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AACSMXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAACSNXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQAACSOXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACSOXXNASDAQAACSPXXGS FINANCE CORP. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAACSQXXMORGAN STANLEY FINANCE LLC CAPPED POINT TO POINT NOTE AACSQXXNASDAQAACSRXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAACSSXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACSNASDAQAACSTXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAACSUXXROYAL BANK OF CANADA POINT TO POINT WEIGHTED BASKET BARRIER NOTE AACSUNASDAQAACSVXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACSVXXNASDAQAACSWXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACSXONE CHOICE BLEND+ 2040 PORTFOLIO INVESTOR CLASSNASDAQAACSXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT BARNASDAQAACSYXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAACSZXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQAACTAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED DUAL DIRECTIONAL BARRIERNASDAQAACTBXXGS FINANCE CORP. CAPPED POINT TO POINT NOTE AACTBXXNASDAQAACTCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTEXXGS FINANCE CORP. CAPPED POINT TO POINT NOTE AACTEXXNASDAQAACTFXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQAACTGXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACTNASDAQAACTIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTJXXMORGAN STANLEY FINANCE LLC CAPPED DUAL DIRECTIONAL BARRIER NOTE AACTJXNASDAQAACTKXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQAACTLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTNXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACTNXXNASDAQAACTOXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAACTPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BUFFER NONASDAQAACTQXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAACTRXXTHE BANK OF NOVA SCOTIA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQAACTSXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AACTSXXNASDAQAACTTXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQAACTUXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACTVXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL BARRIER NNASDAQAACTWXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACTNASDAQAACTXAMERICAN FUNDS 2020 TARGET DATE RETIREMENT INCOME FUND CLASS ANASDAQAACTXXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL BARRIER NNASDAQAACTYXXGS FINANCE CORP. CAPPED POINT TO POINT NOTE AACTYXXNASDAQAACTZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACTNASDAQAACUAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACUBXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AACUBXXNASDAQAACUCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACUDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACUEXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQAACUFXXCREDIT SUISSE AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORSTNASDAQAACUGXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACNASDAQAACUHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED DUAL DIRECTIONAL BARRIERNASDAQAACUIXXGS FINANCE CORP. POINT TO POINT WEIGHTED BASKET FULLY PRINCIPALLY PROTNASDAQAACUJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACUKXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQAACULXXGS FINANCE CORP. CAPPED POINT TO POINT NOTE AACULXXNASDAQAACUMXXGS FINANCE CORP. ISSUER CALLABLE CONTINGENT INTEREST BARRIER NOTE AACUNASDAQAACUNXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAACUOXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAACUPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAACUQXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT BARRIER NOTE AACUQXXNASDAQAACURXXJPMORGAN CHASE FINANCIAL COMPANY LLC ISSUER CALLABLE CONTINGENT INTERENASDAQAACUSXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAACUTXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACUTXXNASDAQAACUUXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAACUVXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AACUVXXNASDAQAACUWXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT BUFFER NOTE AACUWXXNASDAQAACUXONE CHOICE BLEND+ 2040 PORTFOLIO I CLASSNASDAQAACUXXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACUXXXNASDAQAACUYXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACUNASDAQAACUZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED DUAL DIRECTIONAL BARRIERNASDAQAACVAXXJPMORGAN CHASE FINANCIAL COMPANY LLC ITM DIGITAL BARRIER NOTE AACVAXXNASDAQAACVBXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BARRIER NNASDAQAACVCXXGS FINANCE CORP. UNCAPPED ITM DIGITAL BARRIER NOTE AACVCXXNASDAQAACVDXXGS FINANCE CORP. ITM DIGITAL BARRIER NOTE AACVDXXNASDAQAACVEXXGS FINANCE CORP. POINT TO POINT BARRIER NOTE AACVEXXNASDAQAACVFXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE AACVFNASDAQAACVGXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAACVHXXROYAL BANK OF CANADA AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACNASDAQAACVIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE CONTINGENT INTERESNASDAQAACVJXXHSBC USA INC. ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQAACVKXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NONASDAQAACVLXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACVLXXNASDAQAACVMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAACVNXXGS FINANCE CORP. AUTOCALLABLE POINT TO POINT BARRIER NOTE AACVNXXNASDAQAACVOXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL BARRIER NOTE AACVOXXNASDAQAACVPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED DUAL DIRECTIONAL BARRIERNASDAQAACVQXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQAACVRXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACVRXXNASDAQAACVSXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACVNASDAQAACVTXXGS FINANCE CORP. AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AACVTXXNASDAQAACVUXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE POINT TO POINT BARNASDAQAACVVXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NONASDAQAACVWXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQAACVXONE CHOICE BLEND+ 2040 PORTFOLIO A CLASSNASDAQAACVXXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT NOTE AACVNASDAQAACVYXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NONASDAQAACVZXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL BARRIER NOTE AACVZXXNASDAQAACWAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAACWBXXJPMORGAN CHASE FINANCIAL COMPANY LLC ISSUER CALLABLE CONTINGENT INTERENASDAQAACWCXXGS FINANCE CORP. POINT TO POINT BARRIER NOTE AACWCXXNASDAQAACWDXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQ