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Published on 8/31/2018 in the Prospect News Structured Products Daily.

Structured Products Calendar

AB SVENSK EXPORTKREDIT

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

BANK OF AMERICA CORP.

• Step-up callable notes due Sept. 26, 2023; via BofA Merrill Lynch; settlement on Sept. 26; Cusip: 06048WXK1

• Fixed- to floating-rate notes due Sept. 28, 2028 linked to the 10-year U.S. dollar ICE swap rate; via BofA Merrill Lynch; pricing Sept. 26; Cusip: 06048WXL9

• Step-up callable notes due Sept. 26, 2030; via BofA Merrill Lynch; settlement on Sept. 26; Cusip: 06048WXJ4

BARCLAYS BANK PLC

• Buffered phoenix autocallable notes due March 10, 2026 linked to the lesser performing of the Euro Stoxx banks index and the VanEck Vectors Gold Miners ETF; via Barclays; pricing Sept. 5; Cusip: 06746XN90

• Step-up fixed-rate callable notes due Sept. 20, 2021; via Barclays; pricing Sept. 13; Cusip: 06746XN74

• 0% buffered Performance Leveraged Upside Securities due April 6, 2021 linked to the S&P 500 index; via Barclays with Morgan Stanley Wealth Management as dealer; pricing Sept. 14; Cusip: 06746U117

• 0% capped buffer gears due March 31, 2020 linked to the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing Sept. 25; Cusip: 06746U646

• 0% capped buffer gears due Sept. 30, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Sept. 25; Cusip: 06746U638

• 0% trigger absolute return step securities due Sept. 29, 2023 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Sept. 25; Cusip: 06746U612

• 0% capped buffer gears due Sept. 30, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing Sept. 26; Cusip: 06746U620

• 0% trigger gears due Sept. 30, 2021 linked to a basket of indexes; via UBS Financial Services Inc. and Barclays; pricing Sept. 26; Cusip: 06746U588

• 0% trigger gears due Sept. 29, 2023 linked to a basket of indexes; via UBS Financial Services Inc. and Barclays; pricing Sept. 26; Cusip: 06746U596

• Autocallable market-linked securities with contingent coupon and contingent downside due Sept. 29, 2022 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the Russell 2000 index; via Barclays and Wells Fargo Securities, LLC; pricing Sept. 27; Cusip: 06746XNM1

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 3, 2023 linked to the S&P 500 index; via Wells Fargo Securities, LLC and Barclays; pricing Sept. 28; Cusip: 06746XNL3

• 0% Accelerated Return Notes due November 2019 linked to a basket of indexes; via BofA Merrill Lynch; pricing in September

CANADIAN IMPERIAL BANK OF COMMERCE

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

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• 0% buffer securities due Oct. 9, 2019 linked to the iShares MSCI Emerging Markets ETF; via Citigroup Global Markets Inc.; pricing Sept. 4; Cusip: 17326YZJ8

• 0% market-linked notes due Sept. 30, 2021 linked to an equally weighted basket of two exchange-traded funds and an index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17326Y5Z5

• 0% enhanced barrier digital plus securities due Sept. 28, 2023 linked to the Stoxx Europe 600 index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17326YFN1

• 0% enhanced barrier digital plus securities due Sept. 30, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 17324XKQ2

• 0% buffered index-linked notes due in 25 to 28 months linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; Cusip: 17326YGZ3

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon autocallable yield notes due Dec. 11, 2019 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 6; Cusip: 22551L4V9

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

GOLDMAN SACHS GROUP, INC.

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

• Callable step-up fixed-rate notes due February 2022; via Goldman Sachs & Co.; pricing in August; Cusip: 38150ABA2

• 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

GS FINANCE CORP.

• 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

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

• 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% 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

• Autocallable contingent coupon notes due Sept. 14, 2021 linked to Amazon.com, Inc. common shares; via Goldman, Sachs & Co.; pricing Sept. 4; Cusip: 40055QWL2

• 0% buffered notes due March 10, 2022 linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; pricing Sept. 5; Cusip: 40055QUG5

• 0% leveraged buffered notes due Jan. 15, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; pricing Sept. 10; Cusip: 40055QU91

• 0% digital notes due Sept. 21, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund and the iShares MSCI EAFE exchange-traded fund; via Goldman Sachs & Co.; pricing Sept. 14; Cusip: 40055QUX8

• 0% buffered index-linked notes due Sept. 19, 2023 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 14; Cusip: 40055QUM2

• 0% leveraged buffered notes due Sept. 28, 2023 linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing Sept. 25; Cusip: 40055QWT5

• 0% trigger gears due Sept. 30, 2021 linked to the Russell 2000 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Sept. 25; Cusip: 36255U711

• 0% trigger step securities due Sept. 30, 2022 linked to the S&P 500 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Sept. 25; Cusip: 36255U745

• 0% trigger gears due Sept. 29, 2023 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. with UBS Financial Services Inc. as selling agent; pricing Sept. 26; Cusip: 36255U737

• Autocallable contingent coupon index-linked notes due Oct. 3, 2028 linked to the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 26; Cusip: 40055QWA6

• Callable contingent coupon notes due Sept. 28, 2028 linked to the least performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Sept. 26; Cusip: 40055QXC1

• Autocallable contingent coupon notes due April 2, 2026 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing Sept. 26; Cusip: 40055QWU2

• 0% trigger Performance Leveraged Upside Securities due Oct. 5, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. with Morgan Stanley Wealth Management as dealer; pricing Sept. 28; Cusip: 36255U703

• 0% underlier-linked notes due Oct. 5, 2023 linked to the iShares MSCI EAFE exchange-traded fund and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Oct. 1; Cusip: 40055QW57

• 0% leveraged buffered digital notes due Oct. 4, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Oct. 1; Cusip: 40055QVS8

• 0% autocallable notes due Oct. 17, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman, Sachs & Co.; pricing Oct. 1; Cusip: 40055QVX7

HSBC USA, INC.

• 0% buffered market participation securities due Dec. 18, 2019 linked to the Market Vectors Gold Miners ETF; 60% trigger; via HSBC Securities (USA) Inc.; pricing Sept. 13; Cusip: 40435FX69

• 0% buffered market participation securities due Dec. 18, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 13; Cusip: 40435FX51

• 0% buffered market participation securities due Dec. 18, 2019 tied to the NYSE FANG+ index; via HSBC Securities (USA) Inc.; pricing Sept. 13; Cuisp: 40435FX77

• 0% buffered Accelerated Market Participation Securities due March 29, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435F2K2

• 0% buffered Accelerated Market Participation Securities due March 29, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435F2M8

• 0% buffered Accelerated Market Participation Securities due March 29, 2021 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435F2L0

• 0% buffered Accelerated Market Participation Securities due March 29, 2021 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435F2J5

• 0% buffered Accelerated Market Participation Securities due March 29, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435F2H9

• 0% capped gears due Nov. 29, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 40435X298

• 0% leveraged buffered uncapped market participation securities due Sept. 28, 2023 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435FZ83

• 0% buffered uncapped market participation securities due Sept. 28, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40435FZ91

• 0% buffered uncapped market participation securities due Sept. 29, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 28; Cusip: 40435F2A4

• 0% buffered uncapped market participation securities due Oct. 3, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 28; Cusip: 40435F2C0

• 0% trigger Performance Leveraged Upside Securities due Oct. 5, 2020 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management handling distribution; pricing Sept. 28; Cusip: 40435X348

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

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% buffered digital notes due Sept. 10, 2021 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 7; Cusip: 48130UGN9

• 0% buffered return enhanced notes due Jan. 15, 2020 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Sept. 10; Cusip: 48130UDN2

• 0% buffered return enhanced notes due Jan. 15, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 10; Cusip: 48130UDM4

• Autocallable contingent interest notes due Sept. 16, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 12; Cusip: 48130UCE3

• 0% trigger in-digital notes due Nov. 19, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 14; Cusip: 48130V764

• Contingent income autocallable securities due Sept. 17, 2021 linked to the worst performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Sept. 14; Cusip: 48130UGE9

• Autocallable contingent interest notes due March 31, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130UFT7

• Autocallable contingent interest notes due March 31, 2020 linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130UFS9

• 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 Sept. 25; Cusip: 48130UFR1

• Autocallable contingent interest notes due Sept. 29, 2023 linked to the lesser performing of the Invesco QQQ Trust, Series 1, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130UFU4

• 0% capped gears due Nov. 29, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130V798

• 0% trigger in-step securities due Sept. 30, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130V780

• 0% capped trigger gears due Sept. 30, 2021 linked to the Russell 2000 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Sept. 25; Cusip: 48130V830

• 0% uncapped dual directional contingent buffered return enhanced notes due Sept. 30, 2021 linked to the lesser performing of the iShares MSCI EAFE ETF and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130UEX9

• 0% buffered digital notes due Sept. 30, 2022 linked to the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130UFD2

• 0% uncapped dual directional contingent buffered return enhanced notes due Sept. 30, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48130UEY7

• 0% trigger absolute return step securities due Sept. 29, 2023 linked to the Euro Stoxx 50 index; via JPMorgan Chase & Co.; pricing Sept. 26; Cusip: 48130V848

• 0% uncapped buffered return enhanced notes due Sept. 30, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48130UFK6

• Autocallable contingent interest notes due Sept. 30, 2021 linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48130UFP5

• Autocallable contingent interest notes due Dec. 31, 2019 linked to the lesser performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48130UFH3

• 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 Sept. 28; Cusip: 48130UFJ9

• 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 Sept. 28; Cusip: 48130UFL4

• 0% uncapped dual directional contingent buffered return enhanced notes due Sept. 30, 2021 linked to the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48130UGL3

• Autocallable contingent interest notes due Sept. 29, 2023 linked to the lesser performing of the Invesco QQQ Trust, Series 1, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48130UFQ3

• 0% uncapped buffered return enhanced notes due Sept. 30, 2022 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48130UFN0

MORGAN STANLEY

• Fixed-rate step-up notes due March 5, 2021; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; settlement on Sept. 5; Cusip: 61760QLT9

• Callable fixed-rate step-up notes due Sept. 19, 2033; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; settlement on Sept. 19; Cusip: 61760QLV4

MORGAN STANLEY FINANCE LLC

• 0% trigger Performance Leveraged Upside Securities due Oct. 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Sept. 28; Cusip: 61768R773

ROYAL BANK OF CANADA

• 0% buffered enhanced return notes due Sept. 15, 2022 linked to the Stoxx Europe 600 index; via RBC Capital Markets, LLC; pricing Sept. 10; Cusip: 78013XB56

UBS AG, LONDON BRANCH

• 0% trigger Performance Leveraged Upside Securities due Oct. 3, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management handling distribution; pricing Sept. 28; Cusip: 61768R773

WELLS FARGO & CO.

• Step-up callable notes due Sept. 19, 2021; via Wells Fargo Securities, LLC; pricing Sept. 14; Cusip: 95001D2V1

• Step-up callable notes due Sept. 28, 2023; via Wells Fargo Securities, LLC; pricing Sept. 25; Cusip: 95001D2W9

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


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