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ABBIBXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQABBICXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE ABBICXXNASDAQABBIDXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBIEXXMORGAN STANLEY FINANCE LLC UNCAPPED ATM DIGITAL WORST OF BARRIER NOTENASDAQABBIFXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BARRIERNASDAQABBIGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BARRIERNASDAQABBIHXXHSBC BANK USA N.A. ATM DIGITAL WORST OF CD ABBIHXXNASDAQABBIIXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABBIIXXNASDAQABBIJXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBIKXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBILXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE ABBINASDAQABBIMXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE ABBIMXNASDAQABBINXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL BUFFER NONASDAQABBIOXXMORGAN STANLEY FINANCE LLC UNCAPPED ATM DIGITAL WORST OF BARRIER NOTENASDAQABBIPXXHSBC USA INC. ATM DIGITAL WORST OF FULLY PRINCIPALLY PROTECTED NOTE ABNASDAQABBIQXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE ABBIQXXNASDAQABBIRXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBISXXHSBC BANK USA N.A. ALL UP WORST OF CD WITH MINIMUM COUPON ABBISXXNASDAQABBITXXHSBC BANK USA N.A. ATM DIGITAL WORST OF CD ABBITXXNASDAQABBIUXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQABBIVXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABBIVXXNASDAQABBIWXXHSBC BANK USA N.A. AUTOCALLABLE POINT TO POINT WORST OF CD ABBIWXXNASDAQABBIXXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBIYXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABBIYXXNASDAQABBIZXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE ABBIZXNASDAQABBJAXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT WORST OF BUFFER NOTE ABBJNASDAQABBJBXXBARCLAYS BANK PLC POINT TO POINT WORST OF NO PROTECTION NOTE ABBJBXXNASDAQABBJCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BARRIERNASDAQABBJDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BUFFERNASDAQABBJEXXHSBC USA INC. POINT TO POINT WORST OF BARRIER NOTE ABBJEXXNASDAQABBJFXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBJGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BARRINASDAQABBJHXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQABBJIXXROYAL BANK OF CANADA POINT TO POINT WORST OF BARRIER NOTE ABBJIXXNASDAQABBJJXXCREDIT SUISSE AG LONDON BRANCH POINT TO POINT WORST OF BARRIER NOTE ANASDAQABBJKXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT WORST OF BUFFER NOTE ABBJNASDAQABBJLXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE ABBJLXXNASDAQABBJMXXBARCLAYS BANK PLC POINT TO POINT WORST OF BUFFER NOTE ABBJMXXNASDAQABBJNXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE ABBJNXXNASDAQABBJOXXTHE BANK OF NOVA SCOTIA POINT TO POINT BUFFER NOTE ABBJOXXNASDAQABBJPXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE ABBJPXNASDAQABBJQXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF NO PROTNASDAQABBJRXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBJSXXBARCLAYS BANK PLC POINT TO POINT WORST OF BUFFER NOTE ABBJSXXNASDAQABBJTXXGS FINANCE CORP. POINT TO POINT WORST OF BUFFER NOTE ABBJTXXNASDAQABBJUXXGS FINANCE CORP. POINT TO POINT WORST OF BUFFER NOTE ABBJUXXNASDAQABBJVXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP ATM DIGITANASDAQABBJWXXGS FINANCE CORP. POINT TO POINT WORST OF BUFFER NOTE ABBJWXXNASDAQABBJXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BARRINASDAQABBJYXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQABBJZXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE ABBJZXNASDAQABBKAXXGS FINANCE CORP. POINT TO POINT WORST OF BUFFER NOTE ABBKAXXNASDAQABBKBXXBARCLAYS BANK PLC POINT TO POINT WORST OF NO PROTECTION NOTE ABBKBXXNASDAQABBKCXXGS FINANCE CORP. POINT TO POINT WORST OF BUFFER NOTE ABBKCXXNASDAQABBKDXXMORGAN STANLEY FINANCE LLC POINT TO POINT BUFFER NOTE ABBKDXXNASDAQABBKEXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABBKFXXTORONTO-DOMINION BANK AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIENASDAQABBKGXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE WITH COUPONASDAQABBKHXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABBKIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABBKJXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQABBKKXXMORGAN STANLEY BANK N.A. CAPPED POINT TO POINT CD ABBKKXXNASDAQABBKLXXGS FINANCE CORP. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE ABBKNASDAQABBKMXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABBKNXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABBKOXXMORGAN STANLEY BANK N.A. POINT TO POINT CD ABBKOXXNASDAQABBKPXXMORGAN STANLEY BANK N.A. POINT TO POINT CD ABBKPXXNASDAQABBKQXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABBKRXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQABBKSXXMORGAN STANLEY BANK N.A. POINT TO POINT CD ABBKSXXNASDAQABBKTXXMORGAN STANLEY BANK N.A. POINT TO POINT CD ABBKTXXNASDAQABBKUXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABBKVXXTORONTO-DOMINION BANK ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARNASDAQABBKWXXGS FINANCE CORP. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTNASDAQABBKXXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD ABBKXNASDAQABBKYXXGS FINANCE CORP. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTNASDAQABBKZXXGS FINANCE CORP. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQABBLAXXGS FINANCE CORP. CAPPED POINT TO POINT GEARED BUFFER NOTE ABBLAXXNASDAQABBLBXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQABBLCXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT GEARED BUFFER NOTE ABBLCXNASDAQABBLDXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD ABBLDNASDAQABBLEXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABBLFXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BUFFER NONASDAQABBLGXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE ABBLGXXNASDAQABBLHXXGS FINANCE CORP. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE ABBLNASDAQABBLIXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABBLJXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQABBLKXXGS FINANCE CORP. ITM DIGITAL BUFFER NOTE ABBLKXXNASDAQABBLLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE FIXED INTEREST WORNASDAQABBLMXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD ABBLMNASDAQABBLNXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE DUAL DIRECTIONAL BNASDAQABBLOXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQABBLPXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTE ABBLPXXNASDAQABBLQXXCITIGROUP INC. ISSUER CALLABLE FIXED INTEREST FULLY PRINCIPALLY PROTECNASDAQABBLRXXGS FINANCE CORP. CONTINGENT INTEREST BARRIER NOTE ABBLRXXNASDAQABBLSXXHSBC BANK USA N.A. AUTOCALLABLE FIXED INTEREST WORST OF CD ABBLSXXNASDAQABBLTXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE ABBLTXXNASDAQABBLUXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD ABBLUNASDAQABBLVXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE ABBLVXXNASDAQABBLWXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL WORST OF BUFFER NOTE ABBLWNASDAQ