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AAAWHXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. AUTOCALLABLE SNOWBALL WORST OFNASDAQAAAWIXXMORGAN STANLEY FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST ONASDAQAAAWJXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BARRIERNASDAQAAAWKXXBOFA FINANCE LLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAAWLXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT FULLY PRINASDAQAAAWMXXROYAL BANK OF CANADA CAPPED POINT TO POINT BUFFER NOTE AAAWMXXNASDAQAAAWNXXBANK OF THE WEST POINT TO POINT CD AAAWNXXNASDAQAAAWOXXGOLDMAN SACHS BANK USA CLIQUET CD WITH MINIMUM RETURN AAAWOXXNASDAQAAAWPXXHSBC BANK USA N.A. CLIQUET CD WITH MINIMUM RETURN AAAWPXXNASDAQAAAWQXXGOLDMAN SACHS BANK USA AUTOCALLABLE STEP UP POINT TO POINT CD AAAWQXXNASDAQAAAWRXXMORGAN STANLEY BANK N.A. DUAL DIRECTIONAL CD AAAWRXXNASDAQAAAWSXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL WORST OFNASDAQAAAWTXX NASDAQAAAWUXXGS FINANCE CORP. CAPPED POINT TO POINT BARRIER NOTE AAAWUXXNASDAQAAAWVXXHSBC USA INC. AUTOCALLABLE CONTINGENT INTEREST WORST OF BARRIER NOTE ANASDAQAAAWWXXGS FINANCE CORP. CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTNASDAQAAAWXDWS RREEF REAL ASSETS FUND - CLASS TNASDAQAAAWXXXCREDIT SUISSE AG LONDON BRANCH AUTOCALLABLE CONTINGENT INTEREST WORSTNASDAQAAAWYXXBARCLAYS BANK PLC ISSUER CALLABLE CONTINGENT INTEREST WORST OF BARRIERNASDAQAAAWZXXJPMORGAN CHASE FINANCIAL COMPANY LLC AUTOCALLABLE SNOWBALL WORST OF BANASDAQAAAXAXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL WORST OF BUFFERNASDAQAAAXBXXMORGAN STANLEY FINANCE LLC POINT TO POINT FULLY PRINCIPALLY PROTECTEDNASDAQAAAXCXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAAXCXXNASDAQAAAXDXXGS FINANCE CORP. ITM DIGITAL BARRIER NOTE AAAXDXXNASDAQAAAXEXXHSBC BANK USA N.A. RATE BUILDER WORST OF CD WITH MINIMUM COUPON AAAXENASDAQAAAXFXXJPMORGAN CHASE BANK N.A. AUTOCALLABLE STEP UP POINT TO POINT CD AAAXFNASDAQAAAXGXXGS FINANCE CORP. POINT TO POINT BARRIER NOTE AAAXGXXNASDAQAAAXHXXHSBC USA INC. CONTINGENT INTEREST BARRIER NOTE AAAXHXXNASDAQAAAXIXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQAAAXJXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BUFFER NONASDAQAAAXKXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AAAXKXXNASDAQAAAXLXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAAXLXXNASDAQAAAXMXXGS FINANCE CORP. CAPPED POINT TO POINT BUFFER NOTE AAAXMXXNASDAQAAAXNXXBARCLAYS BANK PLC POINT TO POINT BARRIER NOTE AAAXNXXNASDAQAAAXOXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL BARRIER NOTE AAAXOXXNASDAQAAAXPXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAAXQXXJPMORGAN CHASE BANK N.A. ISSUER CALLABLE FIXED TO FLOATING CD AAAXQXXNASDAQAAAXRXXHSBC BANK USA N.A. CAPPED POINT TO POINT CD AAAXRXXNASDAQAAAXSXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAAXSXNASDAQAAAXTXXBARCLAYS BANK PLC AUTOCALLABLE CONTINGENT INTEREST BARRIER NOTE AAAXTXNASDAQAAAXUXXBARCLAYS BANK PLC POINT TO POINT BARRIER NOTE AAAXUXXNASDAQAAAXVXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAAXWXXBARCLAYS BANK PLC UNCAPPED DIGITAL DUAL DIRECTIONAL BARRIER NOTE AAAXWNASDAQAAAXXXXCITIGROUP INC. RATE LINKED FULLY PRINCIPALLY PROTECTED NOTE WITH MINIMNASDAQAAAXYXXBARCLAYS BANK PLC CAPPED POINT TO POINT BUFFER NOTE AAAXYXXNASDAQAAAXZXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. CAPPED POINT TO POINT BUFFER NONASDAQAAAYAXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL BARRIER NOTE AAANASDAQAAAYBXXGS FINANCE CORP. POINT TO POINT BUFFER NOTE AAAYBXXNASDAQAAAYCXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE AAAYCNASDAQAAAYDXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. DUAL DIRECTIONAL BARRIER NOTE ANASDAQAAAYEXXHSBC USA INC. ISSUER CALLABLE FIXED TO FLOATING FULLY PRINCIPALLY PROTNASDAQAAAYFXXGS FINANCE CORP. POINT TO POINT BARRIER NOTE AAAYFXXNASDAQAAAYGXXGS FINANCE CORP. DUAL DIRECTIONAL BARRIER NOTE AAAYGXXNASDAQAAAYHXXGS FINANCE CORP. UNCAPPED DIGITAL DUAL DIRECTIONAL BARRIER NOTE AAAYHXNASDAQAAAYIXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAAYNASDAQAAAYJXXBARCLAYS BANK PLC POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAAYNASDAQAAAYKXXGS FINANCE CORP. CAPPED POINT TO POINT WORST OF BUFFER NOTE AAAYKXXNASDAQAAAYLXXJPMORGAN CHASE BANK N.A. CAPPED POINT TO POINT CD AAAYLXXNASDAQAAAYMXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED DUAL DIRECTIONAL BARRIER NNASDAQAAAYNXXCITIGROUP GLOBAL MARKETS HOLDINGS INC. ISSUER CALLABLE CONTINGENT INTENASDAQAAAYOXXHSBC USA INC. POINT TO POINT BARRIER NOTE AAAYOXXNASDAQAAAYPXXCREDIT SUISSE AG LONDON BRANCH POINT TO POINT BARRIER NOTE AAAYPXXNASDAQAAAYQXXMORGAN STANLEY FIXED TO FLOATING FULLY PRINCIPALLY PROTECTED NOTE WITHNASDAQAAAYRXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAAYRXXNASDAQAAAYSXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL CAPPED POINT TO POINT BARRIERNASDAQAAAYTXXJPMORGAN CHASE & CO. RATE LINKED NOTE AAAYTXXNASDAQAAAYUXXHSBC BANK USA N.A. POINT TO POINT CD AAAYUXXNASDAQAAAYVXXGS FINANCE CORP. POINT TO POINT BARRIER NOTE AAAYVXXNASDAQAAAYWXXJPMORGAN CHASE BANK N.A. CAPPED POINT TO POINT CD AAAYWXXNASDAQAAAYXXXGS FINANCE CORP. CAPPED POINT TO POINT WORST OF BUFFER NOTE WITH MINIMNASDAQAAAYYXXHSBC USA INC. UNCAPPED DIGITAL DUAL DIRECTIONAL BARRIER NOTE AAAYYXXNASDAQAAAYZXXHSBC USA INC. POINT TO POINT BARRIER NOTE AAAYZXXNASDAQAAAZAXXGS FINANCE CORP. POINT TO POINT BARRIER NOTE AAAZAXXNASDAQAAAZBXXCITIGROUP INC. POINT TO POINT FULLY PRINCIPALLY PROTECTED NOTE AAAZBXXNASDAQAAAZCXXGS FINANCE CORP. CAPPED DUAL DIRECTIONAL BARRIER NOTE AAAZCXXNASDAQAAAZDXXGS FINANCE CORP. UNCAPPED ATM DIGITAL BARRIER NOTE AAAZDXXNASDAQAAAZEXXCREDIT SUISSE AG LONDON BRANCH ISSUER CALLABLE CONTINGENT INTEREST WONASDAQAAAZFXXBARCLAYS BANK PLC POINT TO POINT BUFFER NOTE AAAZFXXNASDAQAAAZGXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL POINT TO POINT BNASDAQAAAZHXXJPMORGAN CHASE FINANCIAL COMPANY LLC POINT TO POINT BARRIER NOTE AAAZHNASDAQAAAZIXXGS FINANCE CORP. DUAL DIRECTIONAL BARRIER NOTE AAAZIXXNASDAQAAAZJXXJPMORGAN CHASE & CO. FIXED TO FLOATING FULLY PRINCIPALLY PROTECTED NOTNASDAQAAAZKXXHSBC USA INC. CAPPED POINT TO POINT BUFFER NOTE AAAZKXXNASDAQAAAZLXXGS FINANCE CORP. UNCAPPED ATM DIGITAL BARRIER NOTE AAAZLXXNASDAQAAAZMXXMORGAN STANLEY FIXED TO FLOATING FULLY PRINCIPALLY PROTECTED NOTE AAAZNASDAQAAAZNXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BUFFER NOTENASDAQAAAZOXXSOCIETE GENERALE SA CAPPED POINT TO POINT WORST OF BUFFER NOTE WITH AVNASDAQAAAZPXXJPMORGAN CHASE BANK N.A. POINT TO POINT CD AAAZPXXNASDAQAAAZQXXJPMORGAN CHASE FINANCIAL COMPANY LLC CAPPED POINT TO POINT BARRIER NOTNASDAQAAAZRXXHSBC USA INC. CONTINGENT INTEREST WORST OF BARRIER NOTE AAAZRXXNASDAQAAAZSXXHSBC USA INC. CAPPED DUAL DIRECTIONAL CAPPED POINT TO POINT BARRIER NONASDAQAAAZTXXBARCLAYS BANK PLC CAPPED POINT TO POINT FULLY PRINCIPALLY PROTECTED NONASDAQAAAZUXXMORGAN STANLEY LLC CAPPED POINT TO POINT BUFFER NOTE AAAZUXXNASDAQAAAZVXXJPMORGAN CHASE BANK N.A. CAPPED POINT TO POINT CD AAAZVXXNASDAQAAAZWXXJPMORGAN CHASE & CO. FIXED TO FLOATING FULLY PRINCIPALLY PROTECTED NOTNASDAQAAAZXDWS RREEF REAL ASSETS FUND - CLASS INSTITUTIONALNASDAQAAAZXXXBARCLAYS BANK PLC CAPPED POINT TO POINT BUFFER NOTE AAAZXXXNASDAQAAAZYXXJPMORGAN CHASE FINANCIAL COMPANY LLC DUAL DIRECTIONAL BARRIER NOTE AAANASDAQAAAZZXXCREDIT SUISSE AG LONDON BRANCH UNCAPPED DIGITAL DUAL DIRECTIONAL BARRNASDAQAABAAXXHSBC USA INC. POINT TO POINT BARRIER NOTE AABAAXXNASDAQ