Structured Products Calendar

BANK OF NOVA SCOTIA

• 0% capped buffered enhanced participation notes due in 46 to 49 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via Scotia Capital (USA) Inc. as agent with Goldman Sachs & Co. LLC as dealer; Cusip: 064159PF7

• 0% capped buffered enhanced participation notes due in 46 to 49 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via Scotia Capital (USA) Inc. as agent with Goldman Sachs & Co. LLC as dealer; Cusip: 064159PD2

BOFA FINANCE LLC

• Contingent income autocallable buffered notes due Jan. 18, 2022 linked to the least performing of the Russell 2000 index and the Nasdaq-100 index; via BofA Securities, Inc.; pricing July 12; Cusip: 09709TTJ0

• 0% capped Leveraged Index Return Notes due July 2021 tied to the Russell 2000 index; via BofA Merrill Lynch; pricing in July

• 0% leveraged buffered notes due in between 16 and 18 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a10% weight and the S&P/ASX 200 index with an 8% weight); via BofA Merrill Lynch; Cusip: 09709TRP8

• 0% leveraged buffered notes due in 13 to 15 months linked to the S&P 500 index; via BofA Securities, Inc.; Cusip: 09709TSH5

• 0% capped leveraged index-linked notes tied to the Russell 2000 index with a 45- to 48-month maturity; via CIBC World Markets; Cusip: 13605WRB9

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Autocallable contingent coupon equity linked securities due July 11, 2024 linked to the worst performing of the Nasdaq-100 index, the Russell 2000 index and the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing July 8; Cusip: 17327TVS2

• 0% autocallable buffered notes due in 36 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via Citigroup Global Markets Inc.; Cusip: 17326YCG9

• 0% autocallable buffered notes due in 36 months linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17326YJZ0

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon callable yield notes due July 11, 2023 linked to the least performing of the S&P 500 index, the Dow Jones industrial average and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing July 8; Cusip: 22552FML3

• Contingent coupon autocallable reverse convertible securities due Oct. 13, 2020 linked to the common stock of Mylan NV; via Credit Suisse Securities (USA) LLC; pricing July 9; Cusip: 22549JT26

• Contingent coupon callable yield notes due July 12, 2022 linked to the least performing of the S&P 500 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via Credit Suisse Securities (USA) LLC; pricing July 9; Cusip: 22552FN73

GS FINANCE CORP.

• Autocallable contingent coupon notes due Oct. 19, 2020 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing July 11; Cusip: 40056FQD0

• Autocallable contingent coupon notes due Jan. 19, 2021 linked to the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing July 11; Cusip: 40056FQG3

• Autocallable contingent coupon notes due Oct. 19, 2020 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing July 11; Cusip: 40056FQE8

• Autocallable contingent coupon notes due Jan. 19, 2021 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing July 11; Cusip: 40056FQF5

• Callable contingent coupon notes due July 31, 2029 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing July 26; Cusip: 40056FQB4

• Callable contingent coupon notes due Feb. 8, 2021 linked to the least performing of the Russell 2000 index, the Nasdaq-100 index and the S&P 500 index; via Goldman Sachs & Co.; pricing July 31; Cusip: 40056FTV7

• 0% notes due Feb. 3, 2023 linked to the least performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing July 31; Cusip: 40056FTK1

• 0% buffered digital notes due in 36 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via Goldman Sachs & Co. LLC; Cusip: 40056FGD1

• 0% buffered index-linked notes due in 24 to 27 months tied to the MSCI EAFE index; via Goldman Sachs & Co. LLC; Cusip: 40056FP66

• 0% leveraged buffered notes due in 46 to 49 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via Goldman Sachs & Co.; Cusip: 40056FJ97

• 0% leveraged buffered notes due in 48 months linked to a basket of indexes (Euro Stoxx 50 index with a 36% weight, the Topix index with a 27% weight, the FTSE 100 index with a 19% weight, the Swiss Market index with a 10% weight and the S&P/ASX 200 index with an 8% weight); via Goldman Sachs & Co.; Cusip: 40056FJN6

• 0% leveraged buffered notes due in 60 months linked to a basket of the S&P 500 index with a 60% weight, the Russell 2000 index with a 20% weight and the S&P MidCap 400 index with a 20% weight; via Goldman Sachs & Co.; Cusip: 40056FJM8

• 0% digital index-linked notes due in 28 to 31 months linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40056FKP9

• 0% buffered index-linked notes due in 24 months tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 40056FGQ2

• 0% bearish autocallable notes due in 24 months linked to the S&P 500 index; via Goldman Sachs & Co. LLC; Cusip: 40056FJX4

• 0% buffered index-linked notes due in 24 to 27 months tied to the S&P 500 index; via Goldman Sachs & Co. LLC; Cusip: 40056FP58

• 0% buffered digital notes due in 36 to 39 months linked to a basket of indexes; via Goldman Sachs & Co.; Cusip: 40056FNQ4

HSBC USA INC.

• Autocallable contingent income barrier notes due July 12, 2024 linked to the least performing of the Russell 2000 index, the Euro Stoxx 50 index and the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing July 9; Cusip: 40435USF2

• Market-linked securities due July 27, 2023 – 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; via HSBC Securities (USA) Inc. and Wells Fargo Securities LLC; pricing July 30; Cusip: 40435USG0

• 0% buffered Performance Leveraged Upside Securities due Aug. 4, 2021 linked to the Topix index; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 40436B477

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% contingent buffered digital notes due Jan. 13, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 8; Cusip: 48132C3F8

• 0% uncapped contingent buffered return enhanced notes due July 11, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 8; Cusip: 48132C3J0

• Autocallable contingent interest notes due Oct. 21, 2020 linked to Schlumberger NV common shares; via J.P. Morgan Securities LLC; pricing July 16; Cusip: 48132C4A8

• Contingent income autocallable securities due July 22, 2020 linked to the worst performing of the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 17; Cusip: 48132CYN7

• 0% review notes due July 23, 2025 linked to the lesser performing of the Dow Jones Industrial Average, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 18; Cusip: 48132C4D2

• 0% capped gears due Sept. 30, 2020 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 26; Cusip: 48132E356

• 0% capped buffer gears due July 30, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 26; Cusip: 48132E364

• 0% trigger gears due July 31, 2024 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 26; Cusip: 48132E380

MORGAN STANLEY FINANCE LLC

• Contingent income autocallable securities due July 17, 2023 linked to the common stocks of CVS Health Corp., Regions Financial Corp. and Occidental Petroleum Corp.; via Morgan Stanley & Co. LLC; pricing July 8; Cusip: 61769HJW6

• Contingent income autocallable securities due July 17, 2023 linked to the worst performing of the common stocks of CVS Health Corp., Regions Financial Corp. and Occidental Petroleum Corp.; via Morgan Stanley & Co. LLC; pricing July 8; Cusip: 61769HJW6

• 0% Performance Leveraged Upside Securities due July 22, 2021 linked to gold; via Morgan Stanley & Co. LLC; pricing July 19; Cusip: 61766YED9

• Contingent income autocallable securities due July 29, 2022 linked to the common stocks of Amazon.com, Inc., Apple Inc., Netflix, Inc. and Alphabet Inc.; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61769HLF0

• 0% dual directional trigger jump securities due July 31, 2024 linked to the least performing of the Dow Jones Industrial Average and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61769HJS5

• Contingent income autocallable securities due Aug. 2, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing July 29; Cusip: 61769HKG9

• 0% market-linked notes due Feb. 5, 2025 linked to an equally weighted basket of the S&P 500 index, the Euro Stoxx 50 index and the Tokyo Stock Price index; via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61769Q212

• 0% buffered participation securities due Feb. 4, 2021 linked to the S&P 500 index via Morgan Stanley & Co. LLC; pricing July 31; Cusip: 61769HLE3

• 0% leveraged buffered notes due in 24 to 27 months linked to the S&P 500 index; via Morgan Stanley & Co. LLC; Cusip: 61769HFH3

• 0% buffered digital notes due in 13 to 15 months linked to the S&P GSCI Brent Crude Oil Index Excess Return; via Morgan Stanley & Co. LLC; Cusip: 61766YEB3

ROYAL BANK OF CANADA

• Redeemable step-up notes due July 15, 2031; via RBC Capital Markets, LLC; pricing July 11; Cusip: 78014RAX8

• 0% trigger autocallable contingent yield notes due July 15, 2022 linked to the iShares MSCI Emerging Markets exchange-traded fund and the SPDR S&P 500 ETF Trust; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing July 12; Cusip: 78014J215

• Autocallable contingent coupon barrier notes due July 21, 2022 linked to the least performing of the common stocks of Capital One Financial Corp. and JPMorgan Chase & Co.; via RBC Capital Markets, LLC; pricing July 16; Cusip: 78013XWD6

• Autocallable contingent coupon barrier notes due July 21, 2022 linked to the worst performing of the common stocks of Amazon.com, Inc., Facebook, Inc., Alphabet Inc. and Netflix Inc.; via RBC Capital Markets, LLC; pricing July 16; Cusip: 78013XWH7

TORONTO-DOMINION BANK

• Callable step-up notes due July 18, 2024; via BofA Securities Inc. and TD Securities (USA) LLC; pricing July 15; Cusip: 89114Q2Z0

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due July 15, 2022 linked to the common stock of Amazon.com, Inc.; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing July 12; Cusip: 61769Q295

• Contingent income autocallable securities due Jan. 16, 2020 linked to the common stock of Hess Corp.; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing July 12; Cusip: 90281D631

• 0% trigger autocallable contingent yield notes due July 17, 2024 linked to the Russell 2000 index and the Nasdaq-100 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 12; Cusip: 90281D623

• 0% trigger gears due July 31, 2024 linked to the iShares MSCI Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90281D581

WELLS FARGO & CO.

• Step-up callable notes due July 31, 2029; via Wells Fargo Securities LLC; pricing July 29; Cusip: 95001D4K3

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 7, 2024 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities LLC; pricing July 31; Cusip: 95001H6U0

WELLS FARGO FINANCE LLC

• 0% enhanced return securities with capped upside and one-to-one downside exposure due in 20 to 23 months linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 95001H5W7

• 0% buffered enhanced return securities with capped upside and buffered downside due in 18 to 21 months linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 95001H5X5

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