Bank of America : Form of prospectus filed in connection with primary offering of securities on a delayed basis

This pricing supplement, which is not complete and may be changed, relates to an effective Registration Statement under the Securities Act of 1933. This pricing supplement and the accompanying prospectus supplement and prospectus are not an offer to sell these notes in any country or jurisdiction where such an offer would not be permitted.

Preliminary Pricing Supplement - Subject to Completion (To Prospectus dated June 29, 2018 and Series N Prospectus Supplement dated June 29, 2018)Filed Pursuant to Rule 424(b)(2)

Registration Statement No. 333-224523

October 22, 2018

$_____________

Fixed to Floating Rate Notes Linked to the 10-Year U.S. Dollar ICE Swap Rate, due October [30], 2028

·	The notes are senior unsecured debt securities issued by Bank of America Corporation ("BAC"). All payments and the return of the principal amount on
the notes are subject to our credit risk.
·	The CUSIP number for the notes is 06048WXX3.
·	The notes are expected to price on October [26], 2018.
·	The notes will mature on October [30], 2028. At maturity, you will receive a cash payment equal to 100% of the principal amount of your notes, plus
any accrued and unpaid interest.
·	Interest will be paid on January [30], April [30], July [30] and October [30] of each year, beginning on January [30], 2019, and with the final interest
payment occurring on the maturity date.
·	From, and including, the issue date to, but excluding, October [30], 2020, the notes will bear interest at the fixed rate of 5.50% per annum.
·	From, and including, October [30], 2020, to, but excluding, the maturity date (the "Floating Rate Period"), the notes will bear interest at a floating rate
equal to the 10-Year U.S. Dollar ICE Swap Rate (which we refer to as "CMS10") plus the spread of 0.13% per annum. The floating interest rate will not
be less than 0.00%.
·	We will not have the option to redeem the notes prior to maturity.
·	The notes are issued in minimum denominations of $1,000 and whole multiples of $1,000.
·	The notes will not be listed on any securities exchange.
·	The initial estimated value of the notes will be less than the public offering price. As of the pricing date, the initial estimated value of the notes is
expected to be between $950.00 and $980.00 per $1,000 in principal amount. See "Summary of Terms" beginning on page PS-2 of this pricing
supplement, "Risk Factors" beginning on page PS-5 of this pricing supplement and "Structuring the Notes" on page PS-13 of this pricing supplement for
additional information. The actual value of your notes at any time will reflect many factors and cannot be predicted with accuracy.
The	notes:

Are Not FDIC Insured

Are Not Bank Guaranteed

May Lose Value

Per Note

Total

Public Offering Price	100.00%	$
Underwriting Discount	1.50%*	$
Proceeds (before expenses) to BAC	98.50%	$

* We or one of our affiliates may pay varying selling concessions of up to 1.50% in connection with the distribution of the notes to other registered broker dealers.

The notes are unsecured and are not savings accounts, deposits, or other obligations of a bank. The notes are not guaranteed by Bank of America, N.A. or any other bank, are not insured by the Federal Deposit Insurance Corporation or any other governmental agency, and involve investment risks. Potential purchasers of the notes should consider the information in "Risk Factors" beginning on page PS-5 of this pricing supplement, page S-5 of the attached prospectus supplement, and page 9 of the attached prospectus.

None of the Securities and Exchange Commission, any state securities commission, or any other regulatory body has approved or disapproved of these notes or passed upon the adequacy or accuracy of this pricing supplement, the accompanying prospectus supplement, or the accompanying prospectus. Any representation to the contrary is a criminal offense.

We will deliver the notes in book-entry form only through The Depository Trust Company on or about October [30], 2018 against payment in immediately available funds.

Series N MTN prospectus supplement dated June 29, 2018 and prospectus dated June 29, 2018

BofA Merrill Lynch

SUMMARY OF TERMS

The Fixed to Floating Rate Notes linked to the 10-Year U.S. Dollar ICE Swap Rate, due October [30], 2028 (the "notes") are our senior debt securities. The notes are not insured by the Federal Deposit Insurance Corporation or secured by collateral. The notes will rank equally with all of our other unsecured senior debt. Any payments due on the notes, including any interest payments or repayment of the principal amount, will be subject to the credit risk of BAC.

This pricing supplement supplements the terms and conditions in the prospectus, dated June 29, 2018, as supplemented by the Series N prospectus supplement, dated June 29, 2018 (as so supplemented, together with all documents incorporated by reference, the "prospectus"), and should be read with the prospectus.

• • Title of the Series:

• • Issuer:

• • Aggregate Principal Amount Initially Being Issued:

• • Pricing Date:

• • Issue Date:

• • Maturity Date:

• • Minimum Denominations:

• • Ranking:

• • Day Count Fraction:

• • Interest Periods:

• • Interest Payment Dates:

• • Interest Reset Dates:

• • Interest Rates:

Fixed to Floating Rate Notes Linked to the 10-Year U.S. Dollar ICE Swap Rate, due October [30], 2028

Bank of America Corporation ("BAC")

$_____________

October [26], 2018

October [30], 2018

October [30], 2028

$1,000 and multiples of $1,000 in excess of $1,000

Senior, unsecured

30/360

Quarterly. Each interest period (other than the first interest period, which will begin on the issue date) will begin on, and will include, an interest payment date, and will extend to, but will exclude, the next succeeding interest payment date (or the maturity date, as applicable).

January [30], April [30], July [30] and October [30] of each year, beginning on January [30], 2019, and with the final interest payment date occurring on the maturity date.

January [30], April [30], July [30] and October [30] of each year, beginning on October [30], 2020.

Fixed Rate Period. From, and including, the issue date to, but excluding, October [30], 2020, the notes will bear interest at the fixed rate of 5.50% per annum.

Floating Rate Period. From, and including, October [30], 2020 to, but excluding, the maturity date, the notes will bear interest at a floating rate equal to the CMS10 plus the spread of 0.13% per annum. The rate of interest payable on the notes during the Floating Rate Period will not be less than 0.00%.

"CMS10" means the 10-year U.S. Dollar ICE Swap Rate, expressed as a percentage, as quoted on the Reuters Screen ICESWAP1 Page, at 11:00 a.m., New York City time, on the

PS-2

applicable interest determination date.

• · Unavailability of CMS10:

• · Interest Determination Date:

• • Calculation Agent:

• • Business Days:

• • Redemption at Our Option:

If, on any interest determination date, CMS10 is not quoted on the Reuters Screen ICESWAP1 Page, or any page substituted for that page, then CMS10 will be a percentage determined on the basis of the mid-market semi-annual swap rate quotations provided by three swap dealers chosen by the calculation agent (which may include one of our affiliates) at approximately 11:00 a.m., New York City time, on that date. For this purpose, the semi-annual swap rate means the mean of the bid and offered rates for the semi-annual fixed leg, calculated on the basis of a 360-day year consisting of twelve 30-day months, of a fixed-for-floating U.S. dollar interest rate swap transaction with a term equal to 10 years, commencing on the applicable date and in a representative amount with an acknowledged dealer of good credit in the swap market, where the floating leg, calculated on the actual number of days in a 360-day year, is equivalent to USD LIBOR with a designated maturity of three months. The calculation agent will request the principal New York City office of each of the three swap dealers chosen by it to provide a quotation of its rate. If at least three quotations are provided, the rate for the relevant interest determination date will be the arithmetic mean of the quotations. If two quotations are provided, the rate for the relevant interest determination date will be the arithmetic mean of the two quotations. If only one quotation is provided, the rate for the relevant interest determination date will equal that one quotation. If no quotations are available, then CMS10 will be the rate the calculation agent, in its sole discretion, determines to be fair and reasonable under the circumstances at approximately 11:00 a.m., New York City time, on the relevant interest determination date.

The "interest determination date" for each quarterly interest period during the Floating Rate Period will be the second U.S. Government Securities Business Day (as defined below) prior to the applicable interest reset date.

A "U.S. Government Securities Business Day" means any day, other than a Saturday, Sunday, or a day on which the Securities Industry and Financial Markets Association (or any successor thereto) recommends that the fixed income departments of its members be closed for the entire day for purposes of trading in U.S. government securities.

Merrill Lynch Capital Services, Inc.

If any interest payment date or the maturity date occurs on a day that is not a business day in New York, New York, then the payment will be postponed until the next business day in New York, New York. No additional interest will accrue on the notes as a result of such postponement, and no adjustment will be made to the length of the relevant interest period.

None

PS-3

• Repayment at Option of Holder:	None
• Record Dates for Interest Payments:	For book-entry only notes, one business day in New York, New York prior to the
payment date. If notes are not held in book-entry only form, the record dates will be
the fifteenth calendar day preceding such interest payment date, whether or not
such record date is a business day.
• Listing:	None

· Initial Estimated Value:

Payments on the notes depend on our credit risk and on the level of CMS10. The economic terms of the notes are based on our internal funding rate, which is the rate we would pay to borrow funds through the issuance of market-linked notes and the economic terms of certain related hedging arrangements we enter into. Our internal funding rate is typically lower than the rate we would pay when we issue conventional fixed or floating rate debt securities. This difference in our internal funding rate, as well as the underwriting discount and the hedging related charges described below, will reduce the economic terms of the notes to you and the initial estimated value of the notes. Due to these factors, the public offering price you pay to purchase the notes will be greater than the initial estimated value of the notes.

The expected initial estimated value of the notes as of the pricing date is set forth on the cover page of this document. The final pricing supplement will set forth the initial estimated value of the notes as of the pricing date. For more information about the initial estimated value and the structuring of the notes, see "Risk Factors" on page PS-5 and "Structuring the Notes" on page PS-13.

Certain capitalized terms used and not defined in this document have the meanings ascribed to them in the prospectus supplement and prospectus. Unless otherwise indicated or unless the context requires otherwise, all references in this pricing supplement to "we," "us," "our," or similar references are to Bank of America Corporation.

PS-4

RISK FACTORS

Your investment in the notes entails significant risks, many of which differ from those of a conventional security. Your decision to purchase the notes should be made only after carefully considering the risks of an investment in the notes, including those discussed below, with your advisors in light of your particular circumstances. The notes are not an appropriate investment for you if you are not knowledgeable about significant elements of the notes or financial matters in general.

After the first two years, the notes will pay interest at a floating rate that may be as low as 0.00% on one or more interest payment dates. The rate at which the notes will bear interest during each quarterly interest period after the first two years will depend on CMS10 on the applicable interest determination date. As a result, the interest payable on the notes will vary with fluctuations in CMS10, subject to the minimum interest rate of 0.00% per annum. It is impossible to predict whether CMS10 will rise or fall, or the amount of interest payable on the notes. After the first two years, you may receive minimal interest, or possibly even no interest, for extended periods of time or even throughout the remaining term of the notes. The interest rate that will apply at any time on the notes after the first two years of their term may be more or less than other prevailing market interest rates at such time. As a result, the amount of interest you receive on the notes may be less than the return you could earn on other investments.

An investment in the notes may be more risky than an investment in notes with a shorter term. The notes have a term of 10 years. By purchasing notes with a relatively longer term, you are more exposed to fluctuations in interest rates than if you purchased a note with a shorter term. In particular, you may be negatively affected if interest rates begin to rise, because the interest rate on the notes may be less than the amount of interest you could earn on other investments with a similar level of risk available at that time. In addition, if you tried to sell your notes at such time, their value in any secondary market transaction would also be adversely affected.

Payments on the notes are subject to our credit risk, and actual or perceived changes in our creditworthiness are expected to affect the value of the notes. The notes are our senior unsecured debt securities. As a result, your receipt of all payments of interest and principal on the notes is dependent upon our ability to repay our obligations on the applicable payment date. No assurance can be given as to what our financial condition will be at any time during the term of the notes or on the maturity date. If we become unable to meet our financial obligations as they become due, you may not receive the amounts payable under the terms of the notes.

Our credit ratings are an assessment by ratings agencies of our ability to pay our obligations. Consequently, our perceived creditworthiness and actual or anticipated decreases in our credit ratings or increases in our credit spreads prior to the maturity date of the notes may adversely affect the market value of the notes. However, because your return on the notes depends upon factors in addition to our ability to pay our obligations, such as the difference between the interest rates accruing on the notes and current market interest rates, an improvement in our credit ratings will not reduce the other investment risks related to the notes.

The public offering price you pay for the notes will exceed their initial estimated value. The initial estimated value of the notes that is provided in this preliminary pricing supplement, and that will be provided in the final pricing supplement, are each an estimate only, determined as of a particular point in time by reference to our and our affiliates' pricing models. These pricing models consider certain assumptions and variables, including our credit spreads, our internal funding rate, mid-market terms on hedging transactions, expectations on interest rates and volatility, price-sensitivity analysis, and the expected term of the notes. These pricing models rely in part on certain forecasts about future events, which may prove to be incorrect.

PS-5