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ABOSWXXHSBC USA INC. AUTOCALLABLE POINT TO POINT WORST OF BARRIER NOTE ABOSWXNASDAQABOSXXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE ABOSXXXNASDAQABOSYXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE ABOSYXXNASDAQABOSZXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTE ANASDAQABOTAXXMORGAN STANLEY POINT TO POINT WORST OF BARRIER NOTE ABOTAXXNASDAQABOTBXXMORGAN STANLEY AUTOCALLABLE SNOWBALL BUFFER NOTE ABOTBXXNASDAQABOTCXXMORGAN STANLEY POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE ABOTCXXNASDAQABOTDXXHSBC USA INC. AUTOCALLABLE SNOWBALL WORST OF BARRIER NOTE ABOTDXXNASDAQABOTEXXMORGAN STANLEY CAPPED DUAL DIRECTIONAL BARRIER NOTE ABOTEXXNASDAQABOTFXXMORGAN STANLEY POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE ABOTFXXNASDAQABOTGXXMORGAN STANLEY ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQABOTHXXMORGAN STANLEY CAPPED POINT TO POINT WORST OF BARRIER NOTE ABOTHXXNASDAQABOTIXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABOTJXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABOTKXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQABOTLXXROYAL BANK OF CANADA CAPPED DUAL DIRECTIONAL FULLY PRINCIPALLY PROTECTNASDAQABOTMXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD ABOTMNASDAQABOTNXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE ABOTNNASDAQABOTOXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOTPXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABOTPXXNASDAQABOTQXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOTRXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABOTSXXCITIBANK N.A. POINT TO POINT CD ABOTSXXNASDAQABOTTXXMORGAN STANLEY FINANCE LLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NONASDAQABOTUXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT PARTIALLY PNASDAQABOTVXXJPMORGAN CHASE BANK N.A. CAPPED POINT TO POINT CD ABOTVXXNASDAQABOTWXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOTXXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOTXXXNASDAQABOTYXXHSBC USA INC. CAPPED POINT TO POINT WORST OF BUFFER NOTE ABOTYXXNASDAQABOTZXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOUAXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABOUAXXNASDAQABOUBXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQABOUCXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQABOUDXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABOUDXXNASDAQABOUEXXBMO HARRIS BANK N.A. CAPPED POINT TO POINT CD ABOUEXXNASDAQABOUFXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABOUFXXNASDAQABOUGXXJPMORGAN CHASE FINANCIAL COMPANY LLC ISSUER CALLABLE CONTINGENT INTERENASDAQABOUHXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABOUIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQABOUJXXHSBC USA INC. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE ANASDAQABOUKXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE ABOUKXNASDAQABOULXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOUMXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQABOUNXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABOUOXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOUPXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOUQXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOUQXXNASDAQABOURXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOUSXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE ABOUSXXNASDAQABOUTXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOUUXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTE ANASDAQABOUVXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOUVXXNASDAQABOUWXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE SNOWBALL BARRIER NOTNASDAQABOUXAB CARVAL OPPORTUNISTIC CREDIT FUND CLASS UNASDAQABOUXXXMORGAN STANLEY AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABOUXXXNASDAQABOUYXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABOUYXXNASDAQABOUZXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOUZXXNASDAQABOVAXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABOVBXXHSBC USA INC. ATM DIGITAL WORST OF FULLY PRINCIPALLY PROTECTED NOTE ABNASDAQABOVCXXMORGAN STANLEY POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE ABOVCXXNASDAQABOVDXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOVDXXNASDAQABOVEXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NONASDAQABOVFXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD WITH AVERAGING OUT AND MINNASDAQABOVGXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOVGXXNASDAQABOVHXXROYAL BANK OF CANADA CAPPED DUAL DIRECTIONAL BUFFER NOTE ABOVHXXNASDAQABOVIXXMORGAN STANLEY DUAL DIRECTIONAL BARRIER NOTE ABOVIXXNASDAQABOVJXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOVKXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABOVLXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOVLXXNASDAQABOVMXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD WITH AVERAGING OUT AND MINNASDAQABOVNXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BARRIERNASDAQABOVOXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD ABOVOXXNASDAQABOVPXXBANK OF MONTREAL AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTNASDAQABOVQXXJPMORGAN CHASE FINANCIAL COMPANY LLC CONTINGENT INTEREST WORST OF BARRNASDAQABOVRXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE ABONASDAQABOVSXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD ABOVSNASDAQABOVTXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQABOVUXXHSBC USA INC. AUTOCALLABLE POINT TO POINT BARRIER NOTE ABOVUXXNASDAQABOVVXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE CONTINGENT INTERESTNASDAQABOVWXXHSBC USA INC. CAPPED POINT TO POINT WORST OF BUFFER NOTE ABOVWXXNASDAQABOVXXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABOVYXXMORGAN STANLEY AUTOCALLABLE POINT TO POINT WORST OF BUFFER NOTE ABOVYXNASDAQABOVZXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE SNOWBALL WORST OF BANASDAQABOWAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQABOWBXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE POINT TO POINT WORSTNASDAQABOWCXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD ABOWCXXNASDAQABOWDXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQABOWEXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE ABOWEXXNASDAQABOWFXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE POINT TO POINTNASDAQABOWGXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABOWHXXMORGAN STANLEY UNCAPPED DIGITAL DUAL DIRECTIONAL WORST OF BARRIER NOTENASDAQABOWIXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABOWJXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQABOWKXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQABOWLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE STEP UP POINT TO PNASDAQABOWMXXMORGAN STANLEY DUAL DIRECTIONAL BARRIER NOTE ABOWMXXNASDAQABOWNXXBOFA FINANCE LLC CAPPED POINT TO POINT BUFFER NOTE ABOWNXXNASDAQABOWOXXBOFA FINANCE LLC AUTOCALLABLE STEP DOWN POINT TO POINT WORST OF BARRIENASDAQABOWPXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BUFFER NNASDAQABOWQXXROYAL BANK OF CANADA CAPPED POINT TO POINT BUFFER NOTE ABOWQXXNASDAQ