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Published on 11/27/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Strategic Accelerated Redemption Securities due December 2013 linked to American Depositary Receipts of BP plc; via Bank of America Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due November 2014 linked to the Dow Jones-UBS Commodity Index - Excess Return; via Bank of America Merrill Lynch; pricing in November

• Leveraged Index Return Notes due November 2014 linked to the Dow Jones-UBS Agriculture Sub-Index - Excess Return; via Bank of America Merrill Lynch; pricing in November

• 0% currency Market Index Target-Term Securities due November 2015 linked to Norwegian krone and the Swedish krona relative to the euro; via Bank of America Merrill Lynch; pricing in November

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

• 0% autocallable market-linked step-up notes due November 2015 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in November

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

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

• Market-linked step-up notes due December 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in November

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

• Fixed-to-floating notes due December 2022; via Bank of America Merrill Lynch; pricing in December

BANK OF MONTREAL

• 0% senior medium-term notes, series B, due Dec. 23, 2013 linked to Raymond James Analysts' Best Picks for 2013; via BMO Capital Markets Corp.; settlement Dec. 18; Cusip: 06366QJS5

BARCLAYS BANK PLC

• 7% to 9.25% annualized airbag yield optimization notes due May 31, 2013 linked to the common stock of Genworth Financial, Inc.; via UBS Financial Services Inc. and Barclays; pricing Nov. 28; Cusip: 06742A396

• 9% reverse convertible notes due Nov. 29, 2013 linked to Hewlett-Packard Co. stock; via Barclays; pricing Nov. 28; Cusip: 06741JUE7

• 7% to 9.25% annualized airbag yield optimization notes due May 31, 2013 linked to the common stock of lululemon athletica inc.; via UBS Financial Services Inc. and Barclays; pricing Nov. 28; Cusip: 06742A420

• 7% to 9.25% annualized airbag yield optimization notes due May 31, 2013 linked to the common stock of PulteGroup, Inc.; via UBS Financial Services Inc. and Barclays; pricing Nov. 28; Cusip: 06742A412

• 0% buffered digital notes due Nov. 30, 2015 linked to the Russell 2000 index; 80% trigger; via Barclays; pricing Nov. 28; Cusip: 06741TKL0

• 0% buffered digital notes due May 29, 2015 linked to the Russell 2000 index; via Barclays; pricing Nov. 28; Cusip: 06741TKE6

• 11% reverse convertible notes due May 28, 2013 linked to Verifone Systems, Inc. stock; via Barclays; pricing Nov. 28; Cusip: 06741JUB3

• 8% reverse convertible notes due Nov. 29, 2013 linked to Whole Foods Market, Inc. stock; via Barclays; pricing Nov. 28; Cusip: 06741JUD9

• 0% Strategic Accelerated Redemption Securities due December 2013 linked to the common stock of Apple Inc.; via Bank of America Merrill Lynch; pricing in November

• 8.5% STEP Income Securities due December 2013 linked to Ford Motor Co. shares; via Bank of America Merrill Lynch; pricing in November

• 0% buffered Super Track notes due November 2017 linked to Hang Seng China Enterprises index, the Korea Composite Stock Price Index 200, Hang Seng index, MSCI Taiwan Price index and MSCI Singapore Free Price index; 75% trigger; via Barclays; pricing in November; Cusip: 06741TKG1

• 0% Accelerated Return Notes due January 2014 linked to the NYSE Arca Gold Miners index; via Bank of America Merrill Lynch; pricing in November

• 0% notes due Dec. 9, 2015 linked to the EquityCompass Share Buyback index; via Barclays; pricing Dec. 5; Cusip: 06741TKJ5

• 0% buffered Super Track notes due 2018 linked to S&P 500 index, Russell 2000 index, iShares MSCI EAFE index fund, PowerShares DB Commodity Index Tracking fund, Consumer Staples Select Sector SPDR fund, iShares Dow Jones Select Dividend index fund, iShares iBoxx $ Investment Grade Corporate Bond fund, iShares MSCI Japan Index fund, iShares MSCI Emerging Markets index fund, Health Care Select Sector SPDR fund, PowerShares QQQ Trust, series 1 and iShares Barclays Treasury Inflation Protected Securities Bond fund; via Barclays; Cusip: 06741TKT3

CITIGROUP FUNDING INC.

• Autocallable contingent coupon equity-linked securities due Dec. 1, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 28; Cusip: 1730T0ZK8

• 0% dual directional trigger Performance Leveraged Upside Securities due December 2014 linked to the common stock of Apple Inc.; via Citigroup Global Markets Inc.; pricing Nov. 29; Cusip: 17318Q392

• 0% buffered Performance Leveraged Upside Securities due December 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 29; Cusip: 17318Q442

• 0% enhanced trigger jump securities due Nov. 29, 2017 linked to the S&P 500 index; 65% trigger; via Citigroup Global Markets Inc.; pricing Nov. 29; Cusip: 17318Q434

CREDIT SUISSE AG, NASSAU BRANCH

• 0% absolute return barrier notes due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 28; Cusip: 22546TK59

• 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2015 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 28; Cusip: 22546TJ44

• 8.5%-9.5% callable yield notes due Dec. 4, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 29; Cusip: 22546TJ77

• 0% Buffered Accelerated Return Equity Securities due June 4, 2014 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TH87

• High/low coupon callable yield notes due March 5, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TG21

• 0% Buffered Accelerated Return Equity Securities due June 4, 2014 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TH79

• 0% digital-plus barrier notes due Nov. 30, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TH46

• 0% digital-plus barrier notes due Dec. 5, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TH38

• Daily range accrual notes due Dec. 5, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TG39

• High/low coupon callable yield notes due June 5, 2014 linked to the S&P 500 index, the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546TM40

• 0% three-year autocallable securities linked to Euro Stoxx 50 index and the iShares MSCI Emerging Markets index fund; 70% trigger; via Barclays; pricing in November; Cusip: 22546TK91

• 0% Accelerated Return Notes due January 2014 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in November

• 28- to 32-month 0% buffered participation equity securities linked to an unequally weighted basket of the MSCI EAFE index and the Euro Stoxx 50 index multiplied by the performance of the euro relative to the dollar; via Credit Suisse Securities (USA) LLC; pricing in November; Cusip: 22546TJ69

• 0% Accelerated Return Notes due January 2014 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in November

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

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

DEUTSCHE BANK AG, LONDON BRANCH

• 7.1% to 9.1% airbag autocallable yield optimization notes due Dec. 6, 2013 linked to Cummins Inc. shares; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 28; Cusip: 25154S760

• 0% trigger performance securities due Nov. 30, 2015 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 28; Cusip: 25154S828

• Contingent return optimization securities due Nov. 28, 2014 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 28; Cusip: 25154S869

• 8% to 10.5% airbag autocallable yield optimization notes due Dec. 6, 2013 linked to Freeport-McMoRan Copper & Gold Inc. shares; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 28; Cusip: 25154S752

• 5.5% to 7.5% airbag autocallable yield optimization notes due Dec. 6, 2013 linked to Goldman Sachs Group, Inc. shares; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 28; Cusip: 25154S745

• 8% to 10% airbag autocallable yield optimization notes due Dec. 6, 2013 linked to United Rentals, Inc. shares; via via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 28; Cusip: 25154S778

• 0% digital return notes due June 5, 2013 linked to Brent crude futures contracts; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 25152RAG8

• 0% market contribution securities due Dec. 8, 2015 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing Dec. 3; Cusip: 2515A1M65

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due May 2020; via Goldman Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38141GJP0

• Fixed-to-floating notes due December 2017; via Goldman Sachs & Co.; settlement in December; Cusip: 38141GJY1

• Callable step-up fixed-rate notes due December 2027; via Goldman Sachs & Co. and Incapital LLC; settlement in Decemer; Cusip: 38141GJZ8

• 0% notes due in seven years tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38141GGX6

• Two-year 0% index-linked notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.

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

• Five-year 0% buffered notes linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; Cusip: 38141GGY4

• Five-year 0% buffered notes linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; Cusip: 38141GGZ1

• 72-month 0% trigger notes linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; Cusip: 38141GHU1

• 54-week 0% index-linked trigger notes tied to the MSCI EAFE index; via Goldman Sachs & Co. with J.P. Morgan Securities LLC as placement agent; Cusip: 38141GJU9

• 0% leveraged buffered notes linked to MSCI EAFE index, the S&P 500 index, the S&P MidCap 400 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GJV

• 0% index-linked digital notes due in 13-15 months tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38141GHR8

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

• 36-month 0% buffered digital notes linked to the Russell 2000 index; via Goldman Sachs & Co. with JPMorgan; Cusip: 38141GHM9

• Six-year callable monthly Russell 2000 index-linked range accrual notes; via Goldman Sachs & Co.; Cusip: 38141GHA5

• Callable monthly buffered Russell 2000 index-linked range accrual notes; via Goldman Sachs & Co. Cusip: 38141GHZ0

• Callable monthly buffered Russell 2000 index-linked range accrual notes; 65% trigger; via Goldman Sachs & Co.; Cusip: 38141GJH8

• Autocallable monthly Russell 2000 index-linked range accrual notes; 50% barrier; via Goldman Sachs & Co.; Cusip: 38141GJJ4

• 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% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.

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

• 0% leveraged index-linked notes due in two years tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GHT4

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

• 0% leveraged buffered index-linked notes tied to the S&P 500 index due in 24 to 27 months; 90% trigger; 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 to 28 months tied to the S&P 500 index; via Goldman Sachs & Co.

HSBC USA INC.

• 0% airbag performance securities due Nov. 30, 2022 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc. as dealer; pricing Nov. 28; Cusip: 40433T661

• 0% barrier notes with step-up digital return due Dec. 16, 2013 linked to the Mexican peso relative to the dollar; 85% trigger; via HSBC Securities (USA) Inc. with J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 40432X4L2

• 6% to 8% autocallable yield notes due Dec. 5, 2013 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40432X3U3

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

• Market-linked step-up notes due December 2014 linked to the Euro Stoxx 50 index; 95% trigger; via Bank of America Merrill Lynch; pricing in November

• Capped Leveraged Index Return Notes due December 2014 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in November

• Capped Leveraged Index Return Notes due December 2014 linked to the silver spot price; via Bank of America Merrill Lynch; pricing in November

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

• 0% performance notes due May 13, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Dec. 7; Cusip: 40432X3S8

JPMORGAN CHASE & CO.

• 8.5% reverse convertible notes due May 31, 2013 linked to Alcoa Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DGE3

• 9% reverse convertible notes due Dec. 2, 2013 linked to Amazon.com, Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DHV4

• 0% contingent absolute return autocallable optimization securities due Dec. 6, 2013 linked to Apple Inc. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48124B832

• 9.5% reverse convertible notes due May 31, 2013 linked to Bank of America Corp. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DGF0

• 8% reverse convertible notes due Dec. 2, 2013 linked to Caterpillar Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DGA1

• 0% contingent absolute return autocallable optimization securities due Dec. 6, 2013 linked to Chesapeake Energy Corp. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48124B824

• 10% reverse convertible notes due Dec. 2, 2013 linked to Coach, Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DGB9

• 10% reverse convertible notes due Dec. 2, 2013 linked to Cummins Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DHU6

• 8.75% reverse convertible notes due May 31, 2013 linked to Halliburton Co. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DGD5

• 15% reverse convertible notes due Feb. 28, 2013 linked to Joy Global Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DFQ7

• 0% notes due Nov. 30, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48126DGZ6

• 11.25% reverse convertible notes due May 31, 2013 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DHS1

• 0% contingent absolute return autocallable optimization securities due Dec. 6, 2013 linked to MGM Resorts International shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48124B840

• 13.5% reverse convertible notes due May 31, 2013 linked to Morgan Stanley stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DHT9

• 17.25% reverse convertible notes due Feb. 28, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DFR5

• 0% capped buffered equity notes due June 2, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48126DJL4

• 11.5% reverse convertible notes due May 31, 2013 linked to Valero Energy Corp. stock; via JPMorgan; pricing Nov. 28; Cusip: 48126DGC7

• 0% Performance Leveraged Upside Securities due Jan. 3, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Nov. 29; Cusip: 48126E479

• 0% capped return enhanced notes due Feb. 26, 2014 linked to Apple Inc. shares; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48126DJJ9

• Autocallable contingent interest notes due Dec. 18, 2013 linked to the common stock of Bank of America Corp.; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48126DJK6

• 0% quarterly review notes due Dec. 12, 2013 linked to the spot price of copper; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48126DLS6

• Callable fixed-rate step-up notes due Dec. 12, 2032; via J.P. Morgan Securities LLC; pricing Dec. 7; Cusip: 48126DLR8

MORGAN STANLEY

• 0% trigger phoenix autocallable optimization securities due Nov. 30, 2017 linked to the iShares Russell 2000 index fund and the SPDR S&P 500 ETF Trust; 55% to 60% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co. LLC; pricing Nov. 28; Cusip: 61761H798

• Contingent income autocallable securities due Nov. 30, 2017 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Nov. 28; Cusip: 61761JAE9

• Contingent income autocallable securities due Nov. 30, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Nov. 28; Cusip: 61761JAD1

• 0% buffered jump securities due Nov. 30, 2017 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 617482Z49

• Market-linked notes with past performance averaging feature linked to the Morgan Stanley ETF-MAP index (Excess Return) due October 2016 to January 2017; via Morgan Stanley & Co. LLC; pricing November; Cusip: 61761H764

• 0% trigger jump securities due November 2015 linked to the Euro Stoxx 50 index; 65% trigger; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61755S875

• 0% trigger jump securities due November 2015 linked to gold, silver and platinum; 85% trigger; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 6174823S1

• 0% Performance Leveraged Upside Securities due November 2014 linked to the Morgan Stanley Mega 30 Index (Price Return; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61755S883

• 0% dual directional trigger Performance Leveraged Upside Securities due November 2014 linked to the PHLX Oil Service Sector index; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761H301

• Contingent income autocallable securities due November 2017 linked to the Russell 2000 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761JAC3

• 0% trigger jump securities due November 2015 linked to Russell 2000 index and the iShares MSCI EAFE index fund; 65% trigger; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761H772

• 0% Performance Leveraged Upside Securities due December 2013 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761H202

• 0% contingent income autocallable securities with step-up redemption threshold level feature due November 2015 linked to the common stock of United Technologies Corp.; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761H400

ROYAL BANK OF CANADA

• 12.3% to 14.3% Equity LinKed Securities due June 2013 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney LLC; pricing Nov. 29; Cusip: 78008W628

• 0% buffered bullish enhanced return notes due May 30, 2014 linked to the S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing Nov. 29; Cusip: 78008SRT5

• 0% direct investment notes due Jan. 9, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 5; Cusip: 78008SPT7

• 0% buffered enhanced participation notes linked to the iShares MSCI Emerging Markets index fund due in 18 to 21 months; 90% trigger; via RBC Capital Markets, LLC; Cusip: 78008SRB4

• 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.

ROYAL BANK OF SCOTLAND PLC

• 0% digital notes with fixed buffer due Dec. 4, 2014 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing Nov. 28; Cusip: 78009PDG3

• 0% digital notes with fixed buffer due Dec. 4, 2014 linked to the Russell 2000 index; via RBS Securities Inc.; pricing Nov. 28; Cusip: 78009PDF5

AB SVENSK EXPORTKREDIT

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

UBS AG, LONDON BRANCH

• 0% trigger performance securities due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90269V793

• 0% trigger autocallable optimization securities due Nov. 30, 2017 linked to the iShares Russell 2000 index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90269V884

• 0% trigger phoenix autocallable optimization securities due Nov. 29, 2013 linked to Potash Corp. of Saskatchewan Inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90269W403

• 0% trigger phoenix autocallable optimization securities due Nov. 29, 2013 linked to Silver Wheaton Corp. shares; 65% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90269W205

• 0% trigger phoenix autocallable optimization securities due Nov. 29, 2013 linked to United Rentals Inc. shares; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 28; Cusip: 90269W304

• 7.75%-11.75% annualized single observation Equity LinKed Securities due June 4, 2013 linked to the common shares of Anadarko Petroleum Corp.; via UBS Securities LLC; pricing Nov. 29; Cusip: 90269V819

• Contingent income autocallable securities due Dec. 3, 2015 linked to JPMorgan Chase & Co. shares; 75% trigger; via UBS Securities LLC is the agent with Morgan Stanley Smith Barney LLC; pricing Nov. 30; Cusip: 90269W502

WELLS FARGO & CO.

• Market-linked notes due Dec. 6, 2019 tied to the Dow Jones industrial average; via Wells Fargo Securities, LLC; pricing Nov. 30; Cusip: 94986RME8

• Market-linked notes with upside participation due Dec. 6, 2019 linked to the SPDR S&P 500 ETF Trust with a 65% weight, the iShares MSCI EAFE index fund with a 25% weight and the iShares MSCI Emerging Markets index fund with a 10% weight; via Wells Fargo Securities, LLC; pricing Nov. 30; Cusip: 94986RMF5


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