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TDAUQXXTD ZLB ETF-LINKED PRINCIPAL PROTECTED NOTES - SERIES 70 NL (866585A2)NASDAQTDAURXXTD ZLB ETF-LINKED PRINCIPAL PROTECTED NOTES - SERIES 72 NL (866593A2)NASDAQTDAUSXXTD ZLB ETF-LINKED PRINCIPAL PROTECTED NOTES - SERIES 68 NL (866614A2)NASDAQTDAUTXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES SERIES 42F NL (867649A2)NASDAQTDAUUXXTD ZLB ETF-LINKED PRINCIPAL PROTECTED NOTES - SER 82F NL (866591A2)NASDAQTDAUVXXTD ZLB ETF-LINKED PRINCIPAL PROTECTED NOTES - SER 79F NL (866618A2)NASDAQTDAUWXXTD ZLB ETF-LINKED PRINCIPAL PROTECTED NOTES - SER 81F NL (866619A2)NASDAQTDAUXTD SCIENCE & TECHNOLOGY FUND - ADVISOR SERIES LSC (2150A2)NASDAQTDAUYXXTD CANADIAN BANKS INDEX-LINKED GRTH NOTES - SERIES 538 NL (867164A2)NASDAQTDAUZXXTD CANADIAN BANKS INDEX-LINKED GRTH NOTES - SERIES 558 NL (867233A2)NASDAQTDAVAXXTD CANADIAN BANKS INDEX-LINKED GRTH NOTES - SERIES 545 NL (867243A2)NASDAQTDAVBXXTD CANADIAN BANKS INDEX-LINKED GRTH NOTES - SERIES 533 NL (867248A2)NASDAQTDAVCXXTD CANADIAN BANKS INDEX-LINKED GRTH NOTES - SERIES 523 NL (867259A2)NASDAQTDAVDXXTD XBI ETF-LINKED AUTOCALL COUPON NOTES - SERIES 822 NL (867513A2)NASDAQTDAVEXXTD XBI ETF-LINKED AUTOCALL COUPON NOTES - SERIES 837 NL (867517A2)NASDAQTDAVFXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 43 NL (867654A2)NASDAQTDAVGXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 45 NL (867701A2)NASDAQTDAVHXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 47 NL (867703A2)NASDAQTDAVIXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 55 NL (867713A2)NASDAQTDAVJXXTD CANADIAN BANKS INDEX-LINKED BUFFER NOTES - SER 138 NL (867886A2)NASDAQTDAVKXXTD CANADIAN BANKS INDEX-LINKED BUFFER NOTES - SER 142 NL (867893A2)NASDAQTDAVLXXTD CANADIAN BANKS INDEX-LINKED BUFFER NOTES - SER 144 NL (867896A2)NASDAQTDAVMXXTD RAINBOW BARRIER NOTES (BETTER-PERFORMING) - SER 3F NL (867970A2)NASDAQTDAVNXXTD RAINBOW BARRIER NOTES (BETTER-PERFORMING) - SER 4F NL (867978A2)NASDAQTDAVOXXTD RAINBOW BARRIER NOTES (BETTER-PERFORMING) - SER 5F NL (867981A2)NASDAQTDAVPXXTD CANADIAN BANKS-LINKED BARRIER COUPON NOTES - SER 65 NL (866623A2)NASDAQTDAVQXXTD EQUITIES-LINKED MAXIMUM RETURN NOTES (USD) - SER 97 NL (866969A2)NASDAQTDAVRXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 339 NL (867023A2)NASDAQTDAVSXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 289 NL (867031A2)NASDAQTDAVTXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 280 NL (867046A2)NASDAQTDAVUXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 298 NL (867056A2)NASDAQTDAVVXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 341 NL (867059A2)NASDAQTDAVWXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 351 NL (867098A2)NASDAQTDAVXTD GLOBAL ENTERTAINMENT & COMMUNICATIONS FD ADVR SERIES LSC (2151A2)NASDAQTDAVYXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 345 NL (867113A2)NASDAQTDAVZXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 349 NL (867114A2)NASDAQTDAWAXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 347 NL (867119A2)NASDAQTDAWBXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 499 NL (867168A2)NASDAQTDAWCXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 539 NL (867169A2)NASDAQTDAWDXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 528 NL (867177A2)NASDAQTDAWEXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 534 NL (867179A2)NASDAQTDAWFXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 510 NL (867184A2)NASDAQTDAWGXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 619 NL (867186A2)NASDAQTDAWHXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 630 NL (867189A2)NASDAQTDAWIXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 584 NL (867208A2)NASDAQTDAWJXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 598 NL (867214A2)NASDAQTDAWKXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 565 NL (867222A2)NASDAQTDAWLXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 498 NL (867231A2)NASDAQTDAWMXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 547 NL (867232A2)NASDAQTDAWNXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 562 NL (867239A2)NASDAQTDAWOXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 556 NL (867244A2)NASDAQTDAWPXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 520 NL (867257A2)NASDAQTDAWQXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 608 NL (867269A2)NASDAQTDAWRXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 646 NL (867286A2)NASDAQTDAWSXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 653 NL (867290A2)NASDAQTDAWTXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 637 NL (867293A2)NASDAQTDAWUXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 648 NL (867295A2)NASDAQTDAWVXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 658 NL (867301A2)NASDAQTDAWWXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 700 NL (867319A2)NASDAQTDAWXTD DIVIDEND GROWTH FUND - ADVISOR SERIES LSC (2758A3)NASDAQTDAWYXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 746 NL (867321A2)NASDAQTDAWZXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 756 NL (867323A2)NASDAQTDAXAXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 684 NL (867335A2)NASDAQTDAXBXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 778 NL (867340A2)NASDAQTDAXCXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 814 NL (867352A2)NASDAQTDAXDXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 691 NL (867363A2)NASDAQTDAXEXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 709 NL (867384A2)NASDAQTDAXFXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 768 NL (867389A2)NASDAQTDAXGXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 715 NL (867402A2)NASDAQTDAXHXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 795 NL (867419A2)NASDAQTDAXIXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 730 NL (867429A2)NASDAQTDAXJXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 776 NL (867435A2)NASDAQTDAXKXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 787 NL (867446A2)NASDAQTDAXLXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 693 NL (867450A2)NASDAQTDAXMXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 762 NL (867456A2)NASDAQTDAXNXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 666 NL (867464A2)NASDAQTDAXOXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 671 NL (867465A2)NASDAQTDAXPXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 677 NL (867466A2)NASDAQTDAXQXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 703 NL (867468A2)NASDAQTDAXRXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 807 NL (867475A2)NASDAQTDAXSXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 696 NL (867489A2)NASDAQTDAXTXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 740 NL (867494A2)NASDAQTDAXUXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 826 NL (867509A2)NASDAQTDAXVXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 44F NL (867655A2)NASDAQTDAXWXXTD CANADIAN BANKS-LINKED BARRIER COUPON NOTES - SER 67 NL (867671A2)NASDAQTDAXYXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 52F NL (867708A2)NASDAQTDAXZXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 56F NL (867714A2)NASDAQTDAYAXXTD ZUT ETF-LINKED BOOSTED RETURN PLUS NOTES - SER 240F NL (867758A2)NASDAQTDAYBXXTD CANADIAN EQUITY INDEX-LINKED BUFFER NOTES - SER 86F NL (867779A2)NASDAQTDAYCXXTD CM EQUITY-LINKED BARRIER ACCELERATOR NOTES - SER 99 NL (867888A2)NASDAQTDAYDXXTD CANADIAN BANKS INDEX-LINKED BUFFER NOTES - SER 145F NL (867897A2)NASDAQTDAYEXXTD ZUB 30 AR INDEX-LINKED AUTOCALL NOTES - SERIES 892 NL (868253A2)NASDAQTDAYFXXTD ZUB 30 AR INDEX-LINKED AUTOCALL NOTES - SERIES 896 NL (868257A2)NASDAQTDAYGXXTD ZUB 30 AR INDEX-LINKED AUTOCALL NOTES - SERIES 897 NL (868258A2)NASDAQTDAYHXXTD ZUB 30 AR INDEX-LINKED AUTOCALL NOTES - SERIES 905 NL (868266A2)NASDAQTDAYIXXTD XSP ETF-LINKED AUTOCALL COUPON NOTES - SERIES 2894 NL (868474A2)NASDAQTDAYJXXTD XOP ETF-LINKED AUTOCALL COUPON NOTES - SERIES 1516 NL (868498A1)NASDAQTDAYKXXTD XSP ETF-LINKED AUTOCALL COUPON NOTES - SERIES 2846 NL (868534A2)NASDAQTDAYLXXTD XOP ETF-LINKED AUTOCALL COUPON NOTES - SERIES 1650 NL (868548A1)NASDAQTDAYMXXTD CANADIAN EQUITY INDEX-LINKED GRTH NOTES - SERIES 862 NL (868974A2)NASDAQ