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Structured Products Calendar
BANK OF AMERICA CORP.
• Notes due April 2, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KEL1
• Step-up callable notes due March 29, 2041; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March; Cusip: 06048WFQ8
• 0% currency-linked step-up notes due April 2014 linked to the Chinese renminbi, the Indonesian rupiah, the Malaysian ringgit and the Philippine peso; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 8.5% STEP Income Securities due April 2012 linked to Corning Inc. shares; via Merrill Lynch, Pierce, Fenner & Smith; pricing in March
• Five-year 0% Strategic Return Notes linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 14-month 0% Accelerated Return Notes due May 2012 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., pricing in March
• 0% Strategic Accelerated Redemption Securities due September 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• Two-year 0% market-linked step-up notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• One-year 0% Relative Value Strategic Accelerated Redemption Securities linked to the SPDR S&P 500 ETF Trust/iShares Barclays 20+ Year Treasury Bond Fund Long-Short index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Six-year variable coupon notes linked to the common stocks of American Express Co., Apple Inc., Barrick Gold Corp., Cisco Systems, Inc., Citigroup Inc., Corning Inc., Ford Motor Co., Goldcorp, Inc., Halliburton Co., Home Depot Inc., Las Vegas Sands Corp., Qualcomm, Inc., SanDisk Corp., UnitedHealth Group Inc., Walgreen Stores, Inc. and Yahoo! Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Three-year 0% enhanced buffer market-linked step-up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• One-year 0% Strategic Accelerated Redemption Securities linked to General Electric Co. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Callable non-inversion notes due April 8, 2026 linked to the two-year and 30-year Constant Maturity Swap Rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement April 8; Cusip: 06048WFS4
BANK OF AMERICA, NA
• Variable-coupon certificates of deposit due March 2016 linked to Brent crude oil, soybeans, sugar, copper and gold; via Merrill Lynch, Pierce, Fenner & Smith Inc. and distributor Incapital LLC; pricing March 23; Cusip: 06051ACH3
BANK OF MONTREAL
• 10% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Akamai Technologies, Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDZ7
• 16% annualized reverse exchangeable notes due June 30, 2011 linked to ATP Oil & Gas Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDF1
• 10% annualized reverse exchangeable notes due June 30, 2011 linked to Baidu, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDP9
• 17.7% annualized reverse exchangeable notes due June 30, 2011 linked to Cirrus Logic, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QD83
• 12% annualized reverse exchangeable notes due June 30, 2011 linked to Cliffs Natural Resources Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDQ7
• 12.75% annualized reverse exchangeable notes due June 30, 2011 linked to Delta Air Lines, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDT1
• 13.5% annualized reverse exchangeable notes due Sept. 30, 2011 linked to DryShips Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QEA1
• 10.4% annualized reverse exchangeable notes due June 30, 2011 linked to Foster Wheeler AG shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDU8
• 17.8% annualized reverse exchangeable notes due June 30, 2011 linked to Green Mountain Coffee Roasters, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDV6
• 16.1% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Hecla Mining Co. shares; 70% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDY0
• 0% buffered bullish digital return notes due Sept. 28, 2012 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QCS4
• 0% buffered bullish enhanced return notes due Sept. 28, 2012 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDD6
• 15.5% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Las Vegas Sands Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QEB9
• 20.55% annualized reverse exchangeable notes due June 30, 2011 linked to LDK Solar Co., Ltd. shares; 70% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDE4
• 10.3% annualized reverse exchangeable notes due June 30, 2011 linked to McMoRan Exploration Co. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDH7
• 10.55% annualized reverse exchangeable notes due June 30, 2011 linked to Netflix Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDJ3
• 17% annualized reverse exchangeable notes due June 30, 2011 linked to Nvidia Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDK0
• 19% annualized reverse exchangeable notes due June 30, 2011 linked to Patriot Coal Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDL8
• 12.5% annualized reverse exchangeable notes due June 30, 2011 linked to Salesforce.com, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDR5
• 8.75% annualized reverse exchangeable notes due June 30, 2011 linked to Seabridge Gold, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDW4
• 13.95% annualized reverse exchangeable notes due June 30, 2011 linked to Silver Wheaton Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDX2
• 12.9% annualized reverse exchangeable notes due June 30, 2011 linked to Sirius XM Radio Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDM6
• 16.3% annualized reverse exchangeable notes due Sept. 30, 2011 linked to United Continental Holdings Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QEC7
• 15.6% annualized reverse exchangeable notes due June 30, 2011 linked to US Airways Group, Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDG9
• 17.1% annualized reverse exchangeable notes due June 30, 2011 linked to Veeco Instruments Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDN4
• 17.75% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Walter Energy, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QED5
BANK OF THE WEST
• Market-linked certificates of deposit due March 31, 2016 linked to a basket of the American Depositary Receipts of Barclays plc, Nokia Corp., Tata Motors Ltd. and Teva Pharmaceutical Industries Ltd. and the common stocks of Altria Group, Inc., AT&T Inc., Duke Energy Corp., Kinross Gold Corp., Pfizer Inc. and Time Warner Cable Inc.; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 28; Cusip: 06426XAR1
• Market-linked certificates of deposit due March 31, 2016 linked to a basket of stocks including Duke Energy Corp., Eli Lilly & Co., First Solar Inc., Las Vegas Sands Corp., Lockheed Martin Corp., Merck & Co. Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co. and Sprint Nextel Corp.; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 28; Cusip: 06426XAP5
• Market-linked certificates of deposit due March 31, 2017 linked to a basket of stocks including Duke Energy Corp., Eli Lilly & Co., First Solar Inc., Las Vegas Sands Corp., Lockheed Martin Corp., Merck & Co. Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co. and Sprint Nextel Corp.; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 28; Cusip: 06426XAQ3
BARCLAYS BANK PLC
• 0% notes due April 26, 2012 linked to a basket holding the Barclays Capital Astro US Variable Excess Return index and the S&P 500 Total Return index; via Barclays Capital Inc.; pricing March 23; Cusip: 06738KFG1
• 12%-17% reverse convertible notes due Sept. 29, 2011 linked to Bank of America Corp. shares; 80% trigger; via Barclays Capital; pricing March 25; Cusip: 06741JEG0
• 11%-16% reverse convertible notes due Sept. 29, 2011 linked to Ford Motor Co. shares; 75% trigger; via Barclays Capital; pricing March 25; Cusip: 06741JEF2
• 0% buffered Super Track notes due Sept. 28, 2012 linked to gold; via Barclays Capital Inc.; pricing March 25; Cusip: 06738KDC2
• 0% buffered Super Track notes due Sept. 28, 2012 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing March 25; Cusip: 06738KDF5
• 0% capped market plus notes due April 11, 2012 linked to the performance of palladium; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing March 25; Cusip: 06738KFK2
• 0% buffered Super Track notes due Sept. 28, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 25; Cusip: 06738KDE8
• 0% buffered Super Track notes due Sept. 28, 2012 linked to the Technology Select Sector SPDR fund; via Barclays Capital Inc; pricing March 25; Cusip: 06738KDD0
• 14% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFG9
• 9% reverse convertible notes due March 30, 2012 linked to Bank of America Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEL9
• 0% double short leverage securities due March 31, 2014 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 28; Cusip: 06738KDB4
• 9.25% reverse convertible notes due March 30, 2012 linked to Citigroup Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JER6
• 9.25% reverse convertible notes due Sept. 30, 2011 linked to eBay Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEN5
• 10.75% reverse convertible notes due Sept. 30, 2011 linked to First Solar, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFQ7
• 8.5% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEJ4
• 10.25% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFP9
• 10.5% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEP0
• 10.25% reverse convertible notes due June 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFH7
• 13.5% reverse convertible notes due June 30, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFJ3
• 0% Super Track notes due March 28, 2013 linked to the Hang Seng China Enterprises index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KCT6
• 14% reverse convertible notes due Sept. 30, 2011 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFN4
• 12.5% reverse convertible notes due June 30, 2011 linked to McMoRan Exploration Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFK0
• 8.75% reverse convertible notes due Sept. 30, 2011 linked to MetLife, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEQ8
• 13.5% reverse convertible notes due March 30, 2012 linked to MGM Resorts International stock; via Barclays Capital; pricing March 28; Cusip: 06741JFS3
• 15.25% reverse convertible notes due Sept. 30, 2011 linked to Netflix, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFR5
• 8.5% reverse convertible notes due March 30, 2012 linked to Noble Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JES4
• 10.25% reverse convertible notes due March 30, 2012 linked to Nokia Corp. (American depositary shares) stock; via Barclays Capital; pricing March 28; Cusip: 06741JEM7
• 15.25% reverse convertible notes due June 30, 2011 linked to Patriot Coal Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFL8
• 10.25% reverse convertible notes due Sept. 30, 2011 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEH8
• 0% buffered Super Track digital notes due Oct. 3, 2012 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing March 28; Cusip: 067438KCZ2
• 11.75% reverse convertible notes due Sept. 30, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing March 28; Cusip: 06741JEK1
• 10.4% reverse convertible notes due June 30, 2011 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFM6
• 0% buffered return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 28; Cusip: 06741K205
• Fixed-rate callable range accrual notes due March 31, 2026 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KDX6
• 0% notes due March 31, 2016 linked to the S&P 500 Dynamic Veqtor Mid-Term Total Return index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KDA6
• 0% buffered Super Track notes due March 28, 2013 linked to the S&P BRIC 40 index; 85% trigger; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KDM0
• CMS curve and S&P 500 index-linked range accrual notes due March 31, 2031; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61745E6X4
• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 0% Accelerated Return Notes due May 2012 linked to the Energy Select Sector index; via Merrill Lynch & Co.; pricing in March
•14-month 0% Accelerated Return Notes linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Capped, floored, callable fixed-to-floating-rate notes due April 8, 2026 based on Libor; via Barclays Capital Inc.; pricing April 5; Cusip: 06738KEY3
CITIBANK, NA
• Callable inverse floater certificates of deposit due Jan. 28, 2026 linked to Libor-BBA and the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 172986CV1
• Market-linked certificates of deposit due March 24, 2017 linked to silver, corn, copper, zinc, nickel, platinum, soybeans, wheat, the S&P GSCI Crude Oil Excess Return index and the S&P GSCI Livestock Excess Return index; via Citigroup Global Markets Inc. and distributor Advisors Asset Management, Inc.; pricing March 28; Cusip: 172986CT6
• Callable leveraged market-linked certificates of deposit due 2031 tied to the 30-year and five-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. as agent and Advisors Asset Management, Inc. as distributor; Cusip: 172986CU3
CITIGROUP FUNDING INC.
• 7%-9% Equity LinKed Securities due Sept. 21, 2011 linked to American Express Co. common stock; via Citigroup Global Markets Inc.; pricing March 25; Cusip 17316G214
• 8%-10% annualized Equity LinKed Securities due Sept. 21, 2011 linked to the performance of Chesapeake Energy Corp. shares; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 17316G297
• 8%-10% annualized Equity LinKed Securities due Sept. 21, 2011 linked to the performance of Macy's, Inc. shares; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 17316G289
• 0% jump securities due Sept. 26, 2012 linked to the Technology Select Sector SPDR fund; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 17316G248
• 12%-14% annualized Equity LinKed Securities due Sept. 21, 2011 linked to the performance of United States Steel Corp. shares; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 17316G271
• Non-callable fixed-to-floating-rate notes due March 24, 2021 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing in March; Cusip: 1730T0LX5
• Market-linked notes due Sept. 21, 2016 tied to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing in March; Cusip: 1730T0LU1
• 6.75%-8.75% annualized Equity LinKed Securities due Dec. 12, 2011 linked to a basket consisting of Ford Motor Co. stock and Nokia Corp. ADRs; via Citigroup Global Markets Inc.; Cusip: 17316G222
CREDIT SUISSE AG, NASSAU BRANCH
• 0% Cert PLUS securities due March 28, 2017 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing March 23; Cusip: 22546E2P8
• 0% Cert PLUS securities due March 28, 2017 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing March 23; Cusip: 22546E2S2
• 0% Accelerated Return Equity Securities due March 31, 2015 linked to the Credit Suisse Commodities Benchmark Excess Return index; via Credit Suisse Securities (USA) LLC; pricing March 24; Cusip: 22546E2L7
• CS global basket notes due March 31, 2015 linked to copper, sugar, Brent crude oil, corn, nickel, cotton, soybeans and silver; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546E2G8
• 9%-9.5% callable yield notes due March 30, 2012 linked to the Russell 2000 index, the United States Natural Gas Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546E2V5
• 9.75%-11.75% High/low coupon callable yield notes due March 30, 2012 linked to the S&P 500 and the Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ49
• 8.5%-10.5% callable yield notes due Sept. 30, 2011 linked to the S&P 500 index, Russell 2000 index and SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY57
• 9%-11% callable yield notes due March 30, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY81
• 11.25%-13.25% callable yield notes due March 30, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ23
• 8%-10% callable yield notes due March 30, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY73
• 10%-12% callable yield notes due Sept. 30, 2011 linked to the iShares Silver trust and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY32
• 0% CS notes due March 31, 2017 linked to the performance of the Dow Jones Industrial Average; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ64
• 0% callable Cert PLUS securities due Oct. 1, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ56
• 10.5%-12.5% annualized callable yield notes due Sept. 30, 2011 linked to the iShares Silver Trust and the Market Vectors Gold Miners exchange-traded fund; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY40
• 9.5%-11.5% annualized callable yield notes due Sept. 30, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY65
• 10%-12% annualized callable yield notes due Sept. 30, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY99
• 13.5%-15% High/low coupon callable yield notes due March 30, 2012 linked to the SPDR S&P Metals and Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ31
• 11%-13% High/low coupon callable yield notes due April 5, 2012 linked to the S&P 500 and the Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EX41
• 8%-10% callable yield notes due Oct. 5, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EW91
• 10%-12% annualized callable yield notes due Oct. 5, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EX25
• 11.25%-13.25% callable yield notes due April 5, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EX33
• 0% callable Cert PLUS securities due April 5, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EV27
• 0% callable Cert PLUS securities due April 5, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EN75
DEUTSCHE BANK AG, LONDON BRANCH
• 0% alpha overlay securities due April 26, 2012 linked to a basket holding the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return and the Deutsche Bank Commodity Harvest - 10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 22; Cusip: 2515A14N8
• 0% trigger autocallable optimization securities due March 31, 2016 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 25; Cusip 25154P196
• 0% trigger autocallable optimization securities due March 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 25; Cusip 25154P212
• 0% trigger step return securities due Mach 28, 2013 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Deutsche Bank Securities Inc.; pricing March 28; Cusip: 2515A14U2
• 0% buffered return optimization securities due March 28, 2013 linked to the Russell 2000 index; 85% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P329
• 0% performance securities due March 31, 2016 linked to the Dow Jones Global Titans 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P261
• 0% return optimization securities due April 30, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P287
• 0% trigger performance securities due March 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P295
• 0% buffered return optimization securities due March 28, 2013 linked to the S&P MidCap 400 index; 90% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P311
• 0% leveraged notes due June 20, 2012 linked to the Brazilian real, Indian rupee and Indonesia rupiah; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; Cusip: 2515A15C1
EKSPORTFINANS ASA
• 0% Accelerated Return Notes due June 2012 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• Autocallable access securities with fixed percentage buffered downside due April 1, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in March
• 0% Accelerated Return Notes due May 2012 linked to the spot price of palladium; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 0% Accelerated Return Notes due May 2012 linked to Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 12-month 0% notes linked to London Metal Exchange copper spot price, the New York Mercantile Exchange WTI crude oil futures contract, the New York Mercantile Exchange platinum futures contract, the Chicago Board of Trade soybean futures contract and the IntercontinentalExchange cotton futures contract; via Goldman Sachs & Co.
GOLDMAN SACHS GROUP, INC.
• Callable step-up fixed-rate notes due Dec. 15, 2020; via Goldman Sachs & Co.; settling March 23; Cusip: 38143USQ5
• 10-year fixed-to-floating notes tied to the Consumer Price Index with 4% initial rate, 8% cap; via Goldman Sachs & Co.
• Six- to seven-month 0% autocallable buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• 15- to 17-month 0% leveraged buffered index-linked notes based on the MSCI EAFE index; via Goldman Sachs & Co.
• 16- to 18-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• 18- to 21-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.
• 0% leveraged buffered index-linked notes with a 22- to 25-month maturity based on the MSCI EAFE index; via Goldman Sachs & Co.
• 24- to 26- month 0% leveraged buffered index-linked notes based on the MSCI EAFE index; via Goldman Sachs & Co.
• 0% autocallable index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143USK8
• 0% three-year leveraged buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip 38143USZ5
• 0% autocallable buffered index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143USL6
• 0% leveraged buffered index-linked notes due April 3, 2013 on the Russell 2000 index; 90% trigger; via Goldman, Sachs & Co.; Cusip: 38143URZ6
• 31- to 35-month 0% buffered notes tied to S&P 100; via Goldman, Sachs & Co.
• 0% leveraged index-linked notes due in 13 to 15 months tied to the S&P 500 index; via Goldman Sachs & Co.
• 0% leveraged index-linked notes due June 6, 2011 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143USE2
• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.
• 18- to 20-month 0% buffered index-linked notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.
• 31- to 35-month 0% buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.
• 0% buffered index-linked notes due Oct. 1, 2014 linked to the S&P 500 index; 80% trigger; via Goldman, Sachs & Co.; Cusip: 38143URY9
• 0% callable index-linked notes due 2017 linked to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143URW3
• 15-year callable quarterly range accrual notes linked to the S&P 500 index; 75% to 80% trigger; via Goldman Sachs & Co.; Cusip: 38143USW2
• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143USX0
HARRIS, NA
• Certificates of deposit due March 31, 2017 inversely linked to the Barclays Capital U.S. Treasury 7-10 Year Total Return index; via BMO Capital Markets Corp. and Incapital LLC; pricing March 28; Cusip: 41456TNB1
• Callable Libor range accrual notes due March 30, 2026; via BMO Capital Markets Corp. and Incapital LLC; settling on March 30; Cusip: 41456TNC9
HSBC BANK USA, NA
• Income plus certificates of deposit due March 27, 2018 linked to the common stocks of Home Depot, Inc., Kraft Foods, Inc., McDonald's Corp., Merck & Co., Inc. and Verizon Communications, Inc.; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40431GNE5
• Income plus certificates of deposit due March 27, 2018 linked to the common stocks of Home Depot, Inc., Kraft Foods, Inc., McDonald's Corp., Merck & Co., Inc. and Verizon Communications, Inc.; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40431GND7
• Income plus certificates of deposit due March 27, 2018 linked to the common stocks of Home Depot, Inc., Kraft Foods, Inc., McDonald's Corp., Merck & Co., Inc. and Verizon Communications, Inc.; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40431GNC9
• Income plus certificates of deposit due March 27, 2018 linked to the common stocks of Home Depot, Inc., Kraft Foods, Inc., McDonald's Corp., Merck & Co., Inc. and Verizon Communications, Inc.; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40431GNB1
• 0% Far East opportunity certificates of deposit due March 29, 2017 linked to the Hang Seng index, the TWSE index, the MSCI Singapore Free index and the Kospi 200 index; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 40431GNZ8
• 0% certificates of deposit with minimum return due March 29, 2017 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40431GNY1
• 0% knock-out barrier certificates of deposit due March 30, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 40431GPB9
• Annual income opportunity certificates of deposit with auto cap feature due March 30, 2017 linked to a basket of stocks including Aluminum Corp. of China Ltd., Baidu, Inc., China Unicom, Chunghwa Telecom Co., Ltd., CNOOC Ltd., Icici Bank Ltd., Infosys Technologies Ltd., LG Display Co. Ltd., SK Telecom Co., Ltd. and Tata Motors Ltd.; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40431GNQ8
• Annual income opportunity certificates of deposit with auto cap feature, series 3, due March 30, 2015 linked to a basket of stocks including American Express Co., Amgen Inc., Applied Materials, Inc., Hershey Co., Home Depot, Inc., McDonald's Corp., McGraw-Hill Cos., Inc., Medtronic, Inc., Merck & Co., Inc., Proctor & Gamble, United Parcel Service, Inc.; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40431GNW5
• Annual income opportunity certificates of deposit with auto cap feature, series 3, due March 29, 2018 linked to a basket of stocks including American Express Co., Amgen Inc., Applied Materials, Inc., Hershey Co., Home Depot, Inc., McDonald's Corp., McGraw-Hill Cos., Inc., Medtronic, Inc., Merck & Co., Inc., Proctor & Gamble, United Parcel Service, Inc.; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40431GNL9
• 0% income and performance certificates of deposit due March 30, 2016 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40431GNF2
• Annual income opportunity certificates of deposit with auto cap feature due March 31, 2016 linked to a basket of stocks including 3M Co., Analog Devices, Inc., Comcast Corp., Dow Chemical Co., Duke Energy Corp., Freeport-McMoRan Copper & Gold Inc., Limited Brands, Inc., Marathon Oil Corp., Pfizer Inc., Qwest Communications, Travelers Cos., Inc. and Williams Cos., Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40431GNV7
• Annual income opportunity certificates of deposit with auto cap feature due March 31, 2017 linked to a basket of stocks including 3M Co., Analog Devices, Inc., Comcast Corp., Dow Chemical Co., Duke Energy Corp., Freeport-McMoRan Copper & Gold Inc., Limited Brands, Inc., Marathon Oil Corp., Pfizer Inc., Qwest Communications, Travelers Cos., Inc. and Williams Cos., Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40431GNH8
• Annual income opportunity certificates of deposit with auto cap feature due March 31, 2017 linked to a basket of stocks including Credit Suisse Group AG, Gold Fields Ltd., Kraft Foods Inc., Mechel, Nokia Corp., Petroleo Brasileiro SA, Raytheon Co., Taiwan Semiconductor Manufacturing, Teva Pharmaceutical Industries Ltd., Toyota Motor Corp., Vodafone Group plc and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40431GNN5
HSBC USA INC.
• 0% Accelerated Market Participation Securities due June 28, 2012 linked to the iShares FTSE/Xinhua china 25 index fund; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EL3
• 0% Accelerated Market Participation Securities due Sept. 27, 2012 linked to the iShares FTSE/Xinhua china 25 index fund; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EG4
• 0% Accelerated Market Participation Securities due June 28, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EM1
• 0% Accelerated Market Participation Securities due Sept. 27, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EH2
• 9%-12% autocallable yield notes due March 22, 2012 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; 80% trigger; via HSBC USA Inc.; pricing March 24; Cusip: 4042K1EY5
• 10.5%-13.5% autocallable yield notes due March 22, 2012 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; 80% trigger; via HSBC USA Inc.; pricing March 24; Cusip: 4042K1EZ2
• 0% Accelerated Market Participation Securities due June 28, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EK5
• 0% Accelerated Market Participation Securities due June 28, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EU3
• 0% Accelerated Market Participation Securities due Sept. 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EW9
• 0% Accelerated Market Participation Securities due Sept. 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EF6
• 0% buffered Accelerated Market Participation Securities due March 28, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EX7
• 0% Accelerated Market Participation Securities due June 28, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EJ8
• 0% Accelerated Market Participation Securities due June 28, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1ET6.
• 0% Accelerated Market Participation Securities due Sept. 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EV1
• 0% Accelerated Market Participation Securities due Sept. 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1EE9
• 10%-13% autocallable yield notes due March 22, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund, the Oil Service Holdrs trust and the Market Vectors Agribusiness ETF; via HSBC Securities (USA) Inc.; pricing March 24; Cusip: 4042K1FA6
• 0% emerging markets Currency Accelerated Return Securities due March 28, 2013 linked to the Brazilian real, Indian rupee and Chinese renminbi; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 4042K1EQ2
• 0% Performance Leveraged Upside Securities due April 30, 2012 based on the performance of the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40433C205
• 0% Asian Currency Accelerated Return Securities due March 28, 2013 linked to the Philippine peso, Malaysian ringgit, Indonesian rupiah and Singapore dollar; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 4042K1EP4
• 0% buffered performance securities linked to S&P 500 index, the iShares MSCI Emerging Markets index fund and the Euro Stoxx 50 index due between June 2014 and December 2014; 85% trigger; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432R112
• 0% buffered return optimization securities due March 28, 2013 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 28; Cusip: 40433C403
• 0% trigger return optimization securities due March 31, 2014 linked to a basket of the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and the SPDR Trust Series 1; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433C304
• 0% contingent return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433C502
• Collared floating-rate notes due April 1, 2016; via HSBC Securities (USA) Inc.; pricing March 29; Cusip: 4042K1FG3
• 0% buffered Accelerated Market Participation Securities due April 27, 2012 linked to S&P 500 index, iShares MSCI EAFE index fund, MidCap SPDR Trust, Series 1, iShares MSCI Emerging Markets index fund and iShares Russell 2000 index fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing April 14; Cusip: 4042K1FF5
• 8% to 11% autocallable yield notes due April 12, 2012 linked to the S&P 500 and Russell 2000 indexes; via HSBC Securities (USA) Inc.; pricing April 14; Cusip: 4042K1FJ7
JPMORGAN CHASE BANK, NA
• Callable variable-rate certificates of deposit due March 23, 2026; via J.P. Morgan Securities LLC and Incapital LLC; settling March 23; Cusip: 48123YVW3
• Contingent coupon certificates of deposit due March 29, 2018 linked to the common stock of Altria Group, Inc., Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., General Mills, Inc., Intel Corp., Newmont Mining Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YVA1
• Digital contingent coupon certificates of deposit due March 30, 2016 linked to the common stocks of Amazon.com, Inc., Clorox Co., ConocoPhillips, Campbell Soup Co., Kraft Foods Inc., Lowe's Cos., Inc., Merck & Co., Inc., Newmont Mining Corp., Time Warner Cable Inc. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YUS3
• Digital contingent coupon certificates of deposit due March 30, 2017 linked to the common stocks of Amazon.com, Inc., Clorox Co., ConocoPhillips, Campbell Soup Co., Kraft Foods Inc., Lowe's Cos., Inc., Merck & Co., Inc., Newmont Mining Corp., Time Warner Cable Inc. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YUT1
• Digital contingent coupon certificates of deposit due March 29, 2018 linked to the common stocks of Amazon.com, Inc., Clorox Co., ConocoPhillips, Campbell Soup Co., Kraft Foods Inc., Lowe's Cos., Inc., Merck & Co., Inc., Newmont Mining Corp., Time Warner Cable Inc. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YUU8
• Certificates of deposit due March 31, 2015 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48123YVG8
• Certificates of deposit due March 31, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48123YVM5
• 0% certificates of deposit due March 31, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48123YVE3
• Callable six-month Libor range accrual certificates of deposit due March 30, 2026; via J.P. Morgan Securities LLC; pricing in March 30; Cusip: 48123YVV5
• Callable variable-rate range accrual certificates of deposit due March 23, 2026 linked to Libor and the S&P 500 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing in March; Cusip: 48123YVT0
JPMORGAN CHASE & CO.
• Callable fixed-rate step-up notes due March 25, 2031 with 5% initial rate; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48125XGW0
• Upside autocallable single observation reverse exchangeable notes due March 23, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48125XJN7
• Upside autocallable single observation reverse exchangeable notes due March 23, 2012 linked to the ADRs of LDK Solar Co., Inc.; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48125XJM9
• Upside autocallable single observation reverse exchangeable notes due March 23, 2012 linked to the common stock of Netflix, Inc.; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48125XJL1
• Floored floating-rate notes due March 29, 2018 linked to Libor; via J.P. Morgan Securities LLC; pricing March 24; Cusip: 48125XJZ0
• Floored floating-rate notes due March 30, 2021; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48125XGY6
• Fixed-to-floating notes due March 30, 2021 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48125XGD2
• Fixed-to-floating notes due March 30, 2021 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48125XKB1
• 10% callable yield notes due March 30, 2012 linked to Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48125XJP2
• 17.25% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHJ8
• 13.75% reverse convertible notes due Sept. 30, 2011 linked to Allegheny Technologies Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHU3
• 13.5% reverse convertible notes due Sept. 30, 2011 linked to Arch Coal, Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHX7
• 13.5% reverse convertible notes due Sept. 30, 2011 linked to Baidu, Inc. (ADSs) stock; via JPMorgan; pricing March 28; Cusip: 48125XHY5
• 9.25% reverse convertible notes due March 30, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XJE7
• 14.75% reverse convertible notes due June 30, 2011 linked to DryShips Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHP4
• 9% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XHS8
• 13.65% reverse convertible notes due Sept. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHT6
• 10.75% reverse convertible notes due Sept. 30, 2011 linked to Halliburton Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XHZ2
• 10.5% reverse convertible notes due March 30, 2012 linked to International Paper Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XJB3
• 0% buffered return enhanced notes due Sept. 28, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGR1
• 0% double short leverage notes due March 28, 2013 linked to the J.P. Morgan US Treasury Note Futures (G) Tracker; via J.P. Morgan Securities LLC; pricing March 28; Cusip 48125XKE5
• 10.65% reverse convertible notes due March 30, 2012 linked to Joy Global Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XJD9
• 16.5% reverse convertible notes due June 30, 2011 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHM1
• 20% reverse convertible notes due June 30, 2011 linked to Ldk Solar Co., Ltd. (ADSs) stock; via JPMorgan; pricing March 28; Cusip: 48125XHQ2
• 18.85% reverse convertible notes due June 30, 2011 linked to lululemon athletica inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHN9
• 16.75% reverse convertible notes due June 30, 2011 linked to McMoRan Exploration Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XHL3
• 9.25% reverse convertible notes due March 30, 2012 linked to Monsanto Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XJA5
• 16% reverse convertible notes due June 30, 2011 linked to Netflix, Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHK5
• 10% upside autocallable single observation reverse exchangeable notes due March 30, 2012 linked to Patriot Coal Corp. common stock; 50% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XHG4
• 9.5% reverse convertible notes due March 30, 2012 linked to Rio Tinto plc (ADSs) stock; via JPMorgan; pricing March 28; Cusip: 48125XJC1
• 0% buffered return enhanced notes due Sept. 28, 2012 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGS9
• 0% semiannual review notes due March 28, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XFE1
• 0% buffered return enhanced notes due March 28, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGT7
• 0% buffered return enhanced notes due Sept. 28, 2012 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGQ3
• 14.25% reverse convertible notes due Sept. 30, 2011 linked to salesforce.com, inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHV1
• 16% reverse convertible notes due Sept. 30, 2011 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHW9
• 14.25% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHR0
• 9% reverse convertible notes due March 30, 2012 linked to Yamana Gold Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XJF4
MORGAN STANLEY
• 14.75% annualized reverse convertible securities due Sept. 30, 2011 linked to AK Steel Holding Corp. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RN6
• 8%-10% variable-coupon notes due March 30, 2016 linked to the Brazilian real; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61750VAH8
• Leveraged CMS curve and S&P 500 index-linked accrual notes due March 25, 2031 with issuer fixed-rate conversion right; via Morgan Stanley & Co. Inc.; settling March 25; Cusip: 61745E6R7
• 11.5% reverse convertible securities due Sept. 30, 2011 linked to the common stock of Cliffs Natural Resources Inc.; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RR7
• 13.5% annualized reverse convertible securities due Sept. 30, 2011 linked to Dean Foods Co. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RP1
• 0% buffered jump securities due Sept. 24, 2012 linked to the Financial Select Sector SPDR fund; 85% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61760E762
• 11.5% reverse convertible securities due Sept. 30, 2011 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RQ9
• 9%-11% ELKS due Sept. 26, 2011 linked to Netflix, Inc. stock; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61760E788
• 15% annualized reverse convertible securities due Sept. 30, 2011 linked to Netflix, Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RS5
• 0% equity-linked notes due Sept. 29, 2017 tied to the S&P 500 index; via Morgan Stanley & Co.; pricing March 25; Cusip: 617482RL0
• 0% buffered Performance Leveraged Upside Securities due March 22, 2013 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61760E770
• 0% Performance Leveraged Upside Securities due April 24, 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 61760E820
• 0% buffered jump securities due March 30, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RM8
• 11.5% reverse convertible securities due Sept. 30, 2011 linked to the common stock of SanDisk Corp.; via Morgan Stanley & Co. Inc.; pricing March 25; Cusip: 617482RT3
• 0% contingent real-return performance securities due March 31, 2016 linked to the S&P 500 index and the Consumer Price Index; 52%-60% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co.; pricing March 28; Cusip: 61747WAH2
• Contingent income autocallable securities due March 2014 linked to Apple Inc. common stock; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61760E804
• Contingent income autocallable securities due March 2014 linked to Barclays Bank plc American Depositary Shares; 70% trigger; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61760E812
• Senior floating-rate notes due March 2020 linked to the 10-year Constant Maturity Sifma Municipal Swap rate; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61745E4X6
• Senior floating-rate notes due April 1, 2021 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61745E7K1
• 0% buffered Performance Leveraged Upside Securities due March 2013 linked to the S&P GSCI Grains Index - Excess Return; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 617482SY1
ROYAL BANK OF CANADA
• Fixed-to-floating-rate notes due March 25, 2021 linked to the Consumer Price Index; via UBS Securities LLC; settlement on March 25; Cusip: 90261JGR8
• 10.75% reverse convertible notes due Sept. 30, 2011 linked to Abercrombie & Fitch Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3A9
• 17.3% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2A0
• 14.75% reverse convertible notes due June 30, 2011 linked to AMR Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2B8
• 12.25% reverse convertible notes due June 30, 2011 linked to ARM Holdings plc stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2C6
• 15% reverse convertible notes due June 30, 2011 linked to ATP Oil & Gas Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2D4
• 12.25% reverse convertible notes due Sept. 30, 2011 linked to Brigham Exploration Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3B7
• 17.75% reverse convertible notes due June 30, 2011 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2F9
• 13.75% reverse convertible notes due June 30, 2011 linked to DryShips Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2G7
• 0% bullish enhanced return notes due Sept. 28, 2012 linked to the Energy Select Sector SPDR fund; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008KS53
• 11% reverse convertible notes due Sept. 30, 2011 linked to First Solar, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3E1
• 9.25% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3C5
• 13.75% reverse convertible notes due Sept. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3D3
• 18.25% reverse convertible notes due June 30, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2H5
• 14.25% reverse convertible notes due June 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2J1
• 12% reverse convertible notes due June 30, 2011 linked to Hecla Mining Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2L6
• 0% buffered bullish digital notes due Sept. 28, 2012 linked to the iShares Silver Trust; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78008KS46
• 18.5% reverse convertible notes due June 30, 2011 linked to JDS Uniphase Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2M4
• 16.5% reverse convertible notes due June 30, 2011 linked to MGM Resorts International stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2Q5
• 16.25% reverse convertible notes due June 30, 2011 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2R3
• 11.25% reverse convertible notes due Sept. 30, 2011 linked to Northern Oil and Gas, Inc stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3F8
• 17% reverse convertible notes due June 30, 2011 linked to Nvidia Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2S1
• 19.25% reverse convertible notes due June 30, 2011 linked to Patriot Coal Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2T9
• 11.5% reverse convertible notes due June 30, 2011 linked to Petrohawk Energy Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2K8
• 0% buffered bullish booster notes due March 28, 2013 linked to the S&P 500 index; 80% trigger; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78008KS38
• 11.5% reverse convertible notes due June 30, 2011 linked to Salesforce.com, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2E2
• 17.75% reverse convertible notes due June 30, 2011 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2U6
• 15.25% reverse convertible notes due June 30, 2011 linked to St. Joe Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2N2
• 15.25% reverse convertible notes due June 30, 2011 linked to STEC Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2V4
• 13.25% reverse convertible notes due June 30, 2011 linked to Supervalu Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2W2
• 13.75% reverse convertible notes due June 30, 2011 linked to Trina Solar Ltd. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2X0
• 16% reverse convertible notes due June 30, 2011 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2Y8
• 10.75% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2Z5
• 17.25% reverse convertible notes due June 30, 2011 linked to US Airways Group, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2P7
• 0% absolute return barrier notes due Sept. 28, 2012 linked to the front-month West Texas Intermediate light sweet crude oil futures contract traded on the New York Mercantile Exchange; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78008KW90
• Fixed-to-floating-rate notes due March 31, 2021 linked to the Consumer Price Index; via RBC Capital Markets, LLC; pricing in March; Cusip: 78008KN33
• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• One-year 0% Strategic Accelerated Redemption Securities linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• 0% direct investment notes due May 8, 2012 linked to the EquityCompass Equity Risk Management Strategy; RBC Capital Markets, LLC; pricing April 5; Cusip: 78008KX73
ROYAL BANK OF SCOTLAND NV
• 11% reverse convertible notes due Sept. 30, 2011 linked to Bank of America Corp. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRW4
• 15.25% reverse convertible notes due Sept. 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRV6
• 10.25% reverse convertible notes due Sept. 30, 2011 linked to International Paper Co. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRX2
• 15.5% reverse convertible notes due Sept. 30, 2011 linked to Las Vegas Sands Corp. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRU8
• 16.75% reverse convertible notes due Sept. 30, 2011 linked to Silver Wheaton Corp. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRT1
• 0% capped enhanced participation notes with fixed buffer due April 1, 2013 linked to the iShares MSCI EAFE index fund; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRP9
• 0% capped enhanced participation notes with fixed buffer due April 1, 2013 linked to the S&P 500 index; via RS Securities Inc.; pricing March 28; Cusip: 78009KRN4
• Annual reset coupon securities due March 31, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRQ7
• Callable step-up fixed-rate notes due March 31, 2026; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRS3
AB SVENSK EXPORTKREDIT
• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due Oct. 1, 2014 linked to a commodity basket of crude oil, platinum, copper, corn and cotton; via Wells Fargo Securities, LLC; pricing in March
• 13-month leveraged commodity index-linked notes tied to the Dow Jones-UBS Enhanced E95 Total Return index; via Goldman Sachs & Co.
• 18- to 21-month 0% equity index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.
• 12- to 14-month 0% equity index-linked notes on the Topix index; via Goldman, Sachs & Co.
• 13- to 15-month 0% equity index-linked notes tied to the Topix index; via Goldman Sachs & Co.
UBS AG, JERSEY BRANCH
• 0% trigger return optimization securities due March 31, 2014 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 902669282
• 0% trigger step performance securities due Sept. 28, 2012 linked to the performance of the Australian dollar, the Brazilian real, the Canadian dollar and the U.S. dollar relative to the Japanese yen; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 902669308
• Callable step-up fixed-rate notes due April 5, 2019; via UBS Securities LLC; settling April 5; Cusip is 90261JGT4
UBS AG, LONDON BRANCH
• 0% market-linked notes due March 31, 2021 tied to the better of the S&P 500 index and the Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 90267G327
• 0% performance securities due March 31, 2014 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 902669266
• Floating-rate notes due March 31, 2021 linked to Libor; via UBS Securities LLC; settlement March 31; Cusip: 90261JGS6
UNION BANK, NA
• Zero-coupon market-linked certificates of deposit due March 29, 2018 linked to Dow Jones Industrial Average; via Incapital LLC; pricing March 25; Cusip: 90521AEX2
• 0% market-linked certificates of deposit due March 29, 2018 linked to Dow Jones-UBS Gold subindex; pricing March 25; Cusip: 90521AEY0
• 0% quarterly capped return market-linked certificates of deposit due March 30, 2015 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing March 25; Cusip: 90521AEV6
• 0% annual high watermark return certificates of deposit due March 30, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Advisors Asset Management, Inc.; pricing March 25; Cusip: 90521AEZ7
• Zero-coupon principal-protected market-linked certificates of deposit due March 30, 2018 linked to S&P 500 index; via Incapital LLC; pricing March 25; Cusip: 90521AFA1
• 0% market-linked certificates of deposit due March 30, 2016 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing March 28; Cusip: 90521AEW4
• Variable-coupon market-linked certificates of deposit due March 30, 2018 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing March 28; Cusip: 90521AFB9
WELLS FARGO & CO.
• Floating-rate notes due March 29, 2018; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RCV1
• Fixed-to-floating notes due March 31, 2021 linked to the Consumer Price Index; via Wells Fargo Securities, LLC and RBC Capital Markets; pricing March 28; Cusip: 94986RDD0
• Fixed-to-floating notes due March 2016; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RCY5
• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due April 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; settling in April; Cusip: 94986RDC2
• 0% enhanced growth securities due October 2013 linked to the Russell 2000 index; 90% trigger; via Wells Fargo Securities, LLC settling in April; Cusip: 94986RDA6
• 0% enhanced growth securities due March 2015 linked to soybeans, corn, crude oil, nickel, copper and silver; 80% trigger; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RDE8
• 0% enhanced growth securities due April 2017 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RDF5
• 0% enhanced growth securities due April 2015 linked SPDR S&P 500 exchange-traded fund trust, iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; pricing in April; Cusip: 94986RDB4
WELLS FARGO BANK, NA
• 0% certificates of deposit due March 31, 2017 linked to the Dow Jones Industrial Average; via distributor Incapital LLC; pricing March 24; Cusip: 949748D61
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