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Structured Products Calendar
BANK OF AMERICA CORP.
• Step-up callable bonds due May 27, 2026; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement May 27; Cusip: 06048WGB0
• Callable capped notes due May 27, 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement May 27; Cusip: 06048WGC8
• Two-year 0% Capped Leveraged Index Return Notes linked to the common stocks of Apple Inc., Boeing Co., Cisco Systems, Inc., Deere & Co., Dell Inc., Danaher Corp., Emerson Electric Co., Honeywell International, Inc., Hewlett-Packard Co., International Business Machines Corp., Illinois Tool Works Inc., Juniper Networks, Inc., Microsoft Corp., Oracle Corp., Qualcomm, Inc., Texas Instruments Inc. and United Technologies Corp.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Six-year variable-coupon notes linked to the stocks of Apple Inc., Charles Schwab Corp., Cisco Systems, Inc., Deere & Co., FexEx Corp., Halliburton Co., JPMorgan Chase & Co., Las Vegas Sands Corp., NIKE Inc., Oracle Corp., Priceline.com Inc., Salesforce.com, Inc., UnitedHealth Group Inc., Wal-Mart Stores, Inc., Whole Foods Market, Inc. and Yahoo! Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Accelerated Return Notes due November 2012 linked to the front-month Brent crude oil futures contract; via Bank of America Merrill Lynch; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the common stock of Cisco Systems, Inc.; via Bank of America Merrill Lynch; pricing in May
• Two-year 0% Capped Leveraged Index Return Notes tied to copper; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Strategic Accelerated Redemption Securities due March 2012 linked to the front month corn futures contract; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Three-year 0% Currency Market Index Target-Term Securities linked to the dollar relative to the Japanese yen; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% two-year Leveraged Index Return Notes linked to the Dow Jones Global Titans 50 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Market Index Target-Term Securities due May 2016 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Market Index Target-Term Securities due June 2016 linked to the Dow Jones UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Capped Leveraged Index Return Notes due May 2013 linked to Eastman Chemical Co. shares; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% market-linked step-up notes due May 2015 linked to the Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in May
• 0% Capped Leveraged Index Return Notes due June 2013 tied to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2012 linked to iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 15-year callable Libor range accrual notes linked to six-month Libor; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% currency-linked step-up notes due June 2014 linked to a basket of the Norwegian krone, the Swedish krona, the British pound and the euro, relative to the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 53-week 13% STEP Income Securities linked to the common stock of Nvidia Corp.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% two-year Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Four-year 0% market-linked step-up notes tied to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Accelerated Return Notes due May 2013 linked to the S&P GSCI Agriculture Index Excess Return with a 50% weight, the Merrill Lynch Commodity index eXtra Energy Excess Return index with a 30% weight and the S&P GSCI Industrial Metals Index Excess Return with a 20% weight; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 53-week 8.5% STEP Income Securities linked to the ordinary shares of Schlumberger Ltd.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 53-week 12.5% STEP Income Securities linked to Seagate Technology plc ordinary shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Relative Value Strategic Accelerated Redemption Securities due June 2012 linked to the performance of the SPDR S&P 500 ETF Trust versus the iShares Barclays 20+ Year Treasury Bond Fund; via Bank of America Merrill Lynch; pricing in May
• 0% Accelerated Return Notes due June 2012 linked to the Merrill Lynch Commodity index eXtra A 06 Index-Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June
BANK OF MONTREAL
• 17.75% annualized reverse exchangeable notes due Aug. 31, 2011 linked to the common stock of Acme Packet, Inc.; 80% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKX4
• 13% annualized reverse exchangeable notes due Aug. 31, 2011 linked to the common stock of ATP Oil & Gas Corp.; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKY2
• 16.25% annualized reverse exchangeable notes due Aug. 31, 2011 linked to the common stock of Cirrus Logic, Inc.; 80% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKZ9
• 31.75% annualized reverse exchangeable notes due Aug. 31, 2011 linked to the common stock of Eastman Kodak Co.; 70% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLA3
• 15.5% annualized reverse exchangeable notes due Aug. 31, 2011 linked to Finisar Corp. shares; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLB1
• 30.25% annualized reverse exchangeable notes due Aug. 31, 2011 linked to Harbin Electric, Inc. shares; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLD7
• 17.5% annualized reverse exchangeable notes due Aug. 31, 2011 linked to Hecla Mining Co. shares; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLC9
• 0% bullish enhanced return notes due June 29, 2012 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKU0
• 0% bullish enhanced return notes due June 29, 2012 linked to the iShares MSCI Brazil index fund; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKT3
• 0% bullish enhanced return notes due June 29, 2012 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKQ9
• 0% buffered bullish digital return notes due May 31, 2013 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKK2
• 0% bullish enhanced return notes due June 29, 2012 linked to the iShares MSCI Russell 2000 index fund; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKN6
• 0% buffered bullish digital return notes due May 31, 2013 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKJ5
• 0% bullish enhanced return notes due June 29, 2012 linked to the iShares Silver Trust; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKR7
• 0% buffered bullish digital return notes due May 31, 2013 linked to the iShares Silver Trust; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKP1
• 15% annualized reverse exchangeable notes due Aug. 31, 2011 linked to JDS Uniphase Corp. shares; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLE5
• 15% annualized reverse exchangeable notes due Aug. 15, 2011 linked to lululemon athletica inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLG0
• 10% annualized reverse exchangeable notes due Aug. 15, 2011 linked to Netflix Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLH8
• 15.75% annualized reverse exchangeable notes due Aug. 15, 2011 linked to Northern Oil and Gas, Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLJ4
• 24.5% reverse exchangeable notes due Aug. 31, 2011 linked to Rambus Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLL9
• 20% reverse exchangeable notes due Aug. 31, 2011 linked to Rubicon Technology, Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLK1
• 0% bullish enhanced return notes due June 29, 2012 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKM8
• 0% buffered bullish digital return notes due May 31, 2013 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKH9
• 0% bullish enhanced return notes due June 29, 2012 linked to the SPDR Gold Trust; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKS5
• 0% buffered bullish digital return notes due May 31, 2013 linked to the SPDR Gold Trust; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QKL0
• 22% reverse exchangeable notes due Aug. 31, 2011 linked to Spreadtrum Communications, Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLM7
• 10% annualized reverse exchangeable notes due Aug. 15, 2011 linked to US Airways Group, Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLF2
• 17% reverse exchangeable notes due Aug. 31, 2011 linked to Western Refining, Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 26; Cusip: 06366QLN5
BARCLAYS BANK PLC
• 10.25% reverse convertible notes due Aug. 31, 2011 linked to AMR Corp. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGW3
• 11% reverse convertible notes due Nov. 30, 2011 linked to Arch Coal, Inc. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGS2
• 10% reverse convertible notes due Nov. 30, 2011 linked to ARM Holdings plc (American depositary shares) stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGZ6
• 12% reverse convertible notes due Aug. 31, 2011 linked to Baidu, Inc. (American Depository Share) stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGX1
• 0% notes due May 30, 2014 linked to an equally weighted basket consisting of the Barclays Capital Voyager II DJ-UBSCI Excess Return index (Voyager) and the Barclays Capital Commodity-Based Alpha Trading Strategy Volt 10 Excess Return index (ComBATS); via Barclays Capital Inc.; pricing May 25; Cusip: 06738KKV2
• 11.75% reverse convertible notes due Nov. 30, 2011 linked to Delta Airlines, Inc. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHA0
• Notes due Nov. 30, 2017 linked to the Dow Jones Industrial Average; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJB8
• 0% buffered Super Track notes due May 31, 2016 linked to the Dow Jones Industrial Average; 90% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJX0
• 11.25% reverse convertible notes due Nov. 30, 2011 linked to DryShips Inc. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHB8
• 8% reverse convertible notes due May 30, 2012 linked to Ford Motor Co. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGU7
• 12% reverse convertible notes due Nov. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHC6
• 0% notes due May 31, 2013 linked to the Hang Seng China Enterprises index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJU6
• 11.25% reverse convertible notes due Aug. 31, 2011 linked to JDS Uniphase Corp. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGY9
• 16.25% reverse convertible notes due Nov. 30, 2011 linked to LDK Solar Co., Ltd. (American Depositary Shares) stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHG7
• 11.1% reverse convertible notes due May 30, 2012 linked to Netflix, Inc. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHE2
• 9% reverse convertible notes due Nov. 30, 2011 linked to Noble Corp. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGT0
• 11.25% reverse convertible notes due May 30, 2012 linked to Nokia Corp. (American depositary shares) stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGV5
• 8.75% annualized reverse convertible notes due Nov. 30, 2011 linked to Peabody Energy Corp. shares; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGP8
• 14.1% reverse convertible notes due Nov. 30, 2011 linked to Rambus Inc. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHD4
• 0% digital notes due Aug. 30, 2012 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJW2
• 0% buffered return optimization securities due May 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25; Cusip: 06740C196
• Callable fixed-rate range accrual notes due May 29, 2026 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJF9
• 12.75% annualized reverse convertible notes due Nov. 30, 2011 linked to Seagate Technology shares; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGQ6
• 10.9% reverse convertible notes due May 30, 2012 linked to Silver Wheaton Corp. stock; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JHF9
• 9.25% annualized reverse convertible notes due Nov. 30, 2011 linked to United States Steel Corp. shares; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGR4
• 0% trigger autocallable optimization securities due June 8, 2012 linked to corn futures contracts; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 26; Cusip: 06741K3959
• 7.6% to 10.1% annualized trigger yield optimization notes due Nov. 30, 2011 linked to the common stock of Limited Brands, Inc.; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing May 26; Cusip: 06741K387
• 7.6% to 10.1% annualized trigger yield optimization notes due Nov. 30, 2011 linked to the common stock of Nabors Industries Ltd.; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing May 26; Cusip: 06741K361
• 10% to 12.5% annualized trigger yield optimization notes due Nov. 30, 2011 linked to the common stock of Rackspace Hosting, Inc.; via Barclays Capital Inc. and UBS Financial Services Inc.; pricing May 26; Cusip: 06741K379
• Buffered return enhanced notes due June 13, 2012 linked to a basket of five Asian equity indexes including the Hang Seng China Enterprises index, Korea Composite Stock Price Index 200, MSCI Taiwan index, Hang Seng index and MSCI Singapore index, and related currencies (Hong Kong dollar, Korean won, Taiwan dollar and Singapore dollar); via JPMorgan Chase Bank, NA and JPMorgan Securities LLC; pricing May 27; Cusip: 06738KLC3
• 0% capped market plus notes due June 13, 2012 based on the performance of the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as agents and Barclays Capital Inc. as co-agent; pricing May 27; Cusip: 06738KLB5
• Three-year 0% enhanced buffer market-linked step-up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital Inc.; pricing in May
• Zero-coupon capped leveraged index return notes due May 2013 linked to the Russell 2000 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital Inc.; pricing in May
• Zero-coupon capped leveraged index return notes due May 2013 linked to the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital Inc.; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the S&P 500 index; via Merrill Lynch & Co; pricing in May
CITIGROUP FUNDING INC.
• Index-linked notes due 2016 linked to the S&P 500 index; Citigroup Global Markets Inc.; settlement in May; Cusip: 1730T0MH9
• 0% Performance Leveraged Upside Securities due June 27, 2012 linked to the S&P GSCI Grains index-excess return; via Citigroup Global Markets Inc. pricing in May; Cusip: 1730T0MF3
• 1% market-linked notes due 2016 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan; via Citigroup Global Markets Inc.; Cusip: 1730T0MP1
CREDIT SUISSE AG, NASSAU BRANCH
• 0% CS notes due May 31, 2016 linked to the Credit Suisse Merger Arbitrage Liquid Risk Controlled index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E6C3
0% Cert PLUS securities due May 31, 2017 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E6U3
• 0% autocall notes due June 2, 2014 linked to the iShares MSCI EAFE index fund; via Citigroup Global Markets Inc.; pricing May 25; Cusip: 1730T0MK2
• 8%-10% annualized callable yield notes due Nov. 30, 2011 linked to the iShares Silver Trust and the Market Vectors Gold Miners exchange-traded fund; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5J9
• 0% Buffered Accelerated Return Equity Securities due May 31, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E6D1
• 8.5%-10.5% callable yield notes due Nov. 30, 2011 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5L4
• 0% callable Cert PLUS securities due Nov. 30, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5G5
• High/low coupon callable yield notes due May 31, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5H3
• 8% annualized callable yield notes due Dec. 1, 2011 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546E7C2
• Knock-out notes due Nov. 30, 2012 linked to the common stock of ConocoPhillips; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing May 27; Cusip: 22546TAE1
• Capped knock-out notes due June 13, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing May 27; Cusip: 22546TAD3
• 10%-12% callable yield notes due June 4, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6M1
• 0% Cert PLUS securities due June 3, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E4H4
• 0% callable Cert PLUS securities due June 4, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E5V2
• High/low coupon callable yield notes due June 4, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6F6
• 8.75%-10.75% annualized callable yield notes due Dec. 5, 2011 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6L3
• High/low coupon callable yield notes due June 4, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E5W0
DEUTSCHE BANK AG, LONDON BRANCH
• 0% alpha overlay securities due June 28, 2012 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return and the Deutsche Bank Commodity Harvest - 10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 25; Cusip: 2515A16J5
• 0% trigger performance securities due May 31, 2016 linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 25; Cusip: 25154W746
• 0% buffered return optimization securities due May 31, 2013 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 25; Cusip: 25154W753
• 0% trigger performance securities due May 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 25; Cusip: 25154W662
• 6.8% to 8.8% trigger yield optimization notes due May 31, 2012 linked to the common stock of Macy's, Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 26; Cusip: 25154W621
• 6% to 8% trigger yield optimization notes due May 31, 2012 linked to the common stock of Monsanto Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 26; Cusip: 25154W613
• 5.1% to 7.1% trigger yield optimization notes due May 31, 2012 linked to the common stock of Prudential Financial, Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 26; Cusip: 25154W639
• 0% leveraged securities due Dec. 3, 2013 linked to the Deutsche Bank Commodity Harvest-10 USD ERAC index with an 18.375% weight, the Deutsche Bank Commodity Booster-Dow Jones-UBS Excess Return After Cost TV 14 index with a 14.875% weight, the Deutsche Bank Haven Plus Excess Return index with a 13.125% weight, the Deutsche Bank Fed Funds Total Return index with a 12.5% weight, the Deutsche Bank Trends x12 Excess Return index with a 10.5% weight, the Deutsche Bank US Volatility Harvest Excess Return index with a 9.625% weight, the Deutsche Bank X-Alpha USD Excess Return index with a 9.625% weight, the Deutsche Bank Equity Mean Reversion Alpha index with a 7.875% weight and the Deutsche Bank Equity Long Volatility Investment Strategy II index with a 3.5% weight; via Deutsche Bank Securities Inc.; pricing May 27; Cusip: 2515A16P1
• 0% knock-out notes due Nov. 30, 2012 linked to the Hang Seng China Enterprises, Kospi 200, MSCI Taiwan, Hang Seng and MSCI Singapore indexes and their related currencies; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 27; Cusip: 2515A17A3
• 0% MidCap plus tracker notes due June 12, 2014 linked to a basket of indexes that includes the S&P MidCap 400 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing June 9; Cusip: 2515A16R7
EKSPORTFINANS ASA
• 0% enhanced growth securities with leveraged upside due July 23, 2014 linked to the DAX index, CAC 40 index, FTSE 100 index and IBEX 35 index; via Wells Fargo Securities, LLC; pricing in May
• 0% Accelerated Return Notes due August 2012 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the iShares MSCI Brazil index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% autocallable access securities with fixed percentage buffered downside due May 31, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the palladium spot price; via Merrill Lynch; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the Rogers International Commodity index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May
• 0% autocallable access securities with fixed percentage buffered downside due May 31, 2013 linked to SPDR S&P Metals and Mining fund; via Wells Fargo Securities, LLC; 90% trigger; pricing in May
GOLDMAN SACHS GROUP, INC.
• 0% 10-year notes linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; Cusip: 38143UUY5
• Five-year inflation-linked notes tied to the Consumer Price Index; via Goldman, Sachs & Co.; Cusip: 38143UUQ2
• Six-year 0% equity-linked notes linked to the Dow Jones Industrial Average; via Goldman, Sachs & Co.; Cusip: 38143UUJ8
• 0% leveraged equity index fund-linked notes due 18 to 21 months after issue tied to the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.
• Two-year 0% leveraged buffered fund-linked notes tied to the iShares Silver Trust; 85% trigger; via Goldman Sachs & Co.; Cusip: 38143UUE9
• 18-month 0% currency-linked notes due May 29, 2013 tied to Malaysian Ringgit, Indonesian Rupiah and Singapore Dollar; 95% trigger; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; Cusip: 38143UUV1
• 18-month 0% currency-linked notes tied to Malaysian ringgit, Indonesian rupiah and Singapore dollar, relative to the U.S. dollar; 95% trigger; via Goldman, Sachs & Co.; Cusip 38143UVB4
• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• Two-year 0% leveraged buffered index fund-linked notes linked to the MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTP6
• 0% autocallable buffered index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143USL6
• 0% autocallable buffered index-linked notes due 2013 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UVC2
• 12- to 14-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.
• 0% buffered index-linked notes due in 18 to 21 months tied to the S&P 500 index; via Goldman, Sachs & Co.
• 0% leveraged buffered index-linked notes due May 1, 2013 tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143UTV3
• 0% buffered index-linked notes due Dec. 1, 2014 tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143UUK5
• 15-year callable quarterly range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: is 38143UUT6
• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143UUU3
• 0% five-year notes linked to the S&P 500 index, the MSCI EAFE index, the Russell 2000 index, the Dow Jones - UBS Commodity index and the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTH4
• 48-month 0% leveraged buffered basket-linked notes linked S&P 500 index, the MSCI EAFE index, the S&P MidCap 400 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143UUC3
HARRIS NA
• 0% certificates of deposit due May 31, 2017 inversely linked to the Barclays Capital U.S. Treasury 7-10 Year Total Return index; via BMO Capital Markets Corp. (Incapital LLC is distributor); pricing May 25; Cusip: 41456TPG8
HSBC BANK USA NA
• Annual income opportunity certificates of deposit with auto cap feature due May 31, 2017 linked to Banco Santander SA, Boeing Co., China Life Insurance Co., Ltd., Companhia Siderurgica Nacional SA, Research In Motion Ltd., Rio Tinto plc, Sanofi-Aventis, SAP AG, Sasol, Sony Corp., Southern Co. and Telefonaktiebolaget LM Ericsson; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GRL5
• Annual income opportunity certificates of deposit with auto cap due May 31, 2016 linked to the stocks of Bank of America Corp., Bristol-Myers Squibb Co., Broadcom Corp., Entergy Corp., Mosaic Co., Newmont Mining Corp., Schlumberger Ltd., Tiffany & Co., Verizon Communications, Waste Management, WellPoint Inc. and Yahoo! Inc.; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GSE0
• Annual income opportunity certificates of deposit with auto cap due May 31, 2017 linked to the stocks of Bank of America Corp., Bristol-Myers Squibb Co., Broadcom Corp., Entergy Corp., Mosaic Co., Newmont Mining Corp., Schlumberger Ltd., Tiffany & Co., Verizon Communications, Waste Management, WellPoint Inc. and Yahoo! Inc.; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GRT8
HSBC USA INC.
• 0% Currency Accelerated Return Securities due May 30, 2013 linked to a basket of the Brazilian real, Australian dollar, Norwegian krone and Canadian dollar; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 4042K1GR8
• Currency appreciation coupon securities due May 31, 2016 linked to the Chinese renminbi relative to the dollar; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 4042K1HE6
• Collared floating-rate notes due May 31, 2016 linked to two-year Constant Maturity Treasury rate; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 4042K1HP1
• 0% trigger performance securities due May 31, 2016 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40433C833
• 0% trigger return optimization securities due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and SPDR Trust Series 1; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40433C825
• 0% Accelerated Market Participation Securities due Nov. 30, 2012 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 25; Cusip 4042K1HT3
• 0% return enhanced notes due June 13, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 4042K1HY2
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HH9
• 0% Asian Currency Accelerated Return Securities due May 2013 linked to the Philippine peso, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HR7
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HG1
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HK2
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1GQ0
• 0.75%-1.25% renminbi-denominated income notes due June 21, 2016; via HSBC Securities (USA) Inc.; pricing June 7; Cusip: 40433CAA4
• Fixed-to-floating-rate notes due June 10, 2019 linked to the Consumer Price Index; via HSBC Securities (USA) Inc.; pricing June 7; Cusip: 4042K1HX4
• 0% buffered Accelerated Market Participation Securities due Sept. 16, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing June 10; Cusip: 4042K1HV8
• Autocallable yield notes due June 13, 2012 linked to the S&P 500 index and the Russell 2000 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing June 15; Cusip 4042K1HS5
• 0% emerging markets Currency Accelerated Return Securities due June 20, 2013 linked to equal weights of the Brazilian real, Indian rupee and Chinese renminbi; via HSBC Securities (USA) Inc.; pricing June 16; Cusip: 4042K1HW6
• 0% U.S. market-cap lookback allocator notes due June 27, 2014 linked to the S&P 500, S&P MidCap 400 and Russell 2000 indexes; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1HU0
JPMORGAN CHASE BANK, NA
• Contingent coupon certificates of deposit due May 31, 2018 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYS9
• Digital contingent coupon certificates of deposit due May 31, 2016 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYP5
• Digital contingent coupon certificates of deposit due May 31, 2017 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYQ3
• Digital contingent coupon certificates of deposit due May 31, 2018 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYT7
• 0% certificates of deposit due May 31, 2016 linked to the Brazilian real, Australian dollar, Norwegian krone and Canadian dollar; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48123YYC4
• 0% certificates of deposit due May 31, 2017 linked to the Dow Jones Industrial Average, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48123YYW0
• 0% certificates of deposit due May 31, 2016 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYA8
• 0% certificates of deposit due May 31, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYH3
• Annual income certificates of deposit due May 31, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48123YYF7
• 0% certificates of deposit due Nov. 30, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48123YYZ3
• Callable variable-rate range accrual certificates of deposit due May 31, 2026 linked to Libor and the S&P 500 index; via J.P. Morgan Securities LLC as underwriter and Incapital LLC as distributor; settlement May 31; Cusip: 48123YZD1
JPMORGAN CHASE & CO.
• Callable fixed-rate step-up notes due May 31, 2021; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XSJ6
• 11% upside autocallable single observation reverse exchangeable notes due May 31, 2012 linked to Freeport McMoRan Copper & Gold Inc. shares; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XRE8
• Buffered return enhanced notes due Nov. 30, 2012 linked to iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPF7
• 13% upside autocallable single observation reverse exchangeable notes due May 31, 2012 linked to Las Vegas Sands Corp. shares; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XRF5
• 17.5% upside autocallable single observation reverse exchangeable notes due May 31, 2012 linked to LDK Solar Co. ADRs; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XRD0
• 11.5% reverse convertible notes due May 31, 2012 linked to Netflix, Inc. stock; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XSH0
• Buffered return enhanced notes due Nov. 30, 2012 linked to Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPE0
• 10% callable yield notes due May 31, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPC4
• 10% callable yield notes due May 31, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPB6
• 0% buffered return enhanced notes due Nov. 30, 2012 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XQF6
• 0% capped index knock-out notes due Nov. 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPX8
• 0% capped index knock-out notes due May 31, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPY6
• 0% knock-out buffered return enhanced notes due Nov. 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPG5
• 0% knock-out buffered return enhanced notes due May 31, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPH3
• 15.75% upside autocallable single observation reverse exchangeable notes due May 31, 2012 linked to Silver Wheaton Corp. shares; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XRC2
• 0% capped index fund knock-out notes due Nov. 30, 2012 linked to the SPDR S&P Homebuilders exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XSM9.
• 0% capped index fund knock-out notes due Nov. 30, 2012 linked to the SPDR S&P Homebuilders exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XSM9.
• 10% upside autocallable single observation reverse exchangeable notes due May 31, 2012 linked to Valero Energy Corp. shares; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XRB4
• 15% reverse convertible notes due Aug. 30, 2011 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing May 26; Cusip: 48125XRS7
• 14.75% reverse convertible notes due Nov. 30, 2011 linked to Baidu, Inc. (ADSs) stock; via JPMorgan; pricing May 26; Cusip: 48125XSA5
• 18% reverse convertible notes due Aug. 30, 2011 linked to DryShips Inc. stock; via JPMorgan; pricing May 26; Cusip: 48125XRX6
• 13.25% reverse convertible notes due Nov. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing May 26; Cusip: 48125XSD9
• 14.75% reverse convertible notes due Nov. 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via JPMorgan; pricing May 26; Cusip: 48125XSB3
• 12.75% reverse convertible notes due Aug. 30, 2011 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing May 26; Cusip: 48125XRV0
• 21.75% reverse convertible notes due Aug. 30, 2011 linked to LDK Solar Co., Inc. (AdS) stock; via JPMorgan; pricing May 26; Cusip: 48125XRY4
• 21% reverse convertible notes due Aug. 30, 2011 linked to lululemon athletica inc. stock; via JPMorgan; pricing May 26; Cusip: 48125XRW8
• 18% reverse convertible notes due Aug. 30, 2011 linked to McMoRan Exploration Co. stock; via JPMorgan; pricing May 26; Cusip: 48125XRU2
• 15.5% reverse convertible notes due Nov. 30, 2011 linked to MGM Resorts International stock; via JPMorgan; pricing May 26; Cusip: 48125XSC1
• 0% single review notes due July 2, 2012 linked to the MSCI World index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125XQB5
• 14.25% reverse convertible notes due Aug. 30, 2011 linked to Netflix, Inc. stock; via JPMorgan; pricing May 26; Cusip: 48125XRT5
• 18% reverse convertible notes due Aug. 30, 2011 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing May 26; Cusip: 48125XRZ1
• 0% capped market plus notes due June 7, 2012 linked to the S&P GSCI Brent Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125XSQ0
• Fixed-to-floating-rate notes due May 31, 2021 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; settlement May 31; Cusip 48125XRR9
• Callable fixed-rate step-up notes due June 10, 2031; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48125XSN7
• Autocallable yield notes due Dec. 12, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48125XSL1
• 8% annualized callable yield notes due Dec. 12, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48125XSE7
MORGAN STANLEY
• 0% buffered return optimization securities due May 31, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 61760E671
• Contingent coupon range accrual notes due May 29, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 25; Cusip 617482UH5
• Non-callable contingent coupon notes due May 30, 2031 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 617482UG7
• 0% performance allocation securities linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via UBS Financial Services Inc. and Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 61760E663
• 0% buffered return optimization securities due May 31, 2013 linked to the S&P MidCap 400 index; 90% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 61760E689
• Floating-rate notes due May 31, 2023; via Morgan Stanley & Co. Inc.; settlement May 31; Cusip: 61745ES44
• CMS curve and Russell 2000 index-linked range accrual notes due May 31, 2031; via Morgan Stanley & Co.; settlement May 31; Cusip: 61745ER60
• Fixed-to-floating notes due May 31, 2017 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; settlement May 31; Cusip: 61745EQ87
• Brazilian real-denominated senior fixed-rate step-up securities due June 10, 2016; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482RZ9
• 0% trigger securities due May 2013 linked Brent crude oil, copper, corn, cotton, nickel, palladium and soybeans; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482UF9
• Range accrual notes due May 31, 2026 linked to Consumer Price Index and S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61745ET27
• 0% Performance Leveraged Upside Securities due November 2011 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61760E739
• Contingent income autocallable securities due May 2014 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61760E317
• 0% buffered securities due May 2015 linked to the Nikkei 225 index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482UE2
• 0% jump securities due November 2011 linked to the Philadelphia Oil Service Sector index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61760E697
• 0% Performance Leveraged Upside Securities due June 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61760E721
• 0% index Leading Stockmarket Return Securities due October 2012 linked to the S&P GSCI Grains Index-Excess Return; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482TU8
ROYAL BANK OF CANADA
• 11.25% reverse convertible notes due Aug. 31, 2011 linked to AK Steel Holding Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TCX0
• 15% reverse convertible notes due Aug. 31, 2011 linked to ATP Oil & Gas Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TCY8
• 11% reverse convertible notes due Aug. 31, 2011 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TCZ5
• 11.5% reverse convertible notes due Aug. 31, 2011 linked to DryShips Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDA9
• 13.5% reverse convertible notes due Aug. 31, 2011 linked to Finisar Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDB7
• 12.5% reverse convertible notes due Nov. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDY7
• 12.5% reverse convertible notes due Nov. 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDZ4
• 15% reverse convertible notes due Aug. 31, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDC5
• 13.75% reverse convertible notes due Aug. 31, 2011 linked to Hecla Mining Co. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDD3
• 12.25% reverse convertible notes due Aug. 31, 2011 linked to H&R Block, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDE1
• 11.75% reverse convertible notes due Nov. 30, 2011 linked to InterOil Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TEA8
• 13.5% reverse convertible notes due Aug. 31, 2011 linked to JDS Uniphase Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDF8
• 15.5% reverse convertible notes due Aug. 31, 2011 linked to lululemon athletica inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDH4
• 12.25% reverse convertible notes due Aug. 31, 2011 linked to MGM Resorts International stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDJ0
• 15.75% reverse convertible notes due Aug. 31, 2011 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDK7
• 18.5% reverse convertible notes due Aug. 31, 2011 linked to Northern Oil and Gas, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDL5
• 13.75% reverse convertible notes due Aug. 31, 2011 linked to Nvidia Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDM3
• 14.5% reverse convertible notes due Aug. 31, 2011 linked to Patriot Coal Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDN1
• 14.5% reverse convertible notes due Aug. 31, 2011 linked to Rackspace Hosting, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDP6
• 10.75% reverse convertible notes due Nov. 30, 2011 linked to Research In Motion Ltd. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TEB6
• 0% buffered bullish notes due May 30, 2014 linked to the Russell 2000 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008TBA1
• 0% buffered bullish notes due May 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008TBB9
• 0% buffered bullish enhanced return notes due May 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008TAZ7
• 11.5% reverse convertible notes due Nov. 30, 2011 linked to Salesforce.com, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDX9
• 17.25% reverse convertible notes due Aug. 31, 2011 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDR2
• 14% reverse convertible notes due Aug. 31, 2011 linked to STEC Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDS0
• 11% reverse convertible notes due Aug. 31, 2011 linked to Supervalu Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDT8
• 17% reverse convertible notes due Aug. 31, 2011 linked to Trina Solar Ltd. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDU5
• 17.75% reverse convertible notes due Aug. 31, 2011 linked to US Airways Group, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDG6
• 10.75% reverse convertible notes due Aug. 31, 2011 linked to Veeco Instruments Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDV3
• 16.75% reverse convertible notes due Aug. 31, 2011 linked to Western Refining, Inc. stock; via RBC Capital Markets Corp.; pricing May 25; Cusip: 78008TDW1
• Redeemable range accrual notes due May 27, 2026 linked to six-month Libor; via RBC Capital Markets, LLC; settlement May 27; Cusip: 78008TAV6
• 0% Strategic Accelerated Redemption Securities due May 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., pricing in May
• 0% direct investment notes due July 9, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 3; Cusip: 78008TCF9
• Leveraged equity index-linked notes linked to the MSCI EAFE index due in 18-21 months; via Goldman Sachs & Co.
ROYAL BANK OF SCOTLAND PLC
• 0% capped enhanced participation notes with fixed buffer due May 31, 2013 linked to the S&P 500 index; via RBS Securities Inc.; pricing May 25; Cusip: 78009PAJ0
• 0% capped market-linked principal-protected notes due Nov. 30, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing May 25; Cusip: 78009PAH4
• 0% capped market-linked principal-protected notes due Nov. 30, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing May 25; Cusip: 78009PAL5
• 0% capped market-linked principal-protected notes due Dec. 15, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing June 10; Cusip: 78009PAN1
AB SVENSK EXPORTKREDIT
• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due Dec. 5, 2014 linked to crude oil, platinum, copper, corn and cotton; 85% trigger; via Wells Fargo Securities, LLC; pricing in May
• 53-week 7.5% STEP Income Securities linked to the common stock of Halliburton Co.; via Bank of America Merrill Lynch; pricing in May
• 0% enhanced growth securities with capped upside due Aug. 6, 2012 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in May
• 0% enhanced growth securities with capped upside due June 4, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in May
• 0% equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.
• 12- to 14-month 0% equity index-linked notes on the Topix index; via Goldman, Sachs & Co.
UBS AG
• 0% trigger performance securities due May 31, 2016 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90267G830
UBS AG, JERSEY BRANCH
• 0% trigger step performance securities due Nov. 30, 2012 linked to the performance of the Norwegian krone, the Polish zloty and the Swedish krona relative to the Japanese yen; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 902669340
• Callable step-up fixed-rate notes due May 26, 2026; via UBS Securities LLC and UBS Investment Bank; settlement May 26; Cusip: 90261JHB2
• Callable step-up fixed-rate notes due June 15, 2016; via UBS Securities LLC and UBS Investment Bank; settlement June 15; Cusip: 90261JHC0
UBS AG, LONDON BRANCH
• 0% performance securities due Nov. 30, 2012 linked to Norwegian krone, the Polish zloty and the Swedish krona versus the yen; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip 902669365
• 0% contingent return optimization securities due May 31, 2013 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing on May 25; Cusip: 90267G822
• 0% step performance securities due May 25, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90267G814
• 0% trigger phoenix autocallable optimization securities due May 31, 2012 linked to Apache Corp. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip 90267X155
• 0% trigger autocallable optimization securities due May 31, 2012 linked to the common stock of Canadian Natural Resources Ltd.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip: 90267G350
• 0% trigger phoenix autocallable optimization securities due May 31, 2012 linked to General Electric Co. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip 90267X163
• 0% trigger phoenix autocallable optimization securities due May 31, 2012 linked to Yahoo! Inc. shares; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip 90267X148
• 0% trigger autocallable optimization securities due May 31, 2012 linked to the common stock of Deere & Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip: 90267G608
• 0% step return buffered securities due June 28, 2013 linked to the performance of a basket of currencies including the Brazilian real, the Russian ruble, the Indonesian rupiah, the Chinese renminbi and the Korean won, relative to the Japanese yen; via Deutsche Bank Securities Inc.; pricing June 27; Cusip: 2515A16Z9
UNION BANK, NA
• 0% market-linked certificates of deposit due May 27, 2015 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing May 25; Cusip: 90521AFR4
• 0% quarterly capped return market-linked certificates of deposit due Nov. 28, 2014 linked to the price of gold; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing May 25; Cusip: 90521AFP8
• 0% quarterly capped return market-linked certificates of deposit due May 27, 2015 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing May 25; Cusip: 90521AFQ6
WELLS FARGO BANK NA
• Market-linked notes due June 2017 linked to the Dow Jones - UBS Commodity index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDU2
WELLS FARGO & CO.
• Fixed-to-floating notes due May 28, 2021 linked to the Consumer Price Index; via Wells Fargo Securities, LLC; pricing May 25; Cusip: 94986RDV0
• Fixed-to-floating-rate notes due May 31, 2016 linked to Libor; via Wells Fargo Securities LLC; pricing May 25; Cusip: 94986RDW8
• Floating-rate notes due May 2019 linked to the Consumer Price Index; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDN8
• 0% enhanced growth securities due November 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDG3
• 0% enhanced growth securities due May 2015 linked to SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDJ7
• 0% enhanced growth securities due November 2015 linked to SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 60% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDK4
• 0% enhanced growth securities due June 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RDQ1
• 0% enhanced growth securities with upside participation and fixed percentage buffered downside due August 2012 linked to a basket of commodities (crude oil, platinum, copper, corn and cotton); via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDS7
• Market-linked notes due June 2017 tied to the Dow Jones-UBS Commodity index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDU2
• 0% enhanced growth securities with capped upside due August 2012 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDP3
• 0% enhanced growth securities due December 2015 with upside participation to a cap and contingent downside protection linked to the SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Market index fund; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDT5
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