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Published on 10/21/2019 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF MONTREAL

• Autocallable barrier notes with contingent coupon due Jan. 29, 2021 linked to the lesser performing of the VanEck Vectors Gold Miners exchange-traded fund and the VanEck Vectors Junior Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06367WQR7

• Autocallable barrier notes with contingent coupon due Jan. 29, 2021 linked to the lesser performing of the VanEck Vectors Gold Miners exchange-traded fund and the VanEck Vectors Junior Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 30; Cusip: 06367WQS5

BANK OF NOVA SCOTIA

• 0% Accelerated Return Notes due December 2020 linked to the common stocks of Citigroup Inc., JPMorgan Chase & Co. and Morgan Stanley: via BofA Securities Inc.; pricing in October

• 0% capped buffered enhanced participation notes due in 24 to 27 months linked to the Russell 2000 index; via Scotia Capital (USA) Inc.; Cusip: 064159PW0

BARCLAYS BANK PLC

• Phoenix autocallable notes due Oct. 30, 2029 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the Dow Jones industrial average; via Barclays; pricing Oct. 25; Cusip: 06747NME1

• Callable contingent coupon notes due Oct. 31, 2029 linked to the Euro Stoxx Banks index; via Barclays; pricing Oct. 28; Cusip: 06747NKV5

• 0% trigger gears due Oct. 31, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Oct. 28; Cusip: 06747D767

• 0% buffered SuperTrack notes due Oct. 31, 2024 linked to the S&P 500 index; via Barclays; pricing Oct. 28; Cusip: 06747NJ47

• Phoenix autocallable notes due Oct. 31, 2029 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing Oct. 28; Cusip: 06747NJL9

BOFA FINANCE LLC

• Contingent income autocallable yield notes due May 3, 2023 linked to the Dow Jones industrial average and Russell 2000 index; via BofA Securities Inc.; pricing Oct. 28; Cusip: 09709TVN8

• 0% Accelerated Return Notes due December 2020 linked to the Euro Stoxx 50 index; via BofA Securities Inc.; pricing in October

CANADIAN IMPERIAL BANK OF COMMERCE

• 0% Accelerated Return Notes due December 2020 linked to the Euro Stoxx 50, FTSE 100, Nikkei Stock Average, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Securities, Inc.; pricing in October

• 0% notes with absolute return buffer due October 2022 linked to the Euro Stoxx 50, FTSE 100, Nikkei Stock Average, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Securities, Inc.; pricing in October

• Canadian Imperial Bank of Commerce plans to price 0% capped Leveraged Index Return Notes due October 2021 linked to the MSCI Emerging Markets index; via BofA Securities, Inc.; pricing in October

• 0% capped Leveraged Index Return Notes due December 2020 linked to the S&P 500 index; via BofA Securities, Inc.; pricing in October

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

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via CIBC World Markets Corp.; Cusip: 13605WTE1

CITIGROUP GLOBAL MARKETS HOLDINGS INC.

• Autocallable contingent coupon equity linked securities due Oct. 28, 2021 linked to the common stock of Alphabet Inc.; via Citigroup Global Markets Inc.; pricing Oct. 23; Cusip: 17324XTP5

• Contingent income autocallable securities due Oct. 28, 2022 linked to AT&T Inc. common stock; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing Oct. 25; Cusip: 17327P823

• 0% dual directional barrier securities due Oct. 28, 2022 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 17327TGY6

• 0% enhanced barrier digital plus securities due Nov. 4, 2024 linked to the SPDR S&P 500 ETF trust; via Citigroup Global Markets Inc.; pricing Oct. 30; Cusip: 17324XTZ3

• Callable contingent coupon equity-linked securities due Nov. 1, 2029 linked to the lesser performing of the Euro Stoxx Banks index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 28; Cusip: 17327THP4

• 0% buffer securities due Nov. 2, 2022 linked to the MSCI USA Women’s Leadership index; via Citigroup Global Markets Inc.; pricing Oct. 28; Cusip: 17327TVH6

• 0% market-linked notes due Nov. 1, 2024 linked to an equally weighted basket of the S&P 500 index and the iStoxx Europe Economic Growth Select 50 index; via Citigroup Global Markets Inc.; pricing Oct. 29; Cusip: 17327THY5

• 0% market-linked notes due Nov. 3, 2022 linked to the iShares MSCI EAFE exchange-traded fund; via Citigroup Global Markets Inc.; pricing Oct. 31; Cusip: 17327TND4

• 0% buffer securities due Feb. 4, 2021 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing Oct. 31; Cusip: 17327TLK0

• 0% buffer securities due Feb. 4, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 31; Cusip: 17327TJD9

• 0% buffer securities due Feb. 4, 2021 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Oct. 31; Cusip: 17327TGB6

• 0% enhanced buffered digital securities due Nov. 3, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 31; Cusip: 17327TWR3

• Callable step-up coupon notes due Nov. 13, 2034; via Citigroup Global Markets Inc.; pricing Nov. 8; Cusip: 17298CHE1

• 25- to 28-month 0% absolute return trigger notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; Cusip: 17327TYG5

CREDIT SUISSE AG, LONDON BRANCH

• 12% autocallable reverse convertible securities due Oct. 26, 2020 linked to the least performing of the common stock of Pioneer Natural Resources Co., the ordinary shares of Seagate Technology plc and the common stock of Tesla, Inc.; via Credit Suisse Securities (USA) LLC; pricing Oct. 22; pricing Oct. 22; Cusip: 22549J2X7

• Contingent coupon callable yield notes due July 29, 2022 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22552FZ47

• Contingent coupon autocallable yield notes due April 29, 2022 linked to the lowest performing of common stocks of Workday, Inc., Microsoft Corp. and salesforce.com, inc.; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22551N3Y0

• 0% digital barrier notes due Dec. 3, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22551N3H7

• Contingent coupon autocallable yield notes due Feb. 5, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FZD7

• Contingent coupon autocallable yield notes due May 5, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FZF2

• Contingent coupon autocallable yield notes due Nov. 5, 2021 linked to the lesser performing of the SPDR S&P Biotech exchange-traded fund and the Energy Select Sector SPDR fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FY22

• 0% accelerated barrier notes due Nov. 5, 2024 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FZJ4

• Contingent coupon autocallable yield notes due May 5, 2021 linked to the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22552FZV7

GS FINANCE CORP.

• 0% bearish autocallable absolute return notes due July 29, 2021 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 24; Cusip: 40056XKG0

• Callable contingent coupon notes due Oct. 30, 2024 linked to lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 25; Cusip: 40056XGP5

• Callable contingent coupon notes due Oct. 31, 2029 linked to lesser performing of the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 28; Cusip: 40056XGQ3

• 0% leveraged buffered notes due Nov. 2, 2021 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 28; Cusip: 40056XGT7

• 0% leveraged notes due Oct. 31, 2024 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 28; Cusip: 40056XJK3

• 0% buffered notes due Oct. 31, 2024 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 40056XFS0

• 0% leveraged buffered notes due Nov. 5, 2024 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. LLC; pricing Oct. 31; Cusip: 40056XGE0

• 0% leveraged buffered notes due Nov. 5, 2024 linked to an equally weighted basket of the S&P 500 index, the S&P MidCap 400 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing Oct. 31; Cusip: 40056XGL4

• 0% notes due May 4, 2023 linked to the least performing of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.; pricing Oct. 31; Cusip: 40056XGD2

• 0% leveraged buffered notes due Nov. 5, 2024 linked to the S&P 500 index; via Goldman Sachs & Co. LLC; pricing Oct. 31; Cusip: 40056XGC4

• 0% notes due Nov. 5, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Oct. 31; Cusip: 40056XG83

• 0% notes due Nov. 5, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co. LLC; pricing Oct. 31; Cusip: 40056XGB6

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co. LLC; Cusip: 40056XDS2

HSBC USA INC.

• Autocallable contingent income barrier notes due Oct. 29, 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 Oct. 24; Cusip: 40435UB94

• Autocallable contingent income barrier notes due April 29, 2021 linked to the least performing of the Russell 2000 index, the Nasdaq-100 index and the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40435UB78

• Autocallable contingent income barrier notes due July 29, 2021 linked to the least performing of the Russell 2000 index, the Nasdaq-100 index and the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40435UB86

• Callable contingent income barrier notes due Oct. 29, 2029 linked to the least performing of the Russell 2000 index, Nasdaq-100 index and Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40435UC28

JPMORGAN CHASE FINANCIAL CO. LLC

• 0% capped contingent buffered return enhanced notes due Oct. 28, 2021 linked to the iShares MSCI Emerging Markets ETF; via J.P. Morgan Securities LLC; pricing Oct. 22; Cusip: 48132FVK9

• 8% autocallable yield notes due Jan. 27, 2021 linked to the Euro Stoxx 50 index, the Russell 2000 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Oct. 22; Cusip: 48132FPN0

• 0% contingent buffered digital notes due Nov. 27, 2020 tied to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 22; Cusip: 48132FYF7

• Autocallable contingent interest notes due Oct. 29, 2021 linked to the least performing of the Dow Jones industrial average, the Nasdaq-100 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FRC2

• Autocallable contingent interest notes due Oct. 31, 2022 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FRD0

• 0% uncapped dual directional buffered return enhanced notes due April 30, 2021 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 Oct. 28; Cusip: 48132FQB5

• 0% capped buffered return enhanced notes due Nov. 5, 2020 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FTA4

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FQZ2

• 0% capped dual directional buffered return enhanced notes due Oct. 31, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FQK5

• 0% uncapped dual directional contingent buffered return enhanced notes due April 30, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FQE9

• 0% uncapped contingent buffered return enhanced notes due Oct. 31, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FQJ8

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FQY5

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FRA6

• Autocallable contingent interest notes due April 30, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FRM0

• 0% autocallable contingent buffered equity notes due Oct. 31, 2022 linked to the lesser performing of the S&P 500 index, the Russell 2000 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FSF4

• Callable step-up fixed-rate notes due Oct. 31, 2024; via J.P. Morgan Securities LLC; pricing Oct. 29; Cusip: 48128GL73

• 0% capped buffered return enhanced notes due April 29, 2022 linked to an equally weighted basket consisting of the Alerian MLP index and the Bloomberg Commodity index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FZA7

• Contingent income autocallable securities due May 5, 2020 linked to Bed Bath & Beyond Inc. common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 31; Cusip: 48132G252

• 0% uncapped dual directional contingent buffered return enhanced notes due Oct. 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 Oct. 31; Cusip: 48132FSL1

• 0% uncapped contingent buffered return enhanced notes due Oct. 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 Oct. 31; Cusip: 48132FST4

• Contingent income autocallable securities due Nov. 4, 2021 linked to the least performing of the Nikkei 225 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and Morgan Stanley Wealth Management; pricing Oct. 31; Cusip: 48132FZD1

• Contingent income autocallable securities due Nov. 4, 2021 linked to the least performing of the Nikkei 225 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and Morgan Stanley Wealth Management; pricing Oct. 31; Cusip: 48132FZE9

• 0% uncapped contingent buffered return enhanced notes due Oct. 31, 2024 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 Oct. 31; Cusip: 48132FSU1

• Autocallable contingent interest notes due Oct. 29, 2021 linked to the least performing of the Nasdaq-100 index, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQW9

• Autocallable contingent interest notes due Oct. 30, 2020 linked to the least performing of the Russell 2000 index, the S&P 500 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQR0

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Nasdaq-100 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQQ2

• 0% uncapped dual directional contingent buffered return enhanced notes due April 28, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FSP2

• 0% uncapped contingent buffered return enhanced notes due Oct. 31, 2024 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FSV9

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQS8

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQU3

• Autocallable contingent interest notes due Jan. 29, 2021 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQV1

• Autocallable contingent interest notes due Oct. 31, 2022 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FQX7

• Autocallable contingent interest notes due Oct. 29, 2021 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48132FSN7

• 0% uncapped buffered return enhanced notes due Oct. 31, 2024 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48132FRX6

MORGAN STANLEY FINANCE LLC

• 0% dual directional trigger Performance Leveraged Upside Securities due Oct. 26, 2023 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 22; Cusip: 61769HZD0

• Contingent income autocallable securities due Oct. 28, 2022 linked to Apple Inc. common stock; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61770C566

• Contingent income autocallable securities due Oct. 28, 2022 linked to Blackstone Group Inc. common stock; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61770C574

• 0% buffered Performance Leveraged Upside Securities due Oct. 31, 2024 linked to the lesser performing of the Russell 2000 index and the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61769HXN0

• 0% equity-linked partial principal at risk securities due April 30, 2024 tied to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61769HB87

• Contingent income autocallable securities due Oct. 28, 2022 linked to Nike, Inc. common stock; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61770C558

• Callable buffered range accrual securities due Oct. 30, 2024 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61769HA88

• 0% enhanced trigger participation securities due Oct. 30, 2029 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 25; Cusip: 61769HB20

• 0% buffered Performance Leveraged Upside Securities due Oct. 31, 2024 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HYB5

• 0% dual directional buffered jump securities due Oct. 31, 2024 linked to the least performing of the Dow Jones Industrial Average and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HYG4

• 0% buffered participation securities due Oct. 31, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HXP5

• 0% dual directional buffered Performance Leveraged Upside Securities due Nov. 2, 2022 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HYD1

• 0% equity-linked partial principal at risk securities due May 4, 2023 linked to the Stoxx Europe 600 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61769HXY6

• 0% buffered participation securities due Nov. 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYK5

• 0% dual directional trigger jump securities due Nov. 5, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYN9

• 0% buffered participation securities due May 5, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYA7

• 0% equity-linked partial principal at risk securities due Nov. 3, 2022 linked to the Stoxx Europe 600 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61769HYC3

• 0% trigger Performance Leveraged Upside Securities due Nov. 5, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 31; Cusip: 61770C335

• 16- to 19-month 0% digital notes linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; Cusip: 61769HZW8

• 19- to 22-month 0% buffered digital notes linked to the MSCI EAFE index; via Morgan Stanley & Co. LLC; Cusip: 61769HC78

ROYAL BANK OF CANADA

• Redeemable step-up notes due Oct. 29, 2027; via RBC Capital Markets, LLC; pricing Oct. 25; Cusip: 78014RBG4

• 0% autocallable barrier notes due Oct. 30, 2023 linked to the lesser performing of the Dow Jones industrial average and the Nasdaq-100 index; via RBC Capital Markets, LLC; pricing Oct. 25; Cusip: 78015KGB4

• Contingent income autocallable securities due Oct. 29, 2020 linked to Newell Brands Inc. common stock; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Oct. 25; Cusip: 78014J629

• 0% barrier absolute return notes due Jan. 31, 2025 linked to the S&P 500 index; via RBC Capital Markets LLC; pricing Oct. 28; Cusip: 78015KEX8

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 5, 2021 linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing Oct. 31; Cusip: 78015KBK9

• 0% Leveraged Index Return Notes due October 2021 linked to the Euro Stoxx 50, FTSE 100, Nikkei Stock Average, Swiss Market, S&P/ASX 200 and Hang Seng indexes; via BofA Securities Inc.; pricing in October

• 0% Accelerated Return Notes due October 2021 linked to the S&P 500 index; via BofA Securities Inc.; pricing in October

• 0% digital notes due 2021 linked to the S&P 500 index; via RBC Capital Markets LLC; Cusip: 78015KEB6

• 13- to 15-month 0% leveraged buffered notes linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78015KHW7

TORONTO-DOMINION BANK

• 24- to 27-month 0% leveraged capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114R2B1

• 20- to 23-month 0% leveraged capped buffered notes linked to the S&P 500 index; via TD Securities (USA) LLC; Cusip: 89114R2G0

• 0% leveraged buffered notes due in 24 to 27 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 TD Securities (USA) LLC; Cusip: 89114Q5N4

UBS AG, LONDON BRANCH

• Contingent interest autocallable securities due Oct. 28, 2022 linked to the common stocks of Amazon.com, Inc. and Apple Inc.; via UBS Securities LLC and Morgan Stanley Wealth Management; pricing Oct. 25; Cusip: 90281E654

WELLS FARGO FINANCE LLC

• Step-up callable notes due April 28, 2023; via Wells Fargo Securities LLC; pricing Oct. 24; Cusip: 95001D4X5

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 8, 2021 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Oct. 31; Cusip: 95001HB34

• 0% buffered enhanced return securities with capped upside and buffered downside due in 24 to 27 months linked to the iShares MSCI Emerging Markets ETF; via Wells Fargo Securities, LLC; Cusip: 95001HAL5

• 0% buffered enhanced return securities with capped upside and buffered downside due in 26 to 29 months linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 95001HAM3


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