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MLXRFXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET NO PROTECTION NOTENASDAQMLXRHXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQMLXRIXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXRKXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITH ANASDAQMLXRLXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXRLXXNASDAQMLXRMXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQMLXRNXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQMLXROXXROYAL BANK OF CANADA POINT TO POINT NOTE WITH AVERAGING OUT MLXROXXNASDAQMLXRRXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXRSXXBOFA FINANCE LLC NOTE MLXRSXXNASDAQMLXRUXXCANADIAN IMPERIAL BANK OF COMMERCE POINT TO POINT NOTE WITH AVERAGINGNASDAQMLXRVXXBOFA FINANCE LLC ATM DIGITAL NOTE MLXRVXXNASDAQMLXRXXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXRXXXNASDAQMLXRZXXROYAL BANK OF CANADA POINT TO POINT BUFFER NOTE WITH AVERAGING OUT MLXNASDAQMLXSAXXTHE BANK OF NOVA SCOTIA BEARISH CAPPED POINT TO POINT NOTE WITH AVERAGNASDAQMLXSBXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXSCXXHSBC USA INC. AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL WEIGHTED BASKENASDAQMLXSEXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXSEXXNASDAQMLXSGXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTNASDAQMLXSHXXTORONTO-DOMINION BANK AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFERNASDAQMLXSIXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTE MLXSINASDAQMLXSLXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXSLXXNASDAQMLXSMXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXSMXXNASDAQMLXSPXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE SNOWBALL UNCAPPED ATMNASDAQMLXSRXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTNASDAQMLXSSXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT FULLY PRINCIPNASDAQMLXSWXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXSZXXTORONTO-DOMINION BANK CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLNASDAQMLXTBXXTORONTO-DOMINION BANK CAPPED POINT TO POINT WEIGHTED BASKET NO PROTECTNASDAQMLXTDXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT WEIGHTED BASKET NOTE MLXNASDAQMLXTEXXTORONTO-DOMINION BANK CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLNASDAQMLXTGXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITH ANASDAQMLXTHXXTORONTO-DOMINION BANK CAPPED POINT TO POINT PARTIALLY PRINCIPALLY PROTNASDAQMLXTIXXBOFA FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGING OUTNASDAQMLXTKXXTHE BANK OF NOVA SCOTIA BEARISH CAPPED POINT TO POINT NOTE WITH AVERAGNASDAQMLXTLXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED DUAL DIRECTIONAL BUFFER NOTENASDAQMLXTMXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE SNOWBALL UNCAPPED ATMNASDAQMLXTNXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTNASDAQMLXTOXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE SNOWBALL NOTE MLXTOXXNASDAQMLXTQXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTE MLXTQNASDAQMLXTRXXTORONTO-DOMINION BANK AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFERNASDAQMLXTSXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTNASDAQMLXTTXXBOFA FINANCE LLC AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL WEIGHTED BANASDAQMLXTUXXTORONTO-DOMINION BANK AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFERNASDAQMLXTVXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL WEIGHTED BNASDAQMLXTWXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE MLXTWXXNASDAQMLXTXXXCANADIAN IMPERIAL BANK OF COMMERCE RATE LINKED FULLY PRINCIPALLY PROTENASDAQMLXTYXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXTZXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE MLXTZXXNASDAQMLXUCXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQMLXUDXXROYAL BANK OF CANADA FIXED INTEREST OTM DIGITAL NOTE MLXUDXXNASDAQMLXUGXXBOFA FINANCE LLC ATM DIGITAL NOTE MLXUGXXNASDAQMLXUHXXCANADIAN IMPERIAL BANK OF COMMERCE POINT TO POINT NOTE WITH AVERAGINGNASDAQMLXUIXXBOFA FINANCE LLC CAPPED DUAL DIRECTIONAL BUFFER NOTE MLXUIXXNASDAQMLXUJXXBOFA FINANCE LLC CAPPED DUAL DIRECTIONAL BUFFER NOTE MLXUJXXNASDAQMLXUNXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE MLXUNXXNASDAQMLXUOXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXUQXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXUQXXNASDAQMLXURXXHSBC USA INC. CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXURXXNASDAQMLXUTXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITH AVERAGINNASDAQMLXUUXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET NO PROTECTION NOTENASDAQMLXUYXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGING OUT MLXNASDAQMLXVBXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXVBXXNASDAQMLXVCXXBOFA FINANCE LLC CAPPED POINT TO POINT WEIGHTED BASKET BUFFER NOTE WITNASDAQMLXVDXXBOFA FINANCE LLC POINT TO POINT BUFFER NOTE WITH AVERAGING OUT MLXVDXXNASDAQMLXVEXXHSBC USA INC. POINT TO POINT BUFFER NOTE WITH AVERAGING OUT MLXVEXXNASDAQMLXVFXXHSBC USA INC. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE WNASDAQMLXVGXXHSBC USA INC. AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTE MLXVGXXNASDAQMLXVHXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTE MLXVHNASDAQMLXVIXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST UNCAPPED ATM DIGITAL NONASDAQMLXVJXXHSBC USA INC. AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTENASDAQMLXVKXXHSBC USA INC. AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL BUFFER NOTE MLNASDAQMLXVLXXHSBC USA INC. AUTOCALLABLE STEP UP UNCAPPED ATM DIGITAL WEIGHTED BASKENASDAQMLXVMXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL WEIGHTED BNASDAQMLXVOXXHSBC USA INC. AUTOCALLABLE SNOWBALL NOTENASDAQMLXVPXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUTNASDAQMLXVQXXTHE BANK OF NOVA SCOTIA POINT TO POINT NOTE WITH AVERAGING OUT MLXVQXXNASDAQMLXVRXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE SNOWBALL NOTE MLXVRXXNASDAQMLXVSXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT BUFFER NOTE WNASDAQMLXVTXXCANADIAN IMPERIAL BANK OF COMMERCE POINT TO POINT NOTE WITH AVERAGINGNASDAQMLXVUXXBOFA FINANCE LLC POINT TO POINT BUFFER NOTE WITH AVERAGING OUT MLXVUXXNASDAQMLXVXXXHSBC USA INC. AUTOCALLABLE SNOWBALL UNCAPPED ATM DIGITAL NOTENASDAQMLXVYXXBOFA FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGING OUTNASDAQMLXVZXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXVZXXNASDAQMLXWAXXBOFA FINANCE LLC CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXWAXXNASDAQMLXWBXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQMLXWCXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED POINT TO POINT NOTE WITH AVENASDAQMLXWDXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQMLXWEXXROYAL BANK OF CANADA CAPPED POINT TO POINT WEIGHTED BASKET NOTE WITH ANASDAQMLXWFXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET NO PROTECTION NOTENASDAQMLXWGXXCANADIAN IMPERIAL BANK OF COMMERCE CAPPED DUAL DIRECTIONAL BUFFER NOTENASDAQMLXWHXXTORONTO-DOMINION BANK CAPPED DUAL DIRECTIONAL BUFFER NOTE WITH AVERAGINASDAQMLXWIXXTHE BANK OF NOVA SCOTIA CAPPED DUAL DIRECTIONAL WEIGHTED BASKET BUFFERNASDAQMLXWKXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINASDAQMLXWLXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINASDAQMLXWMXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE WITH AVERAGINGNASDAQMLXWNXXHSBC USA INC. CAPPED POINT TO POINT WEIGHTED BASKET BUFFER NOTE WITH ANASDAQMLXWOXXCANADIAN IMPERIAL BANK OF COMMERCE POINT TO POINT BUFFER NOTE WITH AVENASDAQMLXWPXXTHE GOLDMAN SACHS GROUP INC. CAPPED POINT TO POINT WEIGHTED BASKET CDNASDAQMLXWQXXROYAL BANK OF CANADA CAPPED POINT TO POINT NOTE WITH AVERAGING OUT MLXNASDAQ