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Published on 10/3/2014 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA

• Floating-rate notes due Oct. 9, 2024 linked to the Consumer Price Index; via BofA Merrill Lynch; settling Oct. 9; Cusip: 06048WPU8

• Floating-rate notes due Oct. 9, 2024 linked to the Consumer Price Index; via BofA Merrill Lynch; settlement Oct. 9; Cusip: 06048WPS3

• Floating-rate notes due Oct. 9, 2024 linked to the Consumer Price Index; via Bank of America Merrill Lynch; settlement Oct. 9; Cusip: 06048WPT1

• 0% Market Index Target-Term Securities due October 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in October

• 14-month 0% Accelerated Return Notes due December 2015 linked to the Hang Seng China Enterprises index; via BofA Merrill Lynch; pricing in October

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due Oct. 31, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RXD2

• 0% bullish enhanced return notes due Oct. 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RWY7

• 0% bullish enhanced return notes due Oct. 31, 2017 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RWZ4

• 0% buffered bullish enhanced return notes due Oct. 31, 2016 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RXE0

• 0% bullish enhanced return notes due Oct. 31, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RWX9

• 0% buffered bullish enhanced return notes due Oct. 31, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RXA8

• 0% contingent risk absolute return notes due Oct. 30, 2020 linked to the SPDR Dow Jones Industrial Average exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RXC4

• 0% contingent risk absolute return notes due Oct. 30, 2020 linked to the SPDR Euro Stoxx 50 exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RXB6

BARCLAYS BANK PLC

• 0% notes due Oct. 12, 2017 linked to the EquityCompass Share Buyback index; via Barclays; pricing Oct. 6; Cusip: 06741UJS4

• Principal-at-risk callable CMS steepener and Russell 2000 index-linked notes due Oct. 10, 2029; via Barclays; pricing Oct. 7; Cusip: 06741UKE3

• Step-up fixed-rate callable notes due Oct. 15, 2029; via Barclays; pricing Oct. 9; Cusip: 06741UKK9

• Step-up fixed-rate callable notes due Oct. 28, 2019; via Barclays; pricing Oct. 23; Cusip: 06741UKQ6

• Capped callable CMS steepener notes due Oct. 30, 2034; via Barclays; pricing Oct. 27; Cusip: 06741UKP8

• Callable contingent payment notes due Nov. 2, 2016 linked to worst performing of the Russell 2000 index, Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; 70% trigger; via Barclays; pricing Oct. 28; Cusip: 06741UKV5

• 0% trigger performance securities due Oct. 31, 2019 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; UBS Financial Services Inc. and Barclays Capital Inc.; Cusip 06742Y758; pricing Oct. 28

• 0% trigger performance securities due Oct. 31, 2019 linked to the S&P 500 index; UBS Financial Services Inc. and Barclays Capital Inc.; Cusip 06742Y741; pricing Oct. 28

• 12.5% STEP Income Securities due October 2015 linked to FireEye, Inc. shares; via BofA Merrill Lynch; pricing in October

• 0% capped leveraged buffered notes linked to the MSCI EAFE index due in 24 to 27 months; 85% trigger; via Barclays; Cusip: 06741UJJ4

• 24- to 27-month 0% capped buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UJE5

• 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UJV7

• 0% capped leveraged notes linked to the S&P 500 index; via Barclays; Cusip: 06741UKJ2

CITIGROUP INC.

• 0% autocallable contingent coupon equity-linked securities due Oct. 21, 2015 linked to the common stock of Anadarko Petroleum Corp.; via Citigroup Global Markets Inc.; pricing Oct. 16; Cusip: 1730T0Z44

• 0% autocallable contingent coupon equity-linked securities due Oct. 27, 2016 linked to the ordinary shares of SINA Corp.; via Citigroup Global Markets Inc.; pricing Oct. 23; Cusip: 1730T02C2

• Market-linked notes due May 1, 2020 tied to the MSCI EAFE index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Oct. 28; Cusip: 1730T02E8

CONVEXCEL SUIT BUFFERED CAPPED ENHANCED PARTICIPATION TRUST, SERIES 1

• Units linked to the iShares Russell 2000 index fund; via Matrix Capital Group, Inc.; pricing Oct. 15; Cusip: 57683W111 (standard accounts) and 57683W103 (fee-based accounts)

CREDIT SUISSE AG

• 0% absolute return barrier securities due Nov. 2, 2020 linked to the Dow Jones industrial average; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 24; Cusip: 22547QU38

• Contingent coupon callable yield notes due Oct. 31, 2018 linked to the Euro Stoxx 50 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 24; Cusip: 22547QUD6

• 0% accelerated return notes due May 4, 2018 linked to the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QUE4

• Contingent coupon callable yield notes due Oct. 31, 2017 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 24; Cusip: 22547QTZ9

• Contingent coupon callable yield notes due Oct. 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 24; Cusip: 22547QTX4

• 0% digital-plus barrier notes due Nov. 2, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 24; Cusip: 22547QU46

• 0% absolute return barrier securities due Nov. 2, 2017 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QTU0

• Step-up contingent coupon callable yield notes due Oct. 31, 2029 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QUA2

• 0% accelerated barrier notes due Oct. 30, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QTW6

• 0% absolute return barrier securities due Oct. 31, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QTR7

• 0% accelerated barrier notes due Nov. 5, 2018 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QU20

• Contingent coupon callable yield notes due Nov. 5, 2019 linked to the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QU61

• 0% accelerated barrier notes due Nov. 5, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QU53

• 0% absolute return barrier securities due Nov. 5, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QTS5

• 0% autocallable market-linked step-up notes due October 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% Strategic Accelerated Redemption Securities due November 2015 linked to an equally weighted basket comprised of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BofA Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2017 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in October

• Autocallable market-linked step-up notes due October 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

• Autocallable market-linked step-up notes due October 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

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

• Autocallable market-linked step-up notes due October 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 14-month 0% Accelerated Return notes due Dec. 2015 linked to the S&P MidCap 400 index; via BofA Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2016 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in October

• Autocallable market-linked step-up notes due October 2016 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in October

CREDIT SUISSE AG, LONDON BRANCH

• 24-27-month 0% leveraged notes linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; Cusip: 22547QT22

DEUTSCHE BANK AG, LONDON BRANCH

• Callable leveraged steepener notes due Oct. 31, 2034 linked to the 30-year Constant Maturity Swap rate over the two-year CMS rate; via Deutsche Bank Securities Inc. with Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 25152RXF5

• Phoenix autocallable securities due Nov. 3, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Deutsche Bank Securities Inc.; pricing Oct. 30; Cusip: 25152RKP7

• 13- to 15-month 0% leveraged currency-linked notes tied to the dollar relative to the euro; via Deutsche Bank Securities Inc.; Cusip: 25152RQS5

• 0% leveraged notes linked to the performance of the dollar relative to the euro; via Deutsche Bank Securities Inc.; Cusip: 25152RQF3

• 22- to 26-month 0% buffered iShares MSCI Germany ETF-linked digital notes; via Deutsche Bank Securities Inc.; Cusip: 25152RQK2

• 24-27-month 0% leveraged notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RPR8

• 24- to 27-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RPZ0

• 20- to 23-month 0% capped buffered notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RQE6

GOLDMAN SACHS GROUP, INC.

• 2% notes due Nov. 1, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Oct. 27; Cusip: 38147QHU3

• 0% leveraged notes due Oct. 28, 2021 linked to the Euro Stoxx 50 index; pricing Oct. 28; Goldman Sachs & Co.; Cusip 38147QJQ0

• 0% airbag performance securities due Oct. 31, 2018 linked to the FTSE 100 index; 80% trigger; via Goldman, Sachs & Co.; pricing Oct. 28; Cusip: 38148F612

• Callable monthly Russell 2000 index-linked range accrual notes due Oct. 31, 2029; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38147QK88

• 0% leveraged trigger notes due Aug. 2, 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Oct. 28; Cusip: 38147QK70

• Callable monthly Russell 2000 index-linked range accrual notes due Oct. 31, 2024; via Goldman Sachs & Co.; pricing Oct. 29; Cusip: 38147QJR8

• Callable buffered monthly Russell 2000 index-linked range accrual notes due April 30, 2022; via Goldman Sachs & Co.; pricing Oct. 29; Cusip: 38147QJH0

• Contingent coupon notes due in 60 to 64 months linked to Canadian dollar, Mexican peso, U.S. dollar, British pound and Norwegian krone; via Goldman Sachs & Co.; pricing in October

• Callable step-up fixed-rate notes due October 2034; via Goldman Sachs & Co. and Incapital LLC; pricing in October; Cusip: 38147QHV1

• Callable step-up fixed-rate notes due October 2024; via Goldman Sachs & Co. and Incapital LLC; pricing in October; Cusip: 38147QJ49

• 15-year callable quarterly CMS spread-linked notes; via Goldman Sachs & Co.; Cusip: 38147QJU1

• 18-month autocallable contingent coupon equity-linked notes linked to the worst performing of the common stock of Apple Inc., International Business Machines Corp. and Microsoft Corp.; via Goldman, Sachs & Co.; Cusip: 38147QHZ2

• 18-month autocallable contingent coupon equity-linked notes linked to the worst performing of the common stocks of Apple Inc., International Business Machines Corp. and Microsoft Corp.; Goldman Sachs & Co.; Cusip: 38147QJ98

• 15-year callable quarterly CMS spread-linked linked to the 30-year and two-year Constant Maturity Swap rates; via Goldman Sachs & Co.; Cusip: 38147QHL3

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QCR5

• 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QER3

• 0% 85- to 91-month leveraged notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QH74

• Two-year 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QSF4

• 0% 85- to 91-month leveraged notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QH58

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QGU4

HSBC USA INC.

• Contingent income autocallable securities due Oct. 16, 2015 linked to Qlik Technologies Inc. common stock; via HSBC Securities (USA) Inc. and Morgan Stanley Smith Barney LLC; pricing Oct. 10; Cusip: 40434D467

• 0% SelectInvest debt securities due Oct. 28, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPT9

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPY8

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPH5

• 0% SelectInvest debt securities due Oct. 28, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPN2

• 0% SelectInvest debt securities due Oct. 28, 2015 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPU6

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPZ5

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPJ1

• 0% SelectInvest debt securities due Oct. 28, 2019 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPP7

• 0% SelectInvest debt securities due Oct. 28, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPS1

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPG7

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPX0

• 0% SelectInvest debt securities due Oct. 28, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPM4

• 0% SelectInvest debt securities due Oct. 28, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPR3

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPF9

• 0% SelectInvest debt securities due Oct. 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPW2

• 0% SelectInvest debt securities due Oct. 28, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 23; Cusip: 40433BPL6

• 0% buffered uncapped market participation securities due Oct. 29, 2018 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQG6

• 0% buffered uncapped market participation securities due Oct. 29, 2019 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQN1

• 0% buffered uncapped market participation securities due Oct. 29, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQL5

• 0% buffered uncapped market participation securities due Oct. 31, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BPC6

• 0% buffered uncapped market participation securities due Oct. 31, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BPD4

• 0% SelectInvest debt securities due Oct. 31, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BNY0

• 0% SelectInvest debt securities due Oct. 31, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BPB8

• 0% leveraged buffered uncapped market participation securities due Oct. 29, 2019 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQP6

• 0% SelectInvest debt securities due Oct. 31, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BNX2

• 0% SelectInvest debt securities due Oct. 31, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip:40433BPA0

• 0% buffered uncapped market participation securities due Oct. 29, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQK7

• 5.5% autocallable yield notes due Jan. 29, 2016 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQJ0

• 6% autocallable yield notes due Jan. 29, 2016 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQH4

• 0% lookback allocator notes linked to a basket of the S&P 500 index, the Euro Stoxx 50 index and the Hang Seng China Enterprises index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BQB7

• 0% SelectInvest debt securities due Oct. 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BNW4

• 0% SelectInvest debt securities due Oct. 31, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 24; Cusip: 40433BNZ7

• 0% Performance Leveraged Upside Securities due Feb. 5, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with distribution through Morgan Stanley Wealth Management; pricing Oct. 31; Cusip: 40434D525

• 0% trigger Performance Leveraged Upside Securities due Nov. 6, 2017 linked to the iShares U.S. Real Estate exchange-traded fund; via HSBC Securities (USA) Inc. with distribution through Morgan Stanley Wealth Management; pricing Oct. 31; Cusip: 40434D533

• 0% leveraged participation securities due October 2015 linked to the deliverable Chinese renminbi relative to the dollar; via HSBC Securities (USA) Inc.; pricing in October; Cusip: 40433BQE1

JPMORGAN CHASE & CO.

• 8% to 10% upside autocallable reverse exchangeable notes due Oct. 13, 2015 linked to Facebook Inc. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 7; Cusip: 48127DD70

• 9% to 11% upside autocallable reverse exchangeable notes due Oct. 13, 2015 linked to Facebook Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing Oct. 7; Cusip: 48127DD88

• 9.75%-11.75% upside autocallable reverse exchangeable notes due Oct. 15, 2015 linked to Delta Air Lines Inc. common stock; via J.P. Morgan Securities LLC; pricing Oct. 9; Cusip: 48127DJ58

• 10% reverse convertible notes due Oct. 16, 2015 linked to Twitter, Inc. stock; via JPMorgan; pricing Oct. 9; Cusip: 48127DE38

• 8% reverse convertible notes due Oct. 16, 2015 linked to Twitter, Inc. stock; via JPMorgan; pricing Oct. 9; Cusip: 48127DE20

• 0% trigger Performance Leveraged Upside Securities due Oct. 21, 2021 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Oct. 17; Cusip: 48127H554

• 0% review notes due Oct. 29, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 24; Cusip: 48127DE95

• 0% capped buffered return enhanced notes due Oct. 31, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DG69

0% capped buffered return enhanced notes due Oct. 31, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DG36

0% capped buffered return enhanced notes due Oct. 31, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DG44

• Contingent coupon callable yield notes due Nov. 2, 2017 linked to the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; pricing Oct. 28; J.P. Morgan Securities LLC; Cusip 48127DJ33

• Autocallable contingent interest notes due Jan. 29, 2016 linked to the lesser performing of the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DH84

• Autocallable contingent interest notes due Jan. 29, 2016 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DH68

• 0% capped buffered return enhanced notes due Oct. 31, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DG51

• Autocallable contingent interest notes due Jan. 29, 2016 linked to the lesser performing of the S&P 500 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48127DH76

• Range accrual notes due Oct. 31, 2029 linked to the S&P 500 index and six-month Libor; pricing Oct. 28; J.P. Morgan Securities LLC; Cusip 48126N7L5

• 0% dual directional knock-out buffered equity notes due Oct. 31, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; pricing Oct. 28; J.P. Morgan Securities LLC; Cusip 48127DH43

• 0% dual directional knock-out buffered equity notes due Oct. 31, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; pricing Oct. 27; J.P. Morgan Securities LLC; Cusip 48127DH50

• 0% Performance Leveraged Upside Securities due Feb. 4, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Oct. 31; Cusip: 48127H570

• 0% Performance Leveraged Upside Securities due Feb. 4, 2016 linked to the Energy Select Sector SPDR fund; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management; pricing Oct. 31; Cusip: 48127H562

• 0% trigger jump securities due Nov. 4, 2020 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing in October; Cusip: 481246155

MORGAN STANLEY

• Fixed-to-floating-rate leveraged CMS curve and Russell 2000 index-linked notes due Oct. 8, 2034; via Morgan Stanley & Co. LLC; settling Oct. 8; Cusip: 61760QFB5

• Fixed-to-floating notes due Oct. 28, 2024 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settling Oct. 28; Cusip: 61760QFD1

• Contingent coupon notes due Oct. 31, 2034 linked to the worst performing of the Euro Stoxx 50 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JTW9

• Contingent income securities due Oct. 31, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JTR0

• Contingent income autocallable securities due Oct. 31, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JTV1

• Contingent income securities due Oct. 31, 2029 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JTS8

• 0% buffered jump securities linked to the S&P 500 index due Oct. 30, 2020; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JTF6

• Contingent income autocallable securities due Oct. 30, 2015 linked to Tesla Motors, Inc. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JTP

• 0% buffered securities due October 2019 linked to the Bloomberg Commodity index; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61762GCC6

• 0% trigger jump securities due October 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61764C267

• 0% dual directional trigger Performance Leveraged Upside Securities due October 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61764C259

ROYAL BANK OF CANADA

• 0% contingent return optimization securities due Oct. 31, 2017 linked to the Russell 2000 index; UBS Financial Services Inc. and RBC Capital Markets, LLC; Cusip 78011Y520; pricing Oct. 28

• 0% contingent return optimization securities due Oct. 31, 2017 linked to the S&P 500 index; UBS Financial Services Inc. and RBC Capital Markets, LLC; Cusip 78011Y512; pricing Oct. 28

• 0% Performance Leveraged Upside Securities due February 2016 linked to the Russell 2000 index; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Oct. 31; Cusip 78011Y496.

• 0% Leveraged Index Return Notes due October 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in October

• 0% market-linked step-up notes due October 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% Leveraged Index Return Notes due October 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% Strategic Accelerated Redemption Securities due Nov. 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 0% Capped Leveraged Index Return notes due October 2016 linked to the S&P 500 index with a 45% weight, the MSCI EAFE index with a 27.5% weight and the MSCI Emerging Markets index with a 27.5% weight; via BofA Merrill Lynch; pricing in October

• 0% Capped Leveraged Index Return Notes due October 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 18-21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78010UV79

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return notes due Dec. 2015 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 14-month 0% Accelerated Return notes due Dec. 2015 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in October

• 14-month 0% Accelerated Return notes due Dec. 2015 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due Oct. 13, 2017 linked to Apple Inc.; UBS Securities LLC and Morgan Stanley Wealth Management; Cusip 90274B295; pricing Oct. 10

• 0% trigger step performance securities due Oct. 31, 2018 linked to the S&P 500 index; UBS Financial Services Inc. and UBS Investment Bank; Cusip 90274B204; pricing Oct. 28

• 0% buffered performance securities due Oct. 31, 2019 linked to the Euro Stoxx 50 index; UBS Financial Services Inc. and UBS Investment Bank; Cusip 90274B212; pricing Oct. 29

WELLS FARGO & CO.

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Aug. 7, 2018 linked to the SPDR S&P 500 ETF trust; via Wells Fargo Securities LLC; pricing Oct. 31; Cusip: 94986RVB4


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