTrack notes due June 29, 2023 linked to the S&P 500 index; via Barclays; settlement June 29; Cusip: 06746XDQ3

• 0% buffered SuperTrack notes due June 29, 2023 linked to the S&P 500 index; via Barclays; settlement June 29; Cusip: 06746XDF7

• 0% Leveraged Index Return Notes due June 2020 linked to a basket of six indexes; via BofA Merrill Lynch; pricing in June

• 0% autocallable market-linked step-up notes due June 2023 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• 0% buffered SuperTrack notes due July 2, 2020 linked to the S&P 500 index; via Barclays; settlement July 5; Cusip: 06746XDP5

BMO HARRIS BANK NA

• Annual income with minimum interest rate certificates of deposit due June 30, 2022 linked to an equally weighted basket of stocks (Target Corp., Home Depot, Inc., Verizon Communications Inc., Ford Motor Co. and Exxon Mobil Corp.); via BMO Capital Markets Corp. with Incapital LLC as distributor; pricing June 26; Cusip: 05581WYK5

BOFA FINANCE LLC

• Floating-rate notes due June 30, 2028 linked to the best performing of the two-year, 10-year and 30-year U.S. dollar ICE swap rates; via BofA Merrill Lynch; pricing June 26

• Contingent income issuer callable notes due Jan. 4, 2021 linked to the least performing of the Russell 2000 index, the FTSE 100 index and the Nikkei Stock Average index; 70% trigger; via BofA Merrill Lynch; pricing June 26; Cusip: 09709TES6

• Contingent income autocallable notes due July 1, 2025 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via BofA Merrill Lynch; pricing June 26; Cusip: 09709TEX5

• Step-up callable notes due June 27, 2024; via BofA Merrill Lynch; settlement on June 27; Cusip: 06048WWW6

• 0% Accelerated Return Notes due in August 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• 16- to 19-month 0% leveraged buffered notes linked to the S&P 500 index; via BofA Merrill Lynch; Cusip: 09709TFC0

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% market-linked notes – leveraged upside participation to a cap and fixed percentage buffered downside due Jan. 6, 2020 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing June 26; Cusip: 13605WLM1

• 0% digital buffered notes due June 29, 2021 linked to the S&P 500 index; via CIBC World Markets Corp.; pricing June 26; Cusip: 13605WLK5

• 0% Accelerated Return Notes due August 2019 linked to an international equity index basket; via BofA Merrill Lynch; pricing in June

• Market-linked step-up notes due August 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due August 2019 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in June

CITIBANK, NA

• 0% market-linked certificates of deposit due June 29, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. with Incapital LLC as distributor; pricing June 26; Cusip: 17294XDY9

• 0% market-linked certificates of deposit due July 1, 2025 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Incapital LLC as distributor; pricing June 26; Cusip: 17294XDV5

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% buffer securities due June 30, 2021 linked to a basket of the S&P 500 index, Euro Stoxx 50 index and Nikkei 225 index; via Citigroup Global Markets Inc.; pricing June 25; Cusip: 17324CWS1

• 0% enhanced barrier digital plus securities due June 29, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17324CVM5

• 0% capped buffer gears due June 30, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing June 26; Cusip: 17326K494

• 0% capped gears due Aug. 30, 2019 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing June 26; Cusip: 17326K882

• 0% upturn securities due Sept. 3, 2019 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17324CWF9

• 0% trigger gears due June 30, 2023 linked to the S&P 500 index; 80% trigger; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17326K627

• 0% barrier securities due June 29, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17324CVJ2

• 0% market-linked notes due July 1, 2021 linked to S&P 500 index, Euro Stoxx 50 index and iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17324CVD5

• 0% enhanced barrier digital plus securities due June 29, 2023 linked to the SPDR S&P 500 ETF Trust; 80% trigger; via Citigroup Global Markets Inc.; pricing June 26; Cusip: 17324XFM7

• 9% to 10% autocallable contingent coupon equity-linked securities due July 6, 2021 linked to the lesser performing of the ordinary shares of Allergan plc and the common stock of Merck & Co., Inc.; via Citigroup Global Markets Inc.; pricing June 27; Cusip: 17324CWK8

• 0% capped buffer gears due Dec. 30, 2019 linked to an unequally weighted basket of the Euro Stoxx 50 index, the Nikkei 225 index, the FTSE 100 index, the S&P/ASX 200 index, the Swiss Market index and the Hang Seng index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing June 27; Cusip: 17326K791

• Non-callable fixed- to floating-rate notes due July 3, 2021; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 17324CW44

• 0% dual directional barrier securities due Dec. 31, 2021 linked to the Euro Stoxx 50 index; 70% trigger; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 17324CVE3

• 0% market-linked notes due July 3, 2023 linked to S&P 500 index, Euro Stoxx 50 index and iShares iBoxx $ High Yield Corporate Bond ETF; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 17324CV78

• 0% market-linked notes due July 2, 2020 linked to the iStoxx Europe Economic Growth Select 50 index; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 17324CVN3

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 29; Cusip: 17326K684

• 0% barrier securities due July 5, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 29; Cusip: 17324CVK9

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; via Citigroup Global Markets Inc.; pricing June 29; Cusip: 17326K577

• Callable contingent coupon equity-linked securities due July 20, 2023 linked to the worse performing of the S&P 500 index, the Russell 2000 index and Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing July 16; Cusip: 17324CWQ5

• Autocallable securities due July 20, 2023 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing July 17; Cusip: 17324CWR3

• Callable step-up coupon notes due July 26, 2021; via Citigroup Global Markets Inc.; pricing July 23; Cusip: 17324CWP7

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable reverse convertible securities due Sept. 30, 2019 linked to American Airlines Group Inc. stock; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22549JUG3

• Step-up contingent coupon callable yield notes due June 29, 2021 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WWU7

• 0% capped gears due Aug. 30, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via UBS Financial Services Inc.; pricing June 26; Cusip: 22549M657

• 0% trigger gears due June 30, 2022 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing June 26; Cusip: 22549M665

• 0% digital buffered notes due Dec. 30, 2021 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WWK9

• 0% capped buffer gears due Dec. 31, 2019 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing June 26; Cusip: 22549M681

• 0% barrier absolute return market-linked notes with daily barrier observation due Dec. 31, 2019 to the S&P 500 index; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing June 26; Cusip: 22550WXB8

• 0% CS notes due Dec. 31, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WX77

• 0% trigger gears due June 29, 2028 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing June 26; Cusip: 22549M673

• Contingent coupon autocallable yield notes due Sept. 30, 2019 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WUT2

• 0% Buffered Accelerated Return Equity Securities due Aug. 1, 2019 tied to the lower performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WUS4

• 6% to 8% contingent coupon autocallable yield notes Dec. 30, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WUX3

• 0% accelerated barrier notes due July 1, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WWY9

• 6% to 8% contingent coupon callable yield notes due June 29, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WV79

• 9% to 11% contingent coupon autocallable yield notes due June 29, 2020 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22550WV46

• Autocallable reverse convertible securities due June 28, 2019 linked to the lowest performing of the stocks of Cleveland-Cliffs Inc., Ensco plc and United States Steel Corp.; via Credit Suisse Securities (USA) LLC; pricing June 27; Cusip: 22549JUL2

• 0% step down trigger autocallable notes due June 30, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC and UBS Financial Services Inc.; pricing June 27; Cusip: 22549M707

• 7% autocallable yield notes due Oct. 2, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 27; Cusip: 22550WXX0

• 0% CS notes due July 2, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WVQ7

• 7% autocallable reverse convertible securities due Oct. 7, 2019 linked to common stock of Intel Corp.; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22549JUH1

• 0% Accelerated Return Equity Securities due May 29, 2020 linked to the Invesco S&P 500 Low Volatility exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WY27

• 0% Buffered Accelerated Return Equity Securities due Jan. 3, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUV7

• 8% to 10% contingent coupon autocallable yield notes due Oct. 7, 2019 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WV20

• Contingent coupon autocallable yield notes due Jan. 6, 2020 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WXE2

• 5% to 7% contingent coupon autocallable yield notes due July 5, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUU9

• 8.25% to 10.25% contingent coupon autocallable yield notes due Oct. 7, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WUQ8

• 11% to 13% contingent coupon autocallable yield notes due June 6, 2020 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WV38

• Contingent coupon autocallable yield notes due July 6, 2020 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ETF; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22550WV38

• 0% Capped Leveraged Index Return Notes due August 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

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

• 0% leveraged buffered notes due in 15 to 17 months linked to a basket of indexes; via Credit Suisse Securities (USA) LLC; Cusip: 22550WXR3

GOLDMAN SACHS BANK USA

• Variable-coupon basket-linked certificates of deposit due June 28, 2023 linked to an equally weighted basket of 10 stocks (AbbVie Inc., AT&T Inc., Chevron Corp., Exxon Mobil Corp., Merck & Co., Inc., Pfizer Inc., Coca-Cola Co., Procter & Gamble Co. and Verizon Communications, Inc. and Wells Fargo & Co.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF57

• Variable-coupon basket-linked certificates of deposit due June 26, 2025 linked to an equally weighted basket of 10 stocks (AbbVie Inc., AT&T Inc., Chevron Corp., Exxon Mobil Corp., Merck & Co., Inc., Pfizer Inc., Coca-Cola Co., Procter & Gamble Co. and Verizon Communications, Inc. and Wells Fargo & Co.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF65

• 0% certificates of deposit due Dec. 31, 2025 linked to the Dow Jones industrial average; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF99

• 0% equity-linked certificates of deposit due June 30, 2025 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF73

• 0% certificates of deposit due June 29, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF32

• 0% certificates of deposit due June 28, 2025 linked to the S&P 500 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF40

• 0% certificates of deposit due Dec. 31, 2025 linked to the S&P 500 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 25; Cusip: 38148RF81

• 0% certificates of deposit due July 1, 2020 linked to the GS Momentum Builder Multi-Asset 5S ER index, via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFE8

• 0% certificates of deposit due March 31, 2022 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFF5

• 0% certificates of deposit due Dec. 30, 2022 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFH1

• 0% certificates of deposit due Sept. 29, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFG3

• 0% certificates of deposit due July 1, 2024 linked to the GS Momentum Builder Multi-Asset 5S ER index; ; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFK4

• 0% certificates of deposit due July 1, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFP3

• 0% autocallable certificates of deposit due July 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFS7

• 1.5% certificates of deposit due June 26, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFY4

• Variable-coupon certificates of deposit due June 27, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFR9

• 0% certificates of deposit due June 29, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFQ1

• 0% autocallable certificates of deposit due July 11, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFN8

• 0% certificates of deposit due July 1, 2025 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFL2

• 0% certificates of deposit due July 1, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFM0

• 0% autocallable certificates of deposit due July 11, 2028 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing June 26; Cusip: 38148RFW8

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due July 2021; via Goldman Sachs & Co. and Incapital LLC; pricing in June; Cusip: 38150AAH8

• Callable step-up fixed-rate notes due July 2028; via Goldman Sachs & Co.; pricing in June; Cusip: 38150AAN5

GS FINANCE CORP.

• 0% leveraged buffered notes due Nov. 29, 2019 linked to a basket of the Hang Seng China Enterprises index, the Nikkei 225 index and the S&P/ASX 200 index; via Goldman Sachs & Co.; pricing June 25; Cusip: 40055QFY3

• 0% leveraged buffered notes due Nov. 29, 2019 linked to Nikkei 225 index, the Hang Seng China Enterprises index and the S&P/ASX 200 index; via Goldman Sachs & Co.; pricing June 25; Cusip: 40055QEZ1

• Callable contingent coupon notes due July 31, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 25; Cusip: 40055QG71

• Contingent coupon notes due July 5, 2022 linked to the least performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 25; Cusip: 40055QH70

• 0% underlier-linked notes due Dec. 30, 2021 linked to the lesser-performing of the Russell 2000 index and the Invesco QQQ Trust, Series 1; via Goldman Sachs & Co.; pricing June 25; Cusip: 40055QHC9

• 0% digital notes due June 30, 2022 linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QCB6

• 0% leveraged buffered notes due Dec. 31, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBW1

• 0% index-linked notes due June 29, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QC67

• 0% leveraged buffered index-linked notes due June 29, 2023 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBZ4

• 0% leveraged index-linked notes due July 1, 2024 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBU5

• 0% autocallable notes due July 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBB7

• 0% autocallable notes due July 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBA9

• 0% autocallable notes due July 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QB92

• 0% autocallable notes due July 11, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QCU4

• 0% notes due Dec. 31, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QCN0

• 0% autocallable notes due July 10, 2026 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QFW7

• 0% notes due March 30, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QCM2

• 0% notes due March 31, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QCQ3

• 0% notes due June 29, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QCP5

• 0% autocallable notes due July 11, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QCH3

• 0% autocallable notes due July 11, 2025 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QCL4

• 0% index-linked notes due Dec. 31, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QGB2

• 0% autocallable notes due July 11, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QB84

• 0% leveraged buffered notes due June 29, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QD74

• 0% leveraged buffered index-linked notes due Dec. 31, 2020 tied to the Russell 2000 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBX9

• Autocallable contingent coupon notes due Jan. 6, 2020 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing June 26; Cusip: 40055QBH4

• 5.5% to 6.25% callable contingent coupon notes due Dec. 29, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QDF6

• 5.25% to 6% callable contingent coupon notes due June 29, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QDE9

• 7% stepping up to 11% callable contingent coupon notes due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QDR0

• 6% to 7% autocallable contingent coupon notes due Jan. 3, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QDG4

• 0% trigger gears due June 30, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. and UBS Financial Services Inc.; pricing June 26; Cusip: 36254G762

• 0% buffered notes due June 29, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QBD3

• 0% leveraged buffered index-linked notes due June 29, 2023 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QC34

• 0% buffered index-linked notes due June 29, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QAW2

• 0% index-linked notes due June 29, 2023 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 40055QC83

• 7.05% to 8.05% autocallable contingent coupon notes due July 5, 2028 linked to the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDC3

• 7.5% to 8.5% autocallable contingent coupon notes due July 5, 2023 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDD1

• 8% to 9% autocallable contingent coupon notes due July 5, 2028 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing June 27; 40055QD82

• 0% basket market-linked notes due Dec. 29, 2023 tied to Euro Stoxx 50 index, FTSE 100 index, Nikkei 225 index, Swiss Market index, S&P/ASX 200 index and Hang Seng index; via Goldman Sachs & Co. LLC with UBS Financial Services Inc.; pricing June 27; Cusip: 40055QE40

• 7% to 8% trigger autocallable contingent yield notes due June 30, 2028 linked to the lesser performing of the MSCI Emerging Markets index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC as underwriter, UBS Financial Services Inc. as selling agent; pricing June 27; Cusip: 36255U182

• 6.4% to 7.4% trigger autocallable contingent yield notes due June 30, 2028 linked to the lesser performing of the Nikkei 225 index and the Russell 2000 index; via Goldman Sachs & Co. LLC as underwriter, UBS Financial Services Inc. as selling agent; pricing June 27; Cusip: 36255U174

• Callable buffered monthly range accrual notes due June 29, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QCC4

• Callable monthly range accrual notes due June 29, 2028 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing June 27; Cusip: 40055QBV3

• 8.05% to 9.05% callable contingent coupon notes due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDA7

• 6.75% to 7.75% callable contingent coupon notes due June 29, 2021 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDH2

• 5.6% to 6.35% autocallable contingent coupon notes due July 6, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDS8

• 8% to 9% callable contingent coupon notes due June 29, 2028 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the Nasdaq-100 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDM1

• 6.5% to 7.5% callable contingent coupon notes due June 29, 2023 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDK5

• 10.1% to 11.1% callable contingent coupon notes due June 29, 2028 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDN9

• 9.25% to 10.25% callable contingent coupon notes due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDJ8

• 8.25% to 9.25% callable contingent coupon notes due June 29, 2033 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QD90

• 6.5% to 7.5% callable contingent coupon notes due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDB5

• 9% stepping up to 15.5% callable contingent coupon notes due June 29, 2028 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 27; Cusip: 40055QDQ2

• 6.7% to 7.7% trigger autocallable contingent yield notes due June 30, 2028 linked to the lesser performing of the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC as underwriter, UBS Financial Services Inc. as selling agent; pricing June 27; Cusip: 36255U166

• 0% index-linked notes due July 6, 2023 tied to the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via Goldman Sachs & Co.; pricing June 28; Cusip: 40055QGC0

• 0% index-linked notes due July 3, 2023 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing June 28; Cusip: 40055QGN6

• 0% notes due July 5, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QED0

• 0% autocallable notes due July 18, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEK4

• 0% notes due July 2, 2020 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEC2

• 0% notes due Jan. 3, 2022 linked to the least performing of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEH1

• 0% notes due Oct. 4, 2021 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing June 29; Cusip: 40055QEJ7

• 8.7% to 9.7% autocallable contingent coupon notes due Jan. 7, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QDL3

• 0% leveraged buffered index-linked notes due July 5, 2023 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEB4

• 0% leveraged buffered notes due July 2, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing June 29; Cusip: 40055QE73

• 0% leveraged buffered index-linked notes due July 5, 2023 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing June 29; Cusip: 40055QEA6

• Callable contingent coupon notes due July 5, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing June 29; Cusip: 40055QEF5

• 0% leveraged buffered index-linked notes due Jan. 7, 2021 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QER9

• 0% leveraged buffered notes due Jan. 9, 2023 linked to Euro Stoxx 50 index, the iShares MSCI Emerging Markets ETF and the Nikkei 225 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QEY4

• 0% notes due July 7, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QET5

• 0% autocallable notes due July 18, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QEU2

• 0% leveraged buffered notes due Nov. 7, 2019 linked to the iShares MSCI EAFE ETF; via Goldman Sachs & Co. LLC; pricing July 2; Cusip: 40055QFF4

• 0% leveraged buffered index-linked notes due Nov. 7, 2019 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QFE7

• 0% leveraged buffered index-linked notes due July 8, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QEV0

• Autocallable contingent coupon notes due Jan. 7, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QES7

• 0% index-linked notes due Jan. 3, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QFG2

• 0% buffered digital notes due July 7, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QF23

• 0% leveraged buffered digital notes due July 8, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 2; Cusip: 40055QFN7

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes; via Goldman Sachs & Co.; Cusip: 40055QFT4

• 0% leveraged notes due in 13 to 15 months linked to an unequally weighted basket of indexes; via Goldman Sachs & Co.; Cusip: 40055QG55

• 0% leveraged buffered notes due in 24 to 27 months linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 40055QG63

• 0% leveraged index-linked notes due in 12 to 14 months tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 40055QH62

• 0% digital notes due in 24 to 27 months linked to the iShares MSCI Emerging Markets ETF; via Goldman Sachs & Co.; Cusip: 40055QG48

HSBC BANK USA, NA

• Income Plus certificates of deposit due June 28, 2021 linked to the common stocks of Bristol-Myers Squibb Co., General Motors Co., Intel Corp., International Business Machines Corp. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YZR1

• Income Plus certificates of deposit due June 28, 2023 linked to the common stocks of Bristol-Myers Squibb Co., General Motors Co., Intel Corp., International Business Machines Corp. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YZS9

• 0% growth opportunity averaging certificates of deposit due June 30, 2025 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YZX8

• 0% growth opportunity certificates of deposit due June 28, 2023 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YZW0

• 0% growth opportunity certificates of deposit due June 28, 2022 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YZZ3

• 0% growth opportunity certificates of deposit due June 30, 2025 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YA23

• 0% autocallable certificates of deposit due June 30, 2025 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25; Cusip: 40434YA49

• 0% accumulated return certificates of deposit due June 28, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc. with Incapital LLC as distributor; pricing June 25: Cusip: 40434YZV2

HSBC USA, INC.

• 0% autocallable barrier notes due June 28, 2023 linked to the lesser performing of the Dow Jones Industrial average and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing June 25; Cusip: 40435FH75

• Autocallable contingent income barrier notes due June 29, 2021 linked to the least performing of the common stocks of AbbVie Inc., Netflix, Inc. and JPMorgan Chase & Co.; 50% trigger; via HSBC Securities (USA) Inc. and Wells Fargo Securities, LLC; pricing June 26; Cusip: 40435FG84

• 0% barrier enhanced participation notes due June 29, 2023 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; 50% trigger; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FE45

• 0% buffered accelerated market participation securities due Dec. 29, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FD95

• 0% buffered accelerated market participation securities due Dec. 29, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FE37

• 0% buffered digital notes due June 29, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FE52

• 0% leveraged buffered uncapped market participation securities due June 29, 2023 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FC70

• Zero-coupon 5% limited loss notes due June 29, 2020 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FF28

• 0% buffered accelerated market participation securities due Dec. 29, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FE29

• 0% capped buffer gears due Dec. 31, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing June 26; Cusip: 40435X207

• 0% buffered accelerated market participation securities due Dec. 29, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FD87

• 0% capped trigger gears due June 30, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435X108

• Autocallable barrier notes with contingent return due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc. and Wells Fargo Securities, LLC; pricing June 26; Cusip: 40435FE86

• Callable barrier notes with contingent return due June 29, 2028 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via HSBC Securities (USA) Inc. and Wells Fargo Securities, LLC; pricing June 26; Cusip: 40435FE94

• 0% buffered accelerated market participation securities due Dec. 29, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FD79

• 0% buffered uncapped market participation securities due June 29, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40435FC88

• Leveraged steepener notes due July 3, 2023; via HSBC Securities (USA) Inc.; pricing June 27; Cusip: 40435FH91

• 0% step down trigger autocallable notes due June 30, 2023 linked to the lesser performing of the Dow Jones Industrial average and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 27; Cusip: 40435X702

• 0% step down trigger autocallable notes due June 30, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc. as underwriter, UBS Financial Services Inc. as agent; pricing June 27; Cusip: 40435X405

• Zero-coupon 5% limited loss notes due July 6, 2020 linked to the HSBC Vantage5 Index (USD) Excess Return; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FF36

• 0% buffered uncapped market participation securities due July 6, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FC96

• 0% buffered uncapped market participation securities due July 5, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FD20

• 6.25% autocallable yield notes due Oct. 7, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing June 29; Cusip: 40435FE60

• 0% autocallable market-linked step-up notes due June 2023 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in June

• 0% buffered market participation securities due Oct. 17, 2019 tied to the Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing July 12; Cusip: 40435FH42

• 0% buffered market participation securities due Oct. 17, 2019 tied to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing July 12; Cusip: 40435FH59

• 0% buffered market participation securities due Oct. 17, 2019 tied to the Market Vectors Gold Miners ETF; via HSBC Securities (USA) Inc.; pricing July 12; Cusip: 40435FH67

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due June 30, 2025 linked to a basket of stocks (Altria Group, Inc., Apple Inc., AT&T Inc., Chevron Corp., Cisco Systems, Inc., Exxon Mobil Corp., Ford Motor Co., International Business Machines Corp., Merck & Co., Inc. and Verizon Communications Inc.); via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing June 26; Cusip: 48128FER9

• 0% certificates of deposit due June 30, 2021 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 June 26; Cusip: 48128FDX7

• 0% certificates of deposit due June 30, 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 June 26; Cusip: 48128FDY5

• 0% certificates of deposit due June 30, 2023 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 June 26; Cusip: 48128FDZ2

• 0% certificates of deposit due June 28, 2024 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 June 26; Cusip: 48128FEA6

• 0% certificates of deposit due June 30, 2025 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 June 26; Cusip: 48128FEB4

• 0% autocallable certificates of deposit due June 30, 2025 with step-up call value 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 June 26; Cusip: 48128FEN8

• Certificates of deposit with contingent annual interest due June 30, 2025 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 June 26; Cusip: 48128FDG4

• Certificates of deposit due June 30, 2025 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 June 26; Cusip: 48128FDF6

• Variable annual income certificates of deposit due June 30, 2025 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 June 26; Cusip: 48128FDE9

• 0% autocallable certificates of deposit due June 30, 2028 with step-up call value 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 June 26; Cusip: 48128FES7

• 0% certificates of deposit due Dec. 31, 2020 linked to the J.P. Morgan Meridian index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing June 26; Cusip: 48128FDW9

• 0% capped quarterly observation certificates of deposit due June 30, 2022 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing June 26; Cusip: 48128FDH2

• 0% capped certificates of deposit due June 30, 2025 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing June 26; Cusip: 48126Y8V8

JPMORGAN CHASE FINANCIAL CO. LLC

• Autocallable contingent interest notes due June 30, 2021 linked to the least performing of the common stocks of Apple Inc., Amazon.com, Inc., Netflix, Inc. and Alphabet Inc.; via J.P. Morgan Securities LLC; pricing June 25; Cusip: 48129M3K0

• Autocallable contingent interest notes due June 28, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 25; Cusip: 48129M4D5

• 0% review notes due June 29, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 25; Cusip: 48129M2B1

• 0% step-up autocallable notes due June 30, 2025 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing June 25; Cusip: 48129MZX7

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the Bloomberg Commodity index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 46647MRZ8

• 0% buffered enhanced participation notes due June 30, 2020 linked to the 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 J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129M2M7

• 0% uncapped buffered return enhanced notes due Dec. 31, 2021 linked to the FTSE 100 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MZC3

• 5.25% to 7.25% autocallable contingent interest notes due Sept. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MXK7

• 5% to 7% autocallable contingent interest notes due Dec. 31, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MXD3

• 7% to 9% autocallable contingent interest notes due Dec. 31, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MXM3

• 7.25% to 9.25% autocallable contingent interest notes due Sept. 30, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MXG6

• 0% buffered digital notes due Dec. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MXL5

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129M2K1

• 0% capped buffered equity notes due June 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129M3B0

• 0% trigger gears due June 30, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129N658

• 0% uncapped buffered return enhanced notes due June 30, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MZB5

• 0% uncapped contingent buffered return enhanced notes due June 30, 2023 linked to the lesser performing of the S&P 500 Low Volatility High Dividend index and the Euro Stoxx Select Dividend 30 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48129MXN1

• Callable range accrual securities due June 29, 2020 linked to 10-year U.S. dollar ICE swap rate; via J.P. Morgan Securities LLC; pricing June 27; Cusip: 46647MSB0

• 0% trigger step securities due June 30, 2022 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 27; Cusip: 48129N666

• 0% capped gears due Aug. 30, 2019 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing June 27; Cusip: 48129N682

• Callable contingent interest notes due July 2, 2024 linked to the lesser performing of the Russell 2000 index and the Dow Jones industrial average; 65% trigger; via J.P. Morgan Securities LLC; pricing June 27; Cusip: 48129MZZ2

• 0% capped buffered equity notes due Dec. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48129M3N4

• 0% uncapped contingent buffered return enhanced notes due July 3, 2023 linked to the least performing of the S&P 500 index, the Dow Jones Industrial average and the Invesco QQQ Trust, Series 1; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48129M3P9

• 6.8% autocallable contingent interest notes due Sept. 30, 2019 linked to the common stock of Abbvie Inc.; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M3G9

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYT7

• 0% uncapped buffered return enhanced notes due Dec. 31, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYY6

• 0% trigger jump securities due July 6, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129N583

• 0% notes due June 30, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXZ4

• 0% capped buffered return enhanced notes due May 29, 2020 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129HMX2

• 0% capped buffered return enhanced notes due Dec. 31, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYX8

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYQ3

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYR1

• 0% equity-linked partial principal at risk securities due July 6, 2020 linked to the MSCI Europe index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129N690

• 0% contingent buffered return enhance notes due June 30, 2023 linked to the lesser performing of the Nasdaq-100 index and the S&P 500 index; 60% trigger; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXS0

• 0% capped buffered return enhanced notes due Dec. 31, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYW0

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYP5

• 7% to 9% autocallable contingent interest notes due Sept. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXR2

• 7.25% to 9.25% autocallable contingent interest notes due Sept. 30, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXT8

• 9% to 11% autocallable contingent interest notes due June 28, 2019 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXU5

• 0% notes due June 30, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXY7

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC as agent, Morgan Stanley Smith Barney LLC as distributor; pricing June 29; Cusip: 48129N617

• 0% capped buffered return enhanced notes due Dec. 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYV2

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYM2

• 0% uncapped buffered return enhanced notes due June 30, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYU4

• 0% review notes due July 5, 2024 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129M2C9

• 0% digital notes due July 31, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXP6

• 0% capped dual directional buffered equity notes due June 30, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYG5

• 0% uncapped contingent buffered return enhanced notes due June 30, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MXX9

• 0% uncapped buffered equity notes due June 30, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYE0

• Autocallable contingent interest notes due June 30, 2021 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129MYC4

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the S&P MidCap 400 index; via J.P. Morgan Securities LLC; pricing June 29; Cusip: 48129N591

• Autocallable contingent interest notes due April 7, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48129M3X2

• 0% capped buffered return enhanced notes due Oct. 7, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48129M4J2

• 0% capped buffered return enhanced notes due Oct. 7, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48129M4H6

MORGAN STANLEY

• Fixed-rate step-up notes due June 26, 2020; via Morgan Stanley & Co. LLC as agent, Morgan Stanley Wealth Management as distributor; settlement on June 26; Cusip: 61760QLH5

• Fixed- to floating-rate notes due June 29, 2023 linked to the 10-year U.S. dollar ICE swap rate; via Morgan Stanley & Co. LLC; settlement on June 29; Cusip: 61760QLJ1

MORGAN STANLEY BANK, NA

• Market-linked certificates of deposit due June 29, 2023 linked to the least performing of the common stocks of Apple Inc., Home Depot, Inc., Exxon Mobil Corp., Philip Morris International Inc. and Target Corp.; via Morgan Stanley & Co. LLC with Incapital LLC as distributor; pricing June 26; Cusip: 61765QGR4

• 0% market-linked certificates of deposit due July 1, 2021 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC with Incapital LLC as distributor; pricing June 26; Cusip: 61765QGV5

• 0% market-linked certificates of deposit due Dec. 30, 2022 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC with Incapital LLC as distributor; pricing June 26; Cusip: 61765QGX1

• 0% market-linked certificates of deposit due July 1, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC with Incapital LLC as distributor; pricing June 26; Cusip: 61765QGU7

MORGAN STANLEY FINANCE LLC

• 0% trigger gears securities due June 30, 2025 linked to a basket of indexes; via Morgan Stanley & Co. LLC; pricing June 25; Cusip: 61768Q866

• 0% trigger gears due June 30, 2025 linked to the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing June 25; Cusip: 61768Q874

• 0% equity-linked partial principal at risk securities due June 30, 2021 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx Select Dividend 30 index; via Morgan Stanley & Co. LLC; pricing June 25; Cusip: 61768C5F0

• 0% equity-linked partial principal at risk securities due June 30, 2021 linked to an equally weighted basket of the S&P 500 index, Russell 2000 index and Euro Stoxx Select Dividend 30 index; via Morgan Stanley & Co. LLC; pricing June 25; Cusip: 61768C5H6

• 0% trigger Performance Leveraged Upside Securities due Dec. 31, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C3N5

• 0% buffered Performance Leveraged Upside Securities due June 29, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C3Q8

• 0% jump notes with autocallable feature due Dec. 31, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C4L8

• 0% jump notes with autocallable feature due Dec. 31, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C4M6

• 0% enhanced buffered jump securities due July 1, 2021 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C3R6

• Contingent income autocallable securities due July 1, 2020 linked to the worst performing of the Russell 2000 index, the Nasdaq-100 index and the Dow Jones industrial average ETF trust; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C5M5

• 0% equity-linked partial principal at risk securities due July 1, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 61768C4X2

• 0% trigger gears securities due June 30, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing June 26; Cusip: 61768Q650

• 0% buffered Performance Leveraged Upside Securities due June 29, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 27; Cusip: 61768C4K0

• 0% trigger absolute return step securities due June 30, 2023 linked to Euro Stoxx 50 index; 70% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing June 27; Cusip: 61768Q684

• 0% market-linked notes due June 30, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 27; 61768C4Q7

• 0% trigger gears securities due June 30, 2023 linked to Euro Stoxx 50 index, the FTSE 100 index, Nikkei 225 index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing June 27; Cusip: 61768Q668

• 0% trigger gears due June 29, 2028 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 27; Cusip: 61768Q676

• Contingent income autocallable securities due June 30, 2021 linked to the lesser performing of the common stocks of Microsoft Corp. and Nvidia Corp.; 55% trigger; via Morgan Stanley & Co. LLC; pricing June 27; Cusip: 61768C5B9

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q767

• 0% buffered Performance Leveraged Upside Securities due July 2, 2020 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C3T2

• 0% buffered Performance Leveraged Upside Securities due Jan. 5, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q775

• 0% buffered Performance Leveraged Upside Securities due July 2, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C3X3

• 0% trigger Performance Leveraged Upside Securities due July 3, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q551

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the iShares MSCI Emerging Markets ETF; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q783

• 0% market-linked notes due July 5, 2022 linked to the Morgan Stanley ETF-MAP 2 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q601

• 0% jump notes with autocallable feature due July 5, 2023 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C4C8

• 0% trigger Performance Leveraged Upside Securities due July 5, 2023 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768C4J3

• 0% equity-linked partial principal at risk securities due July 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q619

• 0% buffered Performance Leveraged Upside Securities due July 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q627

• 0% trigger Performance Leveraged Upside Securities due July 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 29; Cusip: 61768Q593

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C5G8

ROYAL BANK OF CANADA

• 0% notes due June 30, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78013XLY2

• 0% trigger step securities due June 30, 2022 linked to the iShares MSCI EAFE exchange-traded fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 26; Cusip: 78014G146

• 0% buffered enhanced return notes due June 30, 2020 linked to the Russell 2000 index; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78013XMT2

• 0% barrier booster notes due July 1, 2025 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial average; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78013XNH7

• 0% capped buffer gears due June 30, 2020 linked to the S&P 500 index; via RBC Capital Markets, LLC and UBS Financial Services Inc.; pricing June 26; Cusip: 78014G104

• 0% trigger absolute return step securities due June 30, 2023 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 26; Cusip: 78014G138

• 0% buffered return notes due June 29, 2023 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78013XMD7

• 0% barrier booster notes due July 1, 2024 linked to the lesser performing of the S&P 500 index and the Dow Jones Industrial average; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78013XMF2

• 0% capped trigger gears due June 30, 2021 linked to the S&P MidCap 400 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 26; Cusip: 78014G120

• 0% notes due June 30, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing June 27; Cusip: 78013XMP0

• 0% trigger autocallable contingent yield notes due July 1, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund and the iShares Russell 2000 exchange-traded fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 27; Cusip: 78014G211

• 0% autocallable contingent coupon barrier notes due July 1, 2021 linked to the least performing of the common stocks of Intel Corp. and Micron Technology, Inc.; via RBC Capital Markets, LLC; pricing June 27; Cusip: 78013XND6

• 0% Performance Leveraged Upside Securities due Jan. 3, 2019 linked to a basket made up of three indexes and three exchange-traded funds; via RBC Capital Markets, LLC as agent, Morgan Stanley Wealth Management as distributor; pricing June 29; Cusip: 78014G203

• 0% market-linked securities – leveraged upside participation and fixed percentage buffered downside due Jan. 5, 2024 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing June 29; Cusip: 78013XLK2

• 0% barrier absolute return notes due June 29, 2023 linked to S&P 500 index; via RBC Capital Markets, LLC; pricing June 29; Cusip: 78013XMG0

• 0% Performance Leveraged Upside Securities due Oct. 3, 2019 linked to the Topix index; via RBC Capital Markets, LLC as agent, Morgan Stanley Wealth Management as distributor; pricing June 29; Cusip: 78014G195

• 0% Accelerated Return Notes due August 2019 linked to Raytheon Co., Lockheed Martin Corp. and Boeing Co.; via BofA Merrill Lynch; pricing in June

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

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due August 2019 linked to the JPX-Nikkei index 400; via BofA Merrill Lynch; pricing in June

TORONTO-DOMINION BANK

• 0% capped buffered return enhanced notes due June 30, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via TD Securities (USA) LLC; pricing June 26; Cusip: 89114QNK0

• 0% leveraged capped buffered 16- to 18-month notes linked to the MSCI EAFE index; via TD Securities (USA) LLC; Cusip: 89114QNW4

UBS AG, LONDON BRANCH

• 0% barrier absolute return market-linked notes with daily barrier observation due June 30, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90270KSL4

• 0% capped trigger gears due June 30, 2021 linked to the S&P 500 index; via UBS Investment Bank and UBS Financial Services Inc.; pricing June 26; Cusip: 90281A421

• 0% trigger gears due June 30, 2023 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 27; Cusip: 90281A439

• 0% capped leveraged buffered notes due in 18 to 21 months linked to a basket of indexes; via UBS Securities LLC; Cusip: 90270KSJ9

• 0% capped leveraged buffered notes due in 19 to 22 months linked to the S&P 500 index; via UBS Securities LLC; Cusip: 90270KSN0

WELLS FARGO & CO.

• Market-linked securities due June 29, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Wells Fargo Securities LLC; pricing June 26; Cusip: 95001B4E1

• Market-linked securities due June 29, 2023 – autocallable with contingent coupon and contingent downside linked to the least performing of the Nasdaq-100 index and the Russell 2000 index; 65% trigger; via Wells Fargo Securities LLC; pricing June 26; Cusip: 95001B4K7

• Step-up callable notes due June 29, 2022; via Wells Fargo Securities, LLC; pricing June 27; Cusip: 95001D2L3

• 0% equity index-linked securities due Jan. 6, 2022 linked to the S&P 500 index with leveraged upside participation to a cap and contingent downside; via Wells Fargo Securities, LLC; pricing June 28; Cusip: 95001B4G6

• Market-linked securities due June 29, 2022 – autocallable with contingent coupon and contingent downside linked to the least 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 June 28; Cusip: 95001B4D3

• Market-linked securities due June 29, 2022 – autocallable with contingent coupon and contingent downside linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 65% trigger; via Wells Fargo Securities LLC; pricing June 28; Cusip: 95001B4F8

• Fixed- to floating-rate notes due July 3, 2028 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing June 29; Cusip: 95001D2N9

• Market-linked securities due July 6, 2021 – autocallable with fixed percentage buffered downside linked to the Energy Select Sector SPDR fund; via Wells Fargo Securities LLC; pricing June 29; Cusip: 95001B4C5

• Capped floating-rate notes due Jan. 3, 2022 linked to Libor; via Wells Fargo Securities, LLC; pricing June 29; Cusip: 95001D2M1

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