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ACLMAXXJPM ISSUER CALL RATE LINKED FULLY PPN NTNASDAQACLMBXXGS FINANCE CORP AUTOCALL CONTINGENT INTEREST WORST OF BARRIER NOTENASDAQACLMCXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMDXXJPM ISSUER CALL RANGE ACCRUAL BUFFER NTNASDAQACLMEXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMFXXBOFA FINANCE LLC ITM DIGITAL WORST OF BUFFER NOTENASDAQACLMGXXMS AUTOCALL CONTINGENT INT BARRIER NT W CPN MEMNASDAQACLMHXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLMIXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLMJXXCITIGROUP GLOBAL MARKETS HOLDINGS ITM DIGITAL WORST OF BARRIER NOTENASDAQACLMKXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLMLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC CAPPED P2P FULLY PPN NOTENASDAQACLMMXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMNXXBARCLAYS BANK PLC ITM DIGITAL BUFFER NOTENASDAQACLMOXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMPXXTHE BANK OF NOVA SCOTIA AUTOCALL CONTINGENT INTEREST BARRIER NOTENASDAQACLMQXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMRXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLMSXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMTXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMUXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMVXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMWXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMXAMERICAN CENTURY INV NT MID CAP VALUE FUND - G CLASSNASDAQACLMXXXBBPLC ISSUER CALL CONTINGENT INT WORST OF GEARED BUFFER NTNASDAQACLMYXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLMZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC POINT TO POINT FULLY PPN NOTENASDAQACLNAXXCITIGROUP GLOBAL MARKETS HOLDINGS INC P2P WORST OF BARRIER NOTENASDAQACLNBXXJPM AUTOCALL CONTINGENT INT BARRIER NTNASDAQACLNCXXCITIGROUP GLOBAL MARKETS HOLDINGS INC CAPPED P2P GEARED BUFFER NOTENASDAQACLNDXXCGMI AUTOCALL CONTINGENT INT BARRIER NT W CPN MEMNASDAQACLNEXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLNFXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNGXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC CAPPED P2P FULLY PPN NOTENASDAQACLNIXXCITIGROUP GLOBAL MARKETS HOLDINGS INC POINT TO POINT BARRIER NOTENASDAQACLNJXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNKXXCITIGROUP GLOBAL MARKETS HOLDINGS INC CAPPED P2P BUFFER NOTENASDAQACLNLXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNMXXBOFA FINANCE LLC AUTOCALLABLE SNOWBALL BARRIER NOTENASDAQACLNNXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNOXXBOFA FINANCE LLC ISSUER CALL CONTINGENT INTEREST WORST OF BARRIER NTNASDAQACLNPXXBOFA FINANCE LLC ISSUER CALL FIXED INTEREST WORST OF BARRIER NOTENASDAQACLNQXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNRXXCITIGROUP GLOBAL MARKETS HOLDINGS INC CAPPED P2P GEARED BUFFER NOTENASDAQACLNSXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNTXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNUXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNVXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLNWXXMORGAN STANLEY FINANCE LLC POINT TO POINT BARRIER NOTENASDAQACLNXAMERICAN CENTURY INV NT INTERNATIONAL GROWTH FUND - G CLASSNASDAQACLNXXXGOLDMAN SACHS BANK USA CAPPED POINT TO POINT GEARED BUFFER NOTENASDAQACLNYXXCITIGROUP GLOBAL MARKETS HOLDINGS INC CAPPED P2P GEARED BUFFER NOTENASDAQACLNZXXCGMI ISSUER CALL FIXED INT WORST OF BARRIER NTNASDAQACLOAXXGS FIN CORP AUTOCALL CONTINGENT INT WORST OF BARRIER NT W CPN MEMNASDAQACLOBXXCGMI CAPPED P2P WEIGHTED BASKET GEARED BUFFER NTNASDAQACLOCXXGS FINANCE CORP CAPPED POINT TO POINT GEARED BUFFER NOTENASDAQACLODXXCGMI AUTOCALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLOEXXBARCLAYS BANK PLC POINT TO POINT WEIGHTED BASKET BUFFER NOTENASDAQACLOFXXBANK OF AMERICA N.A POINT TO POINT CDNASDAQACLOGXXGOLDMAN SACHS BANK USA AUTOCALLABLE POINT TO POINT BUFFER NOTENASDAQACLOHXXJPMORGAN CHASE BANK N.A POINT TO POINT CDNASDAQACLOIXXBARCLAYS BANK PLC CAPPED POINT TO POINT GEARED BUFFER NOTENASDAQACLOJXXCGMI AUTOCALL CONTINGENT INT BARRIER NT W CPN MEMNASDAQACLOKXXBARCLAYS BANK PLC ITM DIGITAL GEARED BUFFER NOTENASDAQACLOLXXGS FINANCE CORP CAPPED POINT TO POINT GEARED BUFFER NOTENASDAQACLOMXXCITIGROUP GLOBAL MARKETS HOLDINGS INC AUTOCALL P2P BARRIER NOTENASDAQACLONXXGS FIN CORP UNCAPPED DIGITAL DUAL DIRECTIONAL WEIGHTED BASKET BARRIERNASDAQACLOOXXBARCLAYS BANK PLC CAPPED POINT TO POINT NO PROTECTION NOTENASDAQACLOPXXBARCLAYS BANK PLC UNCAPPED DIGITAL DUAL DIRECTIONAL BARRIER NOTENASDAQACLOQXXGOLDMAN SACHS BANK USA AUTOCALL P2P WEIGHTED BASKET BUFFER NOTENASDAQACLORXXBARCLAYS BANK PLC ITM DIGITAL GEARED BUFFER NOTENASDAQACLOSXXBARCLAYS BANK PLC CAPPED POINT TO POINT GEARED BUFFER NOTENASDAQACLOTXXBARCLAYS BANK PLC FIXED INTEREST BARRIER NOTENASDAQACLOUXXTHE BANK OF NOVA SCOTIA CAPPED POINT TO POINT NO PROTECTION NOTENASDAQACLOVXXTHE BANK OF NOVA SCOTIA CAPPED DUAL DIRECTIONAL GEARED BUFFER NOTENASDAQACLOWXXBARCLAYS BANK PLC ISSUER CALLABLE FIXED INTEREST GEARED BUFFER NOTENASDAQACLOXARISTOTLE PACIFIC ENHANCED CLO INCOME FUND CLASS INASDAQACLOXXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLOYXXHSBC USA INC ITM DIGITAL WORST OF GEARED BUFFER NOTENASDAQACLOZXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPAXXJPM AUTOCALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLPBXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPCXXBOFA FINANCE LLC ISSUER CALL CONTINGENT INTEREST WORST OF BARRIER NTNASDAQACLPDXXUBS AG LONDON BRANCH FIXED INTEREST BARRIER NOTENASDAQACLPEXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLPFXXHSBC USA INC ITM DIGITAL WORST OF GEARED BUFFER NOTENASDAQACLPGXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPHXXHSBC USA INC ITM DIGITAL GEARED BUFFER NOTENASDAQACLPIXXBANK OF MONTREAL ISSUER CALL CONTINGENT INTEREST WORST OF BARRIER NTNASDAQACLPJXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPKXXCITIGROUP GLOBAL MARKETS HOLDINGS INC ITM DIGITAL GEARED BUFFER NOTENASDAQACLPLXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPMXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPNXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPOXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPPXXCGMI ISSUER CALL CONTINGENT INT WORST OF BARRIER NTNASDAQACLPQXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQACLPRXXMS CONTINGENT INT WORST OF BARRIER NT W CPN MEMNASDAQACLPSXXUBS AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTENASDAQ