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Prospect News home > News index > List of issuers Calendar > Headlines for 2012 > News item

Published on 10/19/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Capped Leveraged Index Return Notes due April 2014 linked to the Brent crude oil futures contract; via Bank of America Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 0% currency Market Index Target-Term Securities due November 2014 linked to the Chinese renminbi relative to the dollar; via Bank of America Merrill Lynch; pricing in October

• 0% Leveraged Index Return Notes due October 2015 linked to Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in October

• 0% Market Index Target-Term Securities due October 2018 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in October

• Market-linked step-up notes due October 2014 linked to the Euro Stoxx 50 index; via Bank of America Merrill Lynch; pricing in October

• Capped Leveraged Index Return Notes due October 2014 linked to the Merrill Lynch Commodity index eXtra index - Excess Return; via Bank of America Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due October 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due January 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due October 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 0% market-linked step-up notes due October 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 0% Capped Leveraged Index Return Notes due October 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• Capped Leveraged Index Return Notes due October 2014 linked to the S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in October

BANK OF MONTREAL

• Buffered bullish coupon-bearing notes due Oct. 29, 2015 linked to the iShares Dow Jones U.S. real estate index fund; via BMO Capital Markets Corp.; pricing Oct. 24; Cusip: 06366RJG1

• 0% contingent risk absolute return notes due April 29, 2014 linked to the iShares MSCI EAFE index fund; 71.5% to 74.5% trigger; via BMO Capital Markets Corp.; pricing Oct. 24; Cusip: 06366RJD8

• 0% contingent risk absolute return notes due April 29, 2014 linked to the iShares MSCI Emerging Markets index fund; 76% to 79% trigger; via BMO Capital Markets Corp.; pricing Oct. 24; 06366RJC0

• 0% contingent risk absolute return notes due April 29, 2014 linked to the iShares Russell 2000 index fund; 69.5% to 72.5% trigger; via BMO Capital Markets Corp.; pricing Oct. 24; Cusip: 06366RJE6

• 0% buffered bullish digital return notes due Oct. 31, 2014 linked to the iShares Dow Jones U.S. real estate index fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHW8

• 0% autocallable cash-settled notes with step-up call price due Oct. 31, 2014 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHV0

• 0% buffered bullish return notes due Oct. 31, 2014 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHY4

• 0% buffered bullish enhanced return notes due Oct. 31, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RJB2

• 0% contingent risk absolute return notes due Oct. 31, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RJA4

• Range accrual notes with contingent downside protection due Oct. 30, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHU2

• Contingent coupon barrier notes due Oct. 31, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; 80% trigger; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHT5

• 14% reverse exchangeable notes due Jan. 31, 2013 linked to the Market Vectors Junior Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHX6

• 0% autocallable barrier notes with step-up call price due Oct. 30, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp. pricing Oct. 26; Cusip: 06366RHS7

• 0% buffered bullish return notes due April 30, 2014 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Oct. 26; Cusip: 06366RHZ1

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due Oct. 30, 2017 linked to the common stocks of Altria Group, Inc., AT&T Inc., Bristol-Myers Squibb Co., Eli Lilly and Co., FirstEnergy Corp., General Mills Inc., Goldcorp Inc., Kinder Morgan Inc., Southern Co. and Whirlpool Corp.; via BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06426XEX4

• Contingent variable income market-linked certificates of deposit due Oct. 30, 2018 linked to the common stocks of Altria Group, Inc., AT&T Inc., Bristol-Myers Squibb Co., Eli Lilly and Co., FirstEnergy Corp., General Mills Inc., Goldcorp Inc., Kinder Morgan Inc., Southern Co. and Whirlpool Corp.; via BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06426XEY2

• Contingent variable income market-linked certificates of deposit due Oct. 30, 2019 linked to the common stocks of Altria Group, Inc., AT&T Inc., Bristol-Myers Squibb Co., Eli Lilly and Co., FirstEnergy Corp., General Mills Inc., Goldcorp Inc., Kinder Morgan Inc., Southern Co. and Whirlpool Corp.; via BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06426XEZ9

• Market-linked certificates of deposit due Oct. 30, 2019 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06426XFC9

• Contingent variable income market-linked certificates of deposit due Oct. 30, 2019 with a minimum annual interest payment linked to the S&P GSCI Cocoa Dynamic Roll Index Excess Return, S&P GSCI Coffee Dynamic Roll Index Excess Return, S&P GSCI Corn Dynamic Roll Index Excess Return, S&P GSCI Cotton Dynamic Roll Index Excess Return, S&P GSCI Gold Dynamic Roll Index Excess Return, S&P GSCI Lead Dynamic Roll Index Excess Return, S&P GSCI Natural Gas Dynamic Roll Index Excess Return, S&P GSCI Nickel Dynamic Roll Index Excess Return, S&P GSCI Silver Dynamic Roll Index Excess Return and S&P GSCI Wheat Dynamic Roll Index Excess Return; via BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06426XFB1

BARCLAYS BANK DELAWARE

• Certificates of deposit due Oct. 30, 2017 linked to stocks of Apple Inc., Darden Restaurants, Inc., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Hewlett-Packard Co., New York Community Bancorp Inc., Northeast Utilities, Inc., Silver Wheaton Corp., Southern Copper Corp. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc. as distributor; pricing Oct. 25; Cusip: 06740AWA3

• Certificates of deposit due Oct. 30, 2018 linked to stocks of Apple Inc., Darden Restaurants, Inc., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Hewlett-Packard Co., New York Community Bancorp Inc., Northeast Utilities, Inc., Silver Wheaton Corp., Southern Copper Corp. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc. as distributor; pricing Oct. 25; Cusip: 06740AWB1

• Certificates of deposit due Oct. 30, 2019 linked to stocks of Apple Inc., Darden Restaurants, Inc., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Hewlett-Packard Co., New York Community Bancorp Inc., Northeast Utilities, Inc., Silver Wheaton Corp., Southern Copper Corp. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc. as distributor; pricing Oct. 25; Cusip: 06740AWD7

• 0% certificates of deposit due Oct. 30, 2019 linked to a basket of the S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index; via Barclays with Advisors Asset Management, Inc. as distributor; pricing Oct. 25; Cusip: 06740AWF2

• Certificates of deposit due Oct. 30, 2017 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via Barclays with Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06740AWG0

• Certificates of deposit due Oct. 30, 2018 linked to the S&P 500 index; via Barclays with Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 06740AWH8

• Certificates of deposit due Oct. 30, 2019 linked to a basket of the S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays; pricing Oct. 25; Cusip: 06740AWE5

BARCLAYS BANK PLC

• Contingent income autocallable securities due Oct. 29, 2015 with step-down redemption threshold level linked to the common stock of Amazon.com, Inc.; 70% trigger; via Barclays with Morgan Stanley Smith Barney LLC; pricing Oct. 24; Cusip: 06742A586

• 0% bearish notes due Oct. 30, 2017 linked to the Barclays 10Y Treasury Futures index; via Barclays; pricing Oct. 24; Cusip: 06741TFL6

• 0% buffered Super Track notes due April 29, 2014 linked to the iShares MSCI EAFE index fund; via Barclays; pricing Oct. 24; Cusip: 06741TJF5

• 5.95%-6.65% reverse convertible notes due April 29, 2013 linked to Mosaic Co. stock; via Barclays Capital; pricing Oct. 24; Cusip: 06741JTQ2

• 8.5% reverse convertible notes due Oct. 30, 2013 linked to CF Industries Holdings, Inc. stock; via Barclays Capital; pricing Oct. 26; Cusip: 06741JTB5

• 8% reverse convertible notes due April 30, 2013 linked to Cummins Inc. stock; via Barclays Capital; pricing Oct. 26; Cusip: 06741JSZ3

• 0% Super Track notes due April 30, 2014 linked to the Euro Stoxx 50 index; via Barclays; pricing Oct. 26; Cusip: 06741THR1

• 0% buffered Super Track notes due Oct. 31, 2014 linked to the Euro Stoxx 50 index; via Barclays; pricing Oct. 26; Cusip: 06741THN0

• 9.25% reverse convertible notes due Oct. 30, 2013 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing Oct. 26; Cusip: 06741JTD1

• 17.5% reverse convertible notes due Jan. 31, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing Oct. 26; Cusip: 06741JSY6

• 0% buffered Super Track notes due Oct. 31, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via Barclays; pricing Oct. 26; Cusip: 06741THP5

• Range accrual notes due Oct. 31, 2018 linked to the S&P 500 index; via Barclays; pricing Oct. 26; Cusip: 06741THK6

• 0% Super Track notes due April 29, 2016 linked to the S&P 500 index; via Barclays; pricing Oct. 26; Cusip: 06741THS

• Contingent quarterly payment callable yield notes due Nov. 2, 2017 linked to the S&P 500 index and the Russell 2000 index; via Barclays; pricing Oct. 26; Cusip: 06741THQ3

• Notes due Oct. 31, 2017 linked to equal weights of the S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays; pricing Oct. 26; Cusip: 06741THJ9

• 15% reverse convertible notes due April 30, 2013 linked to United States Steel Corp. stock; via Barclays Capital; pricing Oct. 26; Cusip: 06741JTA7

• 9% reverse convertible notes due Oct. 30, 2013 linked to Valero Energy Corp. stock; via Barclays Capital; pricing Oct. 26; Cusip: 06741JTC3

• 11.45% reverse convertible notes due Oct. 30, 2013 linked to Expedia, Inc. stock; via Barclays Capital; pricing Oct. 29; Cusip: 06741JTH2

• 0% buffered digital plus notes due Oct. 31, 2016 linked to the Dow Jones industrial average; via Barclays; pricing Oct. 29; Cusip: 06741THY6

• 0% buffered digital notes due Oct. 30, 2015 linked to the Russell 2000 index; via Barclays; pricing Oct. 29; Cusip: 06741THX8

• 14.75% reverse convertible notes due April 30, 2013 linked to Seagate Technology Public Ltd. Co. stock; via Barclays Capital; pricing Oct. 29; Cusip: 06741JTF6

• 12.3% reverse convertible notes due April 30, 2013 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Oct. 29; Cusip: 06741JTG4

• 9.2% reverse convertible notes due Oct. 30, 2013 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing Oct. 29; Cusip: 06741JTJ8

• Contingent income autocallable securities due Nov. 7, 2013 linked to the common stock of Newmont Mining Corp.; via Barclays with Morgan Stanley Smith Barney LLC; pricing Oct. 30; Cusip: 06742A651

• 0% buffered Super Track notes due Nov. 2, 2018 linked to the S&P 500 index, iShares MSCI EAFE index fund, Russell 2000 index, PowerShares DB Commodity Index Tracking fund, iShares iBoxx $ Investment Grade Corporate Bond fund, iShares MSCI Japan index fund, iShares MSCI Emerging Markets index fund, Consumer Staples Select Sector SPDR fund, iShares Dow Jones Select Dividend Index SPDR fund, Health Care Select Sector SPDR fund, PowerShares QQQ TrustSM, Series 1 and iShares Barclays Treasury Inflation Protected Securities Bond fund; via Barclays; pricing Oct. 30; Cusip: 06741THF7

• Contingent quarterly payment callable yield notes due April 2015 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via Barclays; pricing in October

• 0% notes due Nov. 10, 2015 linked to the EquityCompass Share Buyback index; via Barclays; pricing Nov. 6; Cusip: 06741TJC2

BMO HARRIS BANK NA

• Annual digital yield generator certificates of deposit due Oct. 31, 2018 linked to the common stocks of Avon Products, Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Cliff Natural Resources Inc., HollyFrontier Corp., Kronos Worldwide, Inc., Lorillard, Inc., Newmont Mining Corp., Seagate Technology plc and US Airways Group, Inc.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 26; Cusip: 05573JKM5

• Annual digital yield generator certificates of deposit due Oct. 31, 2019 linked to the common stocks of Avon Products, Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Cliff Natural Resources Inc., HollyFrontier Corp., Kronos Worldwide, Inc., Lorillard, Inc., Newmont Mining Corp., Seagate Technology plc and US Airways Group, Inc.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 26; Cusip: 05573JKH6

• Annual digital yield generator PLUS certificates of deposit due Oct. 31, 2019 linked to the common stocks of Avon Products, Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Cliff Natural Resources Inc., HollyFrontier Corp., Kronos Worldwide, Inc., Lorillard, Inc., Newmont Mining Corp., Seagate Technology plc and US Airways Group, Inc.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 26; Cusip: 05573JKK9

• Annual digital yield generator certificates of deposit due Oct. 30, 2020 linked to the common stocks of Avon Products, Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Cliff Natural Resources Inc., HollyFrontier Corp., Kronos Worldwide, Inc., Lorillard, Inc., Newmont Mining Corp., Seagate Technology plc and US Airways Group, Inc.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Oct. 26; Cusip: 05573JKJ2

BNP PARIBAS

• Contingent variable income notes due Oct. 31, 2017 linked 10 common stocks selected from a universe of stocks that have received a five-star ranking by S&P Capital IQ's Stock Appreciation Ranking System; basket includes Aflac, Inc., Applied Materials, Inc., CME Group Inc., Fastenal Co., Huntington Bancshares Inc., McDonald's Corp., Philip Morris International, Inc., Tiffany & Co., Valero Energy Corp. and Windstream Corp.; pricing Oct. 26; Cusip: 05574LAM0

• Contingent variable income notes due Oct. 31, 2017 linked to the common stocks of Altria Group, Inc., AT&T, Inc., Bristol-Myers Squibb Co., Eli Lilly & Co., FirstEnergy Corp., General Mills, Inc., Goldcorp Inc., Kinder Morgan, Southern Co. and Whirlpool Corp.; via distributor Advisors Asset Management, Inc.; pricing Oct. 26; Cusip: 05574LAK4

• 0% twin win notes due Oct. 31, 2014 linked to the S&P 500 index; via distributor Advisors Asset Management, Inc.; pricing Oct. 26; Cusip: 05574LAQ1

CITIBANK, NA

• Callable fixed-to-inverse-floating-rate market-linked certificates of deposit due Oct. 30, 2032 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 172986LZ2

CITIGROUP FUNDING INC.

• Autocallable contingent coupon equity-linked securities due Oct. 30, 2013 tied to Amazon.com, Inc.; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 1730T0ZC6

• 0% digital securities due Oct. 30, 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 1730T0ZD4

• 0% Index Lasers due October 2015 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 1730T0ZB8

• 0% digital securities due May 5, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Oct. 25; Cusip: 1730T0ZA0

• 0% enhanced trigger jump securities due Oct. 30, 2017 linked to the iShares FTSE China 25 index fund; via Citigroup Global Markets Inc.; pricing Oct. 30; Cusip: 17318Q558

• 0% dual directional trigger Performance Leveraged Upside Securities due Nov. 2, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC; pricing Oct. 30; Cusip: 17318Q533

CREDIT SUISSE AG, NASSAU BRANCH

• 0% buffered enhanced participation equity securities due in 18 to 21 months linked to the MSCI EAFE index; 90% trigger; via Credit Suisse Securities (USA) LLC; settlement Oct. 21; Cusip: 22546TB59

• 0% Accelerated Return Equity Securities due Oct. 27, 2014 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 22; Cusip: 22546TC33

• High/low coupon callable yield notes due Jan. 27, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 23; Cusip: 22546TE31

• 0% callable cert plus securities due April 30, 2014 linked to the S&P 500 index and the Russell 2000 index; pricing Oct. 26; via Credit Suisse Securities (USA) LLC; Cusip: 22546TD40

• 0% Buffered Accelerated Return Equity Securities due Oct. 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TA76

• 0% Buffered Accelerated Return Equity Securities due May 1, 2014 linked to the Materials Select Sector SPDR fund, Energy Select Sector SPDR fund and Industrial Select Sector SPDR fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TB26

• 0% digital payment securities due May 1, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TZZ7

• 0% Buffered Accelerated Return Equity Securities due May 5, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TA92

• Daily range accrual notes due Oct. 31, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TZV6

• High/low coupon callable yield notes due Jan. 31, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TA68

• 0% digital plus barrier notes due Oct. 31, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TA84

• High/low coupon callable yield notes due April 30, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 26; Cusip: 22546TA50

• 0% Buffered Accelerated Return Equity Securities due Nov. 2, 2015 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 29; Cusip: 22546TB67

• 0% Buffered Accelerated Return Equity Securities due May 4, 2016 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 30; Cusip: 22546TC82

• 0% Buffered Accelerated Return Equity Securities due May 25, 2014 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TB91

• 0% digital-plus barrier notes due Nov. 5, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TZU8

• 0% Buffered Accelerated Return Equity Securities due May 25, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TB83

• 10%-12% callable yield notes due Feb. 5, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TZX2

• 0% Buffered Accelerated Return Equity Securities due May 5, 2014 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TB75

• 0% digital plus barrier notes due Nov. 4, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TZT1

• High/low coupon callable yield notes due Feb. 5, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22546TZW4

• 0% buffered enhanced participation equity securities due in 24 to 27 months linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in October; Cusip: 22546TE49

DEUTSCHE BANK AG, LONDON BRANCH

• Callable step-up fixed-rate notes due Oct. 31, 2024; via Deutsche Bank Securities Inc.; pricing Oct. 26; Cusip: 2515A1PF2

• 0% capped buffered underlying securities due Oct. 31, 2014 linked to S&P 500 index and the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Oct. 26; Cusip: 2515A1LV1

• 0% trigger return optimization securities due Oct. 30, 2015 linked to a basket of the SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 26; Cusip: 25154V144

• 0% market contribution securities due Oct. 31, 2017 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc.; pricing Oct. 30; Cusip: 2515A1LX7

GOLDMAN SACHS BANK USA

• 0.15%-0.25% index-linked certificates of deposit due 2019 tied to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; pricing Oct. 25; Cusip: 38143AJ97

• 0.15%-0.25% index-linked certificates of deposit due 2019 linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; pricing Oct. 25; Cusip: 38143AA88

• Contingent coupon certificates of deposit due 2019 linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; pricing Oct. 25; Cusip: 38143AB53

• Contingent coupon certificates of deposit due 2017 linked to a basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Oct. 26; Cusip: 38143AK61

• Contingent coupon certificates of deposit due 2018 linked to a basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Oct. 26; Cusip: 38143AK79

• Contingent coupon certificates of deposit due 2019 linked to a basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Oct. 26; Cusip: 38143AK53

• Variable-coupon basket-linked certificates of deposit due 2019 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; pricing Oct. 26; Cusip: 38143AK46

• Autocallable variable contingent coupon certificates of deposit due 2022 linked the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; pricing Oct. 26; Cusip: 4143AJ63

• Variable-coupon basket-linked certificates of deposit due 2018 linked to copper, corn, gasoline, gold, Brent crude oil, Henry Hub natural gas, silver, soybeans, wheat and special high grade zinc; via Goldman Sachs & Co. and distributor Incapital LLC; pricing Oct. 26; Cusip: 38143AK20

• 0% equity index-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average; via Goldman Sachs & Co. and distributor Incapital LLC; pricing Oct. 26; Cusip: 38143AJ55

GOLDMAN SACHS GROUP, INC.

• 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U7M7

• Five-year 0% leveraged notes linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; Cusip: 38143U7B1

• 0% leveraged buffered index-linked notes tied MSCI EAFE index and the Euro Stoxx 50 index due in 30 to 35 months; 85% trigger; via Goldman, Sachs & Co.

• 13-month 0% buffered digital notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U6Z9

• 0% digital notes tied to the Russell 2000 index due in 18 and 21 months; 80% trigger; via Goldman Sachs & Co.

• Callable monthly Russell 2000 index-linked range accrual notes due in 10 years; via Goldman Sachs & Co; Cusip: 38143U7T2

• Four-year buffered range accrual medium-term notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U5K3

• 10-year callable monthly range accrual notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U7R6

• 0% leveraged buffered index-linked notes due in 36 to 42 months tied to the S&P 100 index; via Goldman, Sachs & Co.

• 0% leveraged buffered index-linked notes due in 42 to 48 months tied to the S&P 100 index; via Goldman, Sachs & Co.; Cusip: 38143U7U9

• 18- to 21-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38417B638

• 22- to 25-month 0% leveraged index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 24- to 27-month 0% autocallable leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged index-linked notes due in 24-28 months tied to the S&P 500 index; via Goldman Sachs & Co.

• 36-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U4M0

• Six-year callable monthly buffered range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U7S4

HSBC USA INC.

• 0% buffered uncapped market participation securities due Oct. 26, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 4042K16Q1

• Buffered uncapped market participation securities due Oct. 29, 2015 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 4042K16B4

• Buffered performance plus securities due April 29, 2015 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 4042K16C2

• Buffered uncapped market participation securities due Oct. 29, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 4042K16A6

• Buffered performance plus securities due Oct. 31, 2016 linked to the S&P 500 index; 85% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 4042K16D0

• 0% averaging notes due Oct. 31, 2018 linked to Dow Jones industrial average, the Euro Stoxx 50 index and the Taiwan Stock Exchange Capitalization Weighted Stock index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15Y5

• 0% buffered Accelerated Market Participation Securities due April 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15P4

• 0% buffered Accelerated Market Participation Securities due April 30, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15N9

• 0% buffered Accelerated Market Participation Securities due April 30, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15S8

• Buffered income plus notes due Sept. 28, 2016 linked to the Russell 2000 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15Z2

• Buffered income plus notes due Oct. 30, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K16V0

• 0% buffered Accelerated Market Participation Securities due April 30, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15M1

• 0% buffered Accelerated Market Participation Securities due April 30, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15R0

• 0% buffered Accelerated Market Participation Securities due April 30, 2014 linked to the SPDR S&P Metals & Mining exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 4042K15Q2

• Income plus notes with minimum coupon due Oct. 31, 2019 linked to the common stocks of Altria Group, Inc., Eli Lilly and Co., Lockheed Martin Corp., Proctor & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K16P3

• Annual income opportunity notes with auto cap due Oct. 31, 2019 linked to Altria Group, Inc., Amgen Inc., Apple Inc., AT&T Inc., Exelon Corp., Maxim Integrated Products, Inc., Monsanto Co., Pfizer Inc., Silver Wheaton Corp. and Wells Fargo & Co.; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K16L2

• Annual income opportunity notes due Oct. 31, 2019 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., ConAgra Foods, Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., UnitedHealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K15K5

• 0% buffered return optimization securities due Oct. 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing Oct. 26; Cusip: 40433T802

• 0% contingent return optimization securities due Oct. 31, 2014 linked to the S&P 500 index; via underwriter HSBC Securities (USA) Inc. and dealer UBS Financial Services Inc.; pricing Oct. 26; Cusip: 40433T885

• 0% trigger performance securities due Oct. 31, 2017 linked to the S&P 500 index; via underwriter HSBC Securities (USA) Inc. and dealer UBS Financial Services Inc.; pricing Oct. 26; Cusip: 40433T703

• 0% airbag performance securities due Oct. 31, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc. as dealer; pricing Oct. 26; Cusip: 40433T810

• 6%-8% autocallable yield notes due Oct. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K15H2

• 0% leveraged buffered uncapped market participation securities due Oct. 29, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K15L3

• 0% airbag performance securities due Jan. 31, 2018 linked to the S&P 500 Low Volatility index; 50% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing Oct. 26; Cusip: 40433T786

• 0% 50/150 performance securities due Oct. 31, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K15W9

• 0% averaging notes due Oct. 31, 2018 linked to S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K15X7

• 6.5% to 8.5% autocallable yield notes due Oct. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 26; Cusip: 4042K15J8

• 0% airbag performance securities due Oct. 31, 2022 linked to the Euro Stoxx 50 index; 50% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing Oct. 29; Cusip: 40433T794

• 0% Accelerated Return Notes due January 2014 linked to the MSCI Brazil index; via Bank of America Merrill Lynch; pricing in October

• 0% Capped Leveraged Index Return Notes due October 2014 linked to the PHLX Housing Sector index; 90% trigger; via Bank of America Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due January 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 2% buffered notes with fixed semi-annual coupon due May 5, 2016 linked to the MSCI EAFEindex; 85% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 1; Cusip: 4042K17B3

• 0% buffered notes due Nov. 7, 2016 linked to the S&P 500 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 2; Cusip: 4042K17C1

• 0% averaging notes due November 2017 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 4042K17E7

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due Oct. 31, 2019 linked to the common stocks of Avon Products, Inc., Bristol-Meyers Squibb Co., Goldcorp Inc., General Mills, Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co., Tiffany & Co., Verizon Communications Inc. and Whirlpool Corp.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Oct. 26; Cusip: 48124JLE6

• Digital contingent coupon certificates of deposit due Oct. 31, 2018 linked to the common stocks of Bristol-Meyers Squibb Co., Dow Chemical Co., Duke Energy Corp., Hasbro, Inc., Kellogg Co., Newmont Mining Corp., Nike Inc., Reynolds American Inc., Verizon Communications Inc. and Walgreen Co.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Oct. 26; Cusip: 48124JLC0

• Digital contingent coupon certificates of deposit due Oct. 31, 2019 linked to the common stocks of Bristol-Meyers Squibb Co., Dow Chemical Co., Duke Energy Corp., Hasbro, Inc., Kellogg Co., Newmont Mining Corp., Nike Inc., Reynolds American Inc., Verizon Communications Inc. and Walgreen Co.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Oct. 26; Cusip: 48124JLD8

• 0% certificates of deposit due Oct. 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48124JKT4

• 0% certificates of deposit due Oct. 31, 2019 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48124JKR8

• 0% certificates of deposit due Oct. 31, 2019 linked to the J.P. Morgan Mozaic Fixed Income index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48124JLG1

• Callable variable-rate range accrual certificates of deposit due Oct. 31, 2027 linked to six-month Libor and the Russell 2000 index; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Oct. 26; Cusip: 48124JLW6

JPMORGAN CHASE & CO.

• 10.5% reverse convertible notes due Oct. 25, 2013 linked to Apple Inc. stock; via JPMorgan; pricing Oct. 22; Cusip: 48126DDZ9

• Autocallable yield notes due Oct. 25, 2013 linked to the lesser performing of the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 22; Cusip: 48126DCL1

• 0% return notes due Jan. 28, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Oct. 23; Cusip: 48126DCG2

• Callable fixed-rate step-up notes due Oct. 31, 2032; via J.P. Morgan Securities LLC; pricing Oct. 24; Cusip: 48126DBX6

• 9.10% to 12.10% reverse convertible notes due Jan. 29, 2013 linked to Bank of America Corp. stock; via JPMorgan; pricing Oct. 24; Cusip: 48126DDR7

• 0% capped buffered equity notes due April 29, 2014 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via J.P. Morgan Securities LLC; pricing Oct. 24; Cusip: 48126DDN6

• 0% capped buffered notes due April 29, 2014 linked to SPDR Gold Trust and the iShares Silver Trust; 85% trigger; via J.P. Morgan Securities LLC; pricing Oct. 24; Cusip: 48126DDP1

• 10% upside autocallable single observation reverse exchangeable notes due Oct. 29, 2013 linked to Joy Global Inc. common stock; via J.P. Morgan Securities LLC; pricing Oct. 24; Cusip: 48126DBP3

• 14.65% to 17.65% reverse convertible notes due Jan. 29, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing Oct. 24; Cusip: 48126DDS5

• 0% capped buffered equity notes due April 29, 2014 linked to the S&P 500 index; 85% trigger; via J.P. Morgan Securities LLC; pricing Oct. 24; Cusip: 48126DDM8

• Callable fixed-rate step-up notes due Oct. 30, 2027; via J.P. Morgan Securities LLC; pricing Oct. 25; Cusip: 48126DBT5

• 0% capped buffered return enhanced notes due April 30, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBE8

• 8.5%-10.5% autocallable yield notes due Oct. 31, 2013 linked to the iShares MSCI EAFE index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAW9

• 0% capped buffered return enhanced notes due April 30, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBF5

• 7.5%-9.5% autocallable yield notes due Oct. 31, 2013 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAY5

• 0% notes due Oct. 31, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBJ7

• Contingent interest notes due Oct. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Oct. 26; Cusip: 48126DBC2

• 0% return notes due Jan. 31, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAZ2

• 0% return notes due Jan. 31, 2014 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1); via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAG4

• 10%-12% autocallable yield notes due Oct. 31, 2013 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAU3

• 0% capped buffered return enhanced notes due April 30, 2014 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBD0

• 0% capped buffered return enhanced notes due Oct. 31, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBH1

• 0% return optimization securities due Nov. 29, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126E628

• 0% capped buffered return enhanced notes due April 30, 2014 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBG3

• 0% optimal entry return notes due Oct. 31, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DBK4

• 7%-9% autocallable yield notes due Oct. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAV1

• 6%-8% autocallable yield notes due Oct. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAX7

• 0% notes due Oct. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Oct. 29; Cusip: 48126DBB4

• 8% to 12% annualized Equity LinKed Securities due May 3, 2013 linked to Hewlett-Packard Co. shares; 75% trigger; via J.P Morgan Securities LLC; pricing Oct. 30; Cusip: 48126E610

• Autocallable yield notes due Sept. 5, 2013 linked to the lesser performing of the Market Vectors Gold Miners exchange-traded fund, the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 31; Cusip: 48126DED7

LLOYDS TSB BANK PLC

• Callable step-up fixed-rate notes due Oct. 30, 2027; via Morgan Stanley & Co. LLC; settlement Oct. 30; Cusip: 5394E8BH1

MORGAN STANLEY

• Buffered autocallable securities with contingent coupon due Oct. 26, 2017 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 23; Cusip: 6174823D4

• Autocallable contingent interest notes due October 2013 linked to Coach Inc. shares; 70%trigger; via Morgan Stanley & Co. LLC; pricing Oct. 26; Cusip: 6174822V5

• 0% notes due Oct. 31, 2019 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. LLC; pricing Oct. 26; Cusip: 617482Q23

• Market-linked autocallable step-up notes due Oct. 29, 2032 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing on Oct. 26; Cusip: 6174822Y9

• 0% market-linked notes with quarterly capped performance due Oct. 31, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 26; Cusip: 6174822S2

• 0% trigger Performance Leveraged Upside Securities due Oct. 31, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 26; Cusip: 6174822U7

• Trigger contingent coupon optimization securities due Oct. 30, 2020 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Oct. 26; Cusip: 61755S784

• 0% trigger jump securities due Oct. 31, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 26; Cusip: 6174822T0

• Contingent income securities due Oct. 31, 2019 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 29; Cusip: 6174823A0

• Contingent income securities due Oct. 31, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 29; Cusip: 6174822Z6

• Contingent income autocallable securities due October 2015 with step-up redemption threshold level linked to the common stock of Apple Inc.; 75% trigger; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S792

• Contingent income autocallable securities due October 2015 with step-down redemption threshold level linked to the common stock of Apple Inc.; 70% trigger; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S834

• Contingent income autocallable securities due October 2015 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 6174823F9

• 0% Performance Leveraged Upside Securities due November 2013 linked to S&P 500 index, Russell 2000 index, the iShares MSCI Emerging Markets index fund and the iShares MSCI EAFE index fund; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S800

• 0% lookback entry jump securities due October 2015 linked to the performance of Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 617482P81

• Autocallable contingent interest notes due October 2015 linked to the Euro Stoxx 50 index; 70% trigger; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S750

• 0% buffered Performance Leveraged Upside Securities due October 2014 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S826

• 0% Performance Leveraged Upside Securities due October 2014 linked to the Morgan Stanley Mega 30 Index (Price Return); via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S818

• 0% trigger jump securities due October 2014 linked to the PHLX Housing Sector index; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61755S743

ROYAL BANK OF CANADA

• 9.25% to 13.25% reverse convertible notes due Jan. 29, 2013 linked to Coach, Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 24; Cusip: 78008SND4

• 7.65% to 11.65% reverse convertible notes due April 29, 2013 linked to CSX Corp. stock; via RBC Capital Markets Corp.; pricing Oct. 24; Cusip: 78008SNG7

• 9.3% to 13.3% reverse convertible notes due Jan. 29, 2013 linked to Western Digital Corp. stock; via RBC Capital Markets Corp.; pricing Oct. 24; Cusip: 78008SNF9

• 0% absolute return barrier notes due April 29, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Oct. 24; Cusip: 78008SNE2

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Oct. 26; Cusip: 78008SNA0

• 0% bullish enhanced return notes due Nov. 29, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Oct. 26; Cusip: 78008SMB9

• 12.25% reverse convertible notes due Jan. 31, 2013 linked to Abercrombie & Fitch Co. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNN2

• 8.5% reverse convertible notes due April 30, 2013 linked to Baker Hughes Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNZ5

• 10% reverse convertible notes due Jan. 31, 2013 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNL6

• 16% reverse convertible notes due April 30, 2013 linked to Cliffs Natural Resources Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNS1

• 12.5% reverse convertible notes due Jan. 31, 2013 linked to J.C. Penney Co., Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNQ5

• 9% reverse convertible notes due Oct. 31, 2013 linked to Apple Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SPA8

• 12.5% reverse convertible notes due Jan. 31, 2013 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNR3

• 10.5% reverse convertible notes due Jan. 31, 2013 linked to lululemon athletica inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNM4

• 12.25% reverse convertible notes due April 30, 2013 linked to Market Vectors Junior Gold Miners Etf stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNW2

• 11.25% reverse convertible notes due April 30, 2013 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNT9

• 12.25% reverse convertible notes due Jan. 31, 2013 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNP7

• 15.5% reverse convertible notes due April 30, 2013 linked to PulteGroup Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNV4

• 13% reverse convertible notes due April 30, 2013 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNU6

• 14.5% reverse convertible notes due April 30, 2013 linked to Seagate Technology PLC stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNX0

• 10% reverse convertible notes due Jan. 31, 2013 linked to Staples, Inc. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNK8

• 14% reverse convertible notes due April 30, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Oct. 29; Cusip: 78008SNY8

• Redeemable step-up notes due Oct. 30, 2024; via RBC Capital Markets, LLC; settlement Oct. 30; Cusip: 78008SLC8

• Redeemable step-up notes due Oct. 30, 2027; via RBC Capital Markets, LLC; settlement Oct. 30; Cusip: 78008SLE4

• 0% jump securities due May 2013 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing Oct. 30; Cusip: 78008W370

• 8.5% coupon bearing notes due November 2013 linked to Citigroup Inc. shares; via Bank of America Merrill Lynch; pricing in October

• 7% STEP Income Securities due October 2013 linked to Deere & Co. shares; via Bank of America Merrill Lynch; pricing in October

• 0% upside participation equity-linked averaging notes due Nov. 4, 2019 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; pricing in October; Cusip: 78008SMC7

• 0% Strategic Accelerated Redemption Securities due November 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in October

• 7.5% STEP Income Securities due November 2013 linked to Intel Corp. shares; via Bank of America Merrill Lynch; pricing in October

• Contingent income autocallable securities due October 2013 linked to the common stock of Chesapeake Energy Corp.; 70% trigger; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney LLC; pricing in October; Cusip: 78008W487

• 0% direct investment notes due Dec. 9, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Nov. 5; Cusip: 78008SMX1

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI EAFE index fund; 90% trigger; via Goldman Sachs & Co.

• 15- to 17-month 0% buffered equity index-linked notes tied to the MSCI EAFE index; 85% trigger; via Goldman Sachs & Co.

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due January 2014 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due January 2014 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in October

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due Oct. 25, 2022; via UBS Securities LLC; pricing Oct. 22; Cusip: 90261JKY8

UBS AG, LONDON BRANCH

• 0% Performance Leveraged Upside Securities due 2013 linked to SPDR S&P 500 ETF trust, the Financial Select Sector SPDR fund, the iShares MSCI EAFE Index fund, the iShares MSCI Emerging Markets index fund, iShares Russell 2000 index fund, the PowerShares DB Commodity Index Tracking fund and the Technology Select Sector SPDR fund; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing between Oct. 13 and Oct. 26; Cusip: 90269V652

• 0% contingent return optimization securities due Oct. 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 26; Cusip: 90269V561

• 0% buffered return optimization securities due Oct. 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 26; Cusip: 90269V553

• 0% relative performance securities due Oct. 31, 2017 linked to the S&P 500 index and the NYSE US 5 Year Treasury Futures index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 26; Cusip: 90269V603

• 0% buffered return optimization securities due Oct. 31, 2014 linked to the SPDR S&P Homebuilders ETF; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 26; Cusip: 90269V660

• 0% contingent return optimization securities due Oct. 31, 2014 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 29; Cusip: 90269V595

• 0% trigger performance securities due Oct. 30, 2015 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 29; Cusip: 90269V645

• 0% trigger performance securities due Oct. 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 29; Cusip: 90269V546

UNION BANK, NA

• 0% market-linked certificates of deposit due Oct. 31, 2017 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC with Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 90521AKX5

• 0% market-linked certificates of deposit due Oct. 31, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC with Advisors Asset Management, Inc.; pricing Oct. 25; Cusip: 90521AKV9

WELLS FARGO BANK, NA

• 0% market-linked certificates of deposit due April 30, 2019 linked to the performance of equal weights of the Brazilian real, Australian dollar, Norwegian krone and Canadian dollar relative to the U.S. dollar; via Incapital LLC; pricing Oct. 25; Cusip: 949748T56

WELLS FARGO & CO.

• Step-up callable notes due Oct. 26, 2029; via Wells Fargo Securities, LLC; pricing Oct. 23; Cusip: 94986RLW9

• 0% market-linked notes due November 2019 linked to the SPDR S&P 500 ETF Trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; settlement in November; Cusip: 94986RLU3

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