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AAUAFXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST NOTE AAUANASDAQAAUAGXXCITIGROUP INC. ISSUER CALLABLE FIXED TO FLOATING NO PROTECTION NOTE WINASDAQAAUAHXXBANK OF MONTREAL ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAUAIXXBARCLAYS BANK PLC FIXED INTEREST BUFFER NOTE AAUAIXXNASDAQAAUAJXXCREDIT SUISSE AG LONDON BRANCH CAPPED POINT TO POINT WORST OF BUFFERNASDAQAAUAKXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUAKXXNASDAQAAUALXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQAAUAMXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUAMXXNASDAQAAUANXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BARRIERNASDAQAAUAOXXGS FINANCE CORP. CAPPED POINT TO POINT BARRIER NOTE AAUAOXXNASDAQAAUAPXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQAAUAQXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUAQXXNASDAQAAUARXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUARXXNASDAQAAUASXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAUASXNASDAQAAUATXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE AAUATXXNASDAQAAUAUXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAUAVXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAUAWXXTORONTO-DOMINION BANK ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUAXALGER AMERICAN ASSET GROWTH FUND CLASS ANASDAQAAUAXXXCREDIT SUISSE AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORSTNASDAQAAUAYXXGOLDMAN SACHS BANK USA CLIQUET POINT TO POINT CD WITH LOOKBACK FINAL ANASDAQAAUAZXXCITIGROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLY PROTECNASDAQAAUBAXXCITIBANK N.A. POINT TO POINT CD AAUBAXXNASDAQAAUBBXXROYAL BANK OF CANADA FIXED TO FLOATING FULLY PRINCIPALLY PROTECTED NOTNASDAQAAUBCXXMORGAN STANLEY FINANCE LLC FIXED INTEREST POINT TO POINT FULLY PRINCIPNASDAQAAUBDXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTE AAUBDXXNASDAQAAUBEXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAUBFXXBANK OF MONTREAL ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLY PROTNASDAQAAUBGXXJPMORGAN CHASE BANK N.A. ISSUER CALLABLE FIXED TO FLOATING CD WITH MINASDAQAAUBHXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAUBIXXGS FINANCE CORP. AUTOCALLABLE STEP UP POINT TO POINT FULLY PRINCIPALLYNASDAQAAUBJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAUBKXXGOLDMAN SACHS BANK USA CLIQUET POINT TO POINT CD WITH LOOKBACK FINAL ANASDAQAAUBLXXTORONTO-DOMINION BANK ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUBMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE FIXED TO FLOATINASDAQAAUBNXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAUBOXXWELLS FARGO & COMPANY ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUBPXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAUBQXXJPMORGAN CHASE FINANCIAL COMPANY LLC ISSUER CALLABLE FIXED INTEREST FUNASDAQAAUBRXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAUBSXXGOLDMAN SACHS BANK USA CAPPED POINT TO POINT CD AAUBSXXNASDAQAAUBTXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAUBUXXCITIBANK N.A. POINT TO POINT CD AAUBUXXNASDAQAAUBVXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQAAUBWXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAUBXXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUBXXXNASDAQAAUBYXXGOLDMAN SACHS BANK USA POINT TO POINT CD WITH MODIFIED AVERAGING OUT ANASDAQAAUBZXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT GEARED BUFFER NOTENASDAQAAUCAXXCREDIT SUISSE AG LONDON BRANCH POINT TO POINT WORST OF BARRIER NOTE ANASDAQAAUCBXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAUCCXXBARCLAYS BANK PLC DUAL DIRECTIONAL WORST OF BUFFER NOTE AAUCCXXNASDAQAAUCDXXJPMORGAN CHASE & CO. ISSUER CALLABLE FIXED TO FLOATING FULLY PRINCIPALNASDAQAAUCEXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE FIXED TO FLOATINASDAQAAUCFXXBANK OF AMERICA CORPORATION ISSUER CALLABLE FIXED TO FLOATING FULLY PRNASDAQAAUCGXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT WORST OF BARRIER NOTE AAUNASDAQAAUCHXXBARCLAYS BANK PLC AUTOCALLABLE FIXED INTEREST BARRIER NOTE AAUCHXXNASDAQAAUCIXXGOLDMAN SACHS BANK USA POINT TO POINT CD WITH MODIFIED AVERAGING OUT ANASDAQAAUCJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. FIXED INTEREST POINT TO POINT FNASDAQAAUCKXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAUCLXXBARCLAYS BANK PLC CAPPED POINT TO POINT WORST OF BUFFER NOTE AAUCLXXNASDAQAAUCMXXJPMORGAN CHASE & CO. ISSUER CALLABLE FIXED TO FLOATING FULLY PRINCIPALNASDAQAAUCNXXGOLDMAN SACHS BANK USA POINT TO POINT CD WITH MODIFIED AVERAGING OUT ANASDAQAAUCOXXBANK OF AMERICA CORPORATION ISSUER CALLABLE FIXED INTEREST FULLY PRINCNASDAQAAUCPXXCANADIAN IMPERIAL BANK OF COMMERCE AUTOCALLABLE SNOWBALL BARRIER NOTENASDAQAAUCQXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQAAUCRXXJPMORGAN CHASE BANK N.A. FIXED INTEREST POINT TO POINT CD AAUCRXXNASDAQAAUCSXXGS FINANCE CORP. AUTOCALLABLE STEP UP POINT TO POINT WORST OF BUFFER NNASDAQAAUCTXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE SNOWBALL BARRIER NOTNASDAQAAUCUXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT BARRIER NOTE AAUNASDAQAAUCVXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUCVXXNASDAQAAUCWXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE FIXED TO FLOATINASDAQAAUCXXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQAAUCYXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT WORST OF BUNASDAQAAUCZXXGOLDMAN SACHS BANK USA POINT TO POINT CD WITH MODIFIED AVERAGING OUT ANASDAQAAUDAXXGS FINANCE CORP. ISSUER CALLABLE RATE LINKED FULLY PRINCIPALLY PROTECTNASDAQAAUDBXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQAAUDDXXTORONTO-DOMINION BANK FIXED INTEREST POINT TO POINT FULLY PRINCIPALLYNASDAQAAUDEXXROYAL BANK OF CANADA ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUDFXXCITIBANK N.A. POINT TO POINT CD AAUDFXXNASDAQAAUDGXXGOLDMAN SACHS BANK USA FIXED INTEREST POINT TO POINT CD AAUDGXXNASDAQAAUDIXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAUDIXXNASDAQAAUDJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAUDKXXROYAL BANK OF CANADA ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUDLXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAUDLXXNASDAQAAUDMXXGOLDMAN SACHS BANK USA FIXED INTEREST POINT TO POINT CD AAUDMXXNASDAQAAUDNXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQAAUDOXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAUDPXXCITIBANK N.A. AUTOCALLABLE SNOWBALL CD AAUDPXXNASDAQAAUDQXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQAAUDRXXWELLS FARGO & COMPANY ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUDSXXJPMORGAN CHASE BANK N.A. FIXED INTEREST POINT TO POINT CD AAUDSXXNASDAQAAUDTXXGOLDMAN SACHS BANK USA POINT TO POINT CD WITH MODIFIED AVERAGING OUT ANASDAQAAUDUXXJPMORGAN CHASE & CO. ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUDVXXROYAL BANK OF CANADA ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUDXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE RANGE ACCRUAL WNASDAQAAUDYXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAUDYXXNASDAQAAUDZXXBARCLAYS BANK PLC POINT TO POINT WORST OF BUFFER NOTE AAUDZXXNASDAQAAUEAXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAUEAXXNASDAQAAUEBXXTORONTO-DOMINION BANK ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLYNASDAQAAUECXXTHE GOLDMAN SACHS GROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINASDAQ