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AAFPAXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BUFFERNASDAQAAFPBXXHSBC USA INC. POINT TO POINT WORST OF BARRIER NOTE AAFPBXXNASDAQAAFPCXXMORGAN STANLEY FINANCE LLC CAPPED POINT TO POINT WORST OF BARRIER NOTENASDAQAAFPDXXJPMORGAN CHASE FINANCIAL COMPANY LLC UNCAPPED ATM DIGITAL WORST OF BUFNASDAQAAFPEXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AAFPEXXNASDAQAAFPFXXMORGAN STANLEY BANK N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFPFNASDAQAAFPGXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAFPGNASDAQAAFPHXXMORGAN STANLEY BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAFPHNASDAQAAFPIXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAFPIXXNASDAQAAFPJXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAFPJXXNASDAQAAFPKXXGOLDMAN SACHS BANK USA POINT TO POINT CD AAFPKXXNASDAQAAFPLXXJPMORGAN CHASE BANK N.A. POINT TO POINT WEIGHTED BASKET CD AAFPLXXNASDAQAAFPMXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL BARRIER NOTE AAFPMXXNASDAQAAFPNXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAFPNNASDAQAAFPOXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BUFFER NONASDAQAAFPPXXHSBC BANK USA N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFPPXXNASDAQAAFPQXXUBS AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRNASDAQAAFPRXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFPRXXNASDAQAAFPSXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAFPSXXNASDAQAAFPTXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAFPTXXNASDAQAAFPUXXGS FINANCE CORP. POINT TO POINT WORST OF BARRIER NOTE AAFPUXXNASDAQAAFPVXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAFPNASDAQAAFPWXXMORGAN STANLEY BANK N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFPWNASDAQAAFPXXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFPXXXNASDAQAAFPYXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFPYXXNASDAQAAFPZXXGS FINANCE CORP. AUTOCALLABLE STEP UP POINT TO POINT FULLY PRINCIPALLYNASDAQAAFQAXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAFQAXXNASDAQAAFQBXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAFQBXXNASDAQAAFQCXXJPMORGAN CHASE FINANCIAL COMPANY LLC DIGITAL DUAL DIRECTIONAL BARRIERNASDAQAAFQDXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAFQDNASDAQAAFQEXXJPMORGAN CHASE BANK N.A. TIME SERIES CD WITH MINIMUM COUPON AAFQEXXNASDAQAAFQFXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAFQFXXNASDAQAAFQGXXMORGAN STANLEY BANK N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFQGNASDAQAAFQHXXMORGAN STANLEY BANK N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFQHNASDAQAAFQIXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFQIXXNASDAQAAFQJXXMORGAN STANLEY FINANCE LLC CAPPED POINT TO POINT WEIGHTED BASKET FULLYNASDAQAAFQKXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAFQKXXNASDAQAAFQLXXROYAL BANK OF CANADA DUAL DIRECTIONAL BUFFER NOTE AAFQLXXNASDAQAAFQMXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAFQMXXNASDAQAAFQNXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAFQNXXNASDAQAAFQOXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAFQOXXNASDAQAAFQPXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFQPXXNASDAQAAFQQXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAFQQXXNASDAQAAFQRXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAFQRXXNASDAQAAFQSXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFQSXXNASDAQAAFQTXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAFQTXXNASDAQAAFQUXXHSBC BANK USA N.A. POINT TO POINT CD WITH AVERAGING OUT AND MINIMUM RNASDAQAAFQVXXCITIBANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAFQVXXNASDAQAAFQWXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFQWXXNASDAQAAFQXXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE STEP UP POINT TO POINASDAQAAFQYXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAFQYNASDAQAAFQZXXGOLDMAN SACHS BANK USA AUTOCAP WEIGHTED BASKET CD WITH MINIMUM COUPONNASDAQAAFRAXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFRAXXNASDAQAAFRBXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AAFRBXXNASDAQAAFRCXXBANK OF THE WEST POINT TO POINT CD AAFRCXXNASDAQAAFRDXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL BARRIER NOTE AAFNASDAQAAFREXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFREXXNASDAQAAFRFXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAFRGXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAFRGXXNASDAQAAFRHXXJPMORGAN CHASE BANK N.A. CLIQUET CD WITH MINIMUM RETURN AAFRHXXNASDAQAAFRIXXGOLDMAN SACHS BANK USA AUTOCAP WEIGHTED BASKET CD WITH MINIMUM COUPONNASDAQAAFRJXXHSBC BANK USA N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFRJXXNASDAQAAFRKXXBOKF NATIONAL ASSOCIATION AUTOCAP WEIGHTED BASKET CD WITH MINIMUM COUPNASDAQAAFRLXXCITIBANK N.A. POINT TO POINT CD AAFRLXXNASDAQAAFRMXXJPMORGAN CHASE BANK N.A. TIME SERIES CD WITH MINIMUM COUPON AAFRMXXNASDAQAAFRNXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFRNXXNASDAQAAFROXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQAAFRPXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAFRPXXNASDAQAAFRQXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAFRQXXNASDAQAAFRRXXMORGAN STANLEY BANK N.A. ALL UP WORST OF CD WITH MINIMUM COUPON AAFRRNASDAQAAFRSXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAFRSXXNASDAQAAFRTXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAFRUXXMORGAN STANLEY BANK N.A. POINT TO POINT CD WITH AVERAGING OUT AAFRUXXNASDAQAAFRVXXBARCLAYS BANK PLC POINT TO POINT BARRIER NOTE AAFRVXXNASDAQAAFRWXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAFRXXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BUFFER NOTE AAFRXXNASDAQAAFRYXXBARCLAYS BANK PLC POINT TO POINT WORST OF BARRIER NOTE AAFRYXXNASDAQAAFRZXXMORGAN STANLEY FINANCE LLC DUAL DIRECTIONAL WORST OF BUFFER NOTE AAFRZNASDAQAAFSAXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BARRIERNASDAQAAFSBXXGS FINANCE CORP. DUAL DIRECTIONAL WORST OF BARRIER NOTE AAFSBXXNASDAQAAFSCXX NASDAQAAFSDXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAFSDXXNASDAQAAFSEXXMORGAN STANLEY FINANCE LLC CAPPED DUAL DIRECTIONAL WORST OF BUFFER NOTNASDAQAAFSFXXJPMORGAN CHASE BANK N.A. TIME SERIES CD WITH MINIMUM COUPON AAFSFXXNASDAQAAFSGXXBOFA FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE AAFSGXXNASDAQAAFSHXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAFSHXXNASDAQAAFSIXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT WORST OF BARRIER NNASDAQAAFSJXXBANK OF THE WEST POINT TO POINT CD AAFSJXXNASDAQAAFSKXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL WORST OF BARRINASDAQAAFSLXXMORGAN STANLEY FINANCE LLC UNCAPPED DIGITAL DUAL DIRECTIONAL WORST OFNASDAQAAFSMXXMORGAN STANLEY FINANCE LLC POINT TO POINT BUFFER NOTE AAFSMXXNASDAQAAFSNXXMORGAN STANLEY BANK N.A. POINT TO POINT CD AAFSNXXNASDAQAAFSOXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAFSOXXNASDAQAAFSPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. POINT TO POINT BUFFER NOTE AAFSNASDAQAAFSQXXMORGAN STANLEY FINANCE LLC UNCAPPED ATM DIGITAL WEIGHTED BASKET BARRIENASDAQAAFSRXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAFSSXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AAFSSXXNASDAQAAFSTXXMORGAN STANLEY FINANCE LLC POINT TO POINT WORST OF BARRIER NOTE AAFSTXNASDAQAAFSUXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE AAFSUNASDAQAAFSVXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTE AAFSVXXNASDAQ