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AAYPPXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE AAYPPXXNASDAQAAYPQXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL BARRIER NOTE AAYPQXXNASDAQAAYPRXXHSBC USA INC. ITM DIGITAL WORST OF BUFFER NOTE AAYPRXXNASDAQAAYPSXXGOLDMAN SACHS BANK USA AUTOCALLABLE STEP UP POINT TO POINT FULLY PRINCNASDAQAAYPTXXHSBC USA INC. CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTE AAYPTXXNASDAQAAYPUXXBANK OF MONTREAL ITM DIGITAL BARRIER NOTE AAYPUXXNASDAQAAYPVXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE AAYPVXXNASDAQAAYPWXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYPXXXBANK OF MONTREAL CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAYPYXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYPYXXNASDAQAAYPZXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYPZXXNASDAQAAYQAXXBOFA FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BUFFER NOTENASDAQAAYQBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAYQCXXBANK OF MONTREAL CAPPED DUAL DIRECTIONAL BUFFER NOTE AAYQCXXNASDAQAAYQDXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BNASDAQAAYQEXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT BUFNASDAQAAYQFXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAYQGXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYQHXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYQIXXBOFA FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAYQJXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAYQJXXNASDAQAAYQKXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITH CNASDAQAAYQLXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAYQMXXBOFA FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAYQNXXROYAL BANK OF CANADA AUTOCALLABLE POINT TO POINT BUFFER NOTE AAYQNXXNASDAQAAYQOXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYQOXXNASDAQAAYQPXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE AAYQPXXNASDAQAAYQQXXHSBC USA INC. ITM DIGITAL WORST OF BARRIER NOTE AAYQQXXNASDAQAAYQRXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYQRXXNASDAQAAYQSXXBANK OF MONTREAL ATM DIGITAL BUFFER NOTE AAYQSXXNASDAQAAYQTXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYQUXXMORGAN STANLEY BANK N.A. CAPPED POINT TO POINT CD AAYQUXXNASDAQAAYQVXXHSBC BANK USA N.A. POINT TO POINT CD WITH AVERAGING OUT AND MINIMUM RNASDAQAAYQWXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAYQXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BUFFENASDAQAAYQYXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAYQZXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAYQNASDAQAAYRAXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYRBXXROYAL BANK OF CANADA CAPPED DUAL DIRECTIONAL BUFFER NOTE AAYRBXXNASDAQAAYRCXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAYRCXXNASDAQAAYRDXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE AAYRDXXNASDAQAAYREXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYREXXNASDAQAAYRFXXROYAL BANK OF CANADA ITM DIGITAL WORST OF BARRIER NOTE AAYRFXXNASDAQAAYRGXXBANK OF MONTREAL CAPPED POINT TO POINT BUFFER NOTE AAYRGXXNASDAQAAYRHXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYRIXXBOFA FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE AAYRIXXNASDAQAAYRJXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYRKXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYRLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAYRMXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYRMXXNASDAQAAYRNXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYRNXXNASDAQAAYROXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYRPXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYRQXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAYRRXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYRSXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE AAYRSXXNASDAQAAYRTXXBANK OF MONTREAL CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAYRUXXBOFA FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAYRVXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYRVXXNASDAQAAYRWXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYRWXXNASDAQAAYRXXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYRXXXNASDAQAAYRYXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYRYXXNASDAQAAYRZXXTORONTO-DOMINION BANK CAPPED DUAL DIRECTIONAL BUFFER NOTE AAYRZXXNASDAQAAYSAXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTE ANASDAQAAYSBXXBOFA FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE AAYSBXXNASDAQAAYSCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT WORNASDAQAAYSDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAYSEXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYSFXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYSGXXGOLDMAN SACHS BANK USA AUTOCALLABLE STEP UP POINT TO POINT CD AAYSGXXNASDAQAAYSHXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYSHXXNASDAQAAYSIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAYSJXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYSJXXNASDAQAAYSKXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYSLXXHSBC BANK USA N.A. POINT TO POINT CD AAYSLXXNASDAQAAYSMXXBANK OF MONTREAL AUTOCALLABLE POINT TO POINT BUFFER NOTE AAYSMXXNASDAQAAYSNXXBOFA FINANCE LLC CAPPED DUAL DIRECTIONAL BUFFER NOTE AAYSNXXNASDAQAAYSOXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYSPXXGOLDMAN SACHS BANK USA CLIQUET CD AAYSPXXNASDAQAAYSQXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYSQXXNASDAQAAYSRXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAYSRXNASDAQAAYSSXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAYSTXXGOLDMAN SACHS BANK USA ATM DIGITAL CD AAYSTXXNASDAQAAYSUXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYSUXXNASDAQAAYSVXXHSBC USA INC. CAPPED POINT TO POINT WORST OF BUFFER NOTE AAYSVXXNASDAQAAYSWXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYSXXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYSXXXNASDAQAAYSYXXBANK OF MONTREAL ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE AAYSNASDAQAAYSZXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAYSZXXNASDAQAAYTAXXBANK OF MONTREAL CAPPED DUAL DIRECTIONAL BARRIER NOTE AAYTAXXNASDAQAAYTBXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYTBXXNASDAQAAYTCXXBANK OF MONTREAL CAPPED DUAL DIRECTIONAL BARRIER NOTE AAYTCXXNASDAQAAYTDXXROYAL BANK OF CANADA CAPPED POINT TO POINT BUFFER NOTE AAYTDXXNASDAQAAYTEXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAYTFXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAYTFXXNASDAQAAYTGXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYTHXXAAYTHXXNASDAQAAYTIXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYTJXXBANK OF MONTREAL AUTOCALLABLE POINT TO POINT BUFFER NOTE AAYTJXXNASDAQAAYTKXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQ