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AAYTLXXROYAL BANK OF CANADA POINT TO POINT WEIGHTED BASKET FULLY PRINCIPALLYNASDAQAAYTMXXHSBC USA INC. CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTE AAYTMXXNASDAQAAYTNXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITH CONASDAQAAYTOXXBANK OF MONTREAL CAPPED POINT TO POINT WEIGHTED BASKET BUFFER NOTE AAYNASDAQAAYTPXXBANK OF MONTREAL CAPPED POINT TO POINT WEIGHTED BASKET FULLY PRINCIPALNASDAQAAYTQXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAYTRXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYTSXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYTTXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYTUXXBANK OF MONTREAL AUTOCALLABLE POINT TO POINT BARRIER NOTE AAYTUXXNASDAQAAYTVXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BUFFER NNASDAQAAYTWXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYTXXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE AAYTXXXNASDAQAAYTYXXTORONTO-DOMINION BANK ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARNASDAQAAYTZXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAYUAXXHSBC BANK USA N.A. CAPPED POINT TO POINT WEIGHTED BASKET CD AAYUAXXNASDAQAAYUBXXGOLDMAN SACHS BANK USA CAPPED POINT TO POINT CD AAYUBXXNASDAQAAYUCXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYUCXXNASDAQAAYUDXXBANK OF MONTREAL CAPPED POINT TO POINT BUFFER NOTE AAYUDXXNASDAQAAYUEXXBANK OF MONTREAL CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAYUFXXROYAL BANK OF CANADA ITM DIGITAL WORST OF BARRIER NOTE AAYUFXXNASDAQAAYUGXXROYAL BANK OF CANADA DUAL DIRECTIONAL FULLY PRINCIPALLY PROTECTED NOTENASDAQAAYUHXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYUHXXNASDAQAAYUIXXTORONTO-DOMINION BANK ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARNASDAQAAYUJXXHSBC BANK USA N.A. POINT TO POINT CD AAYUJXXNASDAQAAYUKXXAAYUKXXNASDAQAAYULXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAYULXXNASDAQAAYUMXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYUNXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST WEIGHTED BASKET BARRNASDAQAAYUOXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYUPXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYUQXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAYURXXJEFFERIES GROUP LLC CAPPED POINT TO POINT BUFFER NOTE AAYURXXNASDAQAAYUSXXGOLDMAN SACHS BANK USA ATM DIGITAL CD AAYUSXXNASDAQAAYUTXXBANK OF MONTREAL AUTOCALLABLE POINT TO POINT BARRIER NOTE AAYUTXXNASDAQAAYUUXXGOLDMAN SACHS BANK USA AUTOCALLABLE STEP UP POINT TO POINT CD AAYUUXXNASDAQAAYUVXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYUWXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYUWXXNASDAQAAYUXXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQAAYUYXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAYUYXXNASDAQAAYUZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAYVAXXJEFFERIES GROUP LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYVBXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQAAYVCXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAYVCXXNASDAQAAYVDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAYVEXXAAYVEXXNASDAQAAYVFXXROYAL BANK OF CANADA AUTOCALLABLE POINT TO POINT BARRIER NOTE AAYVFXXNASDAQAAYVGXXBARCLAYS BANK PLC POINT TO POINT WORST OF BUFFER NOTE AAYVGXXNASDAQAAYVHXXBANK OF MONTREAL CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAYVIXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAYVJXXBANK OF MONTREAL CAPPED POINT TO POINT BUFFER NOTE AAYVJXXNASDAQAAYVKXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYVLXXROYAL BANK OF CANADA UNCAPPED DIGITAL DUAL DIRECTIONAL BUFFER NOTE AAYNASDAQAAYVMXXBANK OF MONTREAL ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE AAYVNASDAQAAYVNXXBANK OF MONTREAL CAPPED POINT TO POINT BUFFER NOTE AAYVNXXNASDAQAAYVOXXROYAL BANK OF CANADA CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTEDNASDAQAAYVPXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYVPXXNASDAQAAYVQXXHSBC BANK USA N.A. POINT TO POINT CD AAYVQXXNASDAQAAYVRXXHSBC USA INC. AUTOCALLABLE FIXED INTEREST POINT TO POINT BUFFER NOTE ANASDAQAAYVSXXROYAL BANK OF CANADA POINT TO POINT BUFFER NOTE AAYVSXXNASDAQAAYVTXXTORONTO-DOMINION BANK CAPPED POINT TO POINT BUFFER NOTE AAYVTXXNASDAQAAYVUXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAAYVVXXCITIBANK N.A. POINT TO POINT CD AAYVVXXNASDAQAAYVWXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE AAYVWXXNASDAQAAYVXXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYVYXXHSBC USA INC. AUTOCALLABLE FIXED INTEREST POINT TO POINT BUFFER NOTE ANASDAQAAYVZXXBOFA FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE AAYVZXXNASDAQAAYWAXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQAAYWBXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYWBXXNASDAQAAYWCXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYWCXXNASDAQAAYWDXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAYWDXXNASDAQAAYWEXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE AAYWEXXNASDAQAAYWFXXAAYWFXXNASDAQAAYWGXXBOFA FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE AAYWGXXNASDAQAAYWHXXBARCLAYS BANK PLC AUTOCALLABLE FIXED INTEREST WORST OF BUFFER NOTE AAYNASDAQAAYWIXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAYWIXXNASDAQAAYWJXXHSBC USA INC. CAPPED DUAL DIRECTIONAL BUFFER NOTE AAYWJXXNASDAQAAYWKXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYWKXXNASDAQAAYWLXXHSBC USA INC. AUTOCALLABLE POINT TO POINT WORST OF BARRIER NOTE AAYWLXNASDAQAAYWMXXAAYWMXXNASDAQAAYWNXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQAAYWOXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYWPXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYWPXXNASDAQAAYWQXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYWRXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYWSXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYWTXXAAYWTXXNASDAQAAYWUXXBANK OF MONTREAL CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAYWVXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE FIXED INTERESTNASDAQAAYWWXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAYWXXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAYWXXXNASDAQAAYWYXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAYWYXXNASDAQAAYWZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT WORNASDAQAAYXAXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE AAYXAXXNASDAQAAYXBXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAAYXCXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAYXCXXNASDAQAAYXDXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITNASDAQAAYXEXXAAYXEXXNASDAQAAYXFXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAYXNASDAQAAYXGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQ