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

Published on 8/9/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Aug. 28, 2023; via BofA Merrill Lynch; settlement on Aug. 28; Cusip: 06048WXF2

BANK OF MONTREAL

• Redeemable step-up coupon notes due Aug. 27, 2021; via BMO Capital Markets Corp.; pricing Aug. 23; Cusip: 06367WBC6

• Autocallable cash-settled notes with conditional interest payments due Aug. 30, 2019 linked to the lesser performing of the Nasdaq-100 index and the Russell 2000 index; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAR4

• 0% equity-linked index notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Total Return index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAY9

• 0% equity-linked index notes due June 30, 2021 linked to the Raymond James CEFR Domestic Equity Total Return index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAZ6

• 0% buffered bullish enhanced return notes due Feb. 28, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAT0

• Autocallable barrier notes with contingent coupons due Nov. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAL7

• Autocallable barrier notes with contingent coupons due Nov. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAN3

• Autocallable barrier notes with contingent coupons due July 30, 2021 linked to the VanEck Vectors Gold Miners ETF; 75% trigger; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06367WAP8

• Autocallable cash-settled notes with conditional interest payments due Aug. 31, 2021 linked to the lesser performing of the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund and the VanEck Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06367WAH6

BANK OF NOVA SCOTIA

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

• 0% capped buffered enhanced participation notes due in 23 to 26 months linked to the iShares MSCI Emerging Markets exchange-traded fund; via Scotia Capital (USA) Inc.; Cusip: 064159LW4

• 0% digital notes due in 23 to 26 months linked to the S&P 500 index; via Scotia Capital (USA) Inc.; Cusip: 064159LZ7

BARCLAYS BANK PLC

• 0% partial principal at risk securities due Sept. 3, 2020 linked to the MSCI Europe index; via Barclays; pricing Aug. 15; Cusip: 06746T219

• Buffered Performance Leveraged Upside Securities due Sept. 3, 2020 linked to the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management; pricing Aug. 15; Cusip: 06746T227

• Phoenix autocallable notes due Feb. 19, 2021 linked to the least performing of the common stocks of Caterpillar Inc., Goldman Sachs Group Inc. and Amazon.com, Inc.; 70% trigger; via Barclays; pricing Aug. 16; Cusip: 06741WEH9

• Step-up fixed-rate callable notes due Aug. 24, 2023; via Barclays; settlement on Aug. 24; Cusip: 06746XLW1

• 0% notes due Feb. 26, 2021 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Aug. 24; Cusip: 06746XKF9

• 0% notes due Aug. 27, 2020 linked to the Barclays Trailblazer Sectors 5 index; via Barclays; pricing Aug. 24; Cusip: 06746XKG7

• 0% annual autocallable notes due Aug. 29, 2022 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 Aug. 24; Cusip: 06746XKE2

• Annual autocallable notes due Aug. 29, 2022 linked to the least performing of the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production ETF; 70% trigger; via Barclays; pricing Aug. 24; Cusip: 06746XKD4

• Fixed- to floating-rate notes due Aug. 29, 2025 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; pricing Aug. 27; Cusip: 06746XKU6

• Fixed- to floating-rate notes due Aug. 31, 2023 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 06746XM34

• Callable range accrual notes due March 4, 2026 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XLP6

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XK93

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XKA0

• 0% buffered SuperTrack notes due Feb. 26, 2021 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKQ5

• 0% capped buffer gears due Feb. 28, 2020 linked to the S&P 500 index; 90% trigger; via Barclays; pricing Aug. 28; Cusip: 06746T144

• 0% buffered digital notes due Feb. 28, 2022 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKP7

• 0% buffered SuperTrack notes due Aug. 31, 2021 linked to the iShares MSCI Emerging Markets ETF and the iShares MSCI EAFE ETF; via Barclays; pricing Aug. 28; Cusip: 06746XL43

• 0% buffered SuperTrack notes due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 28; Cusip: 06746XLM3

• 0% dual directional notes due Aug. 31, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 75% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLC5

• 0% trigger gears due Aug. 31, 2023 linked to the S&P 500 index; 60% trigger; via Barclays; pricing Aug. 28; Cusip: 06746T177

• 0% buffered digital notes due Aug. 31, 2020 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKN2

• 0% buffered digital notes due Feb. 28, 2022 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKP7

• 0% buffered SuperTrack notes due Aug. 31, 2023 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06746XKL6

• 0% buffered digital plus notes due Aug. 31, 2023 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XKR3

• 4.5% buffered notes due Aug. 31, 2023 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XKS1

• 4.75% buffered notes due Aug. 29, 2025 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XKT9

• 9.35% to 10.35% autocallable notes due Sept. 1, 2021 linked to the least performing of the commons stocks of Netflix Inc., Amazon.com, Inc. and Apple Inc. and the class C common stock of Alphabet Inc.; via Barclays; pricing Aug. 28; Cusip: 06746XKW2

• 6% to 7% callable contingent coupon notes due Aug. 29, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XL92

• 0% capped trigger gears due Aug. 31, 2021 linked to the iShares Emerging Markets exchange-traded fund; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 06746T169.

• Fixed- to floating-rate notes due Aug. Aug. 30, 2030 linked to the spread between the 30-year U.S. dollar ICE swap rate and the two-year U.S. dollar ICE swap rate; via Barclays; pricing Aug. 28; Cusip: 06746XKV4

• Callable range accrual securities due March 4, 2026 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06746XLP6

• Callable contingent coupon notes due Aug. 31, 2023 linked to the least performing of the Russell 2000 index, S&P 500 index and the Nasdaq-100 index; 60% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLR2

• Callable contingent coupon notes due Aug. 31, 2023 linked to the least performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLL5

• Buffered phoenix autocallable notes due March 4, 2026 linked to the lesser performing of the SPDR S&P Oil & Gas Exploration & Production ETF and the VanEck Vectors Gold Miners ETF; via Barclays; pricing Aug. 28; Cusip: 06746XLH4

• Phoenix autocallable notes due Nov. 29, 2019 linked to the SPDR S&P Oil & Gas Exploration & Production ETF; 70% trigger; via Barclays; pricing Aug. 28; Cusip: 06746XLK7

• 0% trigger gears due Oct. 31, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Aug. 29; Cusip: 06746T151

• 0% notes due March 4, 2020 linked to the lesser performing of the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06746XL68

• 0% buffered SuperTrack notes due July 31, 2021 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06746XKK8

• 0% notes due March 4, 2020 linked to the Euro Stoxx 50 index; via Barclays; pricing Aug. 31; Cusip: 06746XL68

• Callable contingent coupon notes due Sept. 6, 2023 linked to the least performing of the Russell 2000 index, S&P 500 index and the Nasdaq-100 index; 65% trigger; via Barclays; pricing Aug. 31; Cusip: 06746XLS0

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

• 0% Leveraged Index Return Notes due August 2020 linked to the Euro Stoxx 50 index, the FTSE 100 index, the Nikkei Stock Average index, the Swiss Market index, the S&P/ASX 200 index and the Hang Seng index; 70% trigger; via BofA Merrill Lynch; pricing in August

BOFA FINANCE LLC

• 0% capped leveraged index return notes due August 2020 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in August

• 0% leveraged buffered notes due in 22 to 25 months linked to the S&P 500 index; via BofA Merrill Lynch; Cusip: 09709TFS5

CANADIAN IMPERIAL BANK OF COMMERCE

• Step-up callable notes due Aug. 17, 2021; via CIBC World Markets Corp.; pricing Aug. 14; Cusip: 13605WLZ2

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Trigger autocallable contingent yield notes due Aug. 13, 2021 linked to the lesser performing of the MSCI Emerging Markets index and the S&P 500 index; 70% trigger; via UBS Financial Services Inc. and Citigroup Global Markets Inc.; pricing Aug. 10; Cusip: 17326X850

• 0% contingent buffered digital notes due Nov. 14, 2019 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 10; Cusip: 17324CZG4

• Callable barrier fixed-to-floating range accrual securities due Aug. 16, 2033 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Citigroup Global Markets Inc.; pricing Aug. 13; Cusip: 17324CYQ3

• Non-callable fixed- to floating-rate notes due Aug. 16, 2028 linked to Libor; via Citigroup Global Markets Inc.; pricing Aug. 14; Cusip: 17298CGC6

• 0% market-linked notes due Aug. 27, 2020 linked to the iStoxx Europe Economic Growth Select 50 index; via Citigroup Global Markets Inc.; pricing Aug. 24; Cusip: 17324CYP5

• 0% market-linked certificates of deposit due Aug. 31, 2023 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17294XGA8

• 0% market-linked certificates of deposit due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17294XFZ4

• Callable contingent coupon equity-linked securities due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 17324CZ66

• 0% buffered digital plus securities due Sept. 5, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CYL4

• 0% capped gears due Oct. 31, 2019 linked to the iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 17326X678

• Non-callable fixed- to floating-rate notes due Aug. 31, 2021 linked to Libor; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CYX8

• 0% notes due Sept. 2, 2021 tied to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 28; Cusip: 17324CYD2

• 0% trigger absolute return securities due Aug. 31, 2023 linked to the Euro Stoxx 50 index; 70% trigger; via Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17326X728

• 0% trigger step securities due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Citigroup Global Markets Inc.; pricing Aug. 29; Cusip: 17326X660

• 7% to 7.5% autocallable contingent coupon equity linked securities due Sept. 5, 2025 linked to the S&P 500 index and the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 17324CZ90

• 0% market-linked notes due Sept. 6, 2023 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 31; Cusip: 17324CYC4

• 13- to 15-month 0% buffered digital notes linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; Cusip: 17324CZ41

• 0% index-linked notes due in 17 to 20 months tied to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17324CXU5

• 0% notes due in 25 to 28 months linked to a basket of indexes; via Citigroup Global Markets Inc.; Cusip: 17324CXX9

CREDIT SUISSE AG, LONDON BRANCH

• 0% buffered notes due Aug. 28, 2019 linked to the Hang Seng China Enterprises index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing Aug. 10; Cusip: 22551L3V0

• 0% capped knock-out notes due Aug. 28, 2019 linked to the Russell 2000 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing Aug. 10; Cusip: 22551L3U2

• Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the iShares MSCI Emerging Markets ETF; via Credit Suisse Securities (USA) LLC with Morgan Stanley Wealth Management; pricing Aug. 15; Cusip: 22549R110

• 12.75% contingent coupon autocallable reverse convertible securities due Feb. 22, 2021 linked to the least performing of the common stocks of Amazon.com Inc., Facebook, Inc., Alphabet, Inc. and Netflix, Inc.; via Credit Suisse Securities (USA) LLC; pricing Aug. 16; Cusip: 22549JVW7

• Contingent coupon autocallable reverse convertible securities due Nov. 22, 2019 linked to Marathon Oil Corp. stock; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 17; Cusip: 22549JVV9

• 0% digital barrier notes due March 2, 2020 linked to the lesser performing of the iShares MSCI Emerging Markets ETF and the Euro Stoxx Banks index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L3D0

• 0% absolute return barrier securities due Aug. 31, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2D1

• 0% digital plus barrier notes due Sept. 3, 2024 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2G4

• 0% digital barrier notes due Sept. 3, 2024 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2F6

• Contingent coupon callable yield notes due Aug. 29, 2023 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22550BWH2

• Contingent coupon callable yield notes due Aug. 31, 2021 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22551L2Z2

• 0% digital buffered notes due March 3, 2022 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L3B4

• 0% accelerated barrier notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2N9

• 0% accelerated barrier notes due Sept. 2, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2B5

• 0% CS notes due March 4, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2R0

• 0% trigger step securities due Aug. 31, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. as distributor; pricing Aug. 28; Cusip: 22549R151

• 0% capped gears due Oct. 31, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. as distributor; pricing Aug. 28; Cusip: 22549R128

• 0% accelerated barrier notes due Sept. 2, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22551L2B5

• 0% digital buffered notes due March 3, 2022 linked to the Russell 2000 index; via Incapital LLC; pricing Aug. 28; Cusip: 22551L3F5

• 0% CS notes due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22551L2C3

• Contingent coupon autocallable yield notes due Aug. 31, 2020 linked to the worse 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 Aug. 28; Cusip: 22550BVY6

• 0% digital plus barrier securities due Sept. 6, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22551L2P4

• Contingent coupon callable yield notes due Sept. 7, 2021 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22551L2Q2

• Contingent coupon callable yield notes due Dec. 6, 2019 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22550BVT7

• 0% buffered accelerated return equity securities due Oct. 3, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22550BWN9

• Autocallable market-linked step-up notes due August 2021 linked to Euro Stoxx 50 index, FTSE 100 index, Nikkei Stock Average index, Swiss Market index, S&P/ASX 200 index and Hang Seng index; via BofA Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 2024 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in August

• 0% digital buffered notes due in 17 to 20 months linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUZ4

• 0% leveraged notes tied to the iShares MSCI Emerging Markets exchange-traded fund due in 13 to 15 months; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUS0

• 0% leveraged buffered notes linked to the S&P 500 index due in 20 to 23 months; via Credit Suisse Securities (USA) LLC; Cusip: 22550BUT8

• 0% leveraged notes tied to the SPDR S&P Regional Banking ETF; via Credit Suisse Securities (USA) LLC; Cusip: 22550BVG5

• 0% leveraged buffered notes linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; Cusip: 22551L3T5

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due August 2025; via Goldman Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38150AAX3

• Fixed-to-floating notes due August 2025 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co. LLC and Incapital LLC; pricing in August; Cusip: 38150AB38

• Callable step-up fixed-rate notes due August 2020; via Goldman Sachs & Co.; pricing in August; Cusip: 38150AB46

GS FINANCE CORP.

• 0% leveraged buffered notes due Feb. 15, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 10; Cusip: 40055QQG0

• 0% buffered notes due Feb. 15, 2022 linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; pricing Aug. 10; Cusip: 40055QQF2

• 7.8% callable contingent coupon notes due Aug. 15, 2022 linked to the Euro Stoxx 50 index, the SPDR S&P Bank exchange-traded fund and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Goldman Sachs & Co.; pricing Aug. 10; Cusip: 40055QSV5

• 9.5% to 10.5% autocallable contingent coupon notes due Feb. 21, 2020 linked to the S&P 500 index, Euro Stoxx 50 index and Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNL2

• Autocallable contingent coupon notes due Feb. 21, 2020 linked to the least performing of the S&P 500 index, Dow Jones industrial average, the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNP3

• Callable contingent coupon notes due Aug. 16, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNV0

• Callable contingent coupon notes due Aug. 16, 2023 linked to the least performing of the S&P 500 index, Dow Jones industrial average, the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QP22

• 0% autocallable notes due Aug. 21, 2023 linked to the least performing of the S&P 500 index, Dow Jones industrial average, the Russell 2000 index; 65% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNW8

• 0% autocallable notes due Aug. 27, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNS7

• 0% autocallable notes due Aug. 27, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNT5

• 0% autocallable notes due Aug. 27, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNQ1

• 0% autocallable notes due Aug. 27, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 13; Cusip: 40055QNR9

• 0% leveraged buffered index-linked notes due Aug. 19, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 13; Cusip: 40055QTA0

• 0% leveraged buffered notes due Aug. 19, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; pricing Aug. 14; Cusip: 40055QRE4

• 0% buffered Performance Leveraged Upside Securities due Aug. 20, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC as agent, Morgan Stanley Wealth Management as dealer; pricing Aug. 15; Cusip: 36255U596

• 0% leveraged notes due Aug. 18, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 15; Cusip: 40055QRC8

• 0% leveraged buffered notes due Aug. 24, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 17; Cusip: 40055QPQ9

• 8% autocallable fixed-coupon notes due Feb. 26, 2020 linked to the Nasdaq-100 index, the Dow Jones industrial average and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 17; Cusip: 40055QST0

• Autocallable contingent coupon notes due March 2, 2026 linked to the least performing of the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 21; Cusip: 40055QS60

• 0% leveraged buffered notes due March 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 24; Cusip: 40055QPZ9

• 0% leveraged buffered notes due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 24; Cusip: 40055QQ21

• 0% leveraged notes due Sept. 2, 2026 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPB2

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPM8

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRS3

• 0% autocallable notes due Sept. 12, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRT1

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRM6

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRN4

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRP9

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRQ7

• 0% autocallable notes due Sept. 12, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRR5

• 0% autocallable notes due Sept. 12, 2028 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QRU8

• 0% notes due June 2, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QR79

• 0% notes due June 3, 2021 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QR61

• 0% index-linked notes due Aug. 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 65% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QP30

• 4.6% fixed coupon callable buffered notes due Aug. 31, 2023 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QP48

• 4.2% fixed coupon callable buffered notes due May 31, 2022 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QP97

• 0% leveraged buffered notes due March 3, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPG1

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPN6

• 0% autocallable notes due Sept. 5, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQ39

• 0% leveraged buffered notes due March 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPK2

• 0% leveraged buffered index-linked notes due March 3, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPH9

• 0% leveraged index-linked notes due Sept. 7, 2021 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPA4

• 0% buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPR7

• 0% buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QPF3

• 0% leveraged buffered notes due March 3, 2021 linked to the MSCI EAFE index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPJ5

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPD8

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPE6

• 0% buffered notes due Aug. 31, 2023 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QPW6

• 5% callable contingent coupon notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQS4

• 0% index-linked notes due June 2, 2025 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QR87

• 0% autocallable notes due Sept. 12, 2025 linked to the Motif Capital Aging of America 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QS29

• 0% autocallable notes due Sept. 12, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QRZ7

• 0% autocallable notes due Sept. 12, 2028 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QS78

• 0% autocallable notes due Sept. 12, 2025 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QRY0

• 0% leveraged buffered notes due Aug. 31, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 40055QQY1

• 0% capped gears due Oct. 31, 2019 linked to the Russell 2000 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Aug. 28; Cusip: 36255U521

• 0% capped trigger gears due Aug. 31, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Aug. 28; Cusip: 36255U547

• Callable contingent coupon notes due Feb. 29, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQT2

• 0% capped buffer gears due Aug. 31, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Aug. 28; Cusip: 36255U539

• Autocallable contingent coupon notes due March 6, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQH8

• Autocallable contingent coupon notes due March 6, 2020 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 28; Cusip: 40055QQM7

• Autocallable contingent coupon notes due Sept. 6, 2028 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQE5

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQL9

• Autocallable contingent coupon notes due Sept. 6, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQC9.

• Autocallable contingent coupon notes due Sept. 8, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 75% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQN5

• Callable buffered monthly range accrual notes due Aug. 31, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QP89

• Callable monthly range accrual notes due Aug. 31, 2028 linked to the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QP71

• 9% to 10% callable contingent coupon notes due Aug. 31, 2028 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQP0

• 6% to 7% callable contingent coupon notes due Aug. 31, 2022 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQQ8

• 10% to 11% callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQU9

• 8% to 9% callable contingent coupon notes due Aug. 31, 2023 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQR6

• 8.1% to 9.1% callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQK1

• 8% to 9% callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QQW5

• Autocallable contingent coupon index-linked notes due Sept. 6, 2028 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40055QQD7

• Callable contingent coupon notes due Aug. 31, 2033 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40055QQJ4

• 0% index-linked notes due Sept. 1, 2023 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 29; Cusip: 40055QSD5

• Callable contingent coupon notes due Aug. 31, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 55% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QRW4

• Callable contingent coupon notes due Aug. 31, 2028 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 29; Cusip: 40055QRX2

• 0% trigger jump securities with autocallable feature due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. as agent, Morgan Stanley Wealth Management as distributor; pricing Aug. 31; Cusip: 36255U604

• 0% autocallable notes due Sept. 19, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSQ6

• 0% notes due Sept. 3, 2020 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSR4

• 0% notes due Sept. 6, 2023 linked to the GS Momentum Builder Multi-Asset 5S ER index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSN3

• 0% notes due Sept. 3, 2021 linked to the Motif Capital National Defense 7 ER index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSF0

• Contingent income callable securities due Sept. 6, 2028 linked to the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QQX3

• 0% leveraged buffered index-linked notes due Sept. 6, 2023 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSL7

• 0% index-linked notes due March 3, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSH6

• 0% index-linked notes due Sept. 6, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QSE3

• 0% index-linked notes due Sept. 6, 2023 tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Aug. 31; Cusip: 40055QSJ2

• Callable contingent coupon notes due Sept. 6, 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 Aug. 31; Cusip: 40055QSP8

• Autocallable contingent coupon notes due March 9, 2020 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QRA2

• Autocallable contingent coupon notes due March 9, 2020 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co. LLC; pricing Aug. 31; Cusip: 40055QRB0

• Callable step-up fixed-rate notes due August 2028; via Goldman Sachs & Co. LLC; pricing in August; Cusip: 38150AB20

• 0% leveraged buffered notes due March 9, 2023 linked to a basket of two indexes and an exchange-traded fund; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QQ62

• Callable contingent coupon notes due Sept. 9, 2024 linked to the least performing of the Russell 2000 index and the S&P 500 index; 60% trigger; via Goldman Sachs & Co. LLC; pricing Sept. 4; Cusip: 40055QQ70

• 0% leveraged buffered notes due March 9, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QPX4

• 0% buffered digital notes due Sept. 8, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QS45.

• 0% leveraged buffered index-linked notes due Sept. 9, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QPY2

• 0% leveraged buffered digital notes due Sept. 9, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Sept. 4; Cusip: 40055QQ54

• 0% index-linked notes due in 24 months tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 40055QMD1

• 13- to 15-month 0% leveraged notes linked to the Nasdaq-100 index; via Goldman Sachs & Co.; Cusip: 40055QND0

HSBC USA, INC.

• Trigger autocallable contingent yield notes due Aug. 15, 2023 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 10; Cusip: 40435X595

• 0% autocallable barrier notes with step-down call threshold feature due Aug. 27, 2024 linked to the least performing of the Dow Jones Industrial average, the Russell 2000 index and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 20; Cusip: 40435FW37

• 0% autocallable barrier notes with contingent return and step-down call threshold feature due Sept. 21, 2022 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FR33

• 0% digital barrier notes due Aug. 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FS40

• 0% digital barrier notes due Aug. 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FS32

• 10% to 11% callable notes with contingent return due Aug. 18, 2021 linked to the lesser performing of the SPDR S&P Biotech exchange-traded fund and the Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40435FR66

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FT80

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FT98

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU21

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU39

• 0% buffered digital notes due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU62

• 0% barrier enhanced participation notes due Aug. 31, 2023 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU54

• 0% buffered Accelerated Market Participation Securities due March 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FU47

• 0% digital dual directional barrier securities due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435FS65

• 0% trigger gears due Aug. 31, 2021 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 40435X611

• 0% capped dual directional barrier notes due March 5, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 30; Cusip: 40435FW78

• 7% autocallable barrier notes with contingent return due Sept. 5, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 30; Cusip: 40435FW45

• 0% dual directional barrier securities due Sept. 10, 2021 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FV87

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT49

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT56

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT64

• 0% buffered Accelerated Market Participation Securities due Sept. 8, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT72

• 0% barrier digital return notes due Oct. 7, 2019 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FU88

• 0% digital dual directional barrier securities due Sept. 6, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FS57

• 0% dual directional barrier securities due Sept. 7, 2021 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FT23

• 6.25% autocallable yield notes due Dec. 6, 2019 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip: 40435FU70

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

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

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

JPMORGAN CHASE FINANCIAL CO. LLC

• Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 15; Cusip: 48129N310

• Autocallable contingent interest notes due Feb. 19, 2021 linked to the least performing of the common stocks of Lockheed Martin Corp., United States Steel Corp. and Wells Fargo & Co.; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48130UAJ4

• 6.5% autocallable yield notes due Nov. 27, 2019 linked to the lesser performing of the Nasdaq-100 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 22; Cusip: 48130UAX3

• Callable contingent interest notes due Aug. 18, 2021 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production Trust; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 24; Cusip: 48129MR73

• Callable contingent interest notes due Aug. 18, 2021 linked to the lesser performing of the SPDR S&P Biotech ETF and the SPDR S&P Oil & Gas Exploration & Production ; 60% trigger; via J.P. Morgan Securities LLC; pricing Aug. 24; Cusip: 48129MR65

• 0% buffered digital notes due Aug. 31, 2022 linked to the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT71

• 0% autocallable notes due Aug. 31, 2021 linked to the lesser performing of the Euro Stoxx 50 index and the FTSE 100 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48130UAB1

• 0% step-up autocallable contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MW77

• Autocallable contingent interest notes due Aug. 29, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MX50

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT48

• 0% digital 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 Aug. 28; Cusip: 48130UBQ7

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT55

• 0% uncapped dual directional contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MT63

• 0% uncapped buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48129MV37

• 0% trigger gears due Aug. 31, 2023 linked to a basket of indexes; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 48129N237

• 6.25% to 7.25% callable contingent interest notes due Sept. 4, 2025 linked to the lesser performing of the Dow Jones industrial average and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 29; Cusip: 48130UBS3

• 0% notes due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48130UAQ8

• 0% uncapped buffered return enhanced notes due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU46

• 0% autocallable contingent buffered equity notes due Aug. 31, 2023 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MV94

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU20

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU38

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2022 linked to the lesser performing of the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MZ33

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to an equally weighted basket consisting of the iShares MSCI EAFE ETF and the S&P 500 index; via JPMorgan Chase & Co.; pricing Aug. 31; Cusip: 48130UBA2

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MT97

• 6.5% to 8.5% autocallable yield notes due Nov. 29, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MX84

• 0% uncapped contingent buffered return enhanced notes due Aug. 31, 2022 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MZ25

• 0% uncapped buffered return enhanced notes due Aug. 31, 2023 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MU53

• 0% capped buffered return enhanced notes due Aug. 31, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MT89

• 0% notes due Aug. 31, 2023 linked to an equally weighted basket consisting of the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MX92

• 0% digital notes due Sept. 30, 2019 linked to the lesser performing of the S&P 500 index and the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48130UAH8

• 0% contingent buffered return enhanced notes due Aug. 31, 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 Aug. 31; Cusip: 48129MY91

• 0% digital notes due Sept. 30, 2019 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48130UAF2

• 0% autocallable contingent buffered equity notes due Aug. 31, 2023 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 Aug. 31; Cusip: 48129MV86

• 0% uncapped dual directional contingent buffered return enhanced notes due Aug. 31, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129MY83

• 0% step-up autocallable notes due Aug. 31, 2023 linked to the S&P Economic Cycle Factor Rotator index; via J.P. Morgan Securities LLC; pricing Aug. 31; Cusip: 48129UAC9

MORGAN STANLEY FINANCE LLC

• 10.1% contingent income autocallable securities due Aug. 13, 2021 linked to Hess Corp. stock; via Morgan Stanley & Co. LLC; pricing Aug. 10; Cusip: 61768R534

• 10.2% contingent income autocallable securities due Aug. 13, 2021 linked to Blackstone Group LP common units representing limited partner interests; pricing Aug. 10; Cusip: 61768R559

• 8.7% contingent income autocallable securities due Aug. 13, 2021 linked to Intel Corp. stock; pricing Aug. 10; Cusip: 61768R542

• 9.75% contingent income autocallable securities due Aug. 13, 2021 linked to Facebook, Inc. stock; pricing Aug. 10; Cusip: 61768R567

• 0% buffered jump securities due Feb. 5, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 10; Cusip: 61768DCB9

• 0% market plus notes Feb. 12, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA as placement agents; pricing Aug. 10; Cusip: 61768DCA1

• 0% buffered Performance Leveraged Upside Securities due March 3, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 15; Cusip: 61768R476

• 0% Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the S&P 500 index; via Morgan Stanley & Co. LLC, with Morgan Stanley Wealth Management handling distribution; pricing Aug. 15; Cusip: 61768R468

• Fixed-rate step-up notes due Feb. 28, 2020; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; settlement on Aug. 28; Cusip: 61760QLP7

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2023 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBE4

• 0% buffered Performance Leveraged Upside Securities due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBF1

• 0% capped buffer gears due Aug. 31, 2020 linked to the iShares MSCI Emerging Markets ETF; via UBS Financial Services Inc. and Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768R526

• 0% market-linked notes due Sept. 3, 2025 linked to the Morgan Stanley MAP Trend Index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAR6

• 0% jump notes with autocallable feature due Sept. 3, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBB0

• 0% jump notes with autocallable feature due Sept. 3, 2025 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAY1

• 0% jump notes with autocallable feature due March 5, 2026 linked to the Morgan Stanley MAP Trend index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBC8

• 0% enhanced buffered jump securities due Sept. 2, 2021 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBD6

• Contingent income autocallable securities due June 2, 2020 linked to the Russell 2000 index and the Dow Jones industrial average; 70% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBN4

• 0% trigger Performance Leveraged Upside Securities due Aug. 31, 2023 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAS4

• 0% accelerated return securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBL8

• 0% buffered participation securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAQ8

• 0% enhanced buffered jump securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBG9

• Callable buffered range accrual securities due March 5, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBR5

• Contingent income securities due Sept. 1, 2033 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAU9

• Contingent income autocallable securities due Sep. 1, 2033 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DAT2

• Contingent income securities due Sep. 1, 2033 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61768DBA2

• 0% trigger gears due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Aug. 29; Cusip: 61768R518

• 0% trigger gears due Aug. 31, 2028 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Aug. 29; Cusip: 61768R500

• 0% buffered Performance Leveraged Upside Securities due Sept. 3, 2021 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBP9

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBQ7

• 0% market-linked notes due Sept. 3, 2021 linked to the Morgan Stanley ETF-MAP 2 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 61768R435

• 0% trigger Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBK0

• 0% trigger Performance Leveraged Upside Securities due Sept. 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 61768R450

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBJ3

• 0% dual directional trigger jump securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Aug. 31; Cusip: 61768R443

• 0% dual directional trigger Performance Leveraged Upside Securities due Sept. 6, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 31; Cusip: 61768DBM6

• 0% leveraged buffered notes due in 24 to 27 months linked to a basket of indexes; via Morgan Stanley & Co. LLC; Cusip: 61768DAA3

• 0% buffered digital notes due in 48 to 51 months linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; Cusip: 61768DAM7

• 0% buffered digital notes due in 25 to 28 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C6V4

• 0% leveraged buffered notes due in 26 to 29 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C7L5

• 0% capped leveraged notes due in 25 to 28 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61768C6W2

ROYAL BANK OF CANADA

• Autocallable contingent coupon barrier notes due Aug. 13, 2021 linked to the least performing of the common stocks of Amgen Inc., Celgene Corp. and Gilead Sciences, Inc.; 60% trigger; via RBC Capital Markets, LLC; pricing Aug. 10; Cusip: 78013XRW0

• 9.1% to 10.1% autocallable contingent coupon barrier notes due Aug. 13, 2021 linked to the lesser performing of the common stocks of Bank of America Corp. and Amazon.com, Inc.; via RBC Capital Markets, LLC; pricing Aug. 10; Cusip: 78013XRS9

• 0% notes due Aug. 29, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XSJ8

• 0% capped trigger in-step securities due Aug. 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78014G450

• 0% bearish barrier market-linked notes with daily barrier observation due Aug. 31, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78013XRB6

• 0% notes due Aug. 31, 2022 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing Aug. 29; Cusip: 78013XRF7

• 0% market-linked securities with leveraged upside participation and fixed percentage buffered downside due Sept. 6, 2023 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 78013XQY7

• 0% market-linked securities – autocallable with fixed percentage buffered downside due Sept. 7, 2021 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Aug. 31; Cusip: 78013XQZ4

• 0% leveraged notes due in 13 to 15 months linked to a basket of indexes; via RBC Capital Markets, LLC; Cusip: 78013XQX9

TORONTO-DOMINION BANK

• Callable step-up notes due Aug. 31, 2021; via TD Securities (USA) LLC; pricing Aug. 27; Cusip: 89114QPV4

• 0% 18- to 21-month leveraged capped notes linked a basket of indexes; via TD Securities (USA) LLC; Cusip: 89114QPJ1

• 0% leveraged capped buffered 23- to 26-month notes linked to the MSCI EAFE index; via TD Securities (USA) LLC; Cusip: 89114QPK8

UBS AG, LONDON BRANCH

• 0% capped buffer gears due Aug. 31, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 29; Cusip: 90281A694

• 0% capped trigger gears due Aug. 31, 2021 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 29; Cusip: 90281A702

• 24- to 27-month 0% leveraged buffered notes linked to a basket of the Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market index and the S&P/ASX 200 index; via UBS Securities LLC; Cusip: 90270KSR1

• 0% capped gears due Oct. 31, 2019 linked to the MSCI EAFE index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Aug. 29; Cusip: 90281A686

• 0% leveraged basket-linked notes due in 18 to 21 months; via UBS Securities LLC; Cusip: 90270KTC3

• 0% leveraged buffered basket-linked notes due in 24 to 27 months; via UBS Securities LLC; Cusip: 90270KTD1

• 0% capped leveraged buffered notes due in 18 to 21 months linked to a basket of indexes; via UBS Securities LLC; Cusip: 90270KTG4

• 0% leveraged basket-linked notes due in 32 to 37 months; via UBS Securities LLC; Cusip: 90270KTF6

WELLS FARGO & CO.

• Step-up callable notes due Aug. 24, 2022; via Wells Fargo Securities, LLC; pricing Aug. 22; Cusip: 95001D2Q2

• Market-linked securities due Sept. 2, 2021 – autocallable with contingent coupon and contingent downside linked to the lowest performing of the common stocks of D.R. Horton, Inc., Deere & Co. and Xerox Corp.; 50% trigger; via Wells Fargo Securities LLC; pricing Aug. 28; Cusip: 95001B5V2

• Step-up callable notes due Aug. 31, 2021; via Wells Fargo Securities, LLC; pricing Aug. 29; Cusip: 95001D2T6

• Step-up callable notes due Aug. 31, 2023; via Wells Fargo Securities, LLC; pricing Aug. 29; Cusip: 95001D2S8

• Market-linked securities due Aug. 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 Aug. 30; Cusip: 95001B5Q3

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