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MLWLKXXBOFA FINANCE LLC POINT TO POINT NOTE WITH AVERAGING OUT MLWLKXXNASDAQMLWLNXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET BUFFER NOTE WITH ANASDAQMLWMPXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINASDAQMLWMQXXTHE BANK OF NOVA SCOTIA POINT TO POINT BUFFER NOTE WITH AVERAGING OUTNASDAQMLWQGXXCREDIT SUISSE AG LONDON BRANCH CAPPED POINT TO POINT WEIGHTED BASKETNASDAQMLWQUXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWQUXXNASDAQMLWRQXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWRQXNASDAQMLWRYXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWRYXNASDAQMLWSFXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT WEIGHTED BASKNASDAQMLWSYXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT WEIGHTED BASKNASDAQMLWTAXXCREDIT SUISSE AG LONDON BRANCH CAPPED POINT TO POINT NOTE WITH AVERAGNASDAQMLWTHXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWTMXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE WITH AVENASDAQMLWTUXXBOFA FINANCE LLC CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWTUXXNASDAQMLWTVXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWTVXXNASDAQMLWTWXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWTWXXNASDAQMLWTXXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWTXXXNASDAQMLWUFXXBOFA FINANCE LLC CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWUFXXNASDAQMLWUGXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWNASDAQMLWUKXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWNASDAQMLWUNXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWUNXNASDAQMLWUQXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINGNASDAQMLWUWXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED DUAL DIRECTIONAL BUFFER NOTENASDAQMLWUYXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE MLWUYXXNASDAQMLWVBXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWVKXXCANADIAN IMPERIAL BANK OF COMMERCE POINT TO POINT WEIGHTED BASKET NOTENASDAQMLWVMXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWVMXXNASDAQMLWVSXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITH ANASDAQMLWVTXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWNASDAQMLWWAXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINGNASDAQMLWWFXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITNASDAQMLWWMXXTORONTO-DOMINION BANK BEARISH CAPPED POINT TO POINT NOTE WITH AVERAGINNASDAQMLWWUXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWWUXXNASDAQMLWWYXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWXAXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINASDAQMLWXDXXTHE BANK OF NOVA SCOTIA POINT TO POINT NOTE WITH AVERAGING OUT MLWXDXXNASDAQMLWXEXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE MLWXEXXNASDAQMLWXGXXBOFA FINANCE LLC CAPPED POINT TO POINT WEIGHTED BASKET BUFFER NOTE WITNASDAQMLWXHXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWXHXXNASDAQMLWXIXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWXIXXNASDAQMLWXMXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE WITH AVENASDAQMLWXOXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWNASDAQMLWXTXXBOFA FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGING OUTNASDAQMLWXUXXTORONTO-DOMINION BANK CAPPED POINT TO POINT WEIGHTED BASKET BUFFER NOTNASDAQMLWXWXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWNASDAQMLWXYXXTORONTO-DOMINION BANK POINT TO POINT BUFFER NOTE WITH AVERAGING OUT MLNASDAQMLWXZXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE MLWXZXXNASDAQMLWYBXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWYBXXNASDAQMLWYEXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE WITH AVENASDAQMLWYFXXTORONTO-DOMINION BANK CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLNASDAQMLWYGXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWNASDAQMLWYHXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT WEIGHTED BASKNASDAQMLWYIXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWYJXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWYLXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINGNASDAQMLWYMXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWNASDAQMLWYNXXTORONTO-DOMINION BANK CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLNASDAQMLWYOXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT WEIGHTED BASKNASDAQMLWYPXXTHE BANK OF NOVA SCOTIA POINT TO POINT WEIGHTED BASKET NOTE WITH AVERANASDAQMLWYRXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWNASDAQMLWYWXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINGNASDAQMLWYYXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWYYXXNASDAQMLWZBXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWZCXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWZCXXNASDAQMLWZDXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWZDXXNASDAQMLWZEXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLWNASDAQMLWZFXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWZFXXNASDAQMLWZGXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITNASDAQMLWZJXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWZLXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLWZMXXTHE BANK OF NOVA SCOTIA POINT TO POINT NOTE WITH AVERAGING OUT MLWZMXXNASDAQMLWZNXXBOFA FINANCE LLC CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITH AVERANASDAQMLWZOXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE MLWZOXXNASDAQMLWZSXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE MLWZSXXNASDAQMLWZUXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLWZUXXNASDAQMLWZWXXBOFA FINANCE LLC POINT TO POINT NOTE WITH AVERAGING OUT MLWZWXXNASDAQMLWZYXXBOFA FINANCE LLC POINT TO POINT NO PROTECTION NOTE MLWZYXXNASDAQMLWZZXXBOFA FINANCE LLC POINT TO POINT NO PROTECTION NOTE MLWZZXXNASDAQMLXAVXXROYAL BANK OF CANADA UNCAPPED ATM DIGITAL NOTE MLXAVXXNASDAQMLXAXCATALYST ENERGY INFRASTRUCTURE FUND CLASS ANASDAQMLXBEXXBARCLAYS BANK PLC AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFER NOTNASDAQMLXBMXXBARCLAYS BANK PLC AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFER NOTNASDAQMLXBNXXHSBC USA INC. AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL NOTE MLXBNXXNASDAQMLXBOXXBARCLAYS BANK PLC AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFER NOTNASDAQMLXBUXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL NOTENASDAQMLXBWXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFNASDAQMLXBXXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE STEP UP UNCAPPED ATM DNASDAQMLXBYXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL NOTENASDAQMLXCFXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL WEIGNASDAQMLXCGXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL NOTENASDAQMLXCHXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXCIXXTHE BANK OF NOVA SCOTIA UNCAPPED ATM DIGITAL NOTE MLXCIXXNASDAQMLXCJXXTHE BANK OF NOVA SCOTIA UNCAPPED ATM DIGITAL NOTE MLXCJXXNASDAQMLXCPXXBARCLAYS BANK PLC AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL NOTE MLXCPNASDAQMLXCQXXBARCLAYS BANK PLC AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL NOTE MLXCQNASDAQMLXCUXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE STEP UP UNCAPPED ATM DNASDAQMLXCXCATALYST ENERGY INFRASTRUCTURE FUND CLASS CNASDAQMLXDCXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL WEIGNASDAQMLXDKXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE STEP UP UNCAPPED ATM DNASDAQMLXDMXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE STEP UP UNCAPPED ATM DNASDAQ