Merrill Lynch IPO Prospectus

This webpage is intended for Merrill Lynch clients who wish to access electronically a preliminary prospectus or other offering document for offerings for which Merrill Lynch may be acting either as a managing underwriter, co-managing underwriter or selling group member.

To access a preliminary prospectus, click on the name of the issuer for the particular offering from the listing below. The preliminary prospectus may also be downloaded and printed. If you wish to receive a copy of the printed prospectus for any offering, please ask your Financial Advisor to send you one.

A registration statement relating to each security listed below has been filed with the Securities and Exchange Commission but may not yet have become effective. These securities may not be sold nor may offers to buy be accepted prior to the time the registration statement for such securities becomes effective. The information contained in this site shall not constitute an offer to sell or the solicitation of an offer to buy any securities in any jurisdiction.

Interval Funds

Equity New Issues

Fixed Income

Bank of America Corp. (BAC) Medium-Term Notes, Series N

Medium-Term Notes

General Motors Financial Company, Inc.

The Bank of Nova Scotia (BNS)

Bank of Montreal (BMO)

Jefferies Group LLC

Ford Motor Credit Company LLC

Bank of America Corp.

Barclays Bank PLC

Caterpillar Financial Services Corporation

The Dow Chemical Company

Federal Farm Credit Banks

GE Capital Corp.

The Goldman Sachs Group, Inc.

HSBC USA Inc.

John Deere Capital Corporation

Morgan Stanley

Prospect Capital Corporation

Rabobank

The Royal Bank of Scotland plc

Tennessee Valley Authority

Westpac Banking Corp

John Deere Capital Corporation

International Finance Corporation

Discover Financial Services

Deutsche Bank AG, London Branch

Verizon Communications Inc.

Discover Financial Services

Farmer Mac

International Bank for Reconstruction and Development

The Toronto-Dominion Bank

Unit Investment Trusts

Closed-End Funds

CMOs

GNR 2021-7 TU

An Investor’s Guide to CMOs

Market Linked Investments Offerings

November 2024

Equity-linked

CIBC 3 YR NASDAQ-100 INDEX AUTOCALLABLE STARS issued by CIBC (MLZLV)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLZLS)

14 MO RUSSELL 2000 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZMA)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by CIBC (MLZLW)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLZLP)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLZLO)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by HSBC USA INC (MLZML)

5 YR INTERNATIONAL EQUITY BASKET MITTS issued by HSBC USA INC (MLZNB)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC USA INC (MLZMC)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN WITH BUFFER issued by HSBC USA INC (MLZMM)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by HSBC USA INC (MLZMD)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by BofA FINANCE (MLZMO)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC USA INC (MLZMG)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by HSBC USA INC (MLZMH)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by CIBC (MLZLX)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BofA FINANCE (MLZMJ)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by BofA FINANCE (MLZMF)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by HSBC USA INC (MLZMN)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC USA INC (MLZME )

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE ( MLZMP)

53 WKS CORNING INCORPORATED STEPS issued by HSBC USA INC ( MLZNC)

24 MO WOF SPY, DIA AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE ( UHAEH)

5 YR S&P 500 INDEX CAPPED LEVERAGED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA INC ( MLZNA )

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BNS (MLZLU)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLZLQ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLZLT)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLZLR)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STARS issued by BNS (MLZLY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLZLZ)

14 MO S&P 500 INDEX ARN issued by HSBC USA INC (MLZMB)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLZNL)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE ( MLZNJ )

5 YR NASDAQ-100 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE ( MLZNK)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLZNI)

36 MO GLOBAL EQUITY BASKET AUTOCALLABLE LIRN issued by GS FINANCE (UHAEI)

60 MO GLOBAL EQUITY BASKET AUTOCALLABLE LIRN issued by GS FINANCE (UHAEJ)

12 MO WOF ADOBE INC, CROWDSTRIKE HOLDINGS INC, NVIDIA CORPORATION AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHAEK)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF STARS issued by HSBC USA INC (MLZMT)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZMW)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZMV)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZMS)

6 YR S&P 500 INDEX STARS issued by HSBC USA INC (MLZMR)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZMU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZMX)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZMQ)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC USA INC (MLZNM)

2 YR NVIDIA CORPORATION CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA INC (MLZNG)

14 MO ADVANCED MICRO DEVICES, INC ARN issued by HSBC USA INC (MLZNN)

October 2024

Equity-linked

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BNS (MLZJR)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLZJM)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLZJS)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by CIBC (MLZJU)

14 MO EURO STOXX 50 INDEX ARN issued by TD (MLZKC)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLZJO)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by BNS (MLZKM)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLZKA)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZJQ)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLZKD)

14 MO NASDAQ-100 INDEX ARN issued by RBC (MLZJY)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLZKL)

14 MO SPDR S&P BIOTECH ETF ARN issued by TD (MLZKG)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLZKF)

5 YR VANECK GOLD MINERS ETF AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZJT)

2 YR S&P 500 INDEX LOOKBACK ARN issued by CIBC (MLZLC)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZLB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLZJP)

2 YR S&P 500 INDEX CLIRN issued by BofA FIANNCE (MLZJW)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLZLA)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLZKE)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLZKT)

14 MO APPLE INC ARN issued by RBC (MLZKJ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLZJN)

14 MO GLOBAL X ROBOTICS & ARTIFICIAL INTELLIGENCE ETF ARN issued by RBC (MLZKH)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by CIBC (MLZKZ)

14 MO RUSSELL 2000 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLZJV)

3 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNS (MLZJX)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by RBC (MLZKB)

15 MO S&P 500 INDEX LOOKBACK ARN issued by CIBC (MLKGA)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by CIBC (MLZKI)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLZKP)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by BofA FINANCE (MLZKO)

18 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZKK)

53 WKS BASKET OF TWO ETFS AUTOCALLABLE STARS issued by BNS (MLZLG)

14 MO S&P 500 INDEX ARN issued by TD (MLZJZ)

53 WK PALANTIR TECHNOLOGIES INC. STEPS issued by BNS (MLZLE)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by RBC (MLZKN)

3 YR BASKET OF THREE STOCKS AUTOCALLABLE STARS issued by BNS (MLZLD)

2 YR TOPIX CLIRN issued by BNS (MLZLF)

5 YR INTERNATIONAL EQUITY BASKET MITTS issued by CIBC (MLZLH)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZKV)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BNS (MLZKX)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLZKR)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLZKQ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLZKY)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by CIBC (MLZKW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLZKU)

CIBC 6 YR S&P 500 INDEX STARS WITH BUFFER issued by CIBC (MLZKS)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STARS issued by BNS (MLZLI)

24 MO WOF SPY, DIA AUTOCALLALE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHAEF)

24 MO WOF SPY, QQQ AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHAEG)

3 YR VANECK GOLD MINERS ETF AUTOCALLABLE STARS issued by BNS (MLZLJ)

2 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLCHD)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BNS (MLZNE)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BNS (MLZND)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLZLK)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE MARKET -LINKED STEP UP NOTES issued by BofA FINANCE (MLMVA)

Commodity Linked

54 WKS WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLZLL)

September 2024

Equity-linked

14 MO SPDR S&P BIOTECH ETF ARN issued by RBC (MLZIM)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLZIS)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZHX)

2 YR TOPIX CLIRN WITH BUFFER issued by CIBC (MLZJC)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZHS)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLZHY)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by CIBC (MLZHZ)

6 YR S&P 500 INDEX STARS WITH BUFFER issued by CIBC (MLZHU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN WITH BUFFER issued by BNS (MLZIE)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by TD (MLZIK)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZHV)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by BNS (MLZIY)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF WITH BUFFER issued by CIBC (MLZIQ)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by RBC (MLZIR)

14 MO SPDR GOLD SHARES ARN issued by BofA FINANCE (MLZIB)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by TD (MLZIH)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLZIZ)

3 YR S&P 500 INDEX AUTOCALLABLE LIRN WITH BUFFER issued by BNS (MLZID)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BNS (MLZIP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLZIE)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZHW)

53 WKS FORD MOTOR COMPANY STEPS issued by HSBC USA INC (MLZIA)

14 MO S&P 500 INDEX CLIRN WITH BUFFER issued by CIBC (MLZIO)

14 MO RUSSELL 2000 INDEX CLIRN issued by BNS (MLZIC)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC USA INC (MLZIJ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZHT)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLZIN)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLZII)

14 MO S&P 500 INDEX ARN issued by RBC (MLZIF)

14 MO RUSSELL 2000 INDEX CAPPED NOTE WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZIC)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC USA INC (MLZIG)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by RBC (MLZIL)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZJA)

2 YR S&P 500 INDEX LOOKBACK ARN issued by BNS (MLZJG)

2 YR NVIDIA CORPORATION CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA INC (MLZJD)

24 MO WOF SPDR DOW JONES INDUSTRIAL AVERAGE ETF TRUST SPDR S&P 500 ETF TRUST AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHAEF)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLZIU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLZJF)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLZIT)

4 YR INTERNATIONAL EQUITY BASKET MITTS issued by CIBC (MLZJH)

TD 53 WKS iSHARES 20+ TREASURY BOND ETF MARKET-LINKED ONE LOOK NOTES issued by TD (MLZJE)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC ( MLZIV)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLZIW)

TD 14 MO S&P 500 INDEX CLIRN WITH BUFFER issued by TD (MLZJJ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZIX)

2 YR RUSSELL 2000 INDEX AUTOCALLABLE MARKET-LINKED STEP UP NOTES issued by HSBC USA INC (MLCHC)

14 MO RUSSELL 2000 INDEX CAPPED NOTE WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZJL)

2 YR DOMESTIC EQUITY INDEX BASKET LOOKBACK ARN issued by BNS (MLZJI)

3 YR BASKET OF THREE TECHNOLOGY SECTOR STOCKS AUTOCALLABLE STARS issued by BNS (MLZJK)

August 2024

Equity-linked

53 WK VANECK GOLD MINERS ETF ONE LOOK NOTES issued by RBC (MLZGA)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZFU)

53 WK BASKET OF THREE SECTOR ETFs AUTOCALLABLE STARS issued by BNS (MLZFQ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC(MLZFW)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC USA INC (MLZGJ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZFV)

53 WK ELI LILLY AND COMPANY STEPS issued by RBC (MLZGC)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by CIBC (MLZFX)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZHB)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLZFS)

14 MO RUSSEL 2000 INDEX ARN issued by BNS (MLZGF)

3YR S&P 500 INDEX AUTOCALLABLE LIRN WITH BUFFER issued by BNS (MLZGD)

6 YR S&P 500 INDEX STARS issued by CIBC (MLZFT)

2 YR MSCI EMERGING MARKETS INDEX CLIRN WITH BUFFER issued by BNS (MLZGP)

4 YR INTERNATIONAL EQUITY BASKET MITTS issued by BNS (MLZHF)

2 YR RUSSELL 2000 INDEX CLIRN WITH ABSOLUTE RETURN BUFFER issued by TD (MLZGO)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLZFY)

14 MO S&P 500 INDEX ARN issued by HSBC USA INC (MLZGE)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by HSBC USA INC (MLZGG)

14 MO EQUAL WEIGHTED BASKET ARN issued by GS FINANCE (UHADV)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by CIBC (MLZFZ)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by HSBC USA INC (MLZGX)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN WITH BUFFER issued by BNS (MLZGN)

14 MO EURO STOXX 50 INDEX ARN issued by TD (MLZGH)

TD 2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by TD (MLZGM)

53 WKS iSHARES SILVER TRUST MARKET- LINKED ONE LOOK NOTES issued by RBC (MLZGB)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN WITH BUFFER issued by BNS (MLZGQ)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF STARS issued by HSBC USA INC (MLZGU)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by TD (MLZGL)

53 WKS S&P 500 INDEX BEAR STARS issued by BNS (MLZHE)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZHA)

2 YR S&P 500 INDEX MONTHLY LOOKBACK ARN issued by TD (MLZHD)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLZGK)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC USA INC (MLZGI)

18 MO VANECK GOLD MINERS ETF AND FREEPORT-MCMORAN COPPER & GOLD INC. CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLZHG)

3 YR INTERNATIONAL EQUITY BASKET MARKET -LINKED LEVERAGED STEP UP NOTES issued by BofA FINANCE (MLZFR)

53 WK WORST OF S&P 500 INDEX RUSSELL 2000 INDEX BARRIER NOTES issued by CIBC (UHADW)

24 MO RUSSELL 2000 INDEX S&P 500 INDEX MSCI EAFE AUTOCALLABLE YIELD NOTE issued by GS FINANCE (UHADX)

2 YR GLOBAL EQUITY INDEX BASKET CLIRN issued by TD (MLZHK)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by CIBC (MLZHM)

2 YR NVIDIA CORPORATION CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA INC (MLZHL)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLZGZ)

12 MO WOF APPLE INC CROWDSTRIKE HOLDINGS INC NVIDIA CORP AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by CIBC (UHADY)

12 MO WOF APPLE INC CROWDSTRIKE HOLDINGS INC NVIDIA CORP AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by CIBC (UHADZ)

53 WK VANECK GOLD MINERS ETF MARKET-LINKED ONE LOOK NOTES issued by BofA FINANCE (MLZHI)

53 WK iSHARES SILVER TRUST MARKET-LINKED ONE LOOK NOTES issued by BofA FINANCE (MLZHJ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE MARKET LINKED STEP UP NOTES issued by HSBC USA INC (MLZHN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLZFV)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZGW)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLZGR)

2 YR RUSSELL 2000 INDEX AUTOCALLABLE MARKET-LINKED STEP UP NOTES issued by HSBC USA INC (MLZHP)

53 WKS AMAZOM.COM, INC STEPS issued by HSBC USA INC (MLZHC)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZGY)

60 MO TPX PARTICIPATION NOTE LIRN issued by BNP (UHAEA)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZGS)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE PARTICIPATION NOTE LIRN issued by GS FINANCE (UHAEB)

24 MO RUSSELL 2000 INDEX MITTS issued by GS FINANCE (UHAEC)

12 MO CAESARS ENTERTAINMENT INC AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by CIBC (UHAEE)

12 MO TESLA INC AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by CIBC (UHAED)

July 2024

Equity-linked

TD 6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLDZX)

CIBC 3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLZDZ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZDQ)

2 YR S&P 500 INDEX CLIRN issued by BofA FINANCE (MLZDS)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLZEA)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLZEH)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZDY)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLZFL)

14 MO S&P 500 INDEX ARN issued by TD (MLZEE)

3 YR INTERNATIONAL EQUTY BASKET AUTOCALLABLE STARS issued by HSBC USA INC (MLZEB)

14 MO RUSSELL 2000 INDEX ARN issued by CIBC (MLZEF)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS STARS issued by TD (MLZFC)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLZEC)

3 YR S&P 500 INDEX AUTOCALLLABLE STARS issued by BNS (MLZDW)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLZEZ)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN WITH BUFFER issued by BNS (MLZEV)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLZEP)

2 YR MSCI EMERGING MARKETS INDEX CLIRN WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZET)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE ( MLZEK)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC ( MLZEJ)

14 MO APPLE INC ARN issued by CIBC ( MLZEO)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLZFO)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by BofA FINANCE(MLZEI)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLZEL)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by RBC (MLZEQ)

14 MO SPDR GOLD SHARES ARN issued by RBC (MLZEM)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by RBC (MLZEG)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLZFE)

2 YR META PLATFORMS INC CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA INC (MLZFN)

53 WK FREEPORT MCMORAN COOPER & GOLD INC STEPS issued by CIBC (MLZFM)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLZES)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by CIBC (MLZFH)

4 YR EURO STOXX 50 INDEX MITTS issued by RBC (MLZFG)

36 MO EQUAL WEIGHT ARISTA NETWORKS INC, VERITIV HOLDINGS CO-A, NVIDIA CORP AUTOCALLABLE YIELD NOTES issued by BofA FINANCE (UHADP)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLZEX)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLZFA)

3 YR S&P 500 INDEX AUTOCALLLABLE STARS issued by BNS (MLZEW)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLZFB)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLZFD)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZEY)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZFF)

2 YR GLOBAL EQUITY INDEX BASKET CLIRN issued by TD (MLZFP)

24 MO WOF S&P 500 INDEX RUSSELL 2000 INDEX MSCI EAFE INDEX AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADQ)

18 MO iSHARES SILVER TRUST AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADR)

14 MO NASDAQ-100 INDEX BEAR ARN issued by BNS (MLZHH)

8 MO RUSSELL 2000 INDEX BEAR MARKET-LINKED ONE LOOK NOTES WITH ENHANCED BUFFER issued by GS FINANCE (UHADS)

8 MO NASDAQ 100 STOCK INDEX BEAR MARKET-LINKED ONE LOOK NOTES issued by GS FINANCE (UHADT)

8 MO EQUITY BASKET BEARISH ONE LOOK NOTES issued by GS FINANCE (UHADU)

Commodity Linked

2 YR BLOOMBERG COMMODITIES INDEX CLIRN issued by CIBC (MLZED)

June 2024

Equity-linked

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLZDN)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF STARS issued by HSBC USA INC (MLZDM)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZCC)

3 YR S&P 500 INDEX AUTOCALLLABLE STARS issued by TD (MLZCA)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZCB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLZCD)

14 MO CROWDSTRIKE HOLDINGS, INC ONE LOOK NOTES WITH ENHANCED BUFFER issued by HSBC USA INC (MLZCL)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BofA FINANCE (MLZCT)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by CIBC (MLZCF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLZCH)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by TD (MLZCO)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZCE)

24 MO WOF S&P 500 INDEX, RUSSELL 2000 INDEX AUTOCALLABLE STEPDOWN SNOWBALL NOTES issued by GS FINANCE (UHADL)

14 MO S&P 500 INDEX ARN issued by CIBC (MLZCM)

4 YR S&P 500 INDEX MITTS issued by CIBC (MLZCK)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by HSBC USA INC (MLZCG)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLZDA)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BNS (MLZCU)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN WITH BUFFER issued by BNS (MLZCZ)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by TD (MLZDL)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by CIBC (MLZCW)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by HSBC USA INC (MLZDI)

53 WKS UNITED PARCEL SERVICE, INC STEPS issued by TD (MLDZJ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLZCR)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC USA INC (MLZCN)

14 MO EURO STOXX 50 INDEX ARN issued by RBC (MLZCP)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN WITH BUFFER issued by CIBC (MLZCV)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by HSBC USA INC (MLZDE)

4 YR INTERNATIONAL EQUITY BASKET MITTS issued by CIBC (MLZDO)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLZCX)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by RBC (MLZCQ)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLZCS)

3 YR S&P 500 INDEX AUTOCALLLABLE STARS issued by TD (MLZDB)

2 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP NOTES issued by HSBC USA INC (MLCHB)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLZDD)

14 MO SPDR GOLD SHARES ARN issued by BofA FINANCE (MLZDR)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZDC)

1 YR CROWDSTRIKE HOLDINGS, INC-A, PALO ALTO NETWORKS INC FIXED COUPON BARRIER NOTES issued by BofA FINANCE (UHADM)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLZDF)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZDG)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by CIBC (MLZDH)

2 YR NVIDIA CORPORATION CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA INC (MLZDU)

2 YR SPDR S&P REGIONAL BANKING ETF CLIRN WITH BUFFER issued by CIBC (MLZDT)

15 MO WOF S&P 500 INDEX RUSSELL 2000 INDEX CALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADN)

14 MO iSHARES SILVER TRUST ARN issued by BofA FINANCE (MLZDV)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLZFJ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLZFI)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLZFK)

Commodity Linked

53 WKS COPPER SPOT PRICE ONE LOOK NOTES issued by CIBC (MLZCJ)

53 WKS WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLZCI)

May 2024

Equity-linked

53 WKS FREEPORT-MCMORAN COPPER & GOLD INC STEPS issued by RBC (MLZAI)

14 MO TOPIX ARN issued by RBC (MLZAJ)

4 YR S&P 500 INDEX MITTS issued by CIBC (MLZAL)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLZAP)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC USA INC (MLZAV)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC USA INC (MLZAT)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by HSBC USA INC. (MLZBK)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC USA INC (MLZAS)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZBC)

18 MO TESLA INC AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by GS FINANCE(UHADJ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLZAH)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS STARS issued by HSBC USA INC (MLZBL)

53 WKS S&P 500 INDEX BEAR STARS issued by BofA FINANCE (MLZAN)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZAC)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLZAU)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BofA FINANCE (MLZBP)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLZAD)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZAB)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLZAF)

3 YR VAN ECK GOLD MINERS AUTOCALLABLE STARS issued by BofA FINANCE (MLZBO)

14 MO S&P 500 INDEX ARN issued by HSBC USA INC (MLZAO)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLZBB)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BNS (MLZAX)

2 YR RUSSELL 2000 CLIRN WITH BUFFER issued by HSBC USA INC (MLZAW)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BNS (MLZBJ)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLZAR)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by HSBC USA INC (MLZAQ)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF STARS issued by HSBC USA INC (MLZBG)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN WITH BUFFER issued by BNS (MLZAY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLZAE)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZBR)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLZBS)

14 MO RESHORING BASKET ARN issued by BofA FINANCE (MLZBU)

14 MO TESLA INC ONE LOOK NOTES issued by HSBC USA INC (MLZBT)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLZBD)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLZBF)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC USA INC (MLZBE)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC USA INC (MLZBI)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BNS (MLZBH)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLZBW)

118 MO WTI CRUDE OIL FUTURES CONTRACT NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLZBV)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLZBX)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLZBZ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLZBY)

24 MO WOF APPLE INC, INTEL CORPORATION , TESLA INC AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADK)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLZDP)

Commodity Linked

2 YR S&P GSCI EXCESS RETURN CME INDEX CLIRN WITH BUFFER issued by CIBC (MLZAK)

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by BofA FINANCE (MLZBM)

April 2024

Equity-linked

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLYYG)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYZC)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by TD (MLYYO)

53 WKS S&P 500 BEAR STARS issued by HSBC BANK PLC (MLYYH)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYYK)

4 YR S&P 500 INDEX MITTS issued by CIBC (MLYZD)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYZB)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLYYR)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by RBC (MLYYW)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by RBC (MLYYQ)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by RBC (MLYYS)

3 YR RUSSELL 2000 INEX AUTOCALLABLE LIRN issued by BNS (MLYYJ)

53 WKS ALPHABET STEPS issued by HSBC USA Inc. (MLYYI)

14 MO TOPIX ARN issued by RBC (MLYYL)

3 YR S&P 500 AUTOCALLABLE STARS issued by BNS (MLYZE)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYZG)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by TD (MLYZH)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLYZI)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by BNS (MLYYY)

14 MO EURO STOXX 50 STEP UP issued by BNS (MLYYV)

14 MO EURO STOXX 50 ARN issued by CIBC (MLYYP)

TD 14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYYZ)

RBC 2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYZA)

TD 3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by TD (MLYZL)

CIBC 2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by CIBC (MLYYX)

TD 14 MO RUSSELL 2000 INDEX ARN issued by TD (MLYYN)

14 MO S&P 500 INDEX ARN issued by RBC (MLYYM)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYZF)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by CIBC (MLYZM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYZJ)

14 MO S&P SMALL CAP 600 INDEX ARN issued by TD (MLYYU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLYZK)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLYYT)

14 MO INTEL CORPORATION ONE LOOK NOTES issued by BofA FINANCE (MLYZO)

3 YR RUSSELL 2000 INDEX STARS issued by BNS (MLYZP)

12 MO WOF APPLE INC, ADOBE INC, TESLA INC AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADB)

2 YR WOF S&P 500 INDEX RUSSELL 2000 INDEX MSCI EAFE AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADC)

53 WKS TESLA INC CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC USA Inc. (MLYZQ)

BNS 53 WKS BASKET OF TWO ETFS AUTOCALLABLE STARS issued by BNS (MLYZS)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLZAA)

14 MO INTERNATIONAL EQUITY BASKET STEP UP NOTES issued by BofA FINANCE (MLYZX)

14 MO S&P SMALL CAP 600 INDEX ARN issued by BofA FINANCE (MLYZY)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYZV)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLYZW)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYZU)

3 YR ISHARES MSCI UNITED KINGDOM LIRN issued by BofA FINANCE (UHADH)

BofA FINANCE 3 YR SPDR EURO STOXX 50 ETF LIRN issued by BofA FINANCE (UHADI)

3 YR GLOBAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by BofA FINANCE (MLZBN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BNS (MLZBQ)

2 YR WOF SPDR S&P 500 ETF TRUST SPDR DJIA TRUST AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHADD)

3 YR BASKET OF THREE STOCKS AUTOCALLABLE STARS issued by TD (MLYZT)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLYZZ)

14 MO S&P 500 INDEX CLIRN issued by RBC (MLZAG)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by BofA FINANCE (UHADE)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (UHADG)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (UHADF)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYZN)

March 2024

Equity-linked

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLYWU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLYXL)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by TD (MLYXD)

14 MO STARBUCKS CORPORATION ARN issued by CIBC (MLYWS)

2 YR MSCI EMERGING MARKETS INDEX CLIRN WITH BUFFER issued by BofA FINANCE (MLYXG)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYXU)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYXI)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC BANK PLC (MLYWW)

3 YR EURO STOXX 50 INDEX STARS issued by TD (MLYXS)

BNS 53 WKS S&P 500 INDEX BEAR STARS issued by BNS (MLYWQ)

4 YR S&P 500 INDEX MITTS issued by CIBC (MLYXK)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC BANK PLC (MLYWZ)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYWL)

14 MO S&P 500 INDEX ARN issued by CIBC (MLYWT)

6YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYWM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLYWP)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by HSBC BANK PLC (MLYXE)

14 MO TOPIX ARN issued by TD (MLYWX)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC BANK PLC (MLYWY)

53 WKS S&P 500 INDEX BEAR STARS issued by BNS (MLYWQ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYWO)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by RBC (MLYXC)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYXJ)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by TD (MLYXB)

53 WKS BARRICK GOLD CORPORATION STEPS issued by CIBC (MLYWR)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYXH)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by RBC (MLYWV)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYXX)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by TD (MLYXP)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by RBC (MLYXA)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYWN)

24 MO TESLA AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHACX)

3 YR BEST-OF S&P 500 INDEX, EURO STOXX 50 INDEX, TOPIX CAPPED NOTES issued by BNS (MLYXZ)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BofA FINANCE (MLYXY)

3 YR INTERNATIONAL EQUITY BASKET STARS issued by BofA FINANCE (MLYXT)

14 MO EURO STOXX 50 INDEX STEP UP issued by TD (MLYYA)

14 MO S&P SMALL CAP 600 INDEX ARN issued by BofA FINANCE (MLYYB)

14 MO RESHORING BASKET ARN issued by BofA FINANCE (MLYVZ)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYXM)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYXQ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYXO)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLYXR)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYXN)

53 WKS NVIDIA CORPORATION STEPS issued by RBC (MLYXW)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYYE)

14 MO TESLA INC ARN issued by BofA FINANCE (UHACZ)

6 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (UHACY)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYYF)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLYYD)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYYC)

6 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by GS FINANCE Corp. (UHADA)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYXV)

February 2024

Equity-linked

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYUP)

14 MO S&P 500 INDEX ARN issued by BNS (MLYUT)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by BNS (MLYVB)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by BNS (MLYUV)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLYVA)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLYUW)

2 YR S&P SMALL CAP 600 INDEX CLIRN issued by CIBC (MLYWA)

3 YR BASKET OF THREE TECH STOCKS STARS issued by TD (MLYVX)

2 YR ESTEE LAUDER COMPANIES AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHACU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLYVR)

3 YR BASKET OF THREE TECH STOCKS AUTOCALLABLE STARS issued by TD (MLYVX)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLYVG)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by BNS (MLYUY)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYUQ)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BNS (MLYVC)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYVH)

53 WK FREEPORT-MCMORAN COPPER & GOLD INC STEPS issued by RBC (MLYUS)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLYUO)

6 YR S&P 500 INDEX AUTOCALL ABLE STARS issued by TD (MLYUN)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by BNS (MLYVS)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYUM)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYUZ)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYVO)

4 YR S&P 500 INDEX MITTS issued by BNS (MLYVJ)

5 YR S&P 500 INDEX AUTOCALLABLE LIRN WITH BUFFER issued by BofA FINANCE (MLYVY)

2 YR MSCI EMERGING MARKETS INDEX CLIRN WITH BUFFER issued by BofA FINANCE (MLYVE)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by BNS (MLYVT)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BSN (MLYVF)

3 YR BEST-OF S&P 500 INDEX, EURO STOXX 50 INDEX, TOPIX CAPPED NOTES issued by BofA FINANCE (MLYVV)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by BNS (MLYVD)

14 MO TOPIX INDEX ARN issued by BofA FINANCE (MLYUX)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLYUU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLYVK)

53 WKS S&P 500 BEAR STARS issued by TD (MLYUR)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN WITH BUFFER issued by BNS (MLYVI)

53 WKS S&P 500 AUTOCALLABLE BEAR STARS issued by TD

14 MO BASKET OF THREE STOCKS ARN issued by BofA FINANCE (MLYWB)

4 YR GLOBAL EQUITY INDEX BASKET CLIRN issued by BNS (MLYWC)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLYWE)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BNS (MLYVP)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLYWG)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLYVN)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYVL)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYVM)

2 YR NASDAQ-100 AUTOCALLABLE STEP UP NOTES issued by BofA Finance (MLCHA)

14 MO S&P SMALL CAP 600 INDEX ARN issued by BofA FINANCE (MLYWF)

2 YR INVESCO S&P EQUAL WEIGHT ETF CLIRN issued by BofA FINANCE (MLYWD)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BNS (MLYVQ)

53 WKS AMAZON.COM INC STEPS issued by BofA FINANCE (MLYVW)

14 MO AMAZON.COM INC ARN issued by BofA FINANCE (UHACV)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by BofA FINANCE (MLYWK)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYWJ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYWI)

14 MO AMAZON.COM INC ARN issued by BofA FINANCE (UHACW)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by BofA FINANCE (MLYVU)

January 2024

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC Bank plc (MLYSL)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLYSQ)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLYSX)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD(MLYSU)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYSP)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYSO)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLYSS)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYSR)

2 YR RUSSELL 2000 INDEX CLIRN WITH BUFFER issued by TD (MLYTG)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by TD (MLYTA)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC Bank plc (MLYSZ)

2 YR S&P 500 INDEX CLIRN WITH BUFFER issued by BNS (MLYTH)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by CIBC (MLYTI)

53 WK BASKET OF THREE SECTOR ETFS STARS issued by HSBC Bank plc (MLYSW)

5 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYTM)

4 YR S&P 500 INDEX MITTS issued by CIBC (MLYTO)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by HSBC Bank plc (MLYSV)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLYTP)

14 MO ISHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by TD (MLYTE)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYSM)

2 YR INTERNATIONAL EQUITY BASKET CAPPED LEVERAGE NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYTL)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYTB)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLYTD)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYTK)

14 MO S&P 500 INDEX ARN issued by RBC (MLYSY)

14 MO AMAZON.COM INC ARN issued by BofA FINANCE (UHACR)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYTN)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLYTJ)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLYTF)

53 WK VANECK GOLD MINERS ETF ONE LOOK NOTE issued by BofA FINANCE (MLYTZ)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by RBC (MLYTC)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS STARS issued by HSBC bank plc (MLYUC)

BNS 53 WK NVIDIA CORPORATION STEPS issued by BNS (MLYUE)

14 MO BASKET OF THREE STOCKS ARN issued by RBC (MLYUD)

3 YR BEST-OF S&P 500 INDEX, EURO STOXX 50 INDEX, TOPIX CAPPED NOTES issued by BNS (MLYUB)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYTR)

3 YR INTENATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by HSBC Bank plc (MLYTY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLYTU)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC Bank plc (MLYTQ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLYTX)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYTS)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLYTW)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by CIBC (MLYTV)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYTT)

14 MO EURO STOXX 50 INDEX ARN issued by RBC (MLYUI)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYUL)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYUJ)

3 YR VANECK GOLD MINERS ETF AUTOCALLABLE STARS issued by HSBC Bank plc (MLYUH)

14 MO S&P SMALL CAP 600 INDEX ARN issued by CIBC(MLYUF)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYUA)

December 2023

Equity-linked

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLYQZ)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC BANK PLC (MLYQY)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLYRG)

53 WKS APPLE, INC STEPS issued by HSBC BANK PLC (MLYRY)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC BANK PLC (MLYRB)

2 YR RUSSELL 2000 INDEX CLIRN issued by HSBC BANK PLC (MLYRF)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLYRU)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by TD ( MLYRA)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC BANK plc (MLYRD)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS ( MLYRL)

3 YR S&P 500 INDEX MITTS issued by CIBC ( MLYRM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC ( MLYRS)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLYRR)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYRN)

2 YR INTERNATIONAL EQUITY BASKET CLIRN WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYRJ)

3 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNS ( MLYRX)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by TD (MLYRT)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC MLYRV)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYRQ)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYRW)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN WITH BUFFER issued by TD (MLYRH)

14 MO S&P 500 INDEX ARN issued by CIBC (MLYQX)

5 YR S&P 500 INDEX CLIRN WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYRK)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYRP)

14 MO S&P 500 INDEX CLIRN WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYRI)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYSA)

TD 14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by TD (MLYRC)

3 YR BEST OF SPX INDEX RTY INDEX NDX INDEX ARN issued by BNS (MLYRE)

3 YR RUSSELL 2000 INDEX CLIRN issued by CIBC (MLYSD)

14 MO ISHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by CIBC (MLYSK)

18 MO ISHARES SILVER TRUST CONTINGENT COUPON AUTOCALL WITH MEMORY issued by BofA FINANCE (UHACP)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYSJ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYSG)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYSE)

18 MO WOF SPX,RTY ISSUER CALLABLE YIELD NOTE issued by BofA FINANCE (UHACQ)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC ( MLYRZ)

November 2023

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYPH)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYPI)

3 YR S&P 500 INDEX MITTS issued by CIBC (MLYPJ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYPB)

14 MO EXXON MOBIL CORPORATION ARN issued by RBC (MLYQE)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLYQD)

2 YR PHLX HOUSING SECTOR SM INDEX AUTOCALLABLE STARS issued by CIBC (MLYPL)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC BANK PLC (MLYPQ)

2 YR CAPPED NOTES LINKED TO AN INTERNATIONAL EQUITY INDEX BASKET WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYPV)

14 MO INTERNATIONAL EQUITY BASKET ARN issued by BNS (MLYPR)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by HSBC Bank plc (MLYPP)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC Bank plc (MLYPG)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE ( MLYPF)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC Bank plc (MLYPO)

53 WK WARNER BROS. DISCOVERY, INC STEPS issued by RBC (MLYPK)

14 MO S&P 500 INDEX LOOKBACK ARN issued by TD (MLYPE)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLYQH)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC Bank plc (MLYPA)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by HSBC Bank plc (MLYPC)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by HSBC Bank plc (MLYPD)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by HSBC Bank plc (MLYQB)

5 YR S&P 500 INDEX CLIRN WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYQI)

14 MO S&P 500 INDEX ARN issued by BNS (MLYPN)

53 WK LITHIA MOTORS INC STEPS issued by RBC (MLYQL)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLYPW)

2 YR RUSSELL 2000 INDEX CLIRN issued by HSBC BANK PLC (MLYPS)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLYPT)

3 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNS (MLYPM)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by HSBC BANK PLC (MLYPU)

1 YR WOF SBUX TSLA GOOGL CONTINGENT COUPON AUTOCALL WITH MEMORY issued by CIBC (UHACN)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYQA)

1 YR VANECK GOLD MINERS ETF ONE LOOK NOTES issued by HSBC BANK PLC (MLYQJ)

5 YR INTERNATIONAL EQUITY INDEX BASKET MPCD issued by GS (MLYQG)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BNS (MLYQC)

1 YR VANECK GOLD MINERS ETF ONE LOOK NOTES issued by BofA FINANCE (MLYQT)

5 YR RUSSELL 1000 VALUE INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLYQN)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC Bank plc (MLYQM)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS WITH BUFFER issued by TD (MLYQO)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYQQ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS WITH BUFFER issued by HSBC Bank plc (MLYPZ)

3 YR BEST OF SPX INDEX RTY INDEX NDX INDEX ARN issued by BNS (MLYQP)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYPX)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYPY)

3 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BofA FINANCE (MLYQU)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYQS)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by HSBC Bank plc (MLYQW)

14 MO ISHARES U.S. AEROSPACE & DEF ETF ARN issued by BofA Finance (MLYQV)

53 WK AMAZON.COM, INC. STEPS issued by HSBC Bank plc (MLYQF)

3 YR S&P 500 INDEX AUTOCALLABLE LIRN WITH EKI BARRIER issued by BNP PARIBAS (UHACO)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYQK)

October 2023

Equity-linked

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYOH)

3 YR S&P 500 INDEX MITTS issued by CIBC (MLYNR)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYOF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYNL)

24 MO WOF SPX RTY MXEA AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHACK)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLYNU)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYNN)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by TD (MLYMU)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYMR)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYOD)

53 WK INVESCO QQQ TRUST SERIES 1 BEAR STARS issued by HSBC BANK PLC (MLYMW)

14 MO S&P 500 INDEX ARN issued by CIBC (MLYMS)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLYNZ)

14 MO NIKKEI STOCK AVERAGE INDEX STEP UP issued by CIBC ( MLYMO)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLYMN)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by TD (MLYNT)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by RBC (MLYMP)

14 MO EURO STOXX 50 INDEX ARN issued by TD (MLYMT)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYOB)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by CIBC (MLYMY)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by BNS (MLYND)

5 YR RUSSELL 1000 VALUE INDEX AUTOCALLABLE STARS WITH BUFFER issued by TD (MLYNW)

3 YR NASDAQ 100 INDEX AUTOCALLABLE STARS issued by TD (MLYNJ)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYMX)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLYNB)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLYMQ)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLYMM)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLYMZ)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYOL)

5 YR INTERNATIONAL EQUITY INDEX BASKET MITTS issued by CIBC (MLYNV)

53 WK NIKE INC. STEPS issued by TD (MLYOJ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYOA)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYOC)

36 MO BASKET OF THREE INDUSTRIALS STOCKS CONTINGENT COUPON AUTOCALL WITH MEMORY issued by BNP (UHACL)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STARS issued by CIBC (MLYNH)

12 MO WOF SPX INDEX RTY INDEX NDX INDEX BARRIER NOTES issued by CIBC (UHACM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BNS (MLYNX)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYOG)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYNM)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYOE)

14 MO SPDR S&P BIOTECH ETF MARKET-LINKED ONE LOOK NOTES issued by TD (MLYOM)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYNQ)

RBC 14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by RBC (MLYOQ)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYOO)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYOP)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYON)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYMV)

September 2023

Equity-linked

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYKW)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC Bank plc (MLYLL)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by TD (MLYLK)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLYLP)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYKP)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLYLO)

14 MO S&P 500 INDEX ARN issued by RBC (MLYLM)

53 WK INVESCO QQQ TRUST SERIES 1 BEAR STARS issued by HSBC Bank plc (MLYKT)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYLR)

14 MO THE WALT DISNEY COMPANY ARN issued by RBC (MLYKU)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYLU)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLYKZ)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYKV)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYLW)

14 MO GLOBAL X ROBOTICS & ARTIFICIAL INTELLIGENCE ETF ARN issued by HSBC BANK PLC (MLYKS)

14 MO INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA FINANCE (MLYLY)

5 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNS (MLYKR)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE LIRN issued by BNS (MLYKQ)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYLQ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYLG)

14 MO EURO STOXX 50 INDEX ARN issued by CIBC (MLYLN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by CIBC (MLYLA)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYLD)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYLV)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLYLH)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYLS)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLYLC)

2 YR INVESCO S&P 500 EQUAL WEIGHT ETF CLIRN issued by CIBC (MLYKX)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYLB)

2 YR INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA FINANCE (MLYLZ)

3 YR S&P 500 INDEX MITTS issued by CIBC (MLYMA)

3 YR VAN ECK GOLD MINERS ETF AUTOCALLABLE STARS issued by HSBC Bank plc (MLYMB)

5 YR VAN ECK GOLD MINERS ETF AUTOCALLABLE STARS issued by HSBC Bank plc (MLYMC)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYLJ)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYLI)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYKY)

5 YR JPX-NIKKEI INDEX 400 LIRN issued by CIBC (MLYMJ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYMG)

14 ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE ( MLYME)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYMF)

14 MO iSHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by TD (MLYMH)

36 MO WOF NDX INDEX SPX INDEX RTY INDEX CALLABLE BARRIER NOTES issued by CIBC (UHACG)

2 YR RUSSELL 1000 GROWTH INDEX CLIRN issued by BofA FINANCE (MLYMI)

53 WK LULULEMON ATHLETICA STEPS issued by RBC (MLYML)

5 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNP PARIBAS (UHACH)

24 MO WOF SPX INDEX RTY INDEX MXEA INDEX AUTOCALLABLE CONTINGENT COUPON BARRIER NOTES issued by BofA FINANCE (UHACI)

4 YR JPX-NIKKEI INDEX 400 LIRN issued by BNP PARIBAS(UHACJ)

Commodity Linked

13 MO WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYLX)

3 YR BLOOMBERG COMMODITIES INDEX MITTS issued by CIBC (MLYLE)

5 YR BLOOMBERG COMMODITIES INDEX LIRN issued by CIBC (MLYMK)

August 2023

Equity-linked

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLYKB)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLYJY)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by TD (MLYKA)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by BNS (MLYJL)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYJG)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BNS (MLYKE)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLYKF)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYJT)

53 WK AMAZON.COM INC. STEPS issued by CIBC (MLYJI)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLYJX)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLYJZ)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYJF)

14 MO S&P 500 INDEX ARN issued by HSBC BANK PLC (MLYJP)

53 WK S&P 500 INDEX BEAR STARS issued by HSBC BANK PLC (MLYJJ)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by CIBC (MLYJH)

14 MO RUSSELL 2000 INDEX ARN issued by TD( MLYJR)

14 MO APPLE INC ARN issued by HSBC BANK PLC (MLYJK)

PLC 14 MO INTERNATIONAL EQUITY BASKET ARN issued by HSBC BANK PLC (MLYJS)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLYJV)

14 MO SPDR S&P BIOTECH ETF ARN issued by HSBC BANK PLC (MLYJN)

53 WK FORD MOTOR COMPANY STEPS issued by HSBC BANK PLC (MLYKI)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC BANK PLC (MLYJO)

14 MO GLOBAL X ROBOTICS & ARTIFICIAL INTELLIGENCE ETF ARN issued to CIBC (MLYJD)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued to BofA FINANCE (MLYJM)

14 MO EURO STOXX 50 INDEX ARN issued to HSBC BANK PLC (MLYJQ)

2 YR RUSSELL 2000 INDEX CLIRN issued to TD (MLYJU)

5 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNS (MLYKJ)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYJW)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYKD)

14 MO S&P 500 INDEX ARN issued by TD (MLYKN)

2 YR WOF NDX INDEX SPX INDEX RTY INDEX CALLABLE CONTINGENT COUPON BARRIER NOTE issued by CIBC (UHACB)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYKL)

14 MO ISHARES U.S. AEROSPACE & DEF ETF ARN issued by BofA FINANCE (MLYKM)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYKK)

5 YR S&P 500 INDEX AUTOCALLABLE LIRN issued by BNS (MLYKO)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYKC)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYKG)

15 MO S&P 500 INDEX CALLABLE CONTINGENT COUPON BARIER NOTES issued by BofA FINANCE (UHACE)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by BNS (MLYKH)

12 MO ADOBE INC.CONTINGENT COUPON AUTOCALL WITH MEMORY issued by BofA FINANCE (UHACF)

Commodity Linked

3 YR BLOOMBERG COMMODITIES INDEX MITTS issued by CIBC (MLYJE)

July 2023

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYHV)

14 MO ISHARES 20+ YEAR TREASURY BOND ETF ARN issued by HSBC BANK PLC (MLYHQ)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYHW)

53 WK MOSAIC COMPANY STEPS issued by RBC (MLYHU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by BNS (MLYIM)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA Finance (MLYIB)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STARS issued by CIBC (MLYIR)

14 MO S&P 500 INDEX ARN issued by CIBC (MLYHY)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLYIA)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYID)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC(MLYIF)

2 YR S&P 500 INDEX CLIRN issued by RBC (MLYIG)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYIJ)

14 MO SPDR S&P BIOTECH ETF ARN issued by TD (MLYIK)

14 MO INVESCO S&P 500 EQUAL WEIGHT ETF ARN issued by CIBC (MLYIL)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by BofA FINANCE (MLYIN)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYIQ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by BofA FINANCE (MLYIO)

53 WK iSHARES SILVER TRUST MARKET-LINKED ONE LOOK NOTES issued by BNS (MLYIV)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYIE)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLYHX)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLYHZ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by TD (MLYIS)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYII)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYHR)

53 WK VANECK GOLD MINERS ETF ONE LOOK NOTE issued by TD (MLYIU)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYIH)

14 MO FINANCIAL SELECT SECTOR SPDR FUND ARN issued by CIBC (MLYIX)

24 MO WORST OF S&P500 RUSSELL 2000 NASDAQ 100 CALLABLE CONTINGENT CPN BARRIER NOTES issued by CIBC(UHACB)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYIT)

53 WK GENERAL MOTORS COMPANY STEPS issued by BNS (MLYIY)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by TD (MLYIP)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYJC)

6 YR INVESCO S&P 500 EQUAL WEIGHT ETF AUTOCALLABLE STARS issued by TD (MLYJB)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE(MLYIZ)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLYJA)

36 MO BASKET OF THREE METALS AND MINING INDUSTRY STOCKS CONTINGENT COUPON AUTOCALL WITH MEMORY issued by CIBC (UHACC)

Commodity Linked

3 YR BLOOMBERG COMMODITIES INDEX MITTS issued by CIBC (MLYHT)

June 2023

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYGK)

14 MO S&P 500 INDEX CLIRN issued by TD (MLYGD)

14 MO ISHARES 20+ YEAR TREASURY BOND ETF ARN issued by BNS (MLYGE)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLYGP)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLYGV)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLYGQ)

53 WK UNITED PARCEL SERVICE, INC. STEPS issued by RBC (MLYGJ)

14 MO ISHARES U.S. AEROSPACE & DEFENSE ETF ARN issued by HSBC BANK PLC (MLYGS)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYGT)

2 YR INTERNATIONAL EQUITY INDEX BASKET LEVERAGED STEP UP issued by BNS(MLYGI)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLYGG)

14 MO SPDR GOLD SHARES ARN issued by RBC (MLYGF)

14 MO S&P 500 INDEX ARN issued by TD (MLYGM)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by TD (MLYGR)

18 MO AMAZON.COM INC. CONTINGENT COUPON AUTOCALLABLE NOTES issued by CIBC (MLYGL)

14 MO EURO STOXX 50 INDEX ARN issued by CIBC (MLYGN)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by CIBC (MLYHF)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLYGO)

6 YR S&P 500 INDEX AUTOCALLABLE STARS issued by BNS (MLYHE)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYGY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYHB)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYGW)

3 YR EURO STOXX 50 INDEX STARS issued by HSBC BANK PLC (MLYGZ)

3 YR S&P 500 INDEX AUTOCALLABLE STARS issued by HSBC BANK PLC (MLYHD)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYGX)

2 YR S&P 500 INDEX LOOKBACK ARN issued by BNS (MLYHI)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STARS issued by BofA FINANCE (MLYHA)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STARS WITH BUFFER issued by BofA FINANCE (MLYHC)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLYHH)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLYGU)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYHJ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYHL)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYHK)

3 YR S&P 500 INDEX MITTS issued by CIBC (MLYHO)

53 WK LOWE'S COS INC STEPS issued by HSBC BANK PLC (MLYHG)

2 YR INTERNATIONAL EQUITY INDEX BASKET LEVERAGED STEP UP issued by BNS(MLYHN)

36 MO REAL ESTATE SELECT SECTOR SPDR FUND CONTINGENT COUPON AUTOCALL WITH MEMORY issued by BNP (UHACA)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS STARS issued by TD (MLYHM)

53 WK S&P 500 INDEX AUTOCALLABLE BEAR STARS issued by BofA FINANCE (MLYHP)

2 YR SPDR S&P REGIONAL BANKING ETF STEP UP issued by CIBC (MLYIW)

May 2023

Equity-linked

2 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by TD (MLYER)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYEQ)

14 MO S&P 500 INDEX ARN issued by BNS (MLYEP)

3 YR BASKET OF THREE REAL ESTATE SECTOR STOCKS STARS issued by BNS (MLYEN)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLYFS)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLYFN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLYFP)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLYEW)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLYFC)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYFL)

53 WK NVIDIA CORPORATION STEPS issued by RBC (MLYEZ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BNS (MLYFG)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLYFT)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYFV)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC USA (MLYFB)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC USA (MLYFO)

2 YR RUSSELL 2000 INDEX CLIRN issued by BofA FINANCE (MLYFJ)

53 WK S&P 500 INDEX BEAR STARS issued by BNS (MLYFF)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLYFK)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLYFM)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYFI)

14 MO SPDR GOLD SHARES ARN issued by HSBC USA (MLYFA)

3 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by RBC (MLYEY)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC USA (MLYFE)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC USA (MLYFR)

53 WK BASKET OF THREE SECTOR ETFs STARS issued by TD (MLYEX)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA FINANCE (MLYFD)

6 YR S&P 500 INDEX STARS issued by HSBC USA (MLYFU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLYFQ)

14 MO ISHARES U.S. AEROSPACE & DEF ETF ARN issued by BofA Finance (MLYFH)

3 YR S&P 500 INDEX MITTS issued by CIBC (MLYFY)

3 YR BASKET OF THREE REAL ESTATE SECTOR STOCKS STARS issued by BNS (MLYFW)

14 MO S&P 500 INDEX ARN issued by HSBC USA (MLYES)

14 MO APPLE INC. ARN issued by BNS (MLYFZ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYGA)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYGB)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYGC)

18 MO ISHARES SILVER TRUST CONTINGENT COUPON AUTOCALL WITH MEMORY issued by BofA FINANCE (UHABZ)

Commodity Linked

1 YR WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYEV)

April 2023

Equity-linked

5 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CIBC (MLYDB)

6 YR S&P 500 INDEX STARS issued by TD (MLYCY)

2 YR GLOBAL EQUITY INDEX BASKET CLIRN issued by BofA FINANCE (MLYEH)

53 WK BASKET OF TWO PRECIOUS METALS ETFs STARS issued by BNS (MLYEL)

53 WK MICROSOFT CORPORATION STEPS issued by HSBC (MLYDC)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLYDR)

2 YR S&P 500 CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYDT)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLYDI)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLYDZ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLYEE)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLYDQ).

14 MO EURO STOXX 50 INDEX ARN issued by CIBC (MLYDH)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLYDN)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYDV)

14 MO S&P 500 INDEX CLIRN issued by TD (MLYDP)

14 MO S&P 500 INDEX ARN issued by BNS (MLYEA)

14 MO SPDR S&P REGIONAL BANKING ETF ARN issued by TD (MLSEB)

14 MO SPDR GOLD SHARES ARN issued by CIBC (MLYDE)

6 YR DOW JONES INDUSTRIAL AVERAGE MITTS issued by BNS (MLYDY)

14 MO ISHARES U.S. AEROSPACE & DEF ETF ARN issued by BNS (MLYDO)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYDU)

14 MO NASDAQ 100 INDEX ARN issued by CIBC (MLYEM)

14 MO VANGUARD SMALL CAP VALUE ETF ARN issued by TD (MLYDM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLYEF)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYDS)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLYDF)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYDX)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLYDJ)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLYEC)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLYDK)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLYDG)

14 MO S&P 500 EQUAL WEIGHT INDEX ARN issued by TD (MLYDL)

6 YR S&P 500 INDEX STARS issued by CIBC (MLYEK)

14 MO EURO STOXX 50 INDEX STEP UP issued by RBC (MLYDW)

53 WK FREEPORT-McMORAN COPPER & GOLD INC. STEPS issued by RBC (MLYEJ)

1 YR S&P 500 INDEX BEAR STARS issued by HSBC (MLYEU)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYEO)

Commodity Linked

1 YR WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYDD)

March 2023

Equity-linked

14 MO S&P 500 INDEX CLIRN issued by BNS (MLYAW)

14 MO S&P 500 INDEX ARN issued by CIBC (MLYAP)

6 YR DOW JONES INDUSTRIAL AVERAGE MITTS issued by CIBC (MLYAR)

14 MO EURO STOXX 50 ARN issued by CIBC (MLYAS)

53 WK INTERNATIONAL BUSINESS MACHINES STEPS issued by CIBC (MLXZN)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLYAO)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLYAV)

2 YR REAL ESTATE SELECT SECTOR SPDR FUND STEP UP issued by CIBC (MLYBD)

6 YR S&P 500 INDEX STARS issued by BNS (MLYBJ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by TD (MLYCN)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLYBL)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLYBR)

6 YR SP 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLYCM)

53 WK NVIDIA CORPORATION STEPS issued by TD (MLYBE)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLYCD)

14 MO S&P 500 INDEX CLIRN issued by RBC (MLYBV)

3 YR S&P 500 INDEX STARS issued by BNS (MLYBH)

14 MO ISHARES U.S. AEROSPACE & DEF ARN issued by RBC (MLYBU)

BNS 2 YR S&P 500 INDEX CLIRN issued by BNS (MLYBX)

CIBC 2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLYCC)

CIBC 14 MO S&P 500 EQUAL WEIGHT INDEX ARN issued by CIBC (MLYCS)

14 MO EURO STOXX 50 INDEX STEP UP issued by TD (MLYCQ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by TD (MLYBT)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLYBK)

14 MO S&P 500 INDEX ARN issued by CIBC (MLYBM)

2 YR RUSSELL 2000 INDEX CLIRN issued by CIBC (MLYBW)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLYBI)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLYCG)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLYCE)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLYBS)

6 YR DOW JONES INDUSTRIAL AVERAGE MITTS issued by BNS (MLYCH)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLYBQ)

14 MO VANGUARD SMALL CAP VALUE ETF ARN issued by BNS (MLYCR)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLYCL)

5 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by RBC (MLYCT)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLYBZ)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC (MLYBP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLYCJ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLYCI)

53 WKS GOLDMAN SACHS GROUP STEPS issued by RBC ( MLYCO)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLYCK)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLYDA)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLYCZ)

36 MO ENERGY BASKET CONTINGENT COUPON AUTOCALL WITH MEMORY issued by BNC (UHABW)

2 YR WORST OF S&P 500 INDEX RUSSELL 2000 INDEX MSCI EAFE INDEX CYN issued by BNC (UHABX)

2 YR S&P 500 INDEX CONTINGENT COUPON AUTOCALLABLE BARRIER NOTES issued by BNC (UHABY)

Commodity Linked

1 YR WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLYBF)

3 YR BLOOMBERG COMMODITIES INDEX MITTS issued by CIBC (MLYBG)

February 2023

Equity-linked

4 YR GLOBAL EQUITY INDEX BASKET CAPPED NOTES issued by TD (MLXZL)

3 YR RUSSELL 2000 INDEX STARS issued by TD (MLYAX)

14 MO PACER US CASH COWS 100 ETF ARN issued by TD (MLXZS)

5 YR INTERNATIONAL EQUITY BASKET LIRN issued by CIBC (MLYAY)

2 YR REAL ESTATE SELECT SECTOR SPDR FUND STEP UP issued by CIBC (MLXZM)

3 YR S&P 500 INDEX STARS issued by TD (MLXZR)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLXZT)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLXZX)

14 MO ISHARES U.S. AEROSPACE & DEF ARN issued by TD (MLYAZ)

53 WK AMAZON.COM INC. STEPS issued by BNS (MLYAQ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLYAG)

2 YR INTERNATIONAL EQUITY BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLYAF)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BofA FINANCE (MLYAC)

2 YR MSCI EMERGING MARKETS INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLXZY)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLXZV)

BofA FINANCE 2 YR RUSSELL 2000 INDEX CLIRN issued by BofA FINANCE (MLYAA)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXZZ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLYAI)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXZW)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA FINANCE (MLXZU)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLYAN)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLYAD)

14 MO INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA FINANCE (MLYBA)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA FINANCE (MLYAM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLYAH)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA FINANCE (MLYAL)

3 YR WORST OF SX5E INDEX NKY INDEX MPN issued by BNC (UHABT)

14 MO ISHARES U.S. AEROSPACE & DEF ETF ARN issued by BofA FINANCE (MLYBC)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BofA FINANCE (MLYBB)

Commodity Linked

1 YR WTI CRUDE OIL FUTURES CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLXZP)

3 YR BLOOMBERG COMMODITIES INDEX MITTS issued by CIBC (MLXZO)

January 2023

Equity-linked

2 YR MORNINGSTAR WOMEN'S EMPOWERMENT INDEX PR USD CLIRN issued by CIBC (MLXXH)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLXYF)

6 YR DOW JONES INDUSTRIAL AVERAGE MITTS issued by CIBC (MLXYQ)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLXYG)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLXYN)

3 YR GLOBAL EQUITY INDEX BASKET LEVERAGED STEP UP issued by BNS (MLXZA)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by TD (MLXYZ)

1 YR SPDR S&P METALS & MINING ETF ONE LOOK NOTE issued by TD (MLXXV)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLXYM)

14 MO S&P 500 INDEX ARN issued by TD (MLXYC)

2 YR S&P 500 INDEX CLIRN issued by CIBC (MLXYL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXYV)

14 MO EURO STOXX 50 INDEX ARN issued by RBC (MLXYD)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLXYO)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLXYI)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLXYK)

6 YR S&P 500 INDEX STARS issued by TD (MLXZB)

53 WK MICROSOFT CORPORATION STEPS issued by RBC (MLXXT)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLXYX)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLXYE)

3 YR S&P 500 INDEX STARS issued by TD (MLXYA)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXYT)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by RBC (MLXYJ)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLXYP)

14 MO BASKET OF THREE HEALTH CARE SECTOR STOCKS ARN issued by CIBC (MLXXU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXYS)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXYW)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC (MLXYH)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXYY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXYU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXZG)

36 MO BASKET OF THREE INDU STOCKS CONTINGENT CPN NOTES issued by BNC (UHABQ)

2 YR S&P 500 INDEX LOOKBACK ARN issued by BNS (MLXZH)

14 MO ISHARES U.S. AEROSPACE & DEF ARN issued by Bofa FINANCE (MLXZD)

1 YR S&P 500 INDEX BEAR STARS issued by HSBC (MLXZE)

14 MO ISHARES U.S. AEROSPACE & DEF ARN issued by BNS (MLXZI)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLXZK)

14 MO S&P 500 INDEX ARN issued by Bofa FINANCE (MLXZJ)

Commodity Linked

1 YR WTI CRUDE OIL FUTURES FEBRUARY 2024 CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by CIBC (MLXXW)

1 YR COPPER SPOT PRICE CLIRN issued by CIBC (MLXZF)

December 2022

Equity-linked

2 YR S&P 500 INDEX CLIRN issued by BNS (MLXWK)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLXWD)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLXWL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by TD (MLXWW)

14 MO S&P 500 INDEX CLIRN issued by RBC (MLXWJ)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLXWH)

14 MO THE BLACKSTONE GROUP LP ARN issued by HSBC (MLXXC)

53 WK APPLE INC STEPS issued by TD (MLXXD)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLXWG)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXWU)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLXWY)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLXWE)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLXWI)

14 MO EURO STOXX 50 INDEX ARN issued by CIBC (MLXWC)

6 YR DOW JONES INDUSTRIAL AVERAGE CAPPED MITTS issued by RBC (MLXWQ)

6 YR S&P 500 INDEX STARS issued by CIBC (MLXXA)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLXWO)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXWT)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXWX)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by HSBC (MLXWN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXWS)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by TD (MLXWM)

14 MO S&P 500 INDEX ARN issued by RBC (MLXWB)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLXXB)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXWR)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by TD (MLXWZ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXWV)

5 YR INTERNATIONAL EQUITY INDEX BASKET MPCD issued by GS (MLXWP)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLXWF)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLXXI)

6 YR EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXXJ)

1YR VANECK GOLD MINERS ETF ONE LOOK NOTES issued by BNS (MLXXN)

14MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLXXM)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLXXL)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLXXK)

1 YR S&P 500 INDEX STARS issued by BNS (MLXXO)

14 MO FINANCIAL SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLXXP)

14 MO EQUITY INDEX BASKET ARN issued by BofA FINANCE (MLXXR)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA FINANCE (MLXXQ)

14 MO AMAZON.COM INC ARN issued by BofA FINANCE (MLXXS)

Commodity Linked

1 YR WTI CRUDE OIL FUTURES JANUARY 2024 CONTRACT ENHANCED BUFFER ONE LOOK NOTES issued by BofA FINANCE (MLXXG)

November 2022

Equity-linked

14 MO S&P 500 INDEX LOOKBACK ARN issued by BNS (MLXUO)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXVI)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC (MLXUW)

2 YR RUSSELL 2000 INDEX CLIRN issued by CIBC (MLXVS)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by BofA FINANCE (MLXVB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXVJ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by BofA FINANCE (MLXVP)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXVG)

2 YR RUSSELL 2000 INDEX CLIRN issued by HSBC (MLXVA)

6 YR ENERGY SELECT SECTOR SPDR FUND LIRN issued by BNS (MLXVQ)

3 YR EURO STOXX 50 INDEX STARS issued by CIBC (MLXVR)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLXVL)

53 WK BARRICK GOLD CORP STEPS issued by RBC (MLXUM)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC (MLXUR)

2 YR S&P 500 INDEX CLIRN issued by HSBC (MLXUZ)

6 YR S&P 500 INDEX STARS issued by HSBC (MLXVO)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLXUT)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXVM)

5 YR EURO STOXX 50 INDEX LIRN issued by HSBC (MLXVE)

1 YR S&P 500 INDEX STARS issued by HSBC (MLXVN)

14 MO S&P 500 INDEX CLIRN issued by HSBC (MLXUY)

53 WK AMAZON.COM INC. STEPS issued by RBC (MLXUL)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLXVT)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLXUU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXVH)

2 YR INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC (MLXUX)

14 MO APPLE INC ARN issued by CIBC (MLXUN)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA FINANCE (MLXVC)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC (MLXUQ)

14 MO S&P 500 INDEX ARN issued by HSBC (MLXUP)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXVK)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC (MLXUV)

6 YR DOW JONES INDUSTRIAL AVERAGE MITTS issued by HSBC (MLXVF)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXVX)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLXVZ)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA FINANCE (MLXVD)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLXVY)

4 YR NASDAQ 100 INDEX CLIRN issued by BofA FINANCE (MLXWA)

Commodity Linked

4 YR BLOOMBERG COMMODITIES INDEX LIRN issued by BofA FINANCE (MLXVU)

October 2022

Equity-linked

53 WK BASKET OF 3 ETFs STARS issued by HSBC (MLXSN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXSP)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLXTG)

14 MO S&P 500 INDEX LOOKBACK ARN issued by BNS (MLXTY)

14 MO AMAZON.COM INC ARN issued by BofA FINANCE (MLXTW)

14 MO COINBASE GLOBAL INC ARN issued by BofA FINANCE (MLXTZ)

2 YR WORST OF S&P 500 INDEX RUSSELL 2000 INDEX NASDAQ 100 INDEX CYN issued by BNC (UHABP)

14 MO S&P 500 INDEX BEAR ARN issued by BNS (MLXTK)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXTT)

14 MO EURO STOXX 50 INDEX ARN issued by TD (MLXSZ)

6 YR DOW JONES INDUSTRIAL AVERAGE CAPPED MITTS issued by CIBC (MLXSS)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXSR)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLXTL)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLXTD)

14 MO S&P 500 INDEX ARN issued by CIBC (MLXSU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP WITH 10% DOWNSIDE BUFFER issued by TD (MLXSQ)

2 YR RUSSELL 2000 INDEX CLIRN issued by CIBC (MLXTC)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXTV)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXTQ)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLXTB)

2 YR S&P 500 INDEX CLIRN issued by RBC (MLXSV)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXTN)

6 YR S&P 500 INDEX STARS issued by BNS (MLXTO)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLXSW)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by TD (MLXTU)

14 MO RUSSELL 2000 INDEX CLIRN issued by TD (MLXTH)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by BofA FINANCE (MLXTI)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLXTE)

5 YR INTERNATIONAL EQUITY INDEX BASKET MPCD issued by GS (MLXTF)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLXUC)

53 WK VANECK GOLD MINERS ETF ONE LOOK NOTE issued by BofA FINANCE (MLXUG)

53 WK WALT DISNEY CO. STEPS issued by RBC (MLXUD)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXTM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXTR)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXTS)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLXUH)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLXUF)

Rates Linked

5 YR 10-YEAR US DOLLAR SOFR ICE SWAP RATE FLOATING RATE NOTES issued by CIBC (MLXTX)

Commodity Linked

2 YR BLOOMBERG COMMODITY INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLXUI)

14 MO BLOOMBERG COMMODITY INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BofA FINANCE (MLXUJ)

September 2022

Equity-linked

5 YR EURO STOXX 50 INDEX LIRN issued by RBC (MLXRZ)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLXQK)

2 YR RUSSELL 2000 INDEX CLIRN issued by TD (MLXRG)

14 MO VANECK GOLD MINERS ETF ARN issued by RBC (MLXRH)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLXRU)

53 WK INTERNATIONAL BUSINESS MACHINES CORPORATION STEPS issued by RBC (MLXRB)

14 MO RUSSELL 2000 INDEX ARN issued by CIBC (MLXRE)

14 MO S&P 500 INDEX CLIRN issued by RBC (MLXRN)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLXRI)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLXRF)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC (MLXRT)

5 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by CIBC (MLXQL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXQR)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXQO)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQV)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXQX)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLXRJ)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by RBC (MLXRM)

14 MO S&P 500 INDEX BEAR ARN issued by CIBC (MLXRD)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXRC)

14 MO S&P 500 INDEX ARN issued by HSBC (MLXRL)

5 YR EURO STOXX 50 INDEX LIRN issued by RBC (MLXRO)

53 WK VANECK GOLD MINERS ETF ONE LOOK NOTE issued by BofA FINANCE (MLXRV)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLXRK)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXRA)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQW)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXQZ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQU)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLXRR)

53 WK ISHARES SILVER TRUST ONE LOOK NOTE issued by BofA FINANCE (MLXRS)

5 YR INTERNATIONAL EQUITY INDEX BASKET MPCD issued by GS (MLXQS)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by HSBC (MLXSC)

5 YR RUSSELL 1000 VALUE INDEX AUTOCALLABLE STEP UP issued by TD (MLXSH)

14 MO S&P 500 INDEX CLIRN issued by BofA FINANCE (MLXSE)

3 YR VANECK GOLD MINERS ETF AUTOCALLABLE STEP UP issued by BNS (MLXSG)

14 MO S&P 500 INDEX CAPPED NOTES w/ABSOLUTE RETURN BUFFER issued by HSBC (MLXSJ)

6 YR S&P 500 INDEX CAPPED MITTS issued by RBC (MLXQT)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXQM)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXQQ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP WITH 10% DOWNSIDE BUFFER issued by BNS (MLXQN)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLXSL)

5 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXSI)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLXSM)

2 YR WORST OF S&P 500 INDEX RUSSELL 2000 INDEX NASDAQ 100 INDEX CYN issued by BNC (UHABO)

Commodity Linked

4 YR BLOOMBERG COMMODITY INDEX LIRN issued by CIBC (MLXRW)

August 2022

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXPW)

3 YR RUSSELL 1000 VALUE INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXPV)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXT)

53 WK FORD MOTOR COMPANY STEPS issued by CIBC (MLXQF)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLWZG)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXQE)

14 MO MICROSOFT CORPORATION ARN issued by CIBC (MLWZO)

14 MO ENERGY SELECT SECTOR SPDR FUND ARN issued by HSBC (MLWZF)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLWZE)

2 YR S&P 500 INDEX CLIRN issued by HSBC (MLWZK)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by TD (MLXPX)

14 MO S&P 500 INDEX ARN issued by BNS (MLWZB)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA FINANCE (MLWZN)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLWZL)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLWZJ)

1 YR TSLA CYN issued by BNC (UHABN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXPY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXQC)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLWZM)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC (MLWZC)

14 MO RUSSELL 2000 INDEX ARN issued by HSBC (MLWZD)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLWZI)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLWZH)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXPZ)

5 YR INTERNATIONAL EQUITY INDEX BASKET MPCD issued by GS (MLXQI)

6 YR S&P 500 INDEX CAPPED MITTS issued by BNS (MLXQG)

5 YR EURO STOXX 50 INDEX LIRN issued by TD (MLWZV)

2 YR VANGUARD TOTAL WORLD STOCK ETF CLIRN issued by HSBC (MLWZU)

5 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQJ)

14 MO OCCIDENTAL PETROLEUM CORPORATION ARN issued by BofA FINANCE (MLWZS)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQB)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQD)

53 WK WELLS FARGO & COMPANY STEPS issued by HSBC (MLXQH)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXQA)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLXXY)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLXXZ)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by BofA FINANCE (MLXRX)

14 MO S&P 500 INDEX BEAR ARN issued by BNS (MLXSA)

18 MO S&P 500 INDEX LOOKBACK CAPPED NOTES issued by BNS (MLXSB)

Commodity Linked

14 MO WTI CRUDE OIL FUTURES CONTRACT NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLWZT)

4 YR BLOOMBERG EX-ENERGY SUBINDEX LIRN issued by BofA FINANCE (MLWZZ)

3 YR BLOOMBERG EX-ENERGY SUBINDEX LIRN issued by BofA FINANCE (MLWZY)

4 YR BLOOMBERG COMMODITY INDEX LIRN issued by BofA FINANCE (MLWZW)

14 MO WTI CRUDE OIL FUTURES CONTRACT CAPPED NOTES w/ARB issued by BofA FINANCE (MLXRY)

July 2022

Equity-linked

14 MO EURO STOXX 50 INDEX ARN issued by TD (MLWYF)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXPM)

14 MO S&P 500 INDEX ARN issued by CIBC (MLWYE)

1 YR ISHARES SILVER TRUST ONE LOOK NOTE issued by CIBC (MLXPR)

5 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BNS (MLWYP)

2 YR S&P 500 INDEX LOOKBACK ARN issued by BNS (MLWYJ)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLWYG)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXPC)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by RBC (MLWYR)

14 MO FINANCIAL SELECT SECTOR SPDR FUND ARN issued by BNS (MLWYI)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXPE)

14 MO S&P 500 INDEX CLIRN issued by TD (MLWYL)

53 WK AMAZON.COM INC STEPS issued by RBC (MLXPG)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXPD)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLWYH)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by TD (MLXPN)

5 YR MXEF INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXPF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXPJ)

2 YR S&P 500 INDEX CLIRN issued by RBC (MLWYM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXPL)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLWYK)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CIBC (MLWYO)

2 YR RUSSELL 2000 INDEX CLIRN issued by TD (MLWYN)

1 YR VANECK GOLD MINERS ETF ONE LOOK NOTE issued by BNS (MLXPQ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BofA Finance (MLXPH)

14 MO NASDAQ 100 INDEX ARN issued by RBC (MLWYS)

6 YR S&P 500 INDEX STARS issued by TD (MLOXS)

6 YR DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLWYT)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXPI)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXPK)

53 WK CISCO SYSTEMS INC STEPS issued by TD (MLWYV)

6 YR S&P 500 INDEX CAPPED MITTS issued by CIBC (MLXPU)

2 YR VANGUARD TOTAL WORLD STOCK ETF CLIRN issued by TD (MLWYW)

14 MO ARK INNOVATION ETF ARN issued by BofA FINANCE (MLWYU)

14 MO S&P 500 INDEX ARN issued by BofA Finance (MLWYX)

5 YR INTERNATIONAL EQUITY INDEX BASKET MPCD issued by GS (MLXPT)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLWYY)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLWZA)

14 MO October 2023 WTI Crude Oil Futures Contract CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLWZP)

14 MO PACER US CASH COWS 100 ETF ARN issued by BofA FINANCE (MLWZR)

June 2022

Equity-linked

53 WK THE HOME DEPOT INC STEPS issued by RBC (MLXPA)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLWXP)

14 MO RUSSELL 2000 INDEX ARN issued by CIBC (MLWXM)

14 MO EURO STOXX 50 INDEX ARN issued by CIBC (MLWXL)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOJ)

1 YR S&P 500 INDEX BEAR STARS issued by HSBC (MLOXQ)

2 YR S&P 500 INDEX CLIRN issued by TD (MLWXR)

14 MO EURO STOXX 50 INDEX STEP UP issued by BNS (MLXOO)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by RBC (MLWXW)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOM)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOK)

2 YR S&P 500 INDEX LOOKBACK ARN issued by RBC (MLWXX)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLWXN)

5 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BNS (MLWXV)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLWXO)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXOX)

6 YR S&P 500 INDEX STARS issued by HSBC (MLOXR)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXOU)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOL)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLWXS)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXOV)

14 MO S&P 500 INDEX ARN issued by TD (MLWXK)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by BofA FINANCE (MLWXT)

6 YR DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by TD (MLWXY)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLWXQ)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXOW)

2 YR INTERNATIONAL EQUITY INDEX BSKT CLIRN issued by TD (MLWXU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP WITH 10% DOWNSIDE BUFFER issued by TD (MLXOZ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOQ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOR)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOS)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOT)

14 MO APPLE INC ARN issued by CIBC (MLWXZ)

14 MO SPDR S&P BIOTECH ETF ARN issued by TD (MLWYA)

53 WK THERMO FISHER SCIENTIFIC INC STEPS issued by RBC (MLXOY)

3 YR BASKET OF FOUR COMMODITY FUTURES CONTRACTS MITTS issued by BofA FINANCE (MLXPB)

14 MO S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by HSBC (MLKGZ)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLWYD)

BofA FINANCE 14 MO ENERGY SELECT SECTOR INDEX ARN (MLWYB)

BofA FINANCE 14 MO S&P 500 INDEX ARN (MLWYC)

2 YR WORST OF S&P 500 INDEX RUSSELL 2000 INDEX MSCI EAFE INDEX CYN issued by BNC (UHABM)

May 2022

Equity-linked

14 MO AMAZON.COM INC ARN issued by BofA FINANCE (MLWXE)

5 YR SX5E INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOC)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNU)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by BNS (MLWWV)

14 MO SPDR S&P BIOTECH ETF ARN issued by BofA FINANCE (MLWWS)

2 YR S&P 500 INDEX CLIRN issued by HSBC (MLWWZ)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLWWX)

14 MO EURO STOXX 50 INDEX ARN issued by HSBC (MLWWQ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNT)

53 WK JPMORGAN CHASE & CO STEPS issued by RBC (MLXNX)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNV)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXOD)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLWXA)

5 YR EURO STOXX 50 INDEX LIRN issued by BNS (MLWXD)

14 MO S&P 500 INDEX ARN issued by HSBC (MLWWP)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLWWY)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA FINANCE (MLWXG)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by HSBC (MLXOE)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXOH)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWWW)

14 MO VANECK SEMICONDUCTOR ETF ARN issued by BofA FINANCE (MLWWU)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by HSBC (MLWXB)

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLWWR)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by BNS (MLWXC)

6 YR S&P 500 INDEX STARS issued by HSBC (MLOXP)

14 MO SPDR S&P METALS & MINING ETF ARN issued by BofA FINANCE (MLWXH)

12 MO S&P 500 INDEX CYN issued by BNC (UHABK)

36 MO BASKET OF TWO STOCKS CYN issued by BNC (UHABJ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXOI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOB)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXNY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXNZ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXOA)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLWXI)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLWXJ)

April 2022

Equity-linked

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by TD (MLWWD)

5 YR EURO STOXX 50 INDEX LIRN issued by BNS (MLWWE)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLWVR)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXN)

2 YR RUSSELL 2000 INDEX CLIRN issued by BNS (MLWWB)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLXNO)

14 MO S&P 500 INDEX ARN issued by TD (MLWVP)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by BofA FINANCE (MLWVW)

14 MO VANECK VECTORS SEMICONDUCTOR ETF ARN issued by BofA FINANCE (MLWVV)

14 MO EURO STOXX 50 INDEX ARN issued by RBC (MLWVQ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNF)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXNC)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLWVS)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLWVT)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by TD (MLWVY)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLWWC)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXNN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP issued by CIBC (MLXND)

18 MO BSKT OF 3 FINANCIAL SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by CIBC (MLXNM)

53 WK UNITED PARCEL SERVICE INC STEPS issued by RBC (MLXNG)

2 YR S&P 500 INDEX CLIRN issued by TD (MLWWA)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNE)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by CIBC (MLXNQ)

2 YR SPX LOOKBACK ARN issued by BofA FINANCE (MLWVX)

14 MO S&P 500 INDEX CLIRN issued by CIBC (MLWWJ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXNR)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNS)

14 MO BASKET OF SECTOR INDICES ARN issued by BNS (MLWWL)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNJ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNI)

53 WK NVIDIA CORPORATION STEPS issued by RBC (MLXNL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXNK)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXNH)

1 YR S&P 500 INDEX CYN issued by BNC (UHABI)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLWWO)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLWWN)

14 MO S&P 500 INDEX BEAR ARN issued by TD (MLWWM)

3 YR GLOBAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXOF)

Commodity Linked

3 YR BASKET OF FOUR COMMODITY FUTURES CONTRACTS MITTS issued by BofA FINANCE (MLWWK)

March 2022

Equity-linked

5 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CIBC (MLWUH)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLWUB))

2 YR S&P 500 INDEX CLIRN issued by BNS (MLWUC)

14 MO S&P 500 INDEX ARN issued by BNS (MLWUA)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER SUSTAINABILITY BONDS issued by BNS (MLWUD)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXJ)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLXMC)

14 MO BASKET OF THREE STOCKS ARN issued by BNS (MLWUG)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by BNS (MLWUV)

6 YR S&P 500 INDEX STARS issued by CIBC (MLOXL)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXME)

2 YR S&P 500 INDEX CLIRN issued by TD (MLWUQ)

53 WK THE GOLDMAN SACHS GROUP INC STEPS issued by RBC (MLXMI)

5 YR EURO STOXX 50 INDEX LIRN issued by CIBC (MLWUX)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXMQ)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLWVF)

14 MO APPLE INC ARN issued by RBC (MLWUY)

14 MO VANECK VECTORS SEMICONDUCTOR ETF INDEX FUND ARN issued by CIBC (MLWUZ)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLXMO)

14 MO EURO STOXX 50 INDEX ARN issued by RBC (MLWUK)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLWUN)

14 MO S&P 500 INDEX ARN issued by CIBC (MLWUJ)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by RBC (MLWVA)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLWUM)

2 YR RUSSELL 2000 INDEX CLIRN issued by CIBC (MLWUR)

18 MO BASKET OF THREE SEMICONDUCTOR SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by CIBC (MLXMS)

6 YR DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by BNS (MLWVB)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXMT)

14 MO BASKET OF TWO COMMODITY TRUSTS ARN issued by RBC (MLWVI)

3 YR BASKET OF TWO ENERGY SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by BNP (UHABE)

3 YR BASKET OF THREE SEMICONDUCTOR SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by BNP (UHABD)

2 YR S&P 500 INDEX CAPPED NOTES WITH ABSOLUTE RETURN BUFFER issued by CIBC (MLWUW)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLWUL)

3 YR BASKET OF TWO HOUSING SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by BNP ( UHABG)

3 YR BASKET OF TWO FINANCIAL SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by BNP (UHABF)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXMV)

14 MO SPDR S&P METALS & MINING ETF ARN issued by BNS (MLWVJ)

53 WK MICROSOFT CORPORATION STEPS issued by RBC (MLXMU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXMK)

CIBC 5 YR INTERNATIONAL EQUITY INDEX BASKET LIRN (MLWVK)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXMY)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXMX)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXMW)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLXMZ)

2 YR S&P 500 INDEX ARN issued by BofA FINANCE (MLWVM)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLXMH)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXNA)

14 MO S&P 500 INDEX CLIRN issued by CIBC (MLWVN)

2 YR ENERGY SELECT SECTOR SPDR FUND CLIRN issued by RBC (MLWVL)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CIBC (MLWVO)

2 YR WORST OF NASDAQ 100 INDEX S&P 500 INDEX RUSSELL 2000 INDEX CYN issued by BNC (UHABH)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by BofA FINANCE (MLWWH)

14 MO S&P 500 INDEX ARN issued by BofA FINANCE (MLWWG)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLWWI)

5 YR GLOBAL EQUITY INDEX BASKET CAPPED NOTES issued by BNS (MLWWF)

5 YR EURO STOXX 50 INDEX STARS issued by HSBC (MLOXO)

February 2022

Equity-linked

14 MO RUSSELL 2000 INDEX ARN issued by BofA FINANCE (MLWTQ)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by BofA FINANCE (MLWTW)

14 MO EURO STOXX 50 INDEX ARN issued by BofA FINANCE (MLWTP)

5 YR EURO STOXX 50 INDEX LIRN issued by BofA FINANCE (MLWTZ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLR)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLO)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BofA FINANCE (MLWTU)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLQ)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLXLP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLM)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLZ)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXG)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXLN)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA FINANCE (MLWTY)

14 MO VANECK VECTORS SEMICONDUCTOR ETF INDEX FUND ARN issued by BofA FINANCE (MLWTV)

2 YR BASKET OF THREE FINANCIAL SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by CIBC (MLXLU)

2 YR RUSSELL 2000 INDEX CLIRN issued by BofA FINANCE (MLWTX)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA FINANCE (MLWTS)

53 WK INTERNATIONAL BUSINESS MACHINES CORPORATION STEPS issued by TD (MLXLS)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXMA)

2.5 YR WORST OF NASDAQ 100 INDEX S&P 500 INDEX RUSSELL 2000 INDEX CYN issued by BNC (UHABA)

53 WK BASKET OF THREE ETFs STARS issued by CIBC (MLOXI)

6 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CIBC (MLWUE)

1 YR S&P 500 INDEX CYN issued by BNC (UHABB)

1 YR FINANCIAL SELECT SECTOR SPDR INDEX FUND CYN issued by BNC (UHABC)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXLX)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXLV)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXLY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA FINANCE (MLXMB)

14 MO BASKET OF THREE STOCKS ARN issued by BofA FINANCE (MLWUF)

3 YR SPDR S&P BIOTECH ETF INDEX FUND STARS issued by BofA FINANCE (MLOXK)

January 2022

Equity-linked

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXLC)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLWSW)

14 MO EURO STOXX 50 INDEX ARN issued by CS (MLWSK)

14 MO S&P 500 INDEX ARN issued by RBC (MLWSJ)

14 MO VANECK VECTORS SEMICONDUCTOR ETF INDEX FUND ARN issued by CS (MLWSZ)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLWSL)

14 MO S&P 500 INDEX CLIRN issued by CIBC (MLWSQ)

2 YR RUSSELL 2000 INDEX CLIRN issued by TD (MLWSS)

13 MO S&P 500 INDEX BEAR ARN issued by TD (MLWTB)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXKV)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKT)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BARC (MLWSN)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLWSV)

2 YR S&P 500 INDEX CAPPED NOTES w/ABSOLUTE RETURN BUFFER issued by TD (MLWSP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKZ)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by TD (MLWSO)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKW)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by CS (MLWTA)

53 WK APPLE INC STEPS issued by RBC (MLXLJ)

14 MO BASKET OF TWO COMMODITY TRUSTS ARN issued by CIBC (MLWSY)

2 YR GLOBAL EQUITY INDEX BASKET CAPPED NOTES with ABSOLUTE RETURN BUFFER issued by BNS (MLWTE)

5 YR EURO STOXX 50 INDEX LIRN issued by BNS (MLWSX)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXLB)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXE)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLXLA)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXLI)

14 MO GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLWTJ)

2 YR S&P 500 INDEX CLIRN SUSTAINABILITY BONDS issued by BNS (MLWTH)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued (MLXLD)

2 YR BASKET OF THREE FINANCIAL SECTOR STOCKS CONTINGENT COUPON AUTOCALLABLE NOTES issued by CIBC (MLOXF)

14 MO S&P 500 EQUAL WEIGHT INDEX ARN issued by RBC (MLWTK)

5 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BARC (MLXLK)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXLE)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKY)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXLF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKU)

4 YR GLOBAL EQUITY INDEX BASKET CAPPED NOTES issued by RBC (MLWTI)

14 MO NASDAQ 100 INDEX ARN issued by CIBC (MLWTM)

14 MO EURO STOXX 50 INDEX ARN issued by BofA (MLWTO)

14 MO S&P 500 INDEX ARN issued by BofA (MLWTN)

2 YR BASKET OF TWO COMMODITY TRUSTS CAPPED NOTES issued by RBC (MLWUP)

December 2021

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXKN)

6 YR S&P 500 INDEX STARS issued by BNS (MLOXB)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLWRN)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLWRO)

2 YR S&P 500 INDEX CAPPED NOTES issued by CIBC (MLWRX)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLWRT)

14 MO S&P 500 INDEX ARN issued by RBC (MLWRK)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by RBC (MLWRL)

5 YR EURO STOXX 50 INDEX LIRN issued by BNS (MLWRS)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLXKH)

3 YR ISHARES GLOBAL CLEAN ENERGY ETF INDEX FUND AUTOCALLABLE STEP UP issued by CIBC (MLXKJ)

14 MO RUSSELL 2000 INDEX ARN issued by CIBC (MLWRV)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKM)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLWRR)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLWRQ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXKF)

14 MO VANECK VECTORS SEMICONDUCTOR ETF INDEX FUND ARN issued by HSBC (MLWRU)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXKG)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXKI)

53 WK UBER TECHNOLOGIES INC STEPS RBC (MLXKQ)

14 MO BASKET OF THREE CYBER SECURITY STOCKS ARN issued by HSBC (MLWQU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXKK)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXKL)

3 YR WORST OF NASDAQ 100 INDEX RUSSELL 2000 INDEX SPDR S&P REGIONAL BANKING ETF SNOWBALL COUPON NOTE issued by BNP (UHAAT)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by HSBC (MLXKE)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by TD (MLWRP)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLWRW)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLXKS)

14 MO BASKET OF TWO COMMODITY TRUSTS ARN issued by CIBC (MLWSF)

3 YR GLOBAL EQUITY INDEX BASKET LIRN (Sustainability Bonds) issued by BNS (MLWSD)

3 YR STOXX GLOBAL SELECT DIVIDEND 100 INDEX STEP UP (Sustainability Bonds) issued by BNS (MLXKR)

12 MO S&P 500 INDEX STARS issued by HSBC (MLOXD)

14 MO BASKET OF THREE STOCKS ARN issued by RBC (MLWRY)

14 MO REAL ESTATE SELECT SECTOR SPDR INDEX FUND ARN issued by HSBC (MLWSH)

12 MO TESLA INC CYN issued by BNC (UHAAU)

14 MO EURO STOXX 50 INDEX ARN issued by BofA (MLWTG)

14 MO S&P 500 INDEX ARN issued by BofA (MLWTF)

14 MO DOMESTIC EQUITY INDEX BASKET ARN issued by TD (MLFER)

14 MO GLOBAL EQUITY INDEX BASKET ARN issued by TD (MLCOL)

November 2021

Equity-linked

14 MO RUSSELL 2000 INDEX ARN issued by BARC (MLWQE)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXJL)

14 MO S&P 500 INDEX ARN issued by BARC (MLWQC)

14 MO EURO STOXX 50 INDEX ARN issued by BARC (MLWQD)

5 YR EURO STOXX 50 INDEX LIRN issued by BARC (MLWQO)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by CS (MLWQP)

2 YR S&P 500 INDEX CAPPED NOTES w/ABSOLUTE RETURN BUFFER issued by BARC (MLWQI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXJM)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BARC (MLXJK)

2 YR RUSSELL 2000 INDEX CLIRN issued by BARC (MLWQL)

14 MO ALPHABET INC ARN issued by BARC (MLWQR)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BARC (MLWQN)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXJJ)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BARC (MLWQF)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CS (MLXJH)

2 YR S&P 500 INDEX LOOKBACK ARN issued by CS (MLWQH)

3 YR ISHARES GLOBAL CLEAN ENERGY ETF INDEX FUND AUTOCALLABLE STEP UP issued by BARC (MLXJN))

2 YR S&P 500 INDEX CLIRN issued by CS (MLWQK)

14 MO S&P 500 INDEX CLIRN BARC (MLWQJ)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BARC (MLXJI)

2 YR MSCI EMERGING MARKETS INDEX CLIRN issued by CS (MLWQM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXJF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXJG)

14 MO BASKET OF THREE PHARMACEUTICALS SECTOR STOCKS ARN issued by CS (MLWQQ)

53 WK AIRBNB INC STEPS issued by CS (MLXJO)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by CS (MLWQG)

6 YR S&P 500 INDEX STARS issued by BARC (MLOWX)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLXJR)

15 MO WORST OF S&P 500 INDEX RUSSELL 2000 INDEX CYN issued by BNP (UHAAS)

5 YR EURO STOXX 50 INDEX LIRN issued by RBC (MLWQT)

14 MO EURO STOXX 50 INDEX ARN issued by BofA (MLWRZ)

14 MO S&P 500 INDEX ARN issued by BofA (MLWSA)

October 2021

Equity-linked

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXKB)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS issued by CIBC (MLWPL)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXIU)

2 YR RUSSELL 2000 INDEX CLIRN issued by TD (MLWPQ)

2 YR S&P 500 INDEX CLIRN issued by BofA (MLWPF)

14 MO RUSSELL 2000 INDEX CLIRN issued by CIBC (MLWPP)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXIK)

14 MO S&P 500 INDEX ARN issued by CIBC (MLWPH)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLXII)

14 MO EURO STOXX 50 INDEX ARN issued by TD (MLWPI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXIV)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXIH)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLWPK)

5 YR EURO STOXX 50 INDEX LIRN issued by BofA (MLWPT)

3 YR ISHARES GLOBAL CLEAN ENERGY ETF INDEX FUND AUTOCALLABLE STEP UP issued by BofA (MLXIM)

14 MO SPDR S&P BIOTECH ETF INDEX FUND ARN issued by BofA (MLWPX)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXIT)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLXIJ)

14 MO S&P 500 INDEX CLIRN issued by TD (MLWPN)

14 MO RUSSELL 2000 INDEX ARN issued by BofA (MLWPJ)

14 MO ENERGY SELECT SECTOR INDEX ARN issued by BNS (MLWPY)

2 YR S&P 500 INDEX CAPPED NOTES w/ABSOLUTE RETURN BUFFER issued by BofA (MLWPM)

14 MO VANECK GOLD MINERS ETF INDEX FUND ARN issued by BofA (MLWPV)

53 WK APPLE INC STEPS issued by CS (MLXIW)

6 YR S&P 500 INDEX STARS issued by CIBC (MLOWW)

54 MO EURO STOXX 50 INDEX STEP UP issued by BofA (MLXIY)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXJA)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA (MLWPS)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BofA (MLXIL)

6 YR S&P 500 INDEX STARS issued by CIBC (MLOWV)

2 YR EURO STOXX 50 INDEX STEP UP issued by BofA (MLXJD)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXIS)

14 MO BASKET OF THREE TECH STOCKS ARN issued by RBC (MLWPZ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLKGY)

53 WK LOWES INC STEPS issued by RBC (MLXIO)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLXIQ)

14 MO VANECK VECTORS SEMICONDUCTOR ETF INDEX FUND ARN issued by BNS (MLWQA)

14 MO GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLWQS)

5 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BofA (MLXJP)

September 2021

Equity-linked

14 MO RUSSELL 2000 INDEX CLIRN issued by BARC (MLWOW)

6 YR S&P 500 INDEX STARS issued by BNS (MLOWQ)

3 YR BASKET OF FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BARC (MLXHZ)

2 YR RUSSELL 2000 INDEX CLIRN issued by CS (MLWOX)

14 MO S&P 500 INDEX CLIRN issued by BofA (MLWOU)

3 YR BASKET OF INTERNATIONAL INDICES STARS issued by BNS(MLOWS)

3 YR ISHARES GLOBAL CLEAN ENERGY ETF INDEX FUND AUTOCALLABLE STEP UP issued by HSBC (MLXID)

14 MO EURO STOXX 50 INDEX ARN issued by BofA (MLWOM)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLWOP)

14 MO RUSSELL 2000 INDEX ARN issued by CS (MLWON)

12 MO ISHARES SILVER TRUST INDEX FUND ONE LOOK NOTE issued by BNS (MLWPA)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by TD (MLWOY)

MSCI EMERGING MARKETS INDEX STARS issued by BARC (MLOWT)

EURO STOXX 50 INDEX LIRN issued by TD (MLWOZ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BARC (MLXHW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXHV)

S&P 500 INDEX CLIRN issued by TD (MLWOV)

RUSSELL 2000 INDEX STARS issued by BARC (MLOWR)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXIA)

DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by BARC (MLWPB)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by CS (MLWOQ)

S&P 500 INDEX ARN issued by BofA (MLWOL)

S&P 500 INDEX CAPPED NOTES w/ABSOLUTE RETURN BUFFER issued by BNS (MLWOS)

3 YR INDEX FUND OF VANECK GOLD MINERS ETF AUTOCALLABLE STEPUP issued by BARC (MLXIC)

3 YR BASKET OF INTERNATIONAL INDICES AUTOCALLABLE STEP UP issued by BNS (MLXHX)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXIB)

53 WK ZOOM VIDEO COMMUNICATIONS, INC. STEPS issued by BofA (MLXIE)

6 YR S&P 500 INDEX STARS issued by BNS (MLOWU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA (MLXHY)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLXHU)

14 MO VANECK GOLD MINERS ETF INDEX FUND ARN issued by BofA (MLWPD)

2 YR WOF S&P 500 INDEX RUSSELL 2000 INDEX MSCI EAFE INDEX CYN issued by BNP (UHAAR)

2 YR EURO STOXX 50 INDEX STEP UP issued by BofA (MLXIG)

August 2021

Equity-linked

14 MO S&P 500 INDEX ARN issued by BARC (MLWNP)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLXHG)

14 MO S&P 500 INDEX CLIRN issued by BARC (MLWNV)

12 MO ISHARES SILVER TRUST INDEX FUND ONE LOOK NOTE issued by BNS (MLXHN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXHQ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXHL)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXHK)

14 MO EURO STOXX 50 ARN issued by HSBC (MLWNQ)

5 YR EURO STOXX 50 INDEX LIRN issued by BARC (MLWOA)

2 YR RUSSELL 2000 INDEX CLIRN issued by BARC (MLWNY)

6 YR S&P 500 INDEX STARS issued by HSBC (MLOWO)

14 MO RUSSELL 2000 INDEX CLIRN issued by HSBC (MLWNX)

14 MO RUSSELL 2000 INDEX ARN issued by BofA (MLWNR)

BASKET OF THREE TECH STOCKS ARN issued by HSBC (MLWOB)

2 YR EURO STOXX 50 INDEX STEP UP issued by HSBC (MLXHM)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXHJ)

53 WK INTERNATIONAL BUSINESS MACHINES CORPORATION STEPS issued by BNS (MLXHB)

14 MO APPLE INC ARN issued by BNS (MLWOC)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLWNW)

14 MO BASKET OF THREE SECTOR STOCKS ARN issued by BNS (MLWNU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXHH)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWNS)

12 MO VANECK GOLD MINERS INDEX FUND ETF ONE LOOK NOTE issued by BofA (MLXHO)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA (MLWNZ)

MS STEPS issued by RBC (MLXHD)

S&P 500 INDEX BEAR ARN issued by HSBC (MLWOF)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXHP)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by HSBC (MLXHI)

14 MO BASKET OF THREE PASSENGER TRANSPORTATION SERVICES SECTOR STOCKS ARN issued by BNS (MLWOI)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXHE)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXHS)

2.5 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLWOK)

3 YR ISHARES GLOBAL CLEAN ENERGY ETF INDEX FUND AUTOCALLABLE STEP UP issued by BNS (MLXHT)

6 YR S&P 500 INDEX STARS issued by HSBC (MLOWP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXHF)

5 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXIF)

July 2021

Equity-linked

14 MO VANECK VECTORS SEMICONDUCTOR ETF ARN issued by RBC (MLWNM)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLWNJ)

6 YR S&P 500 INDE STARS issued by BNS (MLOWL)

14 MO S&P 500 INDEX ARN issued by CIBC (MLWMY)

14 MO EURO STOXX 50 INDEX ARN issued by BNS (MLWMZ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGO)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLXGJ)

MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLWNI)

2 YR RUSSELL 2000 INDEX CLIRN issued by RBC (MLWNG)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLWNE)

5 YR EURO STOXX 50 INDEX LIRN issued by CIBC (MLWNK)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLWNB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGP)

14 MO RUSSELL 2000 INDEX ARN issued by TD (MLWNA)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXGL)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLXGM)

53 WK WORST OF S&P 500 INDEX RUSSELL 2000 INDEX CYN issued by BNP (UHAAN)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by RBC (MLWNL)

14 MO BASKET OF FINANCIAL SECTOR STOCKS ARN issued by TD (MLWNC)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXGK)

RUSSELL 2000 INDEX CLIRN issued by TD (MLWNF)

3 YR RUSSELL 2000 VALUE INDEX AUTOCALLABLE STEP UP issued by BNS (MLXGN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXGQ)

S&P 500 INDEX CLIRN issued by CIBC (MLWND)

FORD MOTOR COMPANY STEPS issued by RBC (MLXGX)

6 YR S&P 500 INDEX STARS issued by BARC (MLOWE)

3 YR MSCI EMERGING MARKETS INDEX STARS issued by BARC (MLOWA)

5 YR RTY 2000 INDEX STARS issued by BARC (MLOWD)

BNP SX5E INDEX MPN issued by BNP (UHAAK)

WOF SPX RTY MPN issued by HSBC (UHAAL)

INTERNATIONAL EQUITY INDEX BASKET STARS issued by BARC (MLOWF)

SXXP PRICE INDEX CLIRN issued by RBC (MLWNO)

BASKET OF SECTOR INDICES STARS issued by BofA (MLOWN)

BASKET OF THREE COMMODITIES LIRN issued by BofA (MLWNN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXGT)

6 YR S&P 500 INDEX STARS issued by BNS (MLOWM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGR)

24 MO WORST OF S&P 500, MSCI EAFE INDEX, RUSSELL 2000 INDEX CYN issued by BNC (UHAAO)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGS)

12 MO VANECK GOLD MINERS ETF INDEX FUND ONE LOOK NOTE issued by BofA (MLXGZ)

EURO STOXX 50 INDEX STEPUP issued by BNS (MLXHA)

14 MO EURO STOXX 50 INDEX ARN issued by BofA (MLWOE)

14 MO S&P 500 INDEX ARN issued by BofA (MLWOD)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXHR)

5 YR EURO STOXX 50 INDEX MPN issued by BNC (UHAAP)

14 MO VANECK GOLD MINERS ETF INDEX FUND ARN issued by BofA (MLWOG)

53 WK S&P 500 INDEX RUSSELL 2000 INDEX EURO STOXX 50 INDEX SNOWBALL COUPON NOTE issued by BNC (UHAAQ)

June 2021

Equity-linked

14 MO RUSSELL 2000 INDEX ARN issued by BNS (MLWLW)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLWMD)

5 YR EURO STOXX 50 INDEX LIRN issued by BNS (MLWMQ)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLWLX)

5 YR DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by BNS (MLWMP)

3 YR iSHARES GLOBAL CLEAN ENERGY AUTOCALLABLE STEP UP issued by BARC (MLXFY)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXFW)

14 MO BASKET OF THREE SECTOR INDICIES ARN issued by RBC (MLWMC)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by HSBC (MLWMK)

2 YR RUSSELL 2000 INDEX CLIRN issued by HSBC (MLWMI)

14 MO VANECK VECTORS SEMICONDUCTOR INDEX FUND ARN issued by RBS (MLWMS)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXFS)

14 MO OCCIDENTAL PETROLEUM CORPORATION ARN issued by BNS (MLWMT)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXFU)

EURO STOXX 50 INDEX ARN issued by RBC (MLWLV)

RUSSELL 2000 INDEX CLIRN issued by BARC (MLWME)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGB))

RUSSELL 1000 VALUE INDEX LIRN issued by BNS (MLWMR)

MSCI EMERGING MARKETS INDEX CLIRN issued by TD (MLWMJ)

RBC NVDA STEPS issued by RBC (MLXGE)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXFV)

14 MO iSHARES SILVER TURST INDEX FUND ARN issued by RBC (MLWMM)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLWLZ)

14 MO S&P 500 INDEX ARN issued by TD (MLWLU)

2 YR S&P 500 INDEX CLIRN issued by TD (MLWMH)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BARC (MLXFX)

S&P 500 INDEX LOOKBACK ARN issued by RBC (MLWLY)

S&P 500 INDEX STARS issued by BofA (MLOVT)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXFZ)

2 YR WOF S&P 500 INDEX RUSSELL 2000 INDEX MSCI EAFE EMERGING MARKETS INDEX CYN issued by BNP (UHAAM)

2 YR STOXX EUROPE 600 BANKS INDEX STEP UP issued by HSBC (MLXGG)

53 WKS TESLA INC. STEPS issued by RBC (MLXGF)

6YR S&P 500 INDEX STARS issued by BARC (MLOVU)

3 YR RUSSELL 2000 VALUE INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGH)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by HSBC (MLWMU)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXGD)

6YR S&P 500 INDEX STARS issued by BARC (MLOWE)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXFQ)

SX5E MPN issued by BNP (UHAAK)

INDEX FUND OF VANECK VECTORS SEMICONDUCTOR ETF ARN issued by RBC (MLWMB)

INTERNATIONAL EQUITY INDEX BASKET STARS issued by BARC (MLOWF)

INDEX FUND OF ISHARES SILVER TRUST ONE LOOK NOTE issued by CIBC (MLOWC)

5 YR RUSSELL 2000 INDEX STARS issued by BARC (MLOWD)

3 YR WORST OF S&P 500 INDEX and RUSSELL 2000 INDEX MPN issued by HSBC (UHAAL)

3 YR BASKET OF FINANCIAL SECTOR STOCKS STARS issued by BARC (MLOWJ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXGI)

INDEX FUND OF VANECK GOLD MINERS ETF STARS issued by BNS (MLOWB)

S&P 500 INDEX ARN issued by BofA (MLWMX)

BASKET OF THREE COMMODITIES LIRN issued by CIBC (MLWMO)

May 2021

Equity-linked

S&P 500 INDEX ARN issued by BARC (MLWLJ)

RUSSELL 2000 INDEX CLIRN issued by BARC (MLWLI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXEZ)

RUSSELL 1000 VALUE INDEX LIRN issued by BofA (MLWLK)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXFC)

RUSSELL 2000 INDEX ARN issued by BARC (MLWKZ)

AMZN STEPS issued by BARC (MLXFH)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BARC (MLXEV)

INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF ARN issued by RBC (MLWLB)

INDEX FUND OF ISHARES SILVER TRUST ARN issued by TD (MLWLA)

S&P 500 INDEX ARN issued by BofA (MLWLO)

S&P 500 INDEX STARS issued by HSBC (MLOVQ)

BASKET OF THREE SECTOR INDICES ARN issued by RBC (MLWLG)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXFA)

S&P 500 INDEX CLIRN issued by BARC (MLWLF)

INDEX FUND OF VANECK VECTORS SEMICONDUCTOR ETF ARN issued by RBC (MLWKU)

RUSSELL 2000 INDEX CLIRN issued by HSBC (MLWKW)

EURO STOXX 50 INDEX LIRN issued by BARC (MLWKX)

MSCI EMERGING MARKETS INDEX CLIRN issued by HSBC (MLWLC)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXFF)

EURO STOXX 50 INDEX ARN issued by HSBC (MLWLH)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLXET)

3 YR INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF AUTOCALLABLE STEP UP issued by BNS (MLXFE)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWLM)

DOW JONES INDUSTRIAL AVERAGE CLIRN issued by BofA (MLWKV)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLWLE)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXEW)

SPX TRY 15M CYN issued by BNP (UHAAJ)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by HSBC (MLWLN)

S&P 500 INDEX STARS issued by BofA (MLOVP)

BASKET OF THREE CONSUMER DISCRETIONARY SECTOR STOCKS ARN issued by HSBC (MLWLL)

BAKER HUGHES COMPANY STEPS issued by HSBC (MLXFJ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXFB)

BASKET OF THREE STOCKS ARN issued by HSBC (MLWLP)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXFG)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXEY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXFD))

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BARC (MLXFK)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLWLQ)

INDEX FUND OF VANECK VECTORS SEMICONDUCTOR ETF ARN issued by BofA (MLWLR)

5 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BARC (MLXFL)

S&P 500 INDEX BEAR STARS issued by HSBC (MLOVS)

S&P 500 INDEX CLIRN issued by BARC (MLWLS)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA (MLXFM)

3 YR RUSSELL 2000 VALUE INDEX AUTOCALLABLE STEP UP issued by BofA (MLXFN)

3 YR INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF AUTOCALLABLE STEP UP issued by HSBC (MLXFO)

April 2021

S&P 500 INDEX CLIRN issued by TD (MLWJO)

MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLWJL)

S&P 500 INDEX CLIRN issued by RBC (MLWJM)

SLV CYN issued by BNP (UHAAI)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXDJ)

INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF ARN issued by BNS (MLWJN)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXDL)

RUSSELL 2000 INDEX CLIRN issued by CIBC (MLWJR)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXEG)

DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by CIBC (MLWKI)

EURO STOXX 50 INDEX LIRN issued by BofA (MLWKJ)

RUSSELL 1000 VALUE INDEX LIRN issued by CIBC (MLWKK)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLWKM)

RUSSELL 2000 INDEX CLIRN issued by RBC (MLWKL)

BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by CIBC (MLXDM)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXEE)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXED)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXEH)

INTERNATIONAL EQUITY BASKET CLIRN issued by BNS (MLWKN)

INDEX FUND OF SPDR EURO STOXX 50 ETF LIRN issued by BNS (MLWJK)

INDEX FUND OF ISHARES MSCI UK ETF LIRN issued by BNS (MLWJJ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXEB)

3 YR VANGUARD FTSE PACIFIC ETF CAPPED NOTES issued by BNS (MLWJI)

14 MO S&P 500 INDEX ARN issued by TD (MLWKG)

14 MO INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLWKO)

6 YR S&P 500 INDEX STARS issued by HSBC (MLOVL)

14 MO BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLWKQ)

14 MO EURO STOXX 50 INDEX ARN issued by RBC (MLWKR)

14 MO BASKET OF SELECT SECTOR INDICES ARN issued by BNS (MLWKH)

14 MO VANECK VECTORS SEMICONDUCTOR ETF ARN issued by RBC (MLWKF)

2 YR NASDAQ 100 INDEX AUTOACALLABLE STEP UP issued by CIBC (MLXEA)

12 MO S&P 500 INDEX STARS issued by BofA (MLOVK)

5 YR EURO STOXX INDEX AUTOACALLABLE STEP UP issued by CIBC (MLXDZ)

14 MO RUSSELL 2000 INDEX STARS issued by TD (MLWKP)

3 YR INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF AUTOCALLABLE STEP UP issued by CIBC (MLXDK)

5 YR ISHARES GLOBAL CLEAN ENERGY ETF AUTOCALLABLE STEP UP issued by BNS (MLXEN)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXEJ)

53 Week NETFLIX, INC STEPS issued by RBC (MLXEC)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXEK)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXEI)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXEO)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXDN)

S&P 500 INDEX STARS issued by CIBC (MLOVM)

WTI CRUDE OIL FUTURES CONTRACT "CL1" 24M STARS issued by BofA (MLOVN)

GLOBAL EQUITY INDEX BASKET CLIRN issued by BofA (MLWKS)

S&P 500 INDEX STARS issued by BNS (MLOVO)

5 YR RUSSELL 1000 VALUE INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXER)

3 YR GLOBAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLXEQ)

DOMESTIC EQUITY INDEX BASKET CLIRN issued by BofA (MLWKT)

March 2021

Equity-linked

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCM)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCT)

S&P 500 INDEX LOOKBACK ARN issued by RBC (MLWIS)

S&P 500 INDEX ARN issued by RBC (MLWID)

INDEX FUND OF SPDR GOLD SHARES ARN issued by RBC (MLWII)

RUSSELL 2000 INDEX ARN issued by RBC (MLWIG)

S&P 500 INDEX CAPPED NOTE issued by BNS (MLWIT)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEPUP issued by CIBC (MLXCU)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXDA)

INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF ARN issued by RBC (MLWIM)

DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by TD (MLWIQ)

S&P 500 INDEX CLIRN issued by TD (MLWIX)

RUSSELL 2000 INDEX CLIRN issued by TD (MLWIY)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by RBC (MLWIK)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCY)

EURO STOXX 50 INDEX ARN issued by RBC (MLWIF)

MSCI EMERGING MARKETS INDEX CLIRN issued by BNS (MLWIP)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BARC (MLXCP)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXDB)

S&P 500 INDEX CLIRN issued by TD (MLWIV)

RUSSELL 2000 INDEX CLIRN issued by TD (MLWIW)

RUSSELL 1000 VALUE INDEX LIRN issued by TD (MLWIR)

COMMON STOCK OF MSFT CORP STEPS issued by BNS (MLXDF)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXDG)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BARC (MLWIH)

INDEX FUND OF ISHARES SILVER TRUST ARN issued by BNS (MLWIO)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by BNS (MLXDC)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BARC (MLXCR)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BARC (MLWIZ)

RUSSELL 2000 VALUE INDEX CLIRN issued by BARC (MLWJC)

3 YR INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF AUTOCALLABLE STEP UP issued by HSBC (MLXDE)

INDEX FUND OF VANECK GOLD MINERS ETF STARS issued by BARC (MLOVI)

AAPL ARN issued by BofA (MLWJF)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by TD (MLWJE)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLXDD)

2 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLKGX)

BASKET OF SECTOR INDICES ARN issued by TD (MLWJD)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCW)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCO)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCV)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCN)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BARC (MLXCQ)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXCZ)

3 YR INTERNATIONAL EQUITY INDEX AUTOCALLABLE STEP UP issued by BARC (MLXCS)

GLOBAL EQUITY INDEX BASKET CLIRN issued by BofA (MLSEK)

5 YR RUSSELL 1000 VALUE INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXDH)

EURO STOXX 50 INDEX ARN issued by BofA (MLWJG)

S&P 500 INDEX ARN issued by BofA (MLWJH)

February 2021

Equity-linked

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXBV)

GS STEPS issued by CIBC (MLXCD)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXBX)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXBQ)

S&P 500 INDEX CAPPED NOTES issued by BNS (MLWHV)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLXCG)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXCA)

INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF ARN issued by BofA (MLWHN)

EURO STOXX 50 INDEX ARN issued by BNS (MLWHH)

EURO STOXX 50 INDEX STEP UP issued by BNS (MLXCJ)

3 YR MSCI EAFE INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBU)

S&P 500 INDEX LOOKBACK ARN issued by BNS (MLXCH)

RUSSELL 2000 INDEX ARN issued by BNS (MLWHI)

RUSSELL 1000 VALUE INDEX LIRN issued by BNS (MLWHT)

S&P 500 INDEX ARN issued by BNS (MLWHF)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXBS)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by BofA (MLWHM)

MSCI EMERGING MARKETS INDEX CLIRN issued by BofA (MLWHU)

ENERGY SELECT SECTOR INDEX STEP UP issued by BNS (MLXCI)

S&P 500 INDEX CLIRN issued by BNS (MLWHP)

5 YR INDEX FUND OF VANECK GOLD MINERS ETF AUTOCALLABLE STEP UP issued by BNS (MLXCC)

MSCI EAFE INDEX CLIRN issued by BofA (MLWHR)

5 YR DOW JONES INDUSTRIAL INDEX CAPPED NOTES issued by BNS (MLWHS)

INDEX FUND OF SPDR GOLD SHARES ARN issued by BofA (MLWHL)

3 YR FINANCIAL BASKET AUTOCALLABLE STEP UP issued by BNS (MLXCF)

MSCI EAFE INDEX ARN issued by BofA (MLWHJ)

S&P 500 INDEX STARS issued by BofA (MLOVH)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBZ)

RUSSELL 2000 INDEX CLIRN issued by BNS (MLWHQ)

S&P 500 INDEX CLIRN issued by BofA (MLWHO)

S&P 500 INDEX BEAR STARS issued by BofA (MLOVG)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLWHW)

NASDAQ 100 INDEX ARN issued by BNS (MLWHX)

BASKET OF THREE COMMUNICATIONS STOCKS ARN issued by BNS (MLWHY)

GS STEPS issued by BNS (MLXCL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBW)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBT)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBR)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBY)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXCK)

BASKET OF SECTOR INDICES ARN issued by BNS (MLWHZ)

EURO STOXX 50 INDEX ARN issued by BofA (MLWJB)

S&P 500 INDEX ARN issued by BofA (MLWJA)

January 2021

Equity-linked

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXBE)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBD)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXAZ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXBA)

EURO STOXX 50 INDEX ARN issued by CIBC (MLWGI)

RUSSELL 2000 INDEX CLIRN issued by BARC (MLWGP)

S&P 500 INDEX ARN issued by BNS (MLWGH)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLXAY)

MSCI EAFE INDEX CLIRN issued by BARC (MLWGQ)

RUSSELL 1000 VALUE INDEX LIRN issued by CIBC (MLWGS)

S&P 500 INDEX CLIRN issued by CIBC (MLWGN)

RUSSELL 2000 INDEX ARN issued by TD (MLWGJ)

SPDR GOLD SHARES ARN issued by TD (MLWGV)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXBF)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBG)

INDEX FUND OF VANECK GOLF MINERS ETF ARN issued by RBC (MLWGT)

ENERGY SELECT SECTOR INDEX STEP UP issued by RBC (MLXAV)

HSBC NASDAQ 100 INDEX ARN issued by HSBC (MLWGL)

CIBC S&P 500 INDEX CLIRN issued by CIBC (MLWGR)

S&P 500 INDEX CLIRN issued by BNS (MLWGO)

S&P 500 INDEX ABSOLUTE RETURN NOTES issued by TD (MLWGW)

EURO STOXX 50 INDEX STEP UP issued by BofA (MLXAW)

S&P 500 INDEX BEAR STARS issued by BofA (MLOVD)

INDEX FUND OF ISHARES GLOBAL CLEAN ENERGY ETF ARN issued by HSBC (MLWGY)

3 YR FINANCIAL BASKET AUTOCALLABLE STEP UP issued by HSBC (MLXBI)

S&P 500 INDEX LOOKBACK ARN issued by HSBC (MLWGX)

AAPL INC ARN issued by RBC (MLWGM)

S&P 500 INDEX STARS issued by BofA (MLOVE)

BASKET OF FOUR PHARMA SECTOR STOCKS ARN issued by RBC (MLWGU)

MSCI EMERGING MARKETS INDEX CLIRN issued by TD (MLWGZ)

MSCI EAFE INDEX ARN issued by HSBC (MLWGK)

3 YR MSCI EAFE INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXBJ)

INDEX FUND OF ISHARES SILVER TRUST ARN issued by RBC (MLWHB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXBN)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXBL)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXBC)

FEDEX CORP STEPS issued by RBC (MLXBP)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXBB)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXBM)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLWHA)

5 YR INDEX FUND OF VANECK GOLD MINERS ETF AUTOCALLABLE STEP UP issued by BARC (MLXBO)

GLOBAL EQUITY INDEX BASKET CLIRN issued by CIBC (MLWHC)

S&P 500 INDEX ARN issued by BofA (MLWHD)

December 2020

Equity-linked

3 YR INDEX FUND OF VAN ECK GOLD MINERS ETF AUTOCALLABLE STEP UP issued by BofA (MLXAQ)

S&P 500 INDEX BEAR STARS issued by BofA (MLOUZ)

S&P 500 INDEX CLIRN issued by BARC (MLWFS)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXAF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXAK)

INDEX FUND OF VANECK GOLD MINDERS ETF ARN issued by BNS (MLWFQ)

DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by BARC (MLWGE)

INDEX FUND OF SPDR GOLD SHARES ARN issued by CIBC (MLWFX)

RUSSELL 2000 INDEX CLIRN issued by TD (MLWFW)

S&P 500 INDEX LOOKBACK ARN issued by HSBC (MLXAB)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLWFU)

NASDAQ 100 INDEX ARN issued by HSBC (MLWGB)

EURO STOXX 50 INDEX ARN issued by BNS (MLWGA)

S&P 500 INDEX ARN issued by HSBC (MLWFP)

RUSSELL 2000 INDEX ARN issued by CIBC (MLWGF)

3 YR EURO STOXX 50 AUTOCALLABLE STEP UP issued by CIBC (MLXAM)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLXAG)

S&P 500 INDEX CAPPED NOTES w/Absolute Return Buffer issued by TD (MLWFV)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by CIBC (MLXAE)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLWGC)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLXAH)

BASKET OF FIVE TECHNOLOGY SECTOR STOCKS ARN issued by BARC (MLWFZ)

S&P 500 INDEX STARS issued by BofA (MLOVA)

RUSSELL 1000 VALUE INDEX LIRN issued by RBC (MLWFT)

EURO STOXX 50 INDEX STEP UP issued by RBC (MLXAD)

3 YR FINANCIAL BASKET AUTOCALLABLE STEP UP issued by BNS (MLXAA)

5 YR INDEX FUND of VANECK GOLD MINERS ETF AUTOCALLABLE STEP UP issued by BNS (MLXAN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLXAJ)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLWGC)

S&P 500 INDEX CLIRN issued by HSBC (MLWFR)

SPDR S&P REGIONAL BANKING ETF ARN issued by HSBC (MLWGG)

SECTOR INDEX BASKET STARS issued by BofA (MLOVC)

WALT DISNEY CO. STEPS issued by RBC (MLXAP)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXAS)

ENERGY SELECT SECTOR INDEX STEP UP issued by BofA (MLXAR)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLXAT)

WOF S&P 500 INDEX, RUSSELL 2000 INDEX, AND EURO STOXX 50 INDEX CCN issued by BNP (UHAAG)

November 2020

Equity-linked

S&P 500 INDEX STARS issued by BNS (MLOUY)

14 MO S&P 500 INDEX ARN issued by BARC (MLWEZ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVGB)

VANECK GOLD MINERS ETF ARN issued by HSBC (MLWFM)

TECHNOLOGY SELECT SECTOR INDEX ARN issued by BARC (MLWFK)

14 MO S&P 500 INDEX CLIRN issued by BARC (MLWEX)

2 YR S&P 500 INDEX CLIRN issued by HSBC (MLWFC)

14 MO EURO STOXX 50 INDEX ARN issued by CS (MLWFB)

NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVEM)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVEN)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BARC (MLVFY)

S&P 500 INDEX BEAR STARS issued by BofA (MLOUW)

S&P 500 INDEX CAPPED NOTES issued by HSBC (MLWFJ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLVGE)

S&P 500 INDEX STARS issued by BofA (MLOUX)

DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by BofA (MLWFL)

RUSSELL 1000 VALUE INDEX LIRN issued by CS (MLWEY)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEPUP issued by CS (MLVED)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVEE)

2 YR S&P 500 INDEX LOOKBACK ARN issued by BARC (MLWFA)

RUSSELL 2000 INDEX CLIRN issued by HSBC (MLWFG)

MSCI EMERGING MARKETS INDEX CLIRN issued by HSBC (MLWFH)

RUSSELL 2000 INDEX ARN issued by HSBC (MLWFF)

INDEX FUND OF SPDR GOLD SHARES ARN issued by HSBC (MLWFI)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWFD)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVDE)

INTERNATIONAL EQUITY INDEX BASEKT CLIRN issued by HSBC (MLWFE)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLVFZ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLVEC)

5 YR GLOBAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BARC (MLVES)

WOF S&P 500 INDEX, RUSSELL 2000 INDEX, AND EURO STOXX 50 INDEX CYN issued by BNP (UHAAF)

CISCO SYSTEMS INC. STEPS issued by HSBC (MLVFD)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVGC)

EURO STOXX 50 INDEX ARN issued by BofA (MLWFO)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLVET)

October 2020

Equity-linked

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STEP UP issued by BNS (MLUZT)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLVAN)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUZZ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUZS)

BASKET OF THREE ETFS ARN issued by CIBC (MLWER)

S&P 500 INDEX STARS issued by BNS (MLOUT)

3 YR MSCI EMERGING MARKETS INDEX AUTOACALLABLE STEP UP issued by BNS (MLUZQ)

TECHNOLOGY SELECT SECTOR INDEX ARN issued by CIBC (MLWEC)

GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLWEA)

MSCI EMERGING MARKETS INDEX CLIRN issued by TD (MLWEQ)

EURO STOXX 50 INDEX ARN issued by RBC (MLWED)

RUSSELL 2000 INDEX CLIRN issued by BNS (MLWEE)

S&P 500 INDEX BEAR STARS issued by BofA (MLOUV)

S&P 500 INDEX CAPPED NOTES issued by TD (MLWEN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUZW)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by RBC (MLWEO)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLWEM)

RUSSELL 1000 VALUE INDEX LIRN issued by BNS (MLWEK)

S&P 500 INDEX CLIRN issued by BNS (MLWEH)

S&P 500 INDEX CLIRN issued by CIBC (MLWEG)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUZV)

INDEX FUND OF SPDR GOLD SHARES ARN issued by RBC (MLWEL)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by TD (MLWEJ)

S&P 500 INDEX ARN issued by RBC (MLWEB)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUZU)

LOWES INC STEPS issued by CIBC (MLVFW)

RUSSELL 2000 INDEX ARN issued by TD (MLWEI)

CAPPED NOTES LINKED TO INDU INDEX CLIRN issued by BNS (MLWEF)

S&P 500 INDEX STARS issued by BofA (MLOUU)

S&P 500 INDEX LOOKBACK CAPPED NOTES issued by CIBC (MLWES)

BASKET OF THREE TECH SECTOR STOCKS ARN issued by BARC (MLWEU)

3 YR BASKET OF THREE FINANCIAL SECTOR STOCKS AUTOCALLABLE STEP UP issued by CIBC (MLVAG)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUZY)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUZR)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLVGA)

UNITEDHEALTH GROUP INC STEPS issued by RBC (MLVGW)

S&P 500 INDEX LOOKBACK CAPPED NOTES issued by BNS (MLWEV)

RUSSELL 2000 INDEX CLIRN issued by CIBC (MLWEW)

September 2020

Equity-linked

SPDR GOLD SHARES ARN issued by RBC (MLWDO)

S&P 500 INDEX CAPPED NOTES with ABSOLUTE RETURN BUFFER issued by BNS (MLWDL)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLWDG)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUZB)

FACEBOOK, INC. STEP UP issued by CIBC (MLUYZ)

14 MO S&P 500 INDEX CLIRN issued by HSBC (MLWDH)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLWDI)

2 YR RUSSELL 2000 INDEX CLIRN issued by BARC (MLWDJ)

14 MO EURO STOXX 50 INDEX ARN issued by CS (MLWDD)

14 MO RUSSELL 2000 INDEX ARN issued by RBC (MLWDE)

14 MO S&P 500 INDEX ARN issued by HSBC (MLWDC)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUZC)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUZI)

RUSSELL 1000 VALUE INDEX LIRN issued by TD (MLWDN)

VANECK VECTORS GOLD MINERS ETF INDEX ARN issued by CS (MLWDP)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUZA)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUZD)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUZJ)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BARC (MLUZH)

14 MO INTERNATIONAL EQUITY INDEX BASKET ARN issued by CS (MLWDF)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by TD (MLWDK)

SPDR S&P BANK ETF ARN issued by BNS (MLWDR)

S&P 500 INDEX BEAR STARS issued by BofA (MLOUQ)

5 YR DOW JONES INDUSTRIAL AVERAGE CLIRN issued by CS (MLWDM)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUZK)

BASKET OF FIVE TECHNOLOGY SECTOR STOCKS ARN issued by BARC (MLWDT)

RUSSELL 1000 VALUE INDEX STARS issued by BofA (MLOUS)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUZG)

BASKET OF OEX and RTY ARN issued by HSBC (MLWDS)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUZE)

COMMON STOCK OF APPLE INC. STEPS issued by RBC (MLUZM)

BASKET OF STOCKS ARN issued by BARC (MLWDU)

BASKET OF FIVE TECHNOLOGY SECTOR STOCKS ARN issued by BARC (MLWDV)

S&P 500 INDEX LOOKBACK CAPPED NOTES issued by BNS (MLWDW)

EURO STOXX 50 INDEX ARN issued by BofA (MLWDY)

S&P 500 INDEX ARN issued by BofA (MLWDX)

August 2020

Equity-linked

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUYP)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUYO)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUYT)

BASKET OF FIVE IT STOCKS ARN issued by CS (MLWCQ)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by CS (MLWDA)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWCO)

RUSSELL 1000 INDEX LIRN issued by BARC (MLWCY)

INDEX FUND OF SPDR GOLD SHARES ARN issued by BNS (MLWCZ)

S&P 500 INDEX BEAR STARS issued by BofA (MLOUN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUYS)

RUSSELL 2000 INDEX ARN issued by BofA (MLWCN)

S&P 500 INDEX STARS issued by BARC (MLOUP)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by HSBC (MLWCV)

S&P 500 INDEX CLIRN issued by HSBC (MLWCS)

COMMON STOCK OF IBM CORP STEPS issued by CIBC (MLJDG)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUYN)

RUSSELL 2000 INDEX CLIRN issued by BNS (MLWCU)

EURO STOXX 50 INDEX ARN issued by HSBC (MLWCM)

S&P 500 INDEX STARS issued by BofA (MLOUM)

3 YR MSCI EMERGING MARKETS INDEX AUOTCALLABLE STEP UP issued by BNS (MLUYL)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUYR)

2 YR S&P 500 INDEX CAPPED NOTE w/ABSOLUTE RETURN BUFFER issued by BARC (MLWCW)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLWCR)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BARC (MLWCP)

5 YR RUSSELL 1000 VAULE INDEX LIRN issued by BARC (MLWCP)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLUYQ)

S&P 500 INDEX ARN issued by BARC (MLWCL)

DOW JONES INDUSTRIAL AVERAGE CLIRN issued by BNS (MLWCX)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUYM)

S&P 500 INDEX CLIRN issued by BARC (MLWCT)

COMMON STOCK OF ADOBE SYSTEMS INC. STEPS issued by HSBC (MLUYY)

GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLUYU)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUYW)

S&P 500 INDEX CYN issued by HSBC (UHAAD)

GDX CYN issued by HSBC (UHAAE)

July 2020

Equity-linked

HEALTH CARE SELECT SECTOR INDEX CLIRN issued by BofA (MLWCK)

EURO STOXX 50 INDEX ARN issued by BofA (MLWCIs)

RBC COMMON STOCK OF JP MORGAN CHASE & CO. STEPS issued by RBC (MLJDF)

BofA TECHNOLOGY SELECT SECTOR INDEX CLIRN issued by BofA (MLWCJ)

5 YR DOW JONES INDUSTRIAL AVERAGE CAPPED NOTE issued by CIBC (MLWCH)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUYK)

RUSSELL 2000 INDEX CLIRN issued by TD (MLWCE)

RUSSELL 2000 INDEX ARN issued by BofA (MLWBT)

S&P 500 INDEX STARS issued by BARC (MLOUL)

CIBC S&P 500 INDEX LOOKBACK ARN issued by CIBC (MLWBX)

BofA S&P 500 INDEX ARN issued by BofA (MLWBR)

BASKET OF THREE FINANCIAL STOCKS ARN issued by RBC (MLWBV)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUYF)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLWBU)

S&P 500 INDEX STARS issued by BofA (MLOUI)

DOW JONES INDUSTRIAL AVERAGE CLIRN issued by BNS (MLWCC)

S&P 500 INDEX CLIRN issued by RBC (MLWBY)

INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLUYG)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUYI)

INDEX FUND OF SPDR GOLD SHARES ARN issued by CIBC (MLWCA)

EURO STOXX 50 INDEX ARN issued by CIBC (MLWBS)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUYE)

S&P 500 INDEX CLIRN issued by BNS (MLWBZ)

S&P 500 INDEX CAPPED NOTES w/ABSOLUTE RETURN BUFFER issued by BNS (MLWCF)

INDEX FUND of VANECK GOLD MINERS ETF ARN issued by RBC (MLWCB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUYH)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUYJ)

RUSSELL 2000 INDEX BEAR STARS issued by BofA (MLOUK)

S&P BIOTECHNOLOGY SELECT INDUSTRY INDEX STARS issued by CIBC (MLOUJ)

RUSSELL 1000 VALUE INDEX LIRN issued by CIBC (MLWCG)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CIBC (MLWCD)

S&P 500 INDEX SNOWBALL COUPON NOTES issued by HSBC (UHAAC)

June 2020

Equity-linked

CITI CALLABLE YIELD NOTE issued by HSBC (UHAAA)

S&P 500 INDEX ARN issued by BofA (MLWQB)

BASKET OF THREE AIRLINE STOCKS ARN issued by BARC (MLWBO)

BNS RUSSELL 1000 VALUE INDEX LIRN issued by BNS (MLWBK)

BARC APPLE INC. ARN issued by BARC (MLWBN)

RUSSELL 2000 INDEX ARN issued by RBC (MLWBB)

SALESFORCE.COM INC. STEPS issued by CIBC (MLJDE)

DOW JONES INDUSTRIAL AVERAGE SM CAPPED NOTES issued by RBC (MLWBJ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUYA)

S&P 500 INDEX CLIRN issued by BARC (MLWBG)

BASKET OF THREE FINANCIAL STOCKS ARN issued by RBC (MLWBD)

S&P 500 INDEX STARS issued by BofA (MLOUE)

2 YR RUSSELL 2000 CLIRN issued by TD (MLWBH)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUYC)

INDEX FUND of VANECK GOLD MINERS ETF ARN issued by RBC (MLWBM)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWBC)

EURO STOXX 50 INDEX ARN issued by BofA (MLWBA)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUWZ)

INDEX FUND OF SPDR GOLD SHARES ARN issued by RBC (MLWBL)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUYD)

S&P 500 INDEX LOOKBACK ARN issued by BofA (MLWBE)

S&P 500 INDEX CLIRN issued by HSBC (MLWBF)

S&P 500 INDEX CLIRN w/Absolute Return Buffer issued by HSBC (MLWBI)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUYB)

S&P 500 INDEX ARN issued by BARC (MLWAZ)

S&P 500 INDEX STARS issued by BARC (MLOUH)

S&P BIOTECH SELECT INDUSTRY INDEX STARS issued by BARC (MLOUD)

S&P 500 INDEX BEAR STARS issued by BofA (MLOUF)

EURO STOXX 50 INDEX ARN issued by BARC (MLWBP)

May 2020

Equity-linked

EQUITY BASKET STEPS issued by BARC (MLJDD)

SERVICE NOW INC. STEPS issued by HSBC (MLJDC)

SPDR GOLD SHARES ARN issued by BofA (MLWAY)

S&P 500 INDEX BEAR STARS issued by HSBC (MLOUC)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLWAK)

BASKET OF THREE FINANCIAL STOCKS ARN issued by BARC (MLWAX)

2 YR NASDAQ 100 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUWY)

EURO STOXX 50 INDEX ARN issued by BofA (MLWAW)

RUSSELL 1000 VALUE INDEX LIRN issued by BARC (MLWAV)

INDEX FUND OF SPDR GOLD SHARES ARN issued by CS (MLWAR)

S&P 500 INDEX STARS issued by BARC (MLOUB)

3 YR INTERNATIONAL EQUITY INDEX AUTOCALLABLE STEP UP issued by BARC (MLUWX)

S&P 500 INDEX ARN issued by BofA (MLWAU)

S&P 500 INDEX STEP UP issued by HSBC (MLKGW)

VANECK VECTORS GOLD MINERS ETF ARN issued by CS (MLWAS)

BASKET OF THREE IT STOCKS ARN issued by CIBC (MLWAT)

AMAZON INC STEPS issued by CIBC (MLJDB)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLWAJ)

S&P 500 INDEX STARS issued by BNS (MLOUA)

EURO STOXX 50 INDEX ARN issued by HSBC (MLWAH)

DOW JONES INDUSTRIAL AVERAGE CLIRN issued by BNS (MLWAD)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLWAL)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTZ)

S&P 500 INDEX STEP UP issued by BNS (MLUWR)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWS)

RUSSELL 2000 INDEX ARN issued by BNS (MLWAI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWW)

S&P 500 INDEX CAPPED NOTE issued by BNS (MLWAP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWV)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWT)

RUSSELL 2000 INDEX CLIRN issued by BNS (MLWAM)

S&P 500 INDEX ARN issued by BNS (MLWAG)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLWAQ)

S&P 500 INDEX CAPPED NOTE w/Absolute Return Buffer issued by BNS (MLWAO)

S&P 500 INDEX LOOKBACK ARN issued by BofA (MLWAE)

S&P 500 INDEX CLIRN issued by BNS (MLWAF)

April 2020

Equity-linked

DOMESTIC EQUITY INDEX BASKET CLIRN issued by BNS (MLAGC)

INDEX FUND of SPDR GOLD SHARES ARN issued by BNS (MLWAB)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by CIBC (MLWAC)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLVZZ)

S&P 500 INDEX LOOKBACK ARN issued by CIBC (MLVZY)

DOW JONES INDUSTRIAL AVERAGE CAPPED NOTES issued by CIBC (MLWAA)

S&P 500 INDEX CAPPED ABSOLUTE RETURN NOTES issued by BNS (MLVZV)

CISCO SYSTEMS INC STEPS issued by CIBC (MLJDA)

DOW JONES INDUSTRIAL AVERAGE ARN issued by BNS (MLYNG)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWM)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLVZW)

S&P 500 INDEX STARS issued by CIBC (MLOTW)

S&P 500 INDEX CAPPED NOTES w/ ABSOLUTE RETURN BUFFER issued by BNS (MLVZS)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUWP)

S&P 500 INDEX CLIRN issued by CIBC (MLVZU)

EURO STOXX 50 INDEX ARN issued by TD (MLVZM)

S&P 500 INDEX STEP UP issued by TD (MLUWL)

RUSSELL 2000 INDEX CLIRN issued by TD (MLVZR)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWQ)

RUSSELL 2000 INDEX ARN UP issued by BNS (MLVZN)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by TD (MLVZO)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUWK)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUWO)

S&P 500 INDEX CLIRN issued by BNS (MLVZQ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUWN)

S&P 500 INDEX ARN issued by CIBC (MLVZL)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by CIBC (MLVZP)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLVZT)

S&P 500 INDEX LOOKBACK ARN issued by CIBC (MLVZK)

March 2020

Equity-linked

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLJCZ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLJCY)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLJCX)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by WFF (MLVZJ)

MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLVZH)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUVY)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUWB)

S&P 500 INDEX CLIRN issued by BARC (MLVZI)

S&P 500 INDEX STARS issued by BARC (MLJCV)

NETFLIX INC STEPS issued by WFF (MLJCW)

D.R. HORTON INC STEPS issued by BNS (MLOTV)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVZB)

S&P 500 INDEX STARS issued by BofA (MLOTT)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUVZ)

S&P 500 INDEX CLIRN issued by CIBC (MLVZF)

S&P 500 INDEX CLIRN issued by BARC (MLVZG)

S&P 500 INDEX STEP UP issued by WFF (MLUVW)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BNS (MLVYY)

INTERNATIONAL EQUITY INDEX BASKET CAPPED ABSOLUTE RETURN NOTE issued by BNS (MLVZC)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLVYU)

S&P 500 INDEX CAPPED ABSOLUTE RETURN NOTE issued by TD (MLVYZ)

BASKET OF THREE DEFENSE SECTOR STOCKS ARN issued by RBC (MLVZE)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLVZA)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLVZD)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUWD)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUWG)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLJCU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLJCT)

S&P 500 INDEX CLIRN issued by TD (MLVYV)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BARC (MLUVX)

RUSSELL 2000 INDEX ARN issued by RBC (MLVYT)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUWC)

S&P 500 INDEX STARS UP issued by BARC (MLOTU)

S&P 500 INDEX ARN issued by BARC (MLVYR)

EURO STOXX 50 INDEX ARN issued by SEK (MLVYS)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLUWA)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUWF)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUWI)

RUSSELL 2000 INDEX CLIRN issued by CIBC (MLVYW)

February 2020

Equity-linked

EURO STOXX 50 INDEX STARS issued by BARC (MLOTS)

INDEX FUND of SPDR GOLD SHARES CLIRN issued by BNS (MLVYQ)

5 YR ENERGY SELECT SECTOR SPDR FUND AUTOCALLABLE STEP UP issued by HSBC (MLUVU)

MSFT CORP STEPS issued by CIBC (MLJCS)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by HSBC (MLUVT)

EURO STOXX 50 INDEX MITTS issued by BNS (MLUVQ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUVR)

INTERNATIONAL EQUITY INDEX BASKET CAPPED NOTE w/Absolute Return Buffer issued by BNS (MLVYN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUVM)

S&P 500 INDEX ARN issued by BNS (MLVYP)

RUSSELL 2000 INDEX ARN issued by CIBC (MLVYH)

INTERNATIONAL EQUITY LINKED BASKET LIRN issued by BNS (MLVYJ)

6 YR S&P 500 INDEX AUOTCALLABLE STEP UP issued by BNS (MLUVS)

RUSSELL 2000 INDEX CLIRN issued by HSBC (MLVYI)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLUVP)

S&P 500 INDEX CLIRN issued by CIBC (MLVYO)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUVH)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by HSBC (MLUVO)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUVJ)

S&P 500 INDEX STEP UP issued by BNS (MLUVN)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA (MLVYF)

INTERNATIONAL EQUITY INDEX BASKET LEVERED STEP UP issued by CIBC (MLUVI)

S&P 500 INDEX CAPPED ABSOLUTE RETURN NOTE issued by CIBC (MLVYK)

EURO STOXX 50 INDEX ARN issued by CIBC (MLVYE)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by HSBC (MLVYG)

January 2020

Equity-linked

DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLVYM)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUVK)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUVL)

GS&P 500 INDEX CLIRN issued by BNS (MLVYL)

GLOBAL EQUITY INDEX BASKET CLIRN issued by CIBC (MLVYD)

EMERGING MARKETS ETF BASKET CLIRN issued by HSBC (MLVYC)

TARGET CORPORATION STEPS issued by CIBC (MLJCR)

EURO STOXX 50 INDEX STARS issued by BARC (MLOTR)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUVD)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUVA)

4 YR GLOBAL EQUITY INDEX BASKET STEP UP issued by RBC (MLUVG)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUVE)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUUZ)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUVB)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CS (MLUVC)

WORST OF EURO STOXX 50 AND NIKKEI LIRN issued by BARC (MLVYA)

S&P 500 INDEX CAPPED NOTE issued by RBC (MLVYB)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTQ)

GLOBAL EQUITY INDEX BASKET CLIRN issued by BofA (MLVXZ)

STOXX GLOBAL SELECT DIVIDEND 100 INDEX STEP UP issued by RBC (MLUUX)

NASDAQ 100 INDEX ARN issued by BofA (MLVXY)

S&P 500 INDEX STEP UP issued by BARC (MLUVF)

RUSSELL 2000 INDEX ARN issued by BARC (MLVXL)

BASKET OF THREE FINANCIAL SECTOR STOCKS issued by CIBC (MLVXN)

RUSSELL 2000 INDEX CLIRN issued by BNS (MLVXS)

S&P 500 INDEX NOTES issued by CIBC (MLVXV)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLVXW)

2 YR S&P 500 INDEX CLIRN issued by RBC (MLVXR)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CS (MLVXQ)

EURO STOXX 50 INDEX ARN issued by BNS (MLVXK)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUUW)

S&P 500 INDEX ARN issued by CIBC (MLVXJ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUUV)

S&P 500 INDEX LOOKBACK ARN issued by HSBC (MLVXO)

MSCI EMERGING MARKETS INDEX CLIRN issued by HSBC (MLVXU)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUUR)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUUQ)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLVXM)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by RBC (MLUUP)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BARC (MLVXT)

S&P 500 INDEX CLIRN issued by BARC (MLVXP)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CS (MLUUT)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUUS)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUUU)

INTERNATIONAL EQUITY INDEX BASKET NOTES with Absolute Return Buffer issued by BARC (MLVXX)

LEVERAGED GLOBAL EQUITY INDEX BASKET STEP UP issued by HSBC (MLUUY)

December 2019

Equity-linked

GLOBAL EQUITY INDEX BASKET NOTES issued by BNS (MLVXG)

EURO STOXX 50 INDEX ARN issued by BofA (MLVXI)

S&P 500 INDEX ARN issued by BofA (MLVXH)

APPLE INC. STEPS issued by RBC (MLJCQ)

3 YR GLOBAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUUO)

S&P 500 INDEX STARS issued by BARC (MLOTN)

S&P 500 INDEX NOTES w/Absolute Return Buffer issued by BofA (MLUUF)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTM)

FTSE 100 INDEX STEP UP issued by BNS (MLUUN)

GLOBAL EQUITY INDEX BASKET LEVERED STEP UP issued by BARC (MLUUM)

RUSSELL 2000 INDEX ARN issued by WFF (MLVXA)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by TD (MLVXE)

STOXX GLOBAL SELECT DIVIDEND 100 INDEX STEP UP issued by HSBC (MLUUL)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CS (MLUUI)

S&P 500 INDEX CLIRN issued by BNS (MLVWW)

S&P 500 INDEX ARN issued by WFF (MLVWY)

INTERNATIONAL EQUITY INDEX BASKET NOTES issued by BARC (MLVXF)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CS (MLVWX)

S&P 500 INDEX STEP UP issued by BNS (MLUUC)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUUA)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BARC (MLUTZ)

S&P 500 INDEX CLIRN issued by BNS (MLVXC)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUUJ)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by RBC (MLUUG)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVXB)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUUB)

RUSSELL 2000 INDEX CLIRN issued by BARC (MLVXD)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLUUK)

EURO STOXX 50 INDEX ARN issued by WFF (MLVWZ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUUE)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUUH)

November 2019

Equity-linked

THE WALT DISNEY COMPANY STEPS issued by CS (MLJCP)

BASKET OF TWO INDICES CLIRN issued by WFF (MLVWV)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUTK)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUTM)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUTO)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUTR)

INTERNATIONAL EQUITY INDEX BASKET NOTE w/Absolute Return Buffer issued by BARC (MLVWS)

ENERGY SELECT SECTOR INDEX LIRN issued by HSBC (MLVWU)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLJCO)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTK)

GLOBAL EQUITY INDEX BASKET STEP UP issued by BARC (MLUTX)

STOXX GLOBAL SELECT DIVIDEND 100 INDEX STEP UP issued by CS (MLUTV)

BASKET OF FOUR TECHNOLOGY SECTOR STOCKS ARN issued by WFF (MLVWK)

S&P 500 INDEX STARS issued by BARC (MLOTL)

S&P 500 INDEX CAPPED NOTE w/Absolute Return Buffer issued by WFF (MLVWR)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by HSBC (MLVWQ)

2 YR BASKET OF SECTOR ETFs AUTOCALLABLE STEP UP Buffer issued by BARC (MLUTU)

CITIGROUP INC. STEPS Buffer issued by CS (MLJCN)

APPLE INC. ARN issued by CS (MLVWJ)

RUSSELL 2000 INDEX ARN issued by BofA (MLVWG)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUTT)

S&P 500 INDEX CLIRN issued by BARC (MLVWT)

RUSSELL 2000 INDEX CLIRN issued by WFF (MLVWP)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA (MLUTH)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUTN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BOFA (MLUTJ)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CS (MLVWH)

S&P 500 INDEX CLIRN issued by HSBC (MLVWO)

S&P 500 INDEX CLIRN issued by WFF (MLVWM)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUTQ)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUTW)

S&P 500 INDEX STEPUP issued by HSBC (MLUTG)

S&P 500 INDEX ARN issued by BARC (MLVWE)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLVWL)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BARC (MLUTI)

EURO STOXX 50 INDEX ARN issued by CS (MLVWF)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUTL)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CS (MLVWN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEPUP issued by HSBC (MLUTS)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by WFF (MLVWI)

October 2019

Equity-linked

S&P 500 INDEX ARN issued by BofA (MLVWD)

EURO STOXX 50 INDEX ARN issued by BofA (MLVWC)

2 YR PHLX HOUSING SECTOR INDEX AUOTCALLABLE STEP UP issued by BNS (MLUTF)

CSCO INC STEPS issued by CIBC (MLJCM)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUTC)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUTA)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLUSV)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUTE)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTJ)

NASDAQ 100 INDEX ARN issued by BofA (MLVWB)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by RBC (MLUTB)

GLOBAL EQUITY INDEX BASKET LIRN issued by BARC (MLMSG)

S&P 500 INDEX STARS issued by BARC (MLOTH)

INTERNATIONAL EQUITY INDEX BASKET MITTS issued by BNS (MLUTD)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLVVL)

MSCI EMERGING MARKETS INDEX CLIRN issued by CIBC (MLVVY)

SPDR GOLD SHARES ARN issued by RBC (MLVVN)

S&P 500 INDEX ARN issued by RBC (MLVVH)

S&P 500 INDEX NOTES w/Absolute Return Buffer issued by BofA (MLKGV)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUSW)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLVVW)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUSM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUSN)

EURO STOXX 50 INDEX ARN issued by SEK (MLVVJ)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOACALLABLE STEP UP issued by BNS (MLUSU)

S&P 500 INDEX CLIRN issued by CIBC (MLVVR)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLVVS)

AAPL INC. ARN issued by CIBC (MLVVO)

S&P 500 INDEX CLIRN issued by BNS (MLVVI)

RUSSELL 2000 INDEX ARN buffer issued by BNS (MLVVM)

RUSSELL 2000 INDEX CLIRN issued by BNS (MLVVU)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by RBC (MLVVV)

INTERNATIONAL EQUITY INDEX BASKET NOTES issued by CIBC (MLVVT)

S&P 500 INDEX STEP UP issued by BNS (MLUSQ)

S&P 500 INDEX CLIRN issued by CIBC (MLVVX)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUSY)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLVVK)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUSP)

S&P 500 INDEX LOOKBACK ARN issued by RBC (MLVVP)

September 2019

Equity-linked

3 YR GLOBAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA (MLGRZ)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTG)

S&P 500 INDEX ARN issued by BofA (MLVVD)

S&P 500 INDEX CLIRN issued by BARC (MLVVG)

EURO STOXX 50 INDEX ARN issued by BofA (MLVVE)

MSFT CORP STEPS issued by WFF (MLJCK)

UTX CORP STEPS issued by BofA (MLJCL)

S&P 500 INDEX ARN issued by HSBC (MLVTT)

EURO STOXX 50 INDEX ARN issued by BNS (MLVTU)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUSJ)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLVUY)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUSI)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by WFF (MLVTR)

2 YR S&P 500 INDEX CLIRN issued by BNS (MLVTY)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CS (MLVTW)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLVUQ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLURY)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLURW)

S&P 500 INDEX CAPPED NOTES w/ Absolute Return Buffer issued by CIBC (MLVVB)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUSK)

MSCI EMERGING MARKETS INDEX CLIRN issued by BNS (MLVTS)

14 MO S&P 500 INDEX CLIRN issued by CIBC (MLVTQ)

S&P 500 INDEX STEP UP issued by BARC (MLURX)

RUSSELL 2000 INDEX ARN issued by RBC (MLVTV)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by RBC (MLVUO)

BASKET OF THREE DEFENSE SECTOR STOCKS ARN issued by WFF (MLVUX)

RUSSELL 2000 INDEX CLIRN issued by CS (MLVTZ)

INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUSE)

INTERNATIONAL EQUITY INDEX BASKET LIRN w/Absolute Return Buffer issued by BNS (MLVVC)

INTERNATIONAL EQUITY INDEX BASKET MITTS issued by BNS (MLURZ)

S&P 500 INDEX NOTES w/Absolute Return Buffer issued by BofA (MLKGU)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by WFF (MLVVA)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CS (MLUSL)

S&P 500 INDEX STARS issued by BofA (MLOTF)

August 2019

Equity-linked

BARC iShares MSCI JAPAN ETF LIRN issued by BARC (MLVTP)

TOPIX LIRN issued by BARC (MLVTO)

S&P 500 INDEX STARS issued by BARC (MLOTE)

DHI INC STEPS issued by BARC (MLJCJ)

BARC FB INC STEPS issued by BARC (MLJCI)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLURK)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLURP)

GLOBAL EQUITY INDEX BASKET LIRN issued by WFF (MLVTK)

S&P 500 INDEX ARN issued by BARC (MLVTN)

INTERNATIONAL EQUITY BASKET MITTS issued by BARC (MLURT)

S&P 500 INDEX CLIRN w/ Absolute Return Buffer issued by BNS (MLVTJ)

BASKET OF THREE DEFENSE SECTOR STOCKS ARN issued by CS (MLVTI)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLURI)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by CS (MLVTB)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA (MLVSS)

2 YR S&P 500 INDEX CLIRN issued by BofA (MLVSR)

14 MO INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CS (MLVTE)

14 MO S&P 500 INDEX CLIRN issued by BNS (MLVSQ)

S&P 500 INDEX ARN issued by BNS (MLVTG)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLURH)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLURG)

RUSSELL 2000 INDEX CLIRN issued by WFF (MLVSV)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by WFF (MLURQ)

INTERNATIONAL EQUITY INDEX BASKET LIRN w/ Absolute Return Buffer issued by WFF (MLVTF)

S&P 500 INDEX STEP UP issued by CIBC (MLURL)

S&P 500 INDEX LOOKBACK ARN issued by HSBC (MLVTC)

RUSSELL 2000 INDEX ARN issued by WFF (MLVTA)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLURS)

EURO STOXX 50 INDEX ARN issued by BofA (MLVSY)

DOW JONES INDUSTRIAL AVERAGE NOTES LIRN issued by BofA (MLVTD)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLURN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLURO)

2 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by WFF (MLVTH)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLURJ)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLVSW)

MSCI EMERGING MARKETS INDEX CLIRN issued by WFF (MLVSU)

S&P 500 INDEX NOTES w/ absolute return buffer issued by BofA (MLKGT)

July 2019

Equity-linked

EURO STOXX 50 INDEX ARN issued by BofA (MLVSP)

3 YR HANG SENG CHINA ENTERPRISES INDEX AUTOCALLABLE STEP UP issued by BNS (MLURF)

ADOBE SYSTEMS INC. STEPS issued by BNS (MLJCH)

S&P 500 INDEX BEAR STARS issued by BofA (MLOTD)

GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLVSO)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUQV)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLURD)

5YR DOW JONES INDUSTRIAL AVERAGE NOTE issued by BNS (MLVSL)

INTERNATIONAL EQUITY INDEX BASKET MITTS issued by BNS (MLURE)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVSA)

MSCI EMERGING MARKETS INDEX CLIRN issued by BofA (MLVSI)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUQW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUQZ)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by RBC (MLUQU)

RUSSELL 2000 INDEX CLIRN issued by BofA (MLVSG)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA (MLVSN)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLVRZ)

S&P 500 INDEX CLIRN issued by CIBC (MLVSF)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by RBC (MLVSH)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUQX)

S&P 500 INDEX STEP UP issued by BofA (MLVSJ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLURA)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by RBC (MLVSE)

S&P 500 INDEX CLIRN issued by BNS (MLVSD)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLURB)

3 YR INTL EQ INDEX BSKT AUTOCALLABLE STEP UP issued by CIBC (MLUQY)

EURO STOXX 50 INDEX ARN issued by CIBC (MLVSM)

S&P 500 INDEX LOOKBACK ARN issued by BofA (MLVSB)

RUSSELL 2000 INDEX ARN issued by BNS (MLVRW)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLVSK)

S&P 500 INDEX CLIRN with ABSOLUTE RETURN BUFFER issued by BofA (MLUQT)

S&P 500 INDEX ARN issued by BofA (MLVRY)

June 2019

Equity-linked

GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLVRV)

S&P 500 INDEX STEP UP issued by BofA (MLUQE)

EURO STOXX 50 INDEX ARN issued by BofA (MLVRT)

JPMORGAN CHASE & CO STEPS issued by CIBC (MLJCF)

6YR S&P 500 INDEX AUTOCALLABLE STEP UPSTEPUP issued by CIBC (MLUQB)

3 YR S&P 500 INDEX AUTOCALLABLE STEPUP issued by BNS (MLUQE)

TECHNOLOGY SELECT SECTOR INDEX ARN issued by BofA (MLVRS)

S&P/ASX 200 INDEX 2 YR STEPUP issued by BARC (MLUQP)

TAIWAN STOCK EXCHANGE WEIGHTED INDEX 2 YR STEPUP issued by BARC (MLUQQ)

HANG SENG CHINA ENTERPRISES INDEX STEPUP issued by BARC (MLUQO)

JPX-NIKKEI INDEX 400 STEPUP issued by BARC (MLUQN)

RUSSELL 2000 INDEX ARN issued by BofA (MLVRE)

DOW JONES INDUSTRIAL AVERAGE NOTE issued by BARC (MLVRR)

3 YR HANG SENG CHINA ENTERPRISES INDEX AUTOCALLABLE STEP UP issued by BofA (MLUQR)

S&P 500 INDEX STARS issued by BARC (MLOTC)

CS DOW JONES INDUSTRIAL AVERAGE MITTS issued by CS (MLUQC)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BNS (MLUQI)

S&P 500 INDEX STEP UP issued by CS (MLUQL)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CS (MLVRM)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVRF)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUQK)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by RBC (MLVRG)

MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLVRN)

RUSSELL 2000 INDEX CLIRN issued by CS (MLVRO)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CS (MLUQF)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUQG)

S&P 500 INDEX CLIRN issued by CIBC (MLVRL)

DELTA AIR LINES INC. STEPS issued by CIBC (MLJCG)

3 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUQM)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BARC (MLVRQ)

BofA 3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUQH)

S&P 500 INDEX CLIRN with ABSOLUTE RETURN BUFFER issued by CIBC (MLVRP)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUQD)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BARC (MLUQJ)

S&P 500 INDEX CLIRNS issued by BNS (MLVRJ)

DOW JONES INDUSTRIAL AVERAGE LIRNS issued by BNS (MLVRK)

EURO STOXX 50 INDEX ARN issued by SEK (MLVRD)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUQA)

S&P 500 INDEX LOOKBACK ARN issued by BofA (MLVRH)

S&P 500 INDEX ARN issued by BARC (MLVRI)

BofA S&P 500 INDEX ARN issued by BofA (MLVRU)

May 2019

Equity-linked

EURO STOXX 50 INDEX ARN issued by BofA (MLVRC)

S&P 500 INDEX ARN issued by BofA (MLVRB)

ENERGY SELECT SECTOR INDEX STEP UP issued by BofA (MLUPZ)

CISCO SYSTEMS INC. STEPS issued by CIBC (MLJCE)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUPY)

MSCI EMERGING MARKETS INDEX ARN issued by WFF (MLVRA)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUPX)

FTSE 100 INDEX CLIRN issued by CS (MLVQZ)

DOW JONES INDUSTRIAL AVERAGE NOTES issued by BNS (MLVQY)

INTERNATIONAL EQUITY BASKET MITTS issued by BARC (MLUPW)

S&P BIOTECHNOLOGY SELECT INDUSTRY INDEX STARS issued by BNS (MLOTB)

GLOBAL EQUITY INDEX BASKET STEP UP issued by BNS (MLUPO)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUPS)

S&P 500 INDEX CLIRN with Absolute Return Buffer issued by BARC (MLVQP)

EURO STOXX 50 INDEX ARN issued by CS (MLVQJ)

BASKET OF THREE SEMICONDUCTOR SECTOR STOCKS NOTES issued by WFF (MLVQS)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUPU)

INTERNATIONAL EQUITY INDEX BASKET LIRN with Absolute Return Buffer issued by BofA (MLVQR)

RUSSELL 2000 INDEX CLIRN issued by WFF (MLVQN)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUPQ)

MSCI EMERGING MARKETS INDEX CLIRN issued by CS (MLVQO)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by HSBC (MLVQH)

RUSSELL 2000 INDEX ARN issued by BARC (MLVQK)

S&P 500 INDEX ARN issued by BNS (MLVQI)

3 YR RUSSEL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUPT)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CS (MLUPN)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by WFF (MLVQL)

5 YR INTERNATIONAL EQUITY BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUPR)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUPP)

14 MONTH S&P 500 INDEX CLIRN issued by BARC (MLVQD)

2 YR S&P 500 INDEX CLIRN issued by BARC (MLVQE)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA (MLVQF)

DOW JONES INDUSTRIAL AVERAGE MITTS issued by BNS (MLUPV)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CIBC (MLVQM)

S&P 500 INDEX STEP UP issued by CIBC (MLUPL)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLVQG))

DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLVQQ)

April 2019

Equity-linked

S&P 500 INDEX ARN issued by BofA (MLVQC)

LOWE'S CORPORATION STEPS issued by BNS (MLJCD)

BEAR RUSSELL 2000 INDEX STARS issued by BofA (MLOTA)

APPLE INC. ARN issued by BNS (MLVPK)

JPX-NIKKEI INDEX 400 ARN issued by CIBC (MLVPL)

INTERNATIONAL EQUITY BASKET ARN issued by RBC (MLVPW)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUPA)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by CIBC (MLVPQ)

INTERNATIONAL EQUITY BASKET MITTS issued by CIBC (MLUPK)

INTERNATIONAL EQUITY BASKET CLIRN issued by RBC (MLVPO)

AMAZON INC STEPS issued by BARC (MLJCC)

EURO STOXX 50 INDEX ARN issued by RBC (MLVPN)

RUSSELL 2000 INDEX CLIRN issued by CIBC (MLVPP)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVPV)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA (MLUPH)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUPE)

MSCI EMERGING MARKETS INDEX CLIRN issued by RBC (MLVPY)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUPI)

S&P 500 INDEX ARN issued by CIBC (MLVPM)

S&P 500 INDEX STEP UP issued by BNS (MLUPD)

S&P 500 INDEX NOTES issued by BNS (MLVPJ)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by RBC (MLVPU)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA (MLUPJ)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA (MLUPG)

S&P 500 INDEX CLIRN issued by BNS (MLVQA)

RUSSELL 2000 INDEX ARN issued by CIBC (MLVPZ)

INTERNATIONAL EQUITY INDEX BASKET NOTES issued by BNS (MLVQB)

S&P 500 INDEX LOOKBACK ARN issued by CIBC (MLVPR)

S&P 500 INDEX CLIRN issued by BNS (MLVPT)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUPF)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUPC)

S&P 500 INDEX STEP UP issued by BNS (MLUPB)

March 2019

Equity-linked

GLOBAL EQUITY BASKET CLIRN issued by BofA (MLVPI)

INDEX FUND OF VANECK GOLD MINERS ETF ARN issued by HSBC (MLVPH)

INTEL CORPORATION STEPS issued by BARC (MLJCB)

INTERNATIONAL EQUITY BASKET NOTES issued by BofA (MLVPF)

MSCI BRAZIL ETF CLIRN issued by BofA (MLVPG)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUOV)

SPX INDEX MITTS issued by BARC (MLUOY)

S&P 500 INDEX LIRN issued by BNS (MLVPE)

S&P 500 INDEX NOTES issued by BofA (MLKGS)

EURO STOXX 50 INDEX ARN issued by BofA (MLVPB)

GLOBAL EQUITY BASKET CLIRN issued by WFC (MLVOM)

S&P 500 INDEX CLIRN issued by WFC (MLVOQ)

S&P 500 INDEX STEP UP issued by WFC (MLUOQ)

3YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUOT)

S&P 500 INDEX ARN issued by BofA (MLVPC)

GLOBAL EQUITY BASKET MITTS issued by BofA (MLUOZ)

5YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUOO)

5YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUOS)

MSCI EMERGING MARKETS INDEX CLIRN issued by BARC (MLVON)

RUSSELL 2000 INDEX CLIRN issued by BARC (MLVOS)

INTERNATIONAL EQUITY BASKET NOTE issued by BNS (MLVOZ)

S&P 500 INDEX LOOKBACK ARN issued by BARC (MLVOG)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLVOO)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CIBC (MLUOR)

3YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUOU)

INTERNATIONAL EQUITY BASKET LIRN issued by BNS (MLVOU)

RUSSELL 2000 INDEX ARN issued by BARC (MLVOF)

S&P 500 INDEX CLIRN issued by BARC (MLVOR)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLVPD)

3YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUOW)

NETFLIX, INC. STEPS issued by BARC (MLJCA)

EURO STOXX 50 INDEX ARN issued by CIBC (MLVOK)

S&P BIOTECHNOLOGY SELECT INDUSTRY INDEX ARN issued by CIBC (MLVOW)

S&P 500 INDEX ARN issued by BARC (MLVOJ)

6YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUOP)

BASKET OF 3 FINANCIAL STOCKS ARN (MLVOH)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUOX)

February 2019

Equity-linked

AMGN COMMON STOCK STEPS issued by BofA (MLJBX)

INTERNATIONAL EQUITY INDEX BASKET MITTS issued by HSBC (MLUOM)

HANG SENG CHINA ENTERPRISES INDEX ARN issued by BofA (MLVOE)

S&P 500 INDEX STARS issued by HSBC (MLOSZ)

EURO STOXX 50 INDEX ARN issued by BofA (MLVOA)

S&P 500 INDEX STARS issued by BofA (MLOSY)

3 YR INTERNATIONAL EQUITY INDEX BASKET STEPUP issued by HSBC (MLUOD)

BSKT OF 3 FINANCIAL STOCKS ARN issued by BofA (MLVOC)

3 YR NASDAQ 100 INDEX AUTOCALLABLE STEPUP issued by HSBC (MLUOL)

S&P 500 INDEX MITTS issued by BofA (MLUOJ)

S&P MIDCAP 400 INDEX ARN issued by BofA (MLVOD)

MSCI EMERGING MARKETS INDEX CLIRN issued by HSBC (MLVNV)

MICROSOFT CORPORATION STEPS issued by BARC (MLJBW)

INTERNATIONAL EQUITY INDEX BASKET NOTE issued by HSBC (MLVNY)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA (MLVNW)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEPUP STEP UP issued by HSBC (MLUOK)

RUSSELL 2000 INDEX ARN issued by BofA (MLVNP)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUOE)

S&P 500 INDEX CLIRN issued by BofA (MLVNR)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA (MLVOB)

RUSSELL 2000 INDEX CLIRN issued by HSBC (MLVNT)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUOF)

S&P 500 INDEX NOTES issued by HSBC (MLVNZ)

S&P 500 INDEX ARN issued by BofA (MLVNQ)

S&P 500 INDEX CLIRN issued by BofA (MLVNS)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by HSBC (MLVNU)

S&P 500 INDEX STEP UP issued by BofA (MLUOC)

S&P 500 INDEX ARN issued by BofA (MLVNO)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUOG)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC(MLUOH)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA(MLUOI)

January 2019

Equity-linked

EURO STOXX 50 INDEX STEP UP issued by BofA (MLUOB)

INTERNATIONAL EQUITY INDEX BASKET MITTS issued by BNS (MLUOA)

S&P 500 INDEX STARS issued by HSBC (MLOSX)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUNR)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUNU)

S&P 500 INDEX NOTES issued by CIBC (MLVNK)

S&P 500 INDEX STEP UP issued by BofA (MLUNY)

S&P 500 INDEX ARN issued by BofA (MLVMQ)

S&P 500 INDEX CLIRN issued by BofA (MLVMY)

S&P 500 INDEX ARN issued by CIBC (MLVMV)

INTERNATIONAL EQUITY INDEX BASKET NOTES issued by CIBC (MLVNJ)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUNV)

RUSSELL 2000 INDEX ARN issued by CIBC (MLVMS)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA (MLVNF)

S&P 500 INDEX LIRN issued by BNS (MLVNN)

MSCI EMERGING MARKETS INDEX CLIRN issued by CS (MLVND)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CS (MLVMT)

RUSSELL 2000 INDEX CLIRN issued by CS (MLVMZ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUNQ)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUNW)

S&P 500 INDEX CLIRN issued by BNS (MLVMW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUNP)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BNS (MLVNA)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BARC (MLUNZ)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLVMU)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUNS)

EURO STOXX 50 INDEX ARN issued by BARC (MLVMR)

December 2018

Equity-linked

NVIDIA CORPORATION NOTES issued by BofA (MLOSW)

INTERNATIONAL EQUITY INDEX BASKET NOTES issued by CIBC (MLVNM)

ENERGY SELECT SECTOR INDEX STEP UP issued by BofA (MLUNN)

5YR INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BNS (MLUNK)

S&P 500 INDEX NOTES issued by BARC (MLVMP)

3YR INTERNATIONAL EQUITY INDEX BASKET MITTS issued by WFC (MLUNM)

DELTA AIR LINES INC. STEPS issued by RBC (MLJBV)

6 YR S&P 500 INDEX STARS issued by HSBC (MLOSV)

MSCI EMERGING MARKETS INDEX CLIRN issued by CS (MLVMJ)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CIBC (MLVMI)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CIBC (MLUNF)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CIBC (MLUMZ)

S&P 500 INDEX ARN issued by BofA (MLVMO)

S&P 500 INDEX CLIRN issued by BARC (MLVMF)

S&P 500 INDEX NOTES issued by WFC (MLVMN)

6 YR S&P 500 INDEX MITTS issued by BNS (MLUNJ)

RUSSELL 2000 INDEX ARN issued by CIBC (MLVMC)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVME)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BARC (MLVMD)

EURO STOXX 50 INDEX LIRN issued by WFC (MLVML)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA (MLVMK)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLUNE)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CS (MLUNH)

EURO STOXX 50 INDEX ARN issued by BofA (MLVMA)

S&P 500 INDEX CLIRN issued by BNS (MLVMG)

RUSSELL 2000 INDEX CLIRN issued by WFC (MLVMH)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUNB)

2 YR S&P 500 INDEX STEP UP issued by BARC (MLUMW)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUNA)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUNC)

5 YR S&P 500 INDEX STEP UP issued by WFC (MLUMY)

November 2018

Equity-linked

EURO STOXX 50 INDEX ARN issued by BofA (MLVLV)

FINANCIALS SELECT SECTOR INDEX ARN issued by BofA (MLVLQ)

S&P 500 INDEX LIRN issued by BofA (MLVLO)

DOMESTIC INDEX EQUITY BASKET CLIRN issued by BARC (MLVLL)

INTERNATIONAL EQUITY INDEX BASKET MITTS issued by WFC (MLUMV)

APPLE INC. STEPS issued by WFC (MLUMS)

DELTA AIR LINES, INC. STEPS issued by CS (MLJBU)

S&P 500 INDEX CLIRN issued by BNS (MLVMB)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA (MLUMU)

DOW JONES INDUSTRIAL AVERAGE MITTS issued by BARC (MLVKY)

PHLX SEMICONDUCTOR SECTOR INDEX STARS issued by BARC (MLOSS)

S&P 500 INDEX issued by BARC (MLOSU)

S&P OIL & GAS EXPLORATION & PRODUCTION SELECT INDUSTRY INDEX STARS issued by BARC (MLOST)

THE BOEING COMPANY STEPS issued by CS (MLJBS)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BARC (MLVKN)

S&P 500 INDEX CLIRN issued by BofA (MLVKQ)

S&P 500 INDEX ARN issued by BofA (MLVKI)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUME)

EURO STOXX 50 INDEX ARN issued by CS (MLVKJ)

2 YR ENERGY SELECT SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUMO)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CS (MLUMQ)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by HSBC (MLVKU)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA (MLVKL)

RUSSELL 2000 INDEX ARN issued by BNS (MLVKK)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUMK)

2 YR S&P 500 INDEX STEP UP issued by BNS (MLUMP)

EURO STOXX 50 INDEX LIRN issued by STI (MLVKV)

5 YR S&P 500 INDEX STEP UP issued by WFC (MLUMR)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLUMM)

MSCI EMERGING MARKETS INDEX CLIRN issued by BNS (MLVKT)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLUML)

S&P 500 INDEX CLIRN issued by BNS (MLVKW)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by WFC (MLVKS)

S&P INDEX ARN issued by BARC (MLVKO)

S&P OIL & GAS EXPLORATION & PRODUCTION SELECT INDUSTRY INDEX ARN issued by BARC (MLVKP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUMJ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUMF)

RUSSELL 2000 INDEX CLIRN issued by BARC (MLVKR)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CS (MLUMN)

S&P 500 INDEX NOTES issued by WFC (MLVKZ)

October 2018

Equity-linked

DOMESTIC EQUITY INDEX BASKET CLIRN issued by RBC (MLVKB)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUMA)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLULS)

RUSSELL 2000 INDEX ARN issued by CIBC (MLVJR)

EURO STOXX 50 INDEX ARN issued by SEK (MLVJQ)

S&P 500 INDEX STEP UP issued by BNS (MLJBP)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLULW)

S&P 500 INDEX CLIRN issued by CIBC (MLVJS)

S&P 500 INDEX STEP UP issued by CIBC (MLJBN)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLULT)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA (MLULZ)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLULV)

DOW JONES INDUSTRIAL AVERAGE 5% BUFFER LIRN issued by BNS (MLVKA)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLULU)

S&P 500 INDEX ARN issued by BNS (MLVJP)

RUSSELL 2000 INDEX CLIRN issued by CIBC (MLVJT)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BNS (MLULY)

EURO STOXX 50 INDEX LIRN issued by STI (MLVJX)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BofA (MLVJW)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CIBC (MLJBO)

THREE FINANCIAL SECTOR STOCKS ARN issued by CIBC (MLVJZ)

MSCI EMERGING MARKETS INDEX CLIRN issued by BofA (MLVJU)

CITIGROUP INC. STEPS issued by CIBC (MLJBR)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BNS (MLVJV)

GLOBAL EQUITY INDEX BASKET STEP UP issued by BofA (MLKGR)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BofA (MLVJY)

6 YR DOW JONES INDUSTRIAL AVERAGE MITTS issued by BNS (MLUMB)

2 YR INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BNS (MLVKC)

BEAR S&P 500 INDEX ARN issued by BNS (MLVKD)

2 YR ENERGY SELECT SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUMD)

EURO STOXX 50 INDEX ARN issued by BofA (MLVKH)

S&P 500 INDEX ARN issued by BofA (MLVKG)

Commodity-Linked

BLOOMBERG COMMODITY INDEX LIRN issued by BofA (MLVKE)

BRENT CRUDE OIL FUTURES CONTRACT CLIRN issued by BofA (MLVKF)

September 2018

Equity-linked

RUSSELL 2000 INDEX ARN issued by BNS (MLVJB)

MSCI EMERGING MARKETS ARN issued by IFC (MLVJE)

3 YR S&P 500 AUTOCALLABLE STEP UP issued by HSBC (MLULJ)

EURO STOXX 50 INDEX LIRN issued by HSBC (MLVJK)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLULI)

S&P 500 INDEX STEP UP issued by BNS (MLULP)

MORGAN STANLEY STEPS issued by CIBC (MLJBM)

RUSSELL 2000 INDEX CLIRN issued by WFC (MLVJH)

JPX-NIKKEI INDEX 400 ARN issued by SEK (MLVJD)

EURO STOXX 50 INDEX ARN issued by CIBC (MLVJA)

S&P 500 INDEX ARN issued by BNS (MLVIY)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BARC (MLVJC)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLULK)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by HSBC (MLVJJ)

S&P REGIONAL BANKS SELECT INDUSTRY INDEX ARN issued by BofA (MLVJF)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLULL)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BARC (MLVJI)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by CS (MLULN)

2 YR ENERGY SELECT SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLULR)

S&P 500 INDEX STEP UP issued by BARC (MLULO)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CS (MLULH)

S&P 500 INDEX CLIRN issued by BofA (MLVJG)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by HSBC (MLULF)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by CS (MLULQ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLULM)

5 YR JPX NIKKEI INDEX 400 LIRN issued by BARC (MLVJO)

FACEBOOK, INC. ARN issued by CIBC (MLVJL)

5 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by BofA (MLKGQ)

GLOBAL EQUITY INDEX BASKET CLIRN issued by BofA (MLEMK)

WORST OF DELTA AIR LINES, INC; JET BLUE AIRWAYS CORPORATION AND AMERICAN AIRLINES GROUP INC. issued by HSBC (MLOSR)

Commodity-Linked

3 YR BLOOMBERG COMMODITY INDEX LIRN issued by BofA (MLVJM)

5 YR BLOOMBERG COMMODITY INDEX LIRN issued by BofA (MLVJN)

August 2018

Equity-linked

WORST OF CITIGROUP, GOLDMAN SACHS AND WELLS FARGO STARS issued by HSBC (MLOSP)

WORST OF CITIGROUP, JPMORGAN CHASE AND WELLS FARGO STARS issued by HSBC (MLOSQ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUKN)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUKS)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUKQ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUKL)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUKK)

EURO STOXX 50 INDEX ARN issued by BNS (MLVIF)

3 YR INTERNATIONAL EQUITY INDEX BASKET AUTOCALLABLE STEP UP issued by CS (MLUKW)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUKT)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUKM)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BARC (MLVIO)

S&P 500 INDEX STEP UP issued by WFC (MLULA)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLVIH)

EURO STOXX 50 INDEX STEP UP issued by RBC (MLUKZ)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BARC (MLVIM)

S&P BIOTECHNOLOGY SELECT INDUSTRY INDEX ARN issued by BNS (MLVIU)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by HSBC (MLULB)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUKP)

RUSSELL 2000 INDEX CLIRN issued by CIBC (MLVIL)

S&P 500 INDEX ARN issued by BofA (MLVIE)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUKR)

S&P 500 INDEX CLIRN issued by WFC (MLVIK)

ENERGY SELECT SECTOR INDEX STEP UP issued by BARC (MLULC)

RUSSELL 2000 INDEX ARN issued by SEK (MLVIG)

EURO STOXX 50 INDEX LIRN issued by STI (MLVIQ)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA (MLVIP)

REGIONAL BANKS SELECT INDUSTRY INDEX ARN issued by RBC (MLVII)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUKV)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLMGA)

EURO STOXX 50 INDEX CLIRN issued by CIBC (MLVIJ)

EURO STOXX 50 INDEX STARS issued by CS (MLOSO)

MSCI EMERGING MARKETS INDEX CLIRN issued by BofA (MLVIV)

APPLE INC. ARN issued by CIBC (MLVIR)

BASKET OF FOUR TECHNOLOGY SECTOR STOCKS ARN issued by RBC (MLVIT)

GLOBAL EQUITY INDEX BASKET LIRN issued by BofA (MLVIW)

MICROSOFT COPORATION STEPS issued by BNS (MLJBJ)

GLOBAL EQUITY INDEX BASKET STEP UP issued by BofA (MLKGP)

July 2018

Equity-linked

S&P 500 INDEX STEP UP issued by CIBC (MLUJU)

RUSSELL 2000 INDEX ARN issued by CIBC (MLVHR)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by CIBC (MLVHS)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUJX)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUJW)

RUSSELL 2000 INDEX CLIRN issued by RBC (MLVHW)

EURO STOXX 50 INDEX ARN issued by BofA (MLVHQ)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA (MLVIB)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLUJT)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CIBC (MLVHZ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUJV)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUJY)

S&P 500 INDEX CLIRN issued by BNS (MLVHV)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUJZ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUKB)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLVHY)

EURO STOXX 50 INDEX LIRN issued by BNS (MLVIC)

MSCI EMERGING MARKETS INDEX ARN issued by SEK (MLVHT)

S&P 500 INDEX ARN issued by BofA (MLVHP)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by RBC (MLVHU)

D.R. HORTON, INC. STEPS issued by CIBC (MLJBH)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUKC)

FACEBOOK, INC. STEPS issued by RBC (MLJBI)

S&P 500 INDEX STEP UP issued by BofA (MLUKI)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUKH)

EURO STOXX 50 INDEX LOOKBACK ARN issued by CIBC (MLVID)

WORST OF CITIGROUP, INC., GOLDMAN SACHS GROUP, INC. AND J.P. MORGAN CHASE & CO. STARS issued by HSBC (MLOSN)

ASIA EQUITY BASKET STEP UP issued by BNS (MLUKJ)

June 2018

Equity-linked

S&P REGIONAL BANKS SELECT INDUSTRY INDEX ARN issued by BNS (MLVHK)

EURO STOXX 50 INDEX LIRN issued by BNS (MLVHE)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BofA (MLVHD)

2 YR S&P 500 INDEX STEP UP issued by BNS (MLUJC)

EURO STOXX 50 INDEX ARN issued by BofA (MLVGR)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by CIBC (MLVGT)

RUSSELL 2000 INDEX CLIRN issued by RBC (MLVHB)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BNS (MLVHC)

RUSSELL 2000 INDEX ARN issued by BNS (MLVGS)

EURO STOXX 50 INDEX STEP UP issued by CIBC (MLUJB)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUJL)

S&P 500 INDEX CLIRN issued by WFC (MLVHA)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUJH)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUJK)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BARC (MLVHJ)

JPX-NIKKEI INDEX 400 ARN issued by SEK (MLVHI)

MSCI EMERGING MARKETS INDEX ARN issued by CIBC (MLVHH)

EURO STOXX 50 INDEX CLIRN issued by CS (MLVGZ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUJD)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUJM)

S&P 500 INDEX ARN issued by CIBC (MLVGQ)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUJF)

BASKET OF THREE DEFENSE SECTOR STOCKS ARN issued by RBC (MLVHL)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUJO)

5 YR RUSSELL 1000 VALUE INDEX STEP UP issued by WFC (MLUJP)

2 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUJQ)

5 YR S&P 500 INDEX STEP UP issued by CS (MLUJS)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUJJ)

2 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUJR)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUJG)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CS (MLUJE)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CS (MLVHN)

S&P 500 INDEX ARN issued by BofA (MLVHM)

GLOBAL EQUITY INDEX BASKET ONE LOOK NOTE issued by RBC (MLOSM)

May 2018

Equity-linked

2 YR RUSSELL 2000 INDEX CLIRN issued by BofA (MLVGG)

S&P 500 INDEX ARN issued By BARC (MLVFS)

2 YR S&P 500 INDEX CLIRN issued by BARC (MLVFT)

MSCI EMERGING MARKETS INDEX ARN issued By IFC (MLVGN)

RUSSELL 2000 INDEX ARN issued by CS (MLVGM)

EURO STOXX 50 INDEX ARN issued By SEK (MLVGD)

18 MO GLOBAL EQUITY INDEX BASKET CLIRN issued by BNS (MLVFV)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUIQ)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued By HSBC (MLVGI)

S&P 500 INDEX STEP UP issued by WFC (MLUHZ)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By CS (MLUIO)

14 MO EURO STOXX 50 INDEX CLIRN issued by CS (MLVGO)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued By HSBC (MLUHY)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUHW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By CS (MLUIM)

EURO STOXX 50 INDEX STEP UP issued by BofA (MLUIL)

DOW JONES INDUSTRIAL AVERAGE LIRN issued By STI (MLVGJ)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLUHU)

EURO STOXX 50 INDEX LIRN issued by HSBC (MLVGK)

GLOBAL INDICIES BASKET ARN issued By BofA (MLVGL)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by CS (MLUIY)

2 YR INTERNATIONAL EQUITY INDEX BASKET CLIRN issued by BofA (MLVGH)

5 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BARC (MLUIU)

GLOBAL EQUITY INDEX BASEKT CLIRN issued by CS (MLVHF)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BofA (MLVFU)

EURO STOXX 50 INDEX MITTS issued by BARC (MLUIV)

GLOBAL EQUITY INDEX BASEKT LIRN issued by BARC (MLVGY)

JPMORGAN CHASE & CO. STEPS issued by CS (MLJBC)

ENERGY SELECT SECTOR INDEX ARN issued by HSBC (MLVGU)

DELTA AIR LINES, INC. STEPS issued by CS (MLUIX)

NIKKEI STOCK AVERAGE INDEX ARN issued by BofA (MLVGV)

EURO STOXX 5O INDEX STARS issued by HSBC (MLOSL)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by CS (MLUIN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUIP)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUHX)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUIR)

14 MO S&P 500 INDEX CLIRN issued by CS (MLVGP)

GLOBAL EQUITY INDEX BASKET STEP UP issued by BofA (MLUJA)

ASIAN BASKET STEP UP issued by BofA (MLUIW)

5 YR INTERNATIONAL EQUITY INDEX AUTOCALLABLE STEP UP issued by BARC (MLUJN)

S&P REGIONAL BANKS SELECT INDUSTRY INDEX ARN issued by BNS (MLVHK)

April 2018

Equity-linked

2 YR EURO STOXX 50 INDEX LIRN issued by RBC (MLVFK)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUIC)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BofA (MLUIH)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued By BofA (MLUII)

3 YR NIKKEI STOCK AVERAGE AUTOCALLABLE STEP UP issued by BNS (MLUIJ)

S&P 500 INDEX ARN issued By BNS (MLVFB)

EURO STOXX 50 INDEX CLIRN issued by CIBC (MLVFE)

RUSSELL 2000 INDEX CLIRN issued By CIBC (MLVFG)

DOW JONES INDUSTRIAL AVERAGE LIRN issued By BNS (MLVFJ)

S&P 500 INDEX CLIRN issued by CIBC (MLVFF)

EURO STOXX 50 INDEX STEP UP issued By CIBC (MLUIK)

14 MO GLOBAL EQUITY INDEX BASEKT CLIRN issued by CS (MLVHF)

EURO STOXX 50 INDEX ARN issued By BofA (MLVFC)

MSCI EMERGING MARKETS INDEX CLIRN issued by CIBC (MLVFN)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By BofA (MLUIF)

S&P 500 INDEX STEP UP issued by RBC (MLUIB)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUIG)

RUSSELL 2000 INDEX ARN issued By CIBC (MLVFL)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA (MLUHO)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued By RBC (MLVFM)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by BofA (MLVFI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUID)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by BofA (MLUHN)

3 YR EURO STOXX 50 INDEX LIRN issued by RBC (MLVFP)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by RBC (MLUHP)

S&P 500 INDEX STARS issued by HSBC (MLOSK)

TECHNOLOGY SELECT SECTOR INDEX ARN issued by BNS (MLVFO)

5 YR NIKKEI STOCK AVERAGE INDEX AUTOCALLABLE STEP UP issued by BNS (MLUHQ)

5 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by BNS (MLUHR)

GLOBAL EQUITY INDEX BASKET ARN issued by BofA (MLVFQ)

HOME DEPOT, INC STEPS issued by CIBC (MLJBB)

EURO STOXX 50 INDEX CLIRN issued by CIBC (MLVFR)

3 YR PHLX HOUSING SECTOR INDEX AUTOCALLABLE STEP UP issued by BNS (MLUHS)

GLOBAL EQUITY INDEX BASKET CLIRN issued by BNS (MLJTO)

5 YR NIKKEI STOCK AVERAGE INDEX AUTOCALLABLE STEP UP issued by BNS (MLUHT)

March 2018

Equity-linked

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUHG)

S&P 500 INDEX STEP UP issued By DB (MLUGX)

S&P 500 INDEX CLIRN issued By HSBC (MLVEI)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued By BNS (MLVEO)

MSCI EMERGING MARKETS INDEX ARN issued By IFC (MLVEB)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUHA)

DOW JONES INDUSTRIAL AVERAGE LIRN issued By WFC (MLVEQ)

S&P 500 INDEX ARN issued By CIBC (MLVDY)

S&P 500 INDEX LOOKBACK ARN issued By DB (MLVEG)

RUSSELL 2000 INDEX CLIRN issued By RBC (MLVEJ)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued By HSBC (MLUHJ)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued By DB (MLUGW)

EURO STOXX 50 INDEX LIRN issued By WFC (MLVEK)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUHC)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUHE)

INTERNATIONAL EQUITY INDEX BASKET CLIRN issued By BNS (MLVEV)

EURO STOXX 50 INDEX ARN issued By BofA (MLVDZ)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BofA (MLUGY)

JPX-NIKKEI INDEX 400 ARN issued By CIBC (MLVEF)

RUSSELL 2000 INDEX ARN issued By SEK (MLVEA)

EURO STOXX 50 INDEX CLIRN issued By CIBC (MLVEH)

GLOBAL EQUITY INDEX BASKET STEP UP issued By BofA (MLKGO)

S&P OIL & GAS EXPLORATION & PRODUTION SELECT INDUSTRY INDEX STARS issued By HSBC (MLOSJ)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued By CIBC (MLVEU)

MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP NOTE issued By BofA (MLUHL)

GLOBAL EQUITY INDEX BASKET CLIRN issued By CIBC (MLVEY)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued By HSBC (MLVEW)

AMAZON.COM, INC. STEPS issued By RBC (MLJBA)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BofA (MLUGZ)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued By BofA (MLUHM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUHD)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued By HSBC (MLUHI)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUHB)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued By HSBC (MLUHK)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUHF)

February 2018

Equity-linked

DOW JONES INDUSTRIAL AVERAGE LIRN issued by HSBC (MLVDT)

RUSSELL 2000 INDEX CLIRN issued By HSBC (MLVDO)

EURO STOXX 50 INDEX CLIRN issued by BofA (MLVDM)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued By BARC (MLUGL)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued By BNS (MLUGO)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued By BofA (MLVDP)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUGF)

S&P REGIONAL BANKS SELECT INDUSTRY INDEX ARN issued by BofA (MLVDR)

EURO STOXX 50 INDEX ARN issued by HSBC (MLVDJ)

EURO STOXX 50 INDEX LIRN issued by HSBC (MLVDQ)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by HSBC (MLUGT)

EURO STOXX 50 INDEX STEP UP issued by BofA (MLUGU)

3 YR MSCI EMERGING MARKETS INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUFZ)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by HSBC (MLVDL)

5 YR EURO STOXX INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGH)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by HSBC (MLVDS)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGR)

S&P 500 INDEX CLIRN issued by BofA (MLVDN)

S&P 500 INDEX ARN issued by BofA (MLVDI)

3 YR NIKKEI STOCK AVERAGE INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGB)

EURO STOXX 50 INDEX STARS issued by HSBC (MLOSE)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGQ)

RUSSELL 2000 INDEX ARN issued by BofA (MLVDK)

FACEBOOK, INC. STEPS issued by HSBC (MLJAZ)

APPLE INC. ARN issued by HSBC (MLVDV)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGN)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGP)

INTERNATIONAL EQUITY INDEX BASKET STEP UP issued by HSBC (MLUGV)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by HSBC (MLVDW)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUGG)

S&P 500 INDEX LOOKBACK ARN issued by HSBC (MLVDX)

S&P 500 INDEX STARS issued by HSBC (MLOSF)

S&P 500 INDEX STEP UP issued by HSBC (MLUGC)

EURO STOXX 50 INDEX STEP UP issued by HSBC (MLOSI)

January 2018

Equity-linked

BIOGEN INC. STEPS issued by CIBC (MLJAW)

5 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued By BARC (MLUFL)

3 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by CS (MLUFM)

NIKKEI 225 INDEX STEP UP issued By BARC (MLUFQ)

ASIAN EQUITY INDEX BASKET STEP UP issued by BNS (MLUFR)

EURO STOXX 50 INDEX STEP UP issued By BofA (MLUFS)

S&P 500 INDEX ARN issued by CIBC (MLVCM)

EURO STOXX 50 INDEX ARN issued By CS (MLVCN)

RUSSELL 2000 INDEX ARN issued by RBC (MLVCO)

INTERNATIONAL EQUITY INDEX BASKET ARN issued by BNS (MLVCP)

S&P 500 INDEX CLIRN issued by CIBC (MLVCQ)

EURO STOXX 50 INDEX CLIRN issued by BofA (MLVCR)

MSCI EMERGING MARKETS INDEX CLIRN issued by BARC (MLVCU)

INTERNATIONAL EQUITY INDEX BASKET LIRN issued by CS (MLVCV)

DOW JONES INDUSTRIAL AVERAGE LIRN issued by BARC (MLVCW)

NYSE ARCA GOLD MINERS ARN issued by CS (MLVDA)

5 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUFP)

6 YR S&P 500 INDEX AUTOCALLABLE STEP UP issued by BARC (MLUFN)

3 YR RUSSELL 2000 INDEX AUTOCALLABLE STEP UP issued by HSBC (MLUFK)

3 YR EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUFO)

RUSSELL 2000 INDEX CLIRN issued by HSBC (MLVCS)

EURO STOXX 50 INDEX STEP UP issued by HSBC (MLUFU)

S&P 500 INDEX STEP UP issued by BARC (MLUFV)

BASKET OF THREE FINANCIAL SECTOR STOCKS ARN issued by BNS (MLVCY)

S&P REGIONAL BANKS SELECT INDUSTRY INDEX ARN issued by BNS (MLVDC)

BASKET OF GLOBAL INDICES STEP UP issued by BofA (MLKGN)

EURO STOXX 50 INDEX STARS issued by HSBC (MLOSD)

EURO STOXX 50 INDEX AUTOCALLABLE STEP UP issued by BNS (MLUFW)

GLOBAL EQUITY INDEX BASKET LIRN issued by BARC (MLVDD)

EURO STOXX 50 & MSCI EMERIGING MARKETS/S&P 500 LONG SHORT NOTE issued by HSBC (MLVDB)

S&P BIOTECHNOLOGY SELECT INDUSTRY INDEX ARN issued by CIBC (MLVDF)

DELTA AIRLINES, INC. STEPS issued by CIBC (MLJAY)

EURO STOXX 50 STEP UP issued by BofA (MLUFY)

EURO STOXX 50 INDEX ARN issued by BofA (MLVDH)

EURO STOXX 50 INDEX CLIRN issued by CIBC (MLVDU)

To Access Final Prospectuses - WWW.IPROSPECTUSDIRECT.COM/ML

System availability and response time are subject to market conditions and possible unscheduled outages.

To view this webpage, we require use of one of the following browsers: Netscape Navigator 4.08, Netscape Communicator 4.74 through 4.76, Internet Explorer 5.0 through 5.5, or America Online version 5.0. We also require Adobe Acrobat Reader 4.0.