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Published on 1/4/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Currency Market Index Target-Term Securities due February 2016 linked to the Chinese renminbi relative to the dollar; via Bank of America Merrill Lynch; pricing in January

• 0% Market Index Target-Term Securities due January 2019 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in January

• 0% currency-linked step-up notes due January 2015 tied to the Indian rupee measured against the dollar; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2014 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via Bank of America Merrill Lynch; pricing in January

• Market-linked step-up notes due February 2016 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in January

• Capped Leveraged Index Return Notes due January 2015 linked to the Nikkei Stock Average index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due January 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• Market-linked step-up notes due January 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due January 2015 tied to a global equity basket consisting of the S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in January

BANK OF MONTREAL

• 0% senior medium-term notes, series B, due Jan. 28, 2014 linked to Raymond James Analysts' Best Picks for 2013; via BMO Capital Markets Corp.; settlement Jan. 23; Cusip: 06366RJT3

• 0% buffered bullish digital return notes due Jan. 29, 2016 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKV6

• 0% autocallable cash-settled notes with step-up call price due Jan. 30, 2015 linked to the iShares MSCI EAFE index fund; 85% trigger; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKN4

• 0% autocallable cash-settled notes with step-up call price due Jan. 30, 2015 linked to the iShares Russell 2000 index fund; 85% trigger; via BMO CapitalMarkets Corp.; pricing Jan. 28; Cusip: 06366RKP9

• 0% buffered bullish digital return notes due Jan. 29, 2016 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKS3

• 0% autocallable cash-settled notes with step-up call price due Jan. 30, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; 85% trigger; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKQ7

• 0% buffered bullish digital return notes due Jan. 29, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKU8

• 0% buffered bullish digital return notes due Jan. 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKR5

• 0% autocallable barrier notes with step-up call price due Jan. 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKM6

• 0% buffered bullish digital return notes due Jan. 29, 2016 linked to the SPDR Dow Jones Industrial Average ETF Trust; via BMO Capital Markets Corp.; pricing Jan. 28; Cusip: 06366RKT1

BANK OF NOVA SCOTIA

• Callable contingent interest notes due Jan. 31, 2020 linked to the Russell 2000 index; 75% trigger; via Scotia Capital (USA) Inc.; pricing Jan. 28; Cusip: 064159BG0

• Callable contingent interest notes due Jan. 31, 2020 linked to the S&P 500 index; 80% trigger; via Scotia Capital (USA) Inc.; pricing Jan. 28; Cusip: 064159BH8

BARCLAYS BANK PLC

• 0% notes due Jan. 12, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing Jan. 7; Cusip: 06741TLL9

• 9.5% to 11.5% autocallable yield notes due Jan. 27, 2014 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Barclays; pricing Jan. 23; Cusip: 06741TMJ3

• Notes due Jan. 31, 2018 linked to a basket of 10 commodity indexes (S&P GSCI Sugar Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Corn Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return); via Barclays; pricing Jan. 28; Cusip: 06741TMF1

• 0% buffered digital plus notes due July 31, 2017 linked to the Dow Jones industrial average; via Barclays; pricing Jan. 29; Cusip: 06741TMH7

• 0% buffered digital notes due Jan. 29, 2016 linked to the Russell 2000 index; 80% trigger; via Barclays; pricing Jan. 29; Cusip: 06741TMK0

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

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

• Callable contingent quarterly payment notes due January 2016 linked to the S&P 500 index, Russell 2000 index and the iShares MSCI EAFE index fund; 60% trigger; via Barclays; pricing in January; Cusip: 06741TMB0

BNP PARIBAS

• Contingent variable income notes due Jan. 31, 2018 linked to Altria Group, Inc., AT&T, Inc., Barrick Gold Corp., Exelon Corp., Kinder Morgan, Lockheed Martin Corp., PPL Corp., Reynolds American Inc., Spectra Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities; pricing Jan. 28; Cusip: 05574LEB0

• Low barrier notes due Jan. 31, 2018 linked to the Russell 2000 index; via BNP Paribas Securities Corp.; pricing Jan. 28; Cusip: 05574LEA2

CITIGROUP FUNDING INC.

• 7%-9% annualized single observation Equity LinKed Securities due July 25, 2013 linked to Cummins Inc. shares; via Citigroup Global Markets Inc.; pricing Jan. 22; Cusip: 17318Q285

• Autocallable contingent coupon equity-linked securities due July 30, 2014 linked to JPMorgan Chase & Co.; via Citigroup Global Markets; pricing Jan. 25; Cusip: 1730T0ZY8

• 0% Performance Leveraged Upside Securities due Feb. 27, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 30; Cusip: 17318Q293

CREDIT SUISSE AG, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due July 27, 2015 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 18; Cusip: 22546TS77

• 0% digital barrier notes due Jan. 27, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 18; Cusip: 22546TS69

• 0% Buffered Accelerated Return Equity Securities due Jan. 30, 2015 linked to the Russell 2000 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 28; Cusip: 22546TQ95

• 0% digital plus barrier notes due Jan. 31, 2017 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; Credit Suisse Securities (USA) LLC; pricing Jan. 28; Cusip: 22546TR37

• High/low coupon callable yield notes due July 31, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 28; Cusip: 22546TS28

• 0% digital plus barrier notes due Jan. 31, 2017 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 28; Cusip: 22546TQ61

• High/low coupon callable yield notes due July 31, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 28; Cusip: 22546TR94

• 0% callable Buffered Accelerated Return Equity Securities due Feb. 5, 2015 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546TR45

• High/low coupon callable yield notes due Aug. 5, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546TR86

• 0% digital plus barrier notes due Feb. 6, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546TQ79

• High/low coupon callable yield notes due Aug. 5, 2014 linked to the S&P 500 index and the Russell 2000 index, LP; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546TR78

• 0% buffered enhanced participation equity securities linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing in January; Cusip: 22546TR60

• 0% Accelerated Return notes due March 2014 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in January

• 0% buffered enhanced participation equity securities linked to the S&P 500 index due in 18 to 21 months; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing in January; Cusip: 22546TR52

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

• Capped Leveraged Index Return Notes due January 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Feb. 12, 2014 linked to the Deutsche Bank Liquid Commodity Index-Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing Jan. 7; Cusip: 25152RAZ6

• Trigger phoenix autocallable optimization securities due Jan. 12, 2018 linked to General Electric Co. shares; 69% to 74% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Jan. 8; Cusip: 25154S372

• 0% return optimization securities due Feb. 28, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Jan. 28; Cusip: 25154S380

• 0% capped buffered underlying securities due Jan. 30, 2015 linked to a basket containing the S&P 500 index and the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Jan. 28; Cusip: 25152RAY9

GOLDMAN SACHS GROUP, INC.

• Callable monthly Russell 2000 index-linked range accrual notes due Jan. 17, 2023; 50% trigger; via Goldman Sachs & Co.; pricing Jan. 14; Cusip: 38141GLV4

• 0% trigger notes due Feb. 1, 2019 linked to the Morningstar Wide Moat Focus Target Volatility 20 index; 70% to 75% trigger; via Goldman Sachs & Co.; pricing Jan. 29; Cusip: 38141GLP7

• 0% notes due Feb. 3, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38141GLQ5

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

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; 60% trigger; via Goldman Sachs & Co.; Cusip: 38143AZ65

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GKQ6

• 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

• 0% leveraged notes due in 23 to 26 months linked to the MSCI EAFE index; via Goldman Sachs & Co.

• 0% buffered notes linked to the MSCI EAFE index due in 24 to 27 months; 85% trigger; via Goldman Sachs & Co.

• 0% leveraged notes linked to the MSCI EAFE index due in 25 to 28 months; via Goldman Sachs & Co.

• 20- to 23-month 0% buffered basket-linked notes tied to the MSCI EAFE index and the S&P 500 index; via Goldman, Sachs & Co.

• 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: 38141GJV7

• 13- to 15-month 0% index-linked digital notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 0% digital notes linked to Russell 2000 index due in 13 to 15 months; 85% trigger; via Goldman Sachs & Co.; Cusip: 38141GHR8

• 13- to 24-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.

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

• 0% index-linked digital notes due in 24 to 27 months tied to the Russell 2000 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes due Feb. 3, 2015 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38141GLS1

• 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

• 0% leveraged notes due in 18-21 months linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% buffered notes linked to the S&P 500 index due in 18 and 21 months; 90% trigger; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the S&P 500 index due in 19 to 22 months; 90% trigger; 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 notes linked to the S&P 500 index due in 24 and 27 months; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the S&P 500 index due in 24 and 27 months; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147H486

• 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.

• 25- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the S&P 500 index due in 26 to 30 months; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes due Feb. 3, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GLR3

• 0% leveraged buffered notes linked to the S&P 500 index due in 42 to 48 months; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U7U9

• Four-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• 6.5% to 8.5% autocallable yield notes due July 18, 2014 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 15; Cusip: 40432X5Q0

• 7% to 9% autocallable yield notes due Jan. 21, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 15; Cusip: 40432X5P2

• 0% digital plus barrier notes due Jan. 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 18; Cusip: 40432X6W6

• 0% buffered Accelerated Market Participation Securities due Jan. 30, 2017 linked to the S&P 500 index, the Russell 2000 index and the MSCI EAFE index; via HSBC Securities (USA) Inc.; pricing Jan. 18; Cusip: 40432X6X4

• 0% buffered uncapped market participation securities due Jan. 27, 2017 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 40432X6D8

• 0% averaging notes due Jan. 29, 2019 linked to a basket of indexes (Hang Seng index, Taiwan Stock Exchange Capitalization Weighted Stock index, Korea Composite Stock Price Index 200 and MSCI Singapore Free index); via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 40432X5N7

• 0% buffered performance plus securities due July 29, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 40432X6A4

• 0% buffered performance plus securities due Jan. 27, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 40432X6B2

• 0% buffered uncapped market participation securities due Jan. 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 40432X6C0

• 0% averaging notes due Jan. 29, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 40432X5M9

• Income plus notes with 0.5% minimum coupon due Jan. 30, 2020 linked to a basket of stocks of Apple Inc., eBay Inc., Altria Group, Inc., PepsiCo, Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6S5

• Income plus notes with 1% minimum coupon due Jan. 30, 2020 linked to a basket of stocks of Apple Inc., eBay Inc., Altria Group, Inc., PepsiCo, Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6R7

• Income plus notes with 0.5% minimum coupon due Jan. 30, 2020 linked to a basket of stocks of Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6Z9

• Income plus notes with 1% minimum coupon due Jan. 30, 2020 linked to a basket of stocks of Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6Y2

• 0% buffered Accelerated Market Participation Securities due July 30, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6H9

• Buffered Accelerated Market Participation Securities due July 30, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6M8

• Buffered Accelerated Market Participation Securities due July 30, 2014 linked to theiShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6L0

• 0% buffered Accelerated Market Participation Securities due July 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6G1

• Buffered Accelerated Market Participation Securities due July 30, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 25;Cusip: 40432X6K2

• 0% buffered Accelerated Market Participation Securities due July 30, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6F3

• Buffered Accelerated Market Participation Securities due July 30, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6J5

• 0% buffered Accelerated Market Participation Securities due July 30, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6E6

• Buffered Accelerated Market Participation Securities due July 30, 2014 linked to the SPDR S&P Homebuilders ETF; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40432X6N6

• Annual income opportunity notes due Jan. 31, 2020 linked to a stock basket including 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 Jan. 28; Cusip: 40432X6T3

•Annual income opportunity notes due Jan. 31, 2020 linked to a stock basket including Cliffs Natural Resources Inc., Consolidated Edison, Inc., Darden Restaurants, Inc., Exelon Corp., Lorillard, Inc., Mattel, Inc., Nvidia Corp., Southern Co., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40432X6U0

• 0% airbag performance securities due Jan. 31, 2023 linked to the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing Jan. 28; Cusip: 40433T398

• 0% airbag performance securities due April 30, 2018 linked to the S&P 500 Low Volatility index; 75% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing Jan. 28; Cusip: 40433T380

• 0% airbag performance securities due Jan. 31, 2023 linked to the Euro Stoxx 50index; 50% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing Jan. 28; Cusip: 40433T414

• 0% trigger performance securities due Jan. 29, 2016 linked to the Euro Stoxx 50 index; 65% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 29; Cusip: 40433T422

• 0% leveraged buffered uncapped market participation securities due Feb. 2, 2016 linked to the S&P 500 Low Volatility index; 85% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40432X6Q9

• 0% trigger return optimization securities due Jan. 29, 2016 linked to SPDR S&P 500 exchange-traded fund trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 70% trigger; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Jan. 28; Cusip: 40433T463

• 0% 50/150 performance securities due Aug. 2, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Jan. 29; Cusip: 40432X6P1

• Capped Leveraged Index Return Notes due February 2015 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in January

• Capped Leveraged Index Return Notes due January 2015 linked to the PHLX Housing Sector index; via Bank of America Merrill Lynch; pricing in January

• Capped Leveraged Index Return Notes due January 2015 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in January

• Capped Leveraged Index Return Notes due January 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

JPMORGAN CHASE & CO.

• 0% capped buffered enhanced participation equity notes due April 11, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Jan. 8; Cusip: 48126DRV3

• 0% return notes due April 30, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Jan. 25; Cusip: 48126DRP6

• 0% buffered digital plus notes due Jan. 30, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 1730T0ZZ5

• 0% capped buffered return enhanced notes due July 31, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRA9

• 7% to 9% autocallable yield notes due Jan. 31, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRJ0

• 0% capped buffered return enhanced notes due July 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRB7

• 0% notes due July 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRL5

• Contingent interest notes due Jan. 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRM3

• Market-linked notes with contingent coupons due Jan. 31, 2023 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DQL6

• 0% return notes due April 30, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC pricing Jan. 28; Cusip: 48126DRQ4

• 0% return notes due Jan. 30, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRR2

• 10% to 12% autocallable yield notes due Jan. 31, 2014 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; 65% trigger; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRK7

• 0% capped buffered return enhanced notes due July 31, 2014 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DQZ5

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRD3

• 0% capped buffered return enhanced notes due July 31, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRC5

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRE1

• 5% to 7% autocallable yield notes due Jan. 31, 2014 linked to the Vanguard Total Stock Market index fund exchange-traded fund and the S&P 500 index; 65% trigger; via J.P. Morgan Securities LLC; pricing Jan. 28; Cusip: 48126DRF8

• 0% notes due Jan. 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 29; Cusip: 48126DRW1

• 0% Performance Leveraged Upside Securities due March 5, 2014 linked to the Financial Select Sector SPDR fund; via J.P. Morgan Securities LLC with Morgan StanleySmith Barney LLC; pricing Jan. 30; Cusip: 48126E370

MORGAN STANLEY

• Contingent income autocallable securities due Jan. 18, 2018 linked to Apple Inc.; via Morgan Stanley & Co. LLC; pricing Jan. 15; Cusip: 61761JAT6

• Contingent income autocallable securities due Jan. 18, 2018 linked to MetLife, Inc.; via Morgan Stanley & Co. LLC; pricing Jan. 15; Cusip: 61761JAU3

• Contingent income autocallable securities due Jan. 18, 2028 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Jan. 15; Cusip: 61761JAW9

• Contingent income autocallable step-up securities due Jan. 18, 2028 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Jan. 15; Cusip: 61761JAV1

• Senior fixed-to-floating notes due Jan. 16, 2020; via Morgan Stanley & Co. LLC; settlement Jan. 16; Cusip: 61760QCF9

• 0% market-linked notes due July 31, 2020 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Jan. 28; Cusip: 61761JAY5

• 0% buffered jump securities due Jan. 31, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Jan. 28; Cusip: 61761JAZ2

• Market-linked autocallable step-up notes due Jan. 31, 2033 with five-year initial non-call linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Jan. 28; Cusip: 61761JBC2

• Market-linked autocallable notes due Jan. 31, 2033 with five-year initial non-call linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Jan. 28; Cusip: 61761JBB4

• 0% contingent return optimization securities due Jan. 30, 2015 linked to the Russell 2000 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing Jan. 28; Cusip: 61761M193

• Contingent income autocallable securities due January 2015 linked to Caterpillar Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61761M219

• 0% Performance Leveraged Upside Securities due February 2014 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61761M235

ROYAL BANK OF CANADA

• Redeemable step-up notes due Jan. 17, 2025; via RBC Capital Markets, LLC; settlement Jan. 17; Cusip: 78008SLN4

• Contingent income autocallable securities due January 2014 linked to Las Vegas Sands Corp.; via RBC Capital Markets, LLC; pricing Jan. 22; Cusip: 78008W792

• 0% buffered bullish enhanced return notes due Jan. 31, 2018 linked to the Dow Jones industrial average; via RBC Capital Markets, LLC; pricing Jan. 28; Cusip: 78008SUH7

• 8% STEP Income Securities due January 2014 linked to Amazon.com, Inc. shares; via Bank of America Merrill Lynch; pricing in January

• 0% Strategic Accelerated Redemption Securities due February 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% buffered enhanced return notes due 2015 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing in January; Cusip: 78008SUC8

• 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 February 2014 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due March 2014 linked to the PHLX Oil Service Sector index; via Bank of America Merrill Lynch; pricing in January

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

UBS AG, LONDON BRANCH

• 0% buffered return optimization securities due Jan. 30, 2015 to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 28; Cusip: 90271B140

• 0% buffered return optimization securities due Jan. 30, 2015 to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 28; Cusip: 90271B132

• 0% contingent return optimization securities due Jan. 30, 2015 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 29; Cusip: 90271B116

• 0% trigger performance securities due Jan. 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 29; Cusip: 90271B124

• 0% jump securities due Aug. 2, 2013 linked to the iShares FTSE China 25 index fund; via UBS Securities LLC; pricing Jan. 30; Cusip: 90271B157

WELLS FARGO & CO.

• Access securities with contingent coupon and contingent downside due Jan. 29, 2018 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing Jan. 18; Cusip: 94986RMS7

• Fixed-to-floating notes due Jan. 27, 2025; via Wells Fargo Securities, LLC; pricing Jan. 22; Cusip: 94986RMV0

• 0% upside participation equity-linked notes due Feb. 7, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Jan. 31; Cusip: 94986RMT5

• 0% market-linked notes due Feb. 7, 2020 linked to a basket of exchange-traded funds (SPDR S&P 500 ETF Trust, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund); via Wells Fargo Securities LLC; pricing Jan. 31; Cusip: 94986RMU2


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