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ABBZJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BARRIERNASDAQABBZKXXMORGAN STANLEY BANK N.A. CAPPED POINT TO POINT CD ABBZKXXNASDAQABBZLXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BUFFER NOTE ABBZLXNASDAQABBZMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BARRIERNASDAQABBZNXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BUFFER NOTE ABBZNXXNASDAQABBZOXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT WORST OF BARRIERNASDAQABBZPXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT BARRIER NOTE ABBZPXXNASDAQABBZQXX NASDAQABBZRXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQABBZSXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE ABBZSXXNASDAQABBZTXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABBZUXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BARRIER NNASDAQABBZVXXHSBC USA INC. ITM DIGITAL WORST OF BARRIER NOTE ABBZVXXNASDAQABBZWXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQABBZXXX NASDAQABBZYXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQABBZZXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABCAAXX NASDAQABCABXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABCACXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABCADXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT FULNASDAQABCAEXXHSBC USA INC. AUTOCALLABLE POINT TO POINT WORST OF BARRIER NOTE ABCAEXNASDAQABCAFXXTORONTO-DOMINION BANK ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARNASDAQABCAGXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE ABCAGXXNASDAQABCAHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BUFFENASDAQABCAIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP ATM DIGITANASDAQABCAJXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE ABCAJXXNASDAQABCAKXXMORGAN STANLEY BANK N.A. POINT TO POINT CD ABCAKXXNASDAQABCALXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT WORNASDAQABCAMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT BUFFER NOTE ABCANASDAQABCANXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BNASDAQABCAOXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BARRIER NNASDAQABCAPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQABCAQXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQABCARXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABCASXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP ATM DIGITANASDAQABCATXXMORGAN STANLEY BANK N.A. CAPPED POINT TO POINT CD ABCATXXNASDAQABCAUXXHSBC USA INC. AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTE ANASDAQABCAVXXHSBC USA INC. CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTE ABCAVXXNASDAQABCAWXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT WORNASDAQABCAXAMERICAN BEACON THE LONDON COMPANY INCOME EQUITY FUND A CLASSNASDAQABCAXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP POINT TO PNASDAQABCAYXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL BARRIER NOTE ANASDAQABCAZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE ATM DIGITAL WORSTNASDAQABCBAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP ATM DIGITANASDAQABCBBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT FULLY PRINCIPALLNASDAQABCBCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BARRIER NNASDAQABCBDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABCBEXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT BUFNASDAQABCBFXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABCBGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT WORNASDAQABCBHXXMORGAN STANLEY BANK N.A. POINT TO POINT CD ABCBHXXNASDAQABCBIXXGS FINANCE CORP. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE ABCBNASDAQABCBJXXJPMORGAN CHASE FINANCIAL COMPANY LLC ITM DIGITAL WORST OF BARRIER NOTENASDAQABCBKXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE SNOWBALL BARRIER NOTNASDAQABCBLXXGS FINANCE CORP. AUTOCALLABLE DUAL DIRECTIONAL WORST OF BARRIER NOTE ANASDAQABCBMXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE ABCBMXNASDAQABCBNXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQABCBOXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABCBOXXNASDAQABCBPXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BNASDAQABCBQXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABCBRXXGS FINANCE CORP. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQABCBSXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABCBSXXNASDAQABCBTXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABCBUXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQABCBVXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE POINT TO POINT WORST OF BARRIENASDAQABCBWXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQABCBXXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTENASDAQABCBYXXGS FINANCE CORP. POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE ABCBYNASDAQABCBZXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE POINT TO POINT BARRINASDAQABCCAXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQABCCBXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTENASDAQABCCCXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL BUFFER NOTE ABCCCXXNASDAQABCCDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABCCEXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE ABCCEXXNASDAQABCCFXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT WORST OFNASDAQABCCGXXMORGAN STANLEY FINANCE LLC FIXED INTEREST GEARED BUFFER NOTE ABCCGXXNASDAQABCCHXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQABCCIXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQABCCJXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTE ABCCJXXNASDAQABCCKXXBOFA FINANCE LLC AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIER NOTNASDAQABCCLXXUBS AG LONDON BRANCH AUTOCALLABLE STEP UP ATM DIGITAL WORST OF BARRIERNASDAQABCCMXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL WORST OF BUFFER NOTE ABCCMNASDAQABCCNXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE ABCCNXXNASDAQABCCOXXJPMORGAN CHASE FINANCIAL COMPANY LLC ITM DIGITAL WORST OF BARRIER NOTENASDAQABCCPXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE ABCCPXXNASDAQABCCQXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABCCQXXNASDAQABCCRXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT NO PROTECTION NOTENASDAQABCCSXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQABCCTXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABCCUXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABCCUXXNASDAQABCCVXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE ABCCVXXNASDAQABCCWXXBOFA FINANCE LLC AUTOCALLABLE STEP DOWN POINT TO POINT WORST OF BARRIENASDAQABCCXAMERICAN BEACON BALANCED FUND C CLASSNASDAQABCCXXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQABCCYXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT FULLY PRINCNASDAQABCCZXXGS FINANCE CORP. UNCAPPED ATM DIGITAL WORST OF BARRIER NOTE ABCCZXXNASDAQABCDAXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE ABCDANASDAQABCDBXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQABCDCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQ