Structured Products Calendar

BANK OF AMERICA CORP.

• Currency-linked step-up notes due March 2016 linked to the Indian rupee relative to the dollar; via BofA Merrill Lynch; pricing in February

• Capped Leveraged Index Return Notes due February 2015 linked to the front-month platinum futures contract; via BofA Merrill Lynch; pricing in February

• Autocallable market-linked step-up notes due February 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due June 2014 linked to the Merrill Lynch Commodity Index eXtra Precious Metals Plus - Excess Return; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due March 2015 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

BANK OF MONTREAL

• 0% buffered bullish digital return notes due March 31, 2015 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMD4

• 0% buffered bullish digital return notes due March 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMC6

• 0% autocallable cash-settled notes with step-up call price due March 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLU7

• 0% autocallable cash-settled notes with step-up call price due March 31, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLW3

• 0% buffered bullish digital return notes due March 31, 2015 linked to the SPDR Dow Jones Industrial Average ETF trust; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RME2

• 0% autocallable cash-settled notes with step-up call price due March 31, 2015 linked to the SPDR Dow Jones industrial average ETF trust; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLV5

BARCLAYS BANK PLC

• Contingent income autocallable securities due March 4, 2016 linked to the common stock of Cobalt International Energy, Inc.; via Barclays; pricing Feb. 27; Cusip: 06742C822

• 0% Performance Leveraged Upside Securities due April 4, 2014 linked to the iShares MSCI EAFE index fund; via Barclays; pricing Feb. 27; Cusip: 06742C707

• Callable fixed-rate dual range accrual notes due Feb. 28, 2028 linked to six-month Libor and the S&P 500 index; via Barclays; settlement Feb. 28; Cusip: 06741TNT0

• 0% barrier notes due February 2014 linked to Brent crude futures contract; 85% trigger; via Barclays; pricing in February; Cusip: 06741TMX2

• Callable contingent coupon notes due February 2015 linked to the common stock of Chesapeake Energy Corp.; via Barclays; pricing in February; Cusip: 06741JXA2

• Capped Leveraged Index Return Notes due March 2015 linked to the gold spot price; via BofA Merrill Lynch; pricing in February

• Callable contingent coupon notes due February 2016 linked to the common stock of United Parcel Service, Inc.; via Barclays; pricing in February; Cusip: 06741JWY1

• 0% notes due March 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing March 5; Cusip: 06741TNS2

• Fixed-to-floating notes due March 8, 2023 linked to the 10-year Constant Maturity Swap rate; via Barclays Capital Inc.; settlement March 8

• Capped callable steepener notes due March 21, 2033 linked to the 30-year Constant Maturity Swap rate and the five-year CMS rate; via Barclays Capital Inc.; settlement March 21; Cusip: 06741TPR2

• 0% Accelerated Return Notes due April 2015 linked to the gold spot price; via BofA Merrill Lynch; pricing in March

• Capped Leveraged Index Return Notes due March 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2014 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% buffered Super Track notes due 2019 linked to an equity basket (S&P 500 index with a 34.5% weight; the iShares MSCI EAFE index fund with a 9% weight; the Russell 2000 index and the PowerShares DB Commodity Index Tracking Fund with an 8% weight each; the iShares iBoxx $ Investment Grade Corporate Bond fund and the iShares MSCI Japan index fund with a 7% weight each; the Consumer Staples Select Sector SPDR fund, the iShares Dow Jones Select Dividend index fund and the iShares MSCI Emerging Markets index fund with a 5% weight each; the Health Care Select Sector SPDR fund and the PowerShares QQQ Trust, Series 1, with a 4% weight each; and the iShares Barclays Treasury Inflation Protected Securities Bond fund with a 3.5% weight); via Barclays; Cusip: 06741TPM3

CITIGROUP INC.

• Autocallable contingent coupon equity-linked securities due Sept. 4, 2014 linked to Amazon.com, Inc.; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 1730T0RV3

• 0% enhanced trigger jump securities due March 1, 2018 linked to the iShares MSCI Emerging Markets index fund; 70% trigger; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 17318Q160

• 6.5%-8.5% annualized single observation Equity LinKed Securities due Aug. 30, 2013 linked to the common stock of Las Vegas Sands Corp.; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 173095803

• 0% trigger Performance Leveraged Upside Securities due Aug. 19, 2015 linked to the Topix index; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 173095506

• Callable leveraged CMS spread notes due Feb. 27, 2028 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; pricing in February; Cusip: 1730T0RN1

• 0% buffered digital plus securities due March 30, 2017 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0RY7

• 0% buffered digital plus securities due March 30, 2017 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0SA8

CREDIT SUISSE AG, NASSAU BRANCH

• 0% PLUS due March 28, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 27; Cusip: 22539T811

• Daily range accrual notes due Jan. 3, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TX30

• Daily range accrual notes due Jan. 3, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TX22

• High/low coupon callable yield notes due Sept. 5, 2014 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 Feb. 28; Cusip: 22546TW64

• 0% digital-plus barrier notes due March 6, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TW72

• 6% to 6.5% callable yield notes due Sept. 5, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TY47

• 0% digital barrier notes due March 6, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TY70

• 0% Buffered Accelerated Return Equity Securities due March 6, 2017 linked to the performance of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC is the underwriter; pricing Feb. 28; Cusip: 22546TZ79

• 0% Accelerated Return Notes due April 2014 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in February

• High/low coupon callable yield notes due June 9, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing March 5; Cusip: 22546T2H3

• High/low coupon callable yield notes due Sept. 11, 2014 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 March 6; Cusip: 22546TY96

• Contingent coupon callable yield notes due March 22, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 15; Cusip: 22546T2K6

• 0% Buffered Accelerated Return Equity Securities due Sept. 23, 2015 linked to the S&P MidCap 400 index; via Credit Suisse Securities (USA) LLC; pricing March 19; Cusip: 22546T2L4

• Capped Leveraged Index Return Notes due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% Strategic Accelerated Redemption Securities due April 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

DEUTSCHE BANK AG, LONDON BRANCH

• 0% notes due March 12, 2014 linked to the Brazilian real relative to the dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing March 1; Cusip: 25152RBW2

• Slope steepener notes due March 15, 2033 linked to the 30-year and five-year Constant Maturity Swap Rates; via Deutsche Bank Securities Inc.; settlement March 15; Cusip: 25152RUY7

GOLDMAN SACHS GROUP, INC.

• 0% notes due March 10, 2014 linked to the Brazilian real relative to the dollar; via Goldman Sachs & Co.; pricing March 1; Cusip: 38141GPJ7

• 0% index-linked trigger notes due March 19, 2014 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 1; Cusip: 38141GPN8

• 0% index-linked trigger notes due Sept. 4, 2014 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 1; Cusip: 38141GPQ1

• 15-year callable CMS spread-linked notes linked to the 30-year Constant Maturity Swap rate over the five-year CMS rate; via Goldman Sachs & Co.; Cusip: 38141GPC2

• 0% notes due March 2, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38141GNB6

• 20- to 23-month 0% buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 0% notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes due in 36 to 40 month linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GPM0

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38141GPF5

• 15-year callable monthly range accrual notes linked to six-month Libor and the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GNN0

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

• 24- to 27-month 0% leveraged notes linked to basket of MSCI EAFE index and S&P 500 index; via Goldman Sachs & Co.

• 13- to 15-month 0% digital notes linked to Russell 2000 index; 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% leveraged buffered notes due Feb. 3, 2015 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38141GLS1

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

• 13- to 15-month 0% index-linked digital 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 18 to 21 months; via Goldman Sachs & Co.

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

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

• 0% leveraged notes linked to the S&P 500 index due in 24 to 27 months; 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.

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

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

• 0% leveraged notes linked to the S&P 500 index due in 25 to 28 months; 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

• 42- to 48-month 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

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GPL2

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

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

HSBC USA INC.

• 5% to 7% autocallable yield notes due Sept. 5, 2014 linked to the S&P 500 index and the Russell 2000 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 28; Cusip: 40432XBN0

• 5% to 7% autocallable yield notes due March 5, 2014 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 28; Cusip: 40432XBM2

• Zero-coupon callable accreting notes due February 2043; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XAP6

• Performance plus securities due August 2014 linked to the Euro Stoxx 50 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XA84

• 0% digital plus barrier notes due March 22, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 15; Cusip: 40432XC58

• Annual income opportunity notes with auto cap due March 2019 linked to a basket of 10 common stocks (Altria Group, Inc., Bristol-Myers Squibb Co., CME Group Inc., Cisco Systems, Inc., Kinder Morgan Energy Partners, LP, Lockheed Martin Corp., Maxim Integrated Products, Inc., McDonald's Corp., Monsanto Co. and Wal-Mart Stores, Inc.); via HSBC Securities (USA) Inc.; pricing in March; Cusip: 40432XBJ9

• 0% Strategic Accelerated Redemption Securities due March 2014 linked to Ford Motor Co.; via BofA Merrill Lynch; pricing in March

• Market-linked step-up notes due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% capped Leveraged Index Return Notes due March 2015 linked to a basket of indexes (S&P 500 index, MSCI EAFE index and MSCI Emerging Markets index); via BofA Merrill Lynch; pricing in March

JPMORGAN CHASE BANK, NA

• Fixed-to-floating-rate certificates of deposit due March 6, 2018; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 1; Cusip: 48124JUX4

JPMORGAN CHASE & CO.

• Autocallable contingent income securities due March 3, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; 75% to 79% trigger; via J.P. Morgan Securities LLC; pricing Feb. 27; Cusip: 48126E172

• 0% PLUS due March 31, 2014 linked to a basket of commodities including gold, Brent blend crude oil futures contracts, corn futures contracts and copper; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 28; Cusip: 48126DMU0

• High/low coupon autocallable yield notes due March 5, 2014 linked to the least performing of the Russell 2000 index, the Market Vectors Gold Miners exchange-traded fund and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48126DXN4

• 0% return notes due March 19, 2014 linked to a basket of 15 common stocks (AMC Networks Inc., Bed Bath & Beyond Inc., Cabot Oil & Gas Corp., ExactTarget, Inc., Global Payments Inc., Insulet Corp., Joy Global Inc., Life Technologies Corp., Mead Johnson Nutrition Co., New York Times Co., Open Table, Inc., Splunk Inc., Texas Roadhouse, Inc., TripAdvisor, Inc. and Viacom Inc.); via J.P. Morgan Securities LLC; pricing March 1; Cusip: 48126DYJ2

• 0% capped autocallable return enhanced notes due March 19, 2014 linked to the Topix index; via J.P. Morgan Securities LLC; pricing March 1; Cusip: 48126DYK9

• Callable step-up fixed-rate notes due March 7, 2020 with 1.75% initial rate; via J.P. Morgan Securities LLC; pricing March 4; Cusip: 48126DMX4

• Callable step-up fixed-rate notes due March 13, 2028; via J.P. Morgan Securities LLC; pricing March 8; Cusip: 48126DNA3

• Callable variable-rate range accrual notes due March 13, 2028 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; settlement on March 13; Cusip: 48126DNB1

MORGAN STANLEY

• 0% currency-linked partial principal at risk securities due March 4, 2015 linked to the Chinese renminbi relative to the dollar; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 617482SS4

• 0% buffered jump securities due August 2015 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M540

• 0% trigger Performance Leveraged Upside Securities due March 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M573

• 0% PLUS due March 2014 linked to a basket of commodities (gold, Brent blend crude oil, corn and copper); via Morgan Stanley & Co. LLC, pricing in February; Cusip: 6174823Y8

• Contingent income autocallable securities due February 2014 linked to Limited Brands, Inc. common stock; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M581

• Contingent income autocallable securities due March 2014 linked to MetLife, Inc. common stock; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M599

• 0% buffered jump securities due February 2015 linked to the PHLX Oil Service Sector index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M516

• Contingent income autocallable securities due March 2028 linked to the Russell 2000 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761JCZ0

• Contingent income autocallable securities due March 2020 linked to the S&P 500 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761JDF3

• Contingent income autocallable securities due March 2016 linked to Wells Fargo & Co. common stock with step-up redemption threshold level feature; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M607

• 0% market plus notes due Sept. 4, 2014 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 1; Cusip: 61761JDG1

• 0% lock-in buffered securities due February 2018 linked to Brent blend crude oil; 75% to 80% trigger; via Morgan Stanley & Co. LLC; Cusip: 6174823W2

ROYAL BANK OF CANADA

• Redeemable leveraged steepener notes due Feb. 28, 2033 linked to the 30-year and two-year Constant Maturity Swap Rates; via RBC Capital Markets LLC; settlement Feb. 28; Cusip: 78008SWN2

• Contingent income autocallable securities due March 2014 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via RBC Capital Markets, LLC; pricing Feb. 28; Cusip: 78008D216

• 0% upside participation equity-linked notes due March 4, 2020 linked to the Dow Jones industrial average with a 60% weight, the SPDR S&P Midcap 400 ETF trust with a 20% weight and the iShares Russell 2000 index fund with a 20% weight; via Wells Fargo Securities, LLC; pricing in February; Cusip: 78008SYV2

• 0% direct investment notes due April 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing March 5; Cusip: 78008SYT7

• 0% Strategic Accelerated Redemption Securities due March 2014 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

• 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 May 2014 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

UBS AG, LONDON BRANCH

• 0% jump securities due Aug. 30, 2013 linked to the SPDR S&P Homebuilders exchange-traded fund; via UBS Securities LLC; pricing Feb. 27; Cusip: 90271B421

• Contingent income autocallable securities due March 3, 2016 linked to Mosaic Co. shares; via UBS Securities LLC; pricing Feb. 28; Cusip: 90271B611

WELLS FARGO & CO.

• 0% upside participation equity-linked notes due March 6, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Feb. 28; Cusip: 94986RNG2

• 0% upside participation ETF-linked notes due March 6, 2020 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; pricing Feb. 28; Cusip: 94986RNF4

• 0% buffered enhanced return securities with upside participation to a cap and buffered downside with multiplier linked to the MSCI EAFE index; via Wells Fargo Securities LLC; pricing in February; Cusip: 94986RNQ0

© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.