The Index is a product of S&P Dow Jones Indices LLC or its affiliates (“SPDJI”) and, if applicable, TSX Inc., and has been licensed for use by Royal Bank of Canada (the “Bank”). Standard & Poor’s®, S&P® and S&P 500® are registered trademarks of Standard & Poor’s Financial Services LLC (“S&P”) and Dow Jones® is a registered trademark of Dow Jones Trademark Holdings LLC (“Dow Jones”).. TSX is a registered trademark of TSX Inc. The trademarks have been licensed for use by SPDJI and have been sublicensed for certain purposes by the Bank. The benchmarks data and the securities applicable to the relevant benchmark data are not sponsored, endorsed, sold or promoted by SPDJI, Dow Jones, S&P, their respective affiliates, or TSX Inc. and none of such parties make any representation regarding the advisability of investing in such product(s) nor do they have any liability for any errors, omissions, or interruptions of the Index.

 

 

PHOENIX AUTOCALLABLE NOTES
No.NoteCUSIP
#1 RBC Trigger Phoenix Autocallable Notes, due December 18, 2014 (Linked to the Worst Performing of Three Equity Securities) 78008S3P9
#2 RBC Trigger Phoenix Callable Yield Notes, due August 20, 2015 (Linked to the Worst Performing of Three Equity Indices) 78010UAT4
#3 RBC Trigger Phoenix Autocallable Notes, due March 23, 2015 (Linked to the Worst Performing of Three Equity Indices) 78010UEQ6
#6 RBC Trigger Phoenix Autocallable Notes, due February 28, 2019 (Linked to two Reference Assets ) 78010URE9
#8 RBC Trigger Phoenix Autocallable Notes, due April 25, 2016 (Linked to Amazon.com, Inc.) 78010UWY9
#9 RBC Trigger Phoenix Autocallable Notes with Memory Coupon, due May 26, 2017 (Linked to Las Vegas Sands Corp.) 78010UYW1
#10 RBC Trigger Phoenix Autocallable Notes, due November 24, 2015 (Linked to Facebook, Inc.) 78010UZA8
#11 RBC Trigger Phoenix Autocallable Notes, due May 30, 2019 (Linked to the Worst Performing of Three Equity Indices ) 78010UZR1
#12 RBC Trigger Phoenix Autocallable Notes, due May 30, 2019 (Linked to the Worst Performing of Three Equity Indices ) 78010UZR1
#13 RBC Trigger Phoenix Autocallable Notes with Memory Coupon, due June 23, 2017 (Linked to the Worst Performing of Two Equity Securities) 78010UE29
#14 RBC Trigger Phoenix Autocallable Notes, due June 24, 2015 (Linked to the Worst Performing of Three Equity Securities) 78010UG43
#15 RBC Trigger Phoenix Autocallable Notes, due July 26, 2016 (Linked to the Common Stock of Tesla Motors, Inc.) 78010UL21
#16 RBC Trigger Phoenix Autocallable Notes, due July 14, 2016 (Linked to the Common Stock of Yahoo! Inc.) 78010UN37
#17 RBC Trigger Phoenix Autocallable Notes, due July 27, 2017 (Linked to the Worst Performing of Two Equity Securities) 78010UN60
#18 RBC Trigger Phoenix Autocallable Notes, due July 28, 2017 (Linked to the Worst Performing of Two Equity Securities) 78010UN86
#19 RBC Trigger Phoenix Autocallable Notes with Memory Coupon, due August 25, 2017 (Linked to the Worst Performing of Two Equity Securities) 78010US81
#20 RBC Trigger Phoenix Autocallable Notes with Memory Coupon, due August 25, 2017 (Linked to the Worst Performing of Two Equity Securities) 78010UU70
#22 RBC Trigger Phoenix Autocallable Notes, due August 27, 2019 (Linked to the Worst Performing of Three Equity Indices) 78010UV46
#21 RBC Trigger Phoenix Autocallable Notes, due August 20, 2018 (Linked to the common stock of Bank of America Corporation) 78010UU88
#23 RBC Trigger Phoenix Autocallable Notes, due September 28, 2017 (Linked to the Common Stock of Yahoo! Inc.) 78010U3F2
#24 RBC Trigger Phoenix Autocallable Notes, due September 28, 2015 (Linked to the Worst Performing of Three Equity Securities) 78010U3G0
#25 RBC Trigger Phoenix Autocallable Notes, due October 4, 2017 (Linked to the Worst Performing of Two Equity Indices) 78010U3J4
#26 RBC Trigger Phoenix Autocallable Notes, due March 23, 2015 (Linked to the Worst Performing of Three Equity Securities) 78010UEQ6
#27 RBC Trigger Phoenix Autocallable Notes, due November 27, 2020 (Linked to the Worst Performing of Two Equity Indices) 78010U5H6
#28 RBC Trigger Phoenix Autocallable Notes, due November 17, 2017 (Linked to the Worst Performing of Three Equity Indices) 78010U5X1
#29 RBC Trigger Phoenix Callable Notes, due December 10, 2020 (Linked to the Worst Performing of Three Equity Indices) 78010U6C6
#31 RBC Trigger Phoenix Autocallable Notes, due December 15, 2017 (Linked to the Worst Performing of Two Equity Securities) 78010U6W2
#32 RBC Trigger Phoenix Autocallable Notes, due December 15, 2016 (Linked to the Worst Performing of Two Equity Securities) 78010U7A9
#33 RBC Trigger Phoenix Autocallable Notes, due December 22, 2016 (Linked to the Worst Performing of Three Equity Securities) 78010U7E1
#34 RBC Trigger Phoenix Autocallable Notes, due January 31, 2018 (Linked to the Market Vectors Gold Miners ETF®) 78012KAT4
#35 RBC Trigger Phoenix Autocallable Notes, due December 15, 2016 (Linked to the Worst Performing of Three Equity Securities) 78012KAP2
#36 RBC Trigger Phoenix Autocallable Notes with Memory Coupon , due January 26, 2018 (Linked to the Common Stock of Yahoo! Inc. ) 78012KAR8
#37 RBC Trigger Phoenix Autocallable Notes, due January 20, 2017 (Linked to the Worst Performing of Two Exchange Traded Funds) 78012KAS6
#38 RBC Trigger Phoenix Autocallable Notes, due January 30, 2018 (Linked to the Market Vectors Gold Miners ETF®) 78012KAT4
#41 Contingent Income Callable Index Linked Notes, due March 1, 2022 (Linked to SPX/RTY) 78012KBF3
#42 Contingent Income Callable Index Linked Notes, due February 15, 2022 (Linked to SPX/RTY) 78012KBR7
#43 RBC Trigger Phoenix Autocallable Notes, due February 23, 2018 (Linked to Market Vectors® Oil Services ETF) 78012KBS5
#44 RBC Trigger Phoenix Autocallable Notes, due March 8, 2016 (Linked to the Common Stock of Under Armor, Inc.) 78012KBV8
#45 RBC Trigger Phoenix Autocallable Notes, due August 27, 2015 (Linked to the Worst Performing of Two Equity Securities) 78012KBZ9
#46 Contingent Income Callable Index Linked Notes, due March 31, 2020 (Linked to SPX/RTY) 78012KCG0
#47 RBC Trigger Phoenix Autocallable Notes, due March 31, 2020 (Linked to the Worst Performing of Three Equity Indices) 78012KCT2
#48 RBC Trigger Phoenix Autocallable Notes, due February 1, 2017 (Linked to the Worst Performing of Two Equity Indices) 78012KDX2
#49 RBC Trigger Phoenix Autocallable Notes, due May 2, 2017 (Linked to the Worst Performing of Two Exchange Traded Funds) 78013GAA3
#50 RBC Trigger Phoenix Autocallable Notes, due May 18, 2017 (Linked to the Common Stock of Twitter, Inc.) 78012KEH6
#51 RBC Trigger Phoenix Autocallable Notes, due December 2, 2015 (Linked to the Worst Performing of Two Equity Securities) 78012KEN3
#52 RBC Trigger Phoenix Autocallable Notes, due July 6, 2016 (Linked to the Common Stock of Amazon.com, Inc.) 78013GAC9
#53 RBC Trigger Phoenix Autocallable Notes, due July 27, 2018 (Linked to the Worst Performing of Two Equity Securities) 78013GAD7
#54 RBC Trigger Phoenix Autocallable Notes, due August 2, 2017 (Linked to the Worst Performing of Three Equity Securities) 78013GAE5
#55 RBC Trigger Phoenix Autocallable Notes, due August 25, 2016 (Linked to the Common Stock of Apple Inc.) 78013GAF2
#56 RBC Trigger Phoenix Autocallable Notes, due May 2, 2016 (Linked to the Worst Performing of Two Equity Securities) 78013GAH8
#57 RBC Trigger Phoenix Autocallable Notes, due May 27, 2016 (Linked to the Worst Performing of Two Equity Securities) 78013GAK1
#58 RBC Trigger Phoenix Autocallable Notes, due December 13, 2016 (Linked to the Common Stock of PayPal Holdings, Inc.) 78013GAM7
#59 RBC Trigger Phoenix Autocallable Notes, due December 21, 2018 (Linked to the Common Stock of Apple Inc.) 78012KKE6
#60 RBC Contingent Income Callable Index Linked Notes, due December 22, 2022 (Linked to two Indices) 78012KKG1
#61 Trigger Phoenix Autocallable Notes, due January 11, 2019 (Linked to the Common Stock of Apple Inc.) 78012KKR7
#62 Trigger Phoenix Autocallable Notes, due January 18, 2023 (Linked to the Worst Performing of Two Equity Indices) 78012KKT3
#63 Trigger Phoenix Autocallable Notes, due January 18, 2019 (Linked to the Common Stock of Apple Inc.) 78012KKW6
#64 Trigger Phoenix Autocallable Notes, due August 2, 2016 (Linked to the Worst Performing of Two Equity Securities) 78013GAP0
#66 Trigger Phoenix Autocallable Notes, due August 2, 2016 (Linked to the Worst Performing of Two Equity Indicies) 78012KLY1
#67 Trigger Phoenix Autocallable Notes, due March 20, 2017 (Linked to the SPDR® S&P® Biotech ETF ) 78012KMF1
#68 Fixed Coupon Callable Notes, due March 22, 2017 (Linked to the Common Stock of Celgene Corporation) 78013GAR6
#69 RBC Contingent Income Callable Index Linked Notes, due December 22, 2022 (Linked to the Common Stock of Microsoft Corporation) 78013GAT2
#70 Trigger Phoenix Autocallable Notes, due April 18, 2017 (Linked to the Common Stock of Under Armour, Inc.) 78013GAU9
#71 Trigger Phoenix Autocallable Notes, due July 13, 2017 (Linked to the Worst Performing of Two Equity Indices) 78012KNJ2
#72 Trigger Phoenix Autocallable Notes, due October 31, 2017 (Linked to the SPDR® S&P® Bank ETF ) 78012KNP8
#73 Trigger Phoenix Autocallable Notes, due June 1, 2018 (Linked to the Common Stock of Apple Inc.) 78013GBA2
#74 Trigger Phoenix Autocallable Notes, due November 10, 2016 (Linked to the Worst Performing of Two Equity Securities) 78013GAY1
#75 Trigger Phoenix Autocallable Notes, due November 9, 2017 (Linked to the Worst Performing of Two Equity Indices and One ETF) 78012KPC5
#76 Trigger Phoenix Autocallable Notes, due May 30, 2019 (Linked to the Market Vectors® Gold Miners ETF) 78012KPE1
#77 Trigger Phoenix Autocallable Notes, due May 29, 2019 (Linked to the SPDR® S&P® Biotech ETF) 78012KPJ0
#78 Trigger Phoenix Autocallable Notes, due November 29, 2016 (Linked to the Worst Performing of Two Equity Security) 78013GAZ8
#79 Trigger Phoenix Autocallable Notes, due June 1, 2018 (Linked to the Common Stock of Apple Inc.) 78013GBA2
#80 Auto-Callable Contingent Coupon Barrier Notes, due December 3, 2020 (Linked to the Common Stock of Gilead Sciences, Inc.) 78013XBR8
#81 Trigger Phoenix Autocallable Notes, due June 14, 2018 (Linked to the Worst Performing of Three Exchange Traded Funds ) 78012KQE0
#82 Trigger Phoenix Autocallable Notes, due June 16, 2017 (Linked to the Common Stock of Bank Of America Corporation) 78013GBB0
#83 Auto-Callable Contingent Coupon Barrier Notes, due December 21, 2016 (Linked to the Worst Performing of Two Equity Securities) 780123GBC8
#84 Auto-Callable Contingent Coupon Barrier Notes, due January 5, 2017 (Linked to the Worst Performing of Two Equity Securities) 78013GBD6
#85 Phoenix Autocallable Notes, due July 26, 2017 (Linked to the ADRs of Teva Pharmaceutical Industries Ltd.) 78012KQR1
#86 Auto‐Callable Contingent Coupon Barrier Notes, due November 13, 2017 (Linked to the Lesser Performing of Two Equity Indices) 78012KQS9

#87

Auto-Callable Contingent Coupon Barrier Notes, due July 19, 2018 (Linked to the Lesser Performing of Three Exchange Traded Funds)

78012KQW0

#88

Auto‐Callable Contingent Coupon Barrier Notes, due July 19, 2018 (Linked to the Market Vectors® Gold Miners ETF)

78012KQY6

#89

Trigger Phoenix Autocallable Notes, due January 27, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GBF1

#90

Barrier Enhanced Return Notes, due July 22, 2021 (Linked to a Basket of Equity Indices)

78012KRB5.

#91

Auto‐Callable Contingent Coupon Barrier Notes, due August 15, 2019 (Linked to the Market Vectors® Gold Miners ETF)

78012KSF5

#92

Auto‐Callable Contingent Coupon Barrier Notes, due February 9, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78012GBG9

#93

Auto‐Callable Contingent Coupon Barrier Notes, due August 21, 2018 (Linked to the Market Vectors® Gold Miners ETF)

78012KSN8

#94

Trigger Phoenix Autocallable Notes, due February 15, 2018 (Linked to the Worst Performing of Three Equity Indices)

78012KSP3

#95

Auto-Callable Contingent Coupon Barrier Notes, due August 22, 2019 (Linked to the SPDR® S&P® Biotech ETF)

78013GBH7

#96

Auto-Callable Contingent Coupon Barrier Notes, due August 27, 2019 (Linked to the Common Stock of Gilead Sciences, Inc.)

78012KST5

#97

Auto-Callable Contingent Coupon Barrier Notes, due August 24, 2021 (Linked to the SPDR® S&P® Biotech ETF)

78012KSU2

#98

Auto-Callable Contingent Coupon Barrier Notes, due August 27, 2021 (Linked to the Lesser Performing of Two Equity Securities )

78012KSW8

#99

Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019 (Linked to the Market Vectors® Gold Miners ETF)

78012KSX6

#100

Auto-Callable Contingent Coupon Barrier Notes, due September 2, 2021 (Linked to the Lesser Performing of Two Equity Securities )

78012KSZ1

#101

Auto-Callable Contingent Coupon Barrier Notes, due September 6, 2017 (Linked to the Lesser Performing of Three Exchange Traded Funds)

78012KTA5

#104

Auto-Callable Contingent Coupon Barrier Notes, due March 13, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GBJ3

#105

Auto-Callable Contingent Coupon Barrier Notes, due September 18, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GBK0

#106

Auto-Callable Contingent Coupon Barrier Notes, due September 22, 2017 (Linked to the Common Stock of Bank of America Corporation)

78013GBM6

#107

Fixed Coupon Callable Notes , due September 25, 2017 (Linked to the Common Stock of Celgene Corporation )

78013GBN4

#108

Trigger Phoenix Autocallable Notes, due September 28, 2017 (Linked to the Lesser Performing of Two Exchange Traded Funds)

78012KTU1

#109

Issuer Callable Contingent Coupon Barrier Notes, due October 2, 2018 (Linked to the Common Stock of Microsoft Corporation)

78013GBP9

#110

Auto-Callable Contingent Coupon Barrier Notes, due October 11, 2019 (Linked to the SPDR® S&P® Biotech ETF)

78012KTY3

#111

Auto-Callable Contingent Coupon Barrier Notes, due October 11, 2019 (Linked to the VanEck Vectors® Gold Miners ETF)

78012KUG0

#112

Auto-Callable Contingent Coupon Barrier Notes , due April 10, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GBQ7

#113

Auto-Callable Contingent Coupon Barrier Notes , due October 11, 2019 (Linked to the VanEck Vectors® Gold Miners ETF)

78012KUJ4

#114

Issuer Callable Contingent Coupon Barrier Notes, due October 25, 2018

78012KUR6

#115

Issuer Callable Contingent Coupon Barrier Notes, due October 25, 2016  (Linked to the Common Stock of The Walt Disney Company)

78013GBS3

#116

Auto-Callable Contingent Coupon Barrier Notes, due October 31, 2019 (Linked to the Lesser Performing of Three Equity Securities)

78012KUV7

#117 Auto-Callable Contingent Coupon Barrier Notes, due November 4, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KUY1
#118 Auto-Callable Contingent Coupon Barrier Notes, due November 2, 2018 (Linked to the Lesser Performing of Three Equity Securities) 78012KUZ8
#119 Auto-Callable Contingent Coupon Barrier Notes, due November 14, 2019 (Linked to the VanEck Vectors® Gold Miners ETF) 78012KVN4
#120 Auto‐Callable Contingent Coupon Barrier Notes, due November 15, 2018 (Linked to the Lesser Performing of Two Equity Indices) 78012KVQ7
#121 Auto-Callable Contingent Coupon Barrier Notes, due November 14, 2019 (Linked to the Lesser Performing of Three Equity Indice) 78012KVU8
#122 Auto-Callable Contingent Coupon Barrier Notes, due November 16, 2021 (Linked to the SPDR® S&P® Biotech ETF) 78012KVV6
#123 Auto-Callable Contingent Coupon Barrier Notes, due November 16, 2021 (Linked to the SPDR® S&P® Biotech ETF) 78012KVW4
#124 Auto-Callable Contingent Coupon Barrier Notes, due June 1, 2018 (Linked to the Lesser Performing of Two Exchange Traded Funds) 78012KVX2
#125 Auto-Callable Contingent Coupon Barrier Notes, due December 12, 2019 (Linked to the iShares® Dow Jones US Real Estate ETF) 78012KXH5
#126 Auto-Callable Contingent Coupon Barrier Notes, due December 19, 2019 (Linked to the Lesser Performing of Three Exchange Traded Funds) 78012KWH6
#127 Auto-Callable Contingent Coupon Barrier Notes, due December 19, 2019 (Linked to the VanEck Vectors® Gold Miners ETF) 78012KWF0
#128 Auto-Callable Contingent Coupon Barrier Notes, due December 19, 2019 (Linked to the Lesser Performing of Three Equity Indices) 78012KWE3
#129 Auto-Callable Contingent Coupon Barrier Notes with Memory Coupon, due December 27, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KXP7
#130 Auto-Callable Contingent Coupon Barrier Notes, due December 20, 2018 (Linked to the Common Units of The Blackstone Group L.P.) 78012KXR3
#131 Auto-Callable Contingent Coupon Barrier Notes, due December 19, 2019 (Linked to the Common Stock of Apple Inc.) 78013GBV6
#132 Auto-Callable Contingent Coupon Barrier Notes, due December 26, 2017 (Linked to the Common Stock of Amazon.com, Inc.) 78013GBW4
#133 Auto-Callable Contingent Coupon Barrier Notes, due December 27, 2017 (Linked to the SPDR® S&P® Biotech ETF) 78012KXS1
#134 Auto-Callable Contingent Coupon Barrier Notes, due December 23, 2021 (Linked to the SPDR® S&P® Biotech ETF) 78012KXV4
#135 Issuer Callable Contingent Coupon Barrier Notes, due January 28, 2019 (Linked to the Common Stock of JPMorgan Chase & Co.) 78013GBY0
#137 Auto-Callable Contingent Coupon Barrier Notes, due January 16, 2020 (Linked to the VanEck Vectors® Gold Miners ETF)

78012KYH4

#138 Auto-Callable Contingent Coupon Barrier Notes, due January 17, 2019 (Linked to the SPDR® S&P® Biotech ETF)

78012KYJ0

#139 Auto-Callable Contingent Coupon Barrier Notes, due July 10, 2017 (Linked to the Lesser Performing of Two Equity Securities) 78013GCA1
#140 Auto-Callable Contingent Coupon Barrier Notes, due January 23, 2020 (Linked to the Common Stock of Apple Inc.) 78012KYL5
#141 Auto-Callable Contingent Coupon Barrier Notes, due January 24, 2020 (Linked to the Lesser Performing of Three Exchange Traded Funds) 78012KYN1
#142 Auto‐Callable Floating Rate and Contingent Coupon Barrier Notes, due January 9, 2020 (Linked to the Lesser Performing of Two Equity Indices) 78012KYP6
#143 Auto-Callable Contingent Coupon Barrier Notes, due January 24, 2020 (Linked to the Common Stock of Under Armour)

78012KYY7

#144 Auto-Callable Contingent Coupon Barrier Notes, due January 30, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KYZ4
#145 Auto-Callable Contingent Coupon Barrier Notes, due January 29, 2020 (Linked to the SPDR® S&P® Biotech ETF)

78012KZC4

#146 Issuer Callable Contingent Coupon Barrier Notes, due January 29, 2019 (Linked to the Common Stock of The Walt Disney Company)

78013GCB9

#147 Auto-Callable Contingent Coupon Barrier Notes, due January 30, 2018 (Linked to the Lesser Performing of Four Equity Securities)

78012KZB6

#148 Auto-Callable Contingent Coupon Barrier Notes, due October 31, 2018 (Linked to the Lesser Performing of Two Equity Indices)

78012KZH3

#149 Auto-Callable Contingent Coupon Barrier Notes, due August 9, 2018 (Linked to the Lesser Performing of Three Equity Securities)

78012KZX8

#150 Auto-Callable Contingent Coupon Barrier Notes, due February 13, 2020 (Linked to the Lesser Performing of Three Equity Indices)

78012KZM2

#151 Auto-Callable Contingent Coupon Barrier Notes, due February 13, 2020 (Linked to the VanEck Vectors® Gold Miners ETF)

78012KZN0

#152 Auto-Callable Contingent Coupon Barrier Notes, due February 13, 2020 (Linked to the SPDR® S&P® Biotech ETF)

78012KZP5

#153 Auto‐Callable Floating Rate and Contingent Coupon Barrier Notes, due February 13, 2020 (Linked to the Lesser Performing of Two Equity Indices)

78012KZQ3

#155 Auto-Callable Contingent Coupon Barrier Notes, due February 19, 2019 (Linked to the Lesser Performing of Two Equity Indices)

78012KA56

#156 Auto-Callable Contingent Coupon Barrier Notes, due February 20, 2019 (Linked to the Common Stock of Under Armour, Inc.)

78013GCL7

#157 Auto-Callable Contingent Coupon Barrier Notes, due August 17, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GCM5

#158 Auto-Callable Contingent Coupon Barrier Notes, due Due February 27, 2020 (Linked to the Lesser Performing of Three Equity Indices)

78012KA98

#160 Auto-Callable Contingent Coupon Barrier Notes, due February 27, 2020 (Linked to the VanEck Vectors® Gold Miners ETF)

78012KB22

#161 Auto-Callable Contingent Coupon Barrier Notes, due February 22, 2019 (Linked to the Common Stock of Bank of America Corporation)

78013GCF0

#162 Auto-Callable Contingent Coupon Barrier Notes, due February 22, 2019 (Linked to the Common Stock of Wells Fargo & Company)

78013GCG8

#163 Auto-Callable Contingent Coupon Barrier Notes, due February 22, 2019 (Linked to the Common Stock of Facebook, Inc.)

78013GCH6

#166 Auto-Callable Contingent Coupon Barrier Notes, due February 27, 2020 (Linked to the Common Stock of Apple Inc.)

78012KB71

#167 Issuer Callable Contingent Coupon Barrier Notes, due February 25, 2021 (Linked to the Lesser Performing of Two Equity Indices)

78012KB89

#168 Auto-Callable Contingent Coupon Barrier Notes, due February 27, 2020 (Linked to the Lesser Performing of Four Equity Securities)

78012KC21

#169 Auto-Callable Barrier Notes, due March 3, 2022 (Linked to the Lesser Performing of Two Equity Indices)

78012KC47

#170 Auto-Callable Contingent Coupon Barrier Notes, due August 31, 2017 (Linked to the Lesser Performing of Two Exchange Traded Funds)

78013GCT0

#171 Auto-Callable Contingent Coupon Barrier Notes, due March 7, 2019 (Linked to the American Depositary Shares of Teva Pharmaceutical Industries Limited)

78013GCY9

#172 Auto-Callable Contingent Coupon Barrier Notes, due March 7, 2019 (Linked to the Common Stock of Netflix, Inc.)

78013GCN3

#173 Auto-Callable Contingent Coupon Barrier Notes, due March 7, 2019 (Linked to the Common Stock of Bank of America Corporation)

78013GCP8

#174 Auto-Callable Contingent Coupon Barrier Notes, due March 7, 2019 (Linked to the Common Stock of AbbVie Inc.)

78013GCQ6

#175 Auto-Callable Contingent Coupon Barrier Notes, due March 7, 2019 (Linked to the Common Stock of Amgen Inc.)

78013GCR4

#176 Auto-Callable Contingent Coupon Barrier Notes, due March 7, 2019 (Linked to the Common Stock of Apple Inc.)

78013GCS2

#177 Auto-Callable Contingent Coupon Barrier Notes, due March 21, 2019 (Linked to the Lesser Performing of Two Exchange Traded Funds and One Equity Index)

78012KE78

#178 Auto-Callable Contingent Coupon Barrier Notes, due March 27, 2020 (Linked to the Lesser Performing of Two Exchange Traded Funds)

78012KF69

#179 Auto-Callable Contingent Coupon Barrier Notes, due March 20, 2020 (Linked to the Lesser Performing of Four Equity Securities)

78013GCU7

#180 Auto-Callable Contingent Coupon Barrier Notes, due March 20, 2020 (Linked to the VanEck Vectors® Gold Miners ETF)

78013GCV5

#182 Auto-Callable Floating Rate and Contingent Coupon Barrier Notes, due March 20, 2020 (Linked to the Lesser Performing of Two Equity Indices)

78012KC70

#183 Auto-Callable Contingent Coupon Barrier Notes, due September 28, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GDH5

#185 Auto-Callable Contingent Coupon Barrier Notes, due March 28, 2019 (Linked to the SPDR® S&P® Biotech ETF)

78012KG50

#186 Auto-Callable Contingent Coupon Barrier Notes, Due March 28, 2019 (Linked to the Common Stock of Facebook, Inc.) 78013GDC6
#187 Auto-Callable Contingent Coupon Barrier Notes, due March 28, 2019 (Linked to the Common Stock of Bank of America Corporation)

78013GDD4

#188 Auto-Callable Contingent Coupon Barrier Notes, due September 28, 2017 (Linked to the Lesser Performing of Two Equity Securities)

78013GDH5

#189 Auto-Callable Contingent Coupon Barrier Notes, Due March 28, 2019 (Linked to the Common Stock of Apple Inc.)

78013GDB8

#190 Auto-Callable Contingent Coupon Barrier Notes, due April 1, 2019 (Linked to the Lesser Performing of Three Equity Securities)

78012KF93

#191 Auto-Callable Contingent Coupon Barrier Notes, due April 2, 2020 (Linked to the Lesser Performing of Four Equity Securities)

78013GDF9

#192 Auto-Callable Contingent Coupon Barrier Notes, due October 1, 2020 (Linked to the Lesser Performing of Two Equity Securities) 78013GDG7
#193 Issuer Callable Contingent Coupon Barrier Notes, due April 2, 2019 (Linked to the Common Stock of Microsoft Corporation) 78013GDJ1
#194 Issuer Callable Contingent Coupon Barrier Notes, due April 10, 2019 (Linked to the Common Stock of JPMorgan Chase & Co.) 78013GDS1
#195 Auto-Callable Contingent Coupon Barrier Notes, due April 11, 2019 (Linked to the SPDR® S&P® Biotech ETF) 78013GDM4
#196 Auto-Callable Contingent Coupon Barrier Notes, due April 11, 2019 (Linked to the VanEck Vectors® Gold Miners ETF) 78013GDN2
#197 Auto-Callable Contingent Coupon Barrier Notes, due April 11, 2019 (Linked to the Common Stock of MetLife, Inc.) 78013GDP7
#198 Auto-Callable Contingent Coupon Barrier Notes, due April 11, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78013GDK8
#199 Auto-Callable Contingent Coupon Barrier Notes, due April 11, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78013GDL6
#200 Auto-Callable Contingent Coupon Barrier Notes, due April 16, 2020 (Linked to the Lesser Performing of Four Equity Securities) 78013GDQ5
#201
#202
#203
Auto-Callable Contingent Coupon Barrier Notes, due April 25, 2019 (Linked to the Common Stock of MetLife, Inc.)
(Linked to the Common Stock of Netflix, Inc.)
(Linked to the Common Stock of Tesla, Inc.)
78012KJ73
78012KJ81
78012KJ99
#204 Auto-Callable Contingent Coupon Barrier Notes, due April 25, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KK22
#205 Auto-Callable Contingent Coupon Barrier Notes, due April 25, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KK30
#206 Auto-Callable Barrier Notes, due April 22, 2022 (Linked to the Lesser Performing of Two Equity Indices) 78012KK71
#207 Auto-Callable Contingent Coupon Barrier Notes, due October 18, 2017 (Linked to the Lesser Performing of Two Equity Securities) 78013GDT9
#208 Auto-Callable Contingent Coupon Barrier Notes, due April 30, 2020 (Linked to the Lesser Performing of Four Equity Securities) 78012KL39
#209 Auto-Callable Contingent Coupon Barrier Notes, due April 25, 2019 (Linked to SPDR® S&P® Biotech ETF) 78012KK97
#210 Auto-Callable Contingent Coupon Barrier Notes, due April 29, 2021 (Linked to the Lesser Performing of Two Exchange Traded Funds) 78012KL62
#211 Auto-Callable Barrier Notes, due April 30, 2020 (Linked to the SPDR® S&P® Biotech ETF) 78012KN29
#214 Auto-Callable Contingent Coupon Barrier Notes, due May 9, 2019
$543,000 Linked to the Common Stock of Bank of America Corporation
$422,000 Linked to the Common Stock of Netflix, Inc.
$421,000 Linked to the Common Stock of Tesla, Inc.
78012KN37
78012KN45
78012KN52
#215 Auto-Callable Contingent Coupon Barrier Notes, due May 9, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KN60
#216 Auto-Callable Contingent Coupon Barrier Notes, due May 9, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KN78
#217 Auto-Callable Contingent Coupon Barrier Notes,  Due May 5, 2022 (Linked to the Lesser Performing of Two Equity Securities) 78012KQ26
#218 Auto-Callable Contingent Coupon Barrier Notes, Due May 5, 2022 (Linked to the Lesser Performing of Two Equity Securities) 78012KQ34
#219 Issuer Callable Contingent Coupon Barrier Notes, due May 8, 2019 (Linked to the Common Stock of The Home Depot, Inc.) 78013GDZ5
#221 Auto-Callable Contingent Coupon Barrier Notes, due May 23, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KR33
#222 Auto-Callable Contingent Coupon Barrier Notes, due May 23, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KR41
#223 Auto-Callable Contingent Coupon Barrier Notes, due May 23, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KR58
#224 Auto-Callable Contingent Coupon Barrier Notes, due May 23, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KR82
#225 Auto-Callable Contingent Coupon Barrier Notes, due May 23, 2019 (Linked to the American Depositary Shares of Alibaba Group Holding Limited, Linked to the Common Stock of Netflix, Inc.) 78012KR82
#226 Auto-Callable Contingent Coupon Barrier Notes, due May 23, 2019 (Linked to the American Depositary Shares of Alibaba Group Holding Limited, Linked to the Common Stock of Netflix, Inc.) 78012KR82
#227 Auto-Callable Contingent Coupon Barrier Notes, due May 22, 2020 (Linked to the Lesser Performing of Two Equity Indices and One Exchange Traded Fund) 78012KS24
#229 Auto-Callable Contingent Coupon Barrier Notes, due May 20, 2020 (Linked to the Lesser Performing of Four Equity Securities) 78012KR90
#233 Auto-Callable Contingent Coupon Barrier Notes, due June 13, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KU39
#235 Auto-Callable Contingent Coupon Barrier Notes, due June 13, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KU47
#236 Auto-Callable Contingent Coupon Barrier Notes, due June 12, 2020 (Linked to the Lesser Performing of One Exchange Traded Fund and Two Equity Indices) 78012KU54
#237 Auto-Callable Contingent Coupon Barrier Notes, due May 29, 2020 (Linked to the Lesser Performing of Two Equity Securities) 78013GEC5
#238 Auto-Callable Contingent Coupon Barrier Notes, due May 29, 2020 (Linked to the Lesser Performing of Two Exchange Traded Funds) 78012KU70
#239 Auto-Callable Contingent Coupon Barrier Notes, due May 31, 2019 (Linked to the Lesser Performing of Three Equity Securities) 78012KT23
#240 Auto-Callable Contingent Coupon Barrier Notes, due December 5, 2017 (Linked to the Lesser Performing of the Common Stock of Simon Property Group, Inc. and the SPDR® S&P® Biotech ETF) 78013GED3
#241 Auto-Callable Contingent Coupon Barrier Notes, due June 19, 2018 (Linked to the Lesser Performing of Two Equity Securities) 78013GEF8
#242 Auto-Callable Barrier Notes, due June 14, 2022 (Linked to the Lesser Performing of Two Equity Indices) 78012KW60
#243 Issuer Callable Contingent Coupon Barrier Notes, due June 12, 2019 (Linked to the Common Stock of Wynn Resorts, Limited) 78013GEH4
#244 Auto-Callable Contingent Coupon Barrier Notes, due June 13, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KW86
#245 Auto-Callable Contingent Coupon Barrier Notes, due June 13, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KW94
#246 Auto-Callable Contingent Coupon Barrier Notes, due June 19, 2020 (Linked to the Lesser Performing of Four Equity Securities) 78012KY27
#249 Auto-Callable Contingent Coupon Barrier Notes, due June 27, 2019 (Linked to the Common Stock of General Motors Company) 78012KY50
#250 Auto-Callable Contingent Coupon Barrier Notes, due June 27, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KY68
#251 Auto-Callable Contingent Coupon Barrier Notes, due June 27, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KY76
#252 Auto-Callable Contingent Coupon Barrier Notes, due June 27, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012KY84
#253 Auto-Callable Contingent Coupon Barrier Notes, due July 2, 2020 (Linked to the Lesser Performing of Four Equity Securities) 78012KZ34
#254 Issuer Callable Contingent Coupon Barrier Notes, due June 25, 2020 (Linked to the Lesser Performing of Two Equity Indices) 78012KZ59
#255 Auto-Callable Contingent Coupon Barrier Notes Linked to the SPDR S&P® Oil & Gas Exploration & Production ETF, due July 11, 2019 78012KZ75
#257 Auto-Callable Contingent Coupon Barrier Notes, due July 11, 2019 (Linked to the Lesser Performing of Two Equity) 78012KZ91
#258 Auto-Callable Contingent Coupon Barrier Notes Linked to the Lesser Performing of Two Equity Securities, due July 11, 2019 78012K2A4
#259 Issuer Callable Contingent Coupon Barrier Notes, due July 5, 2019 (Linked to the Common Stock of Microsoft Corporation) 78013GEK7
#260 Auto-Callable Contingent Coupon Barrier Notes, due July 19, 2022 (Linked to the Lesser Performing of Two Exchange Traded Funds) 78012K2F3
#261 Issuer Callable Contingent Coupon Barrier Notes, due July 16, 2019 (Linked to the Common Stock of JPMorgan Chase & Co.) 78013GEL5
#262 Auto-Callable Contingent Coupon Barrier Notes, due July 16, 2020 (Linked to the iShares® MSCI Emerging Markets ETF) 78012K2R7
#263 Auto-Callable Contingent Coupon Barrier Notes, due July 25, 2019 78012K2S5
#264 Auto-Callable Contingent Coupon Barrier Notes, due July 25, 2019 78012K2T3
#265 Auto-Callable Contingent Coupon Barrier Notes, due July 25, 2019 (Linked to the Lesser Performing of Two Equity) 78012K2U0
#266 Auto-Callable Contingent Coupon Barrier Notes, due July 25, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K2V8
#267 Auto-Callable Contingent Coupon Barrier Notes, due July 25, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K2W6
#269 Auto-Callable Contingent Coupon Barrier Notes, due July 17, 2020 (Linked to the Lesser Performing of Two Equity Securities) 78012K3E5
#270 Auto-Callable Barrier Notes, due July 28, 2022 (Linked to the Lesser Performing of Two Equity Indices) 78012K3H8
#272 Auto-Callable Contingent Coupon Barrier Notes, due November 8, 2018 (Linked to the Lesser Performing of Two Equity Securities) 78013GEM3
#274 Auto-Callable Contingent Coupon Barrier Notes, Due August 15, 2019 (Linked to the Common Stock of Bank of America Corporation) 78012K3Q8
#276 Auto-Callable Contingent Coupon Barrier Notes, Due August 15, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K3S4
#277 Auto-Callable Contingent Coupon Barrier Notes, Due August 15, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K3T2
#278 Auto-Callable Contingent Coupon Barrier Notes, Due August 15, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K3U9
#280 Auto-Callable Contingent Coupon Barrier Notes, due August 7, 2020 (Linked to the Lesser Performing of Four Equity Securities) 78012K3X3
#281 Auto-Callable Contingent Coupon Barrier Notes, due July 30, 2020 (Linked to the Lesser Performing of Three Equity Securities) 78013GEN1
#282 Auto-Callable Contingent Coupon Barrier Notes, due August 9, 2022 (Linked to the Lesser Performing of Two Equity Securities) 78012K4E4
#284 Issuer Callable Contingent Coupon Barrier Notes, due August 14, 2019 (Linked to the Common Stock of Merck & Co., Inc.) 78013GEQ4
#285 Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019(Linked to the Common Stock of Bank of America Corporation) 78012K4N4
#286 Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K4P9
#287 Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K4Q7
#288 Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K4R5
#289 Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K4S3
#290 Auto-Callable Contingent Coupon Barrier Notes, due August 28, 2020 (Linked to the VanEck Vectors® Gold Miners ETF) 78012K4T1
#292 Auto-Callable Contingent Coupon Barrier Notes, due August 29, 2019 (Linked to the Common Stock of Facebook, Inc.) 78012K5C7
#293 Auto-Callable Barrier Notes, due August 27, 2020 (Linked to the SPDR® S&P® Biotech ETF) 78012K5D5
#294 Auto-Callable Contingent Coupon Barrier Notes, due August 26, 2020 (Linked to the Lesser Performing of Two Exchange Traded Funds) 78012K5E3
#296 Auto-Callable Contingent Coupon Barrier Notes, due September 12, 2019 (Linked to the Common Stock of Bank of America Corporation) 78012K5Q6
#297 Auto-Callable Contingent Coupon Barrier Notes, due September 12, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K5R4
#298 Auto-Callable Contingent Coupon Barrier Notes, due September 12, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K5S2
#299 Auto-Callable Contingent Coupon Barrier Notes, due September 12, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K5T0
#300 Auto-Callable Contingent Coupon Barrier Notes, due September 12, 2019 (Linked to the Lesser Performing of Two Equity Securities) 78012K5U7
#301 Auto-Callable Contingent Coupon Barrier Notes, due September 12, 2019 (Linked to the SPDR S&P® Oil & Gas Exploration & Production ETF) 78012K5V5
#302 Auto-Callable Contingent Coupon Barrier Notes, due March 5, 2018 (Linked to the Lesser Performing of the Common Stock of Delta Air Lines, Inc. and the VanEck Vectors® Gold Miners ETF) 78012K5W3
#303 Issuer Callable Contingent Coupon Barrier Notes, due September 13, 2022 (Linked to the Lesser Performing of Two Equity Indices) 78012K5Y9
#305 Auto-Callable Contingent Coupon Barrier Notes, Due September 17, 2018 (Linked to the Common Stock of Applied Materials Inc.) 78013GEU5
#307

Auto-Callable Contingent Coupon Barrier Notes, Due September 17, 2020 (Linked to the Lesser Performing of Three Equity Securities)

78012K6D4

#313

Issuer Callable Contingent Coupon Barrier Notes, Due September 18, 2019 (Linked to the Common Stock of Wynn Resorts Limited)

78013GEW1

#306 Auto-Callable Contingent Coupon Barrier Notes, Due September 18, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78012K6C6

#304 Auto-Callable Contingent Coupon Barrier Notes, Due September 18, 2020 (Linked to the Lesser Performing of Four Equity Securities)

78012K6A0

#315 Auto-Callable Contingent Coupon Barrier Notes, Due September 25, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78012K6U6

#310
#311
Auto-Callable Contingent Coupon Barrier Notes, Due September 26, 2019(Linked to the Common Stock of Bank of America Corporation.)
(Linked to the Common Stock of Netflix, Inc.)

78012K6M4
78012K6L6

#308 Auto-Callable Contingent Coupon Barrier Notes, Due September 26, 2019 (Linked to the Lesser Performing of Four Equity Securities)

78012K6P7

#309 Auto-Callable Contingent Coupon Barrier Notes, Due September 26, 2019 (Linked to the Lesser Performing of Two Equity Securities)

78012K6Q5

#314

Auto-Callable Contingent Coupon Barrier Notes, Due September 30, 2022 (Linked to the Lesser Performing of Two Equity Indices)

 78012K7H4

#316
#317

Auto-Callable Contingent Coupon Barrier Notes, Due October 10, 2019(Linked to the Common Stock of Apple Inc.)
(Linked to the Common Stock of Bank of America Corporation)

78012K7L5
78012K7M3

#318

Auto-Callable Contingent Coupon Barrier Notes, Due October 10, 2019 (Linked to the Lesser Performing of Two Equity Securities)

78013GJJ5

#319 Auto-Callable Contingent Coupon Barrier Notes, Due April 2, 2018 (Linked to the Lesser Performing of the Common Stock of Amzon.com, Inc., the American Depository Shares of A;ibaba Group Holding Limited and the Common Stock of Alphabet Inc.)

78013GEX9

#320 Auto-Callable Contingent Coupon Barrier Notes, Due October 3, 2018 (Linked to the Lesser Performing of Two Equity Securities)

78013GEY7

#321 Auto-Callable Contingent Coupon Barrier Notes, Due October 9, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GJQ9

#323 Auto-Callable Contingent Coupon Barrier Notes, due October 15, 2020 (Linked to the Common Stock of Tesla, Inc.)

78013GKD6

#324 Auto-Callable Contingent Coupon Barrier Notes, Due October 23, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKE4

#325 Auto-Callable Contingent Coupon Barrier Notes, Due October 23, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKF1

#326 Auto-Callable Contingent Coupon Barrier Notes, Due October 23, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKG9

#327 Auto-Callable Contingent Coupon Barrier Notes, Due October 23, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKH7

#328 Step Down Auto-Callable Barrier Notes, due October 30, 2020 (Linked to the Lesser Performing of Two Equity Indices)

78013GFB6

#329 Auto-Callable Contingent Coupon Barrier Notes, Due October 23, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GFC4

#331 Auto-Callable Contingent Coupon Barrier Notes, Due October 29, 2020 (Linked to the Lesser Performing of Two Exchange Traded Funds)

78013GKS3

#332 Auto-Callable Contingent Coupon Barrier Notes, Due November 16, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKU8

#334 Auto-Callable Contingent Coupon Barrier Notes, Due November 16, 2020 (Linked to the Common Stock of Netflix, Inc.)

78013GKV6

#335 Auto-Callable Contingent Coupon Barrier Notes, Due November 16, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKW4

#336 Auto-Callable Contingent Coupon Barrier Notes, Due November 16, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013GKX2

#337 Auto-Callable Contingent Coupon Barrier Notes, Due November 8, 2022 (Linked to the Lesser Performing of Two Equity Securities)

78013GLH6

#338 Step Down Auto_callable Barrier Notes, Due December 2, 2020 (Linked to the Lesser Performing of Two Security Indices)

78013GLJ2

#339 Auto-Callable Contingent Coupon Barrier Notes, Due November 16, 2022 (Linked to the Lesser Performing of Two Equity Securities)

78013XAH1

#340 Auto-Callable Contingent Coupon Barrier Notes, Due November 20, 2019 (Linked to the Lesser Performing of Three Equity Securities)

78013XAM0

#341 Auto-Callable Contingent Coupon Barrier Notes, Due November 20, 2019 (Linked to the Lesser Performing of Three Equity Securities)

78013XAN8

#342 Auto-Callable Contingent Coupon Barrier Notes, Due November 25, 2019 (Linked to the Lesser Performing of Two Equity Indices)

78013XAP3

#343 Auto-Callable Contingent Coupon Barrier Notes, Due November 27, 2020 (Linked to the Lesser Performing of Two Equity Securities)

78013XAS7

#344 Auto-Callable Contingent Coupon Barrier Notes, Due November 27, 2020 (Linked to the Lesser Performing of Three Equity Securities)

78013XAT5

#345 Auto-Callable Contingent Coupon Barrier Notes, Due November 27, 2020 (Linked to the Lesser Performing of Four Equity Securities)

78013XAU2

#346 Auto-Callable Contingent Coupon Barrier Notes, Due November 18, 2021 (Linked to the Lesser Performing of Three Equity Indices)

78013XAY4

#347 Auto-Callable Contingent Coupon Barrier Notes, Due December 16, 2020 (Linked to the Lesser Performing of Four Equity Indices)

78013XBG2

#348 Auto-Callable Contingent Coupon Barrier Notes, Due December 11, 2020 (Linked to the Lesser Performing of Three Equity Securities)

78013XBE7

#350 Auto-Callable Contingent Coupon Barrier Notes, Due December 11, 2020 (Linked to the Lesser Performing of Two Equity Indices)

78013XBF4

#361 Auto-Callable Contingent Coupon Barrier Notes, Due January 15, 2021 (Linked to the Lesser Performing of Four Equity Securities)

78013XCV8

#362 Auto-Callable Contingent Coupon Barrier Notes, Due January 15, 2021 (Linked to the Lesser Performing of Two Equity Securities)

78013XCW6

#363 Auto-Callable Contingent Coupon Barrier Notes, Due January 15, 2021 (Linked to the Lesser Performing of Two Equity Securities)

78013XCX4

#364 Auto-Callable Contingent Coupon Barrier Notes, Due January 15, 2021 (Linked to the Common Stock of Tesla, Inc.)

78013XCY2