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Structured Products Calendar
BANK OF AMERICA CORP.
• Step-up callable bonds due May 27, 2026; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement May 27; Cusip: 06048WGB0
• Callable capped notes due May 27, 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement May 27; Cusip: 06048WGC8
• Two-year 0% Capped Leveraged Index Return Notes linked to the common stocks of Apple Inc., Boeing Co., Cisco Systems, Inc., Deere & Co., Dell Inc., Danaher Corp., Emerson Electric Co., Honeywell International, Inc., Hewlett-Packard Co., International Business Machines Corp., Illinois Tool Works Inc., Juniper Networks, Inc., Microsoft Corp., Oracle Corp., Qualcomm, Inc., Texas Instruments Inc. and United Technologies Corp.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Six-year variable-coupon notes linked to the stocks of Apple Inc., Charles Schwab Corp., Cisco Systems, Inc., Deere & Co., FexEx Corp., Halliburton Co., JPMorgan Chase & Co., Las Vegas Sands Corp., NIKE Inc., Oracle Corp., Priceline.com Inc., Salesforce.com, Inc., UnitedHealth Group Inc., Wal-Mart Stores, Inc., Whole Foods Market, Inc. and Yahoo! Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Market Index Target-Term Securities due May 2014 linked to the Australian dollar, the Canadian dollar and the New Zealand dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Two-year 0% Capped Leveraged Index Return Notes tied to copper; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Three-year 0% Currency Market Index Target-Term Securities linked to the dollar relative to the Japanese yen; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% two-year Leveraged Index Return Notes linked to the Dow Jones Global Titans 50 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Market Index Target-Term Securities due May 2016 based on the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Market Index Target-Term Securities due June 2016 based on the Dow Jones UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Capped Leveraged Index Return Notes due May 2013 linked to Eastman Chemical Co. shares; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% market-linked step-up notes due May 2015 linked to the Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in May
• 0% Capped Leveraged Index Return Notes due June 2013 tied to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2012 linked to iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 15-year callable Libor range accrual notes linked to six-month Libor; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% currency-linked step-up notes due June 2014 linked to a basket of the Norwegian krone, the Swedish krona, the British pound and the euro, relative to the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% two-year Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• Four-year 0% market-linked step-up notes tied to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 53-week 8.5% STEP Income Securities linked to the ordinary shares of Schlumberger Ltd.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 53-week 12.5% STEP Income Securities linked to Seagate Technology plc ordinary shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Relative Value Strategic Accelerated Redemption Securities due June 2012 linked to the performance of the SPDR S&P 500 ETF Trust versus the iShares Barclays 20+ Year Treasury Bond Fund; via Bank of America Merrill Lynch; pricing in May
BANK OF MONTREAL
• 13.5% reverse exchangeable notes due Aug. 18, 2011 linked to Aruba Networks Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJC2
• 13.5% reverse exchangeable notes due Nov. 18, 2011 linked to ATP Oil & Gas Corp. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJH1
• 11.5% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Delta Air Lines, Inc.; via BMO Capital Markets Corp. pricing May 13; Cusip: 06366QJR9
• 10.5% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Freeport-McMoRan Copper & Gold Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJS7
• 10% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Goodyear Tire & Rubber Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJT5
• 11.5% reverse exchangeable notes due Nov. 18, 2011 linked to Green Mountain Coffee Roasters, Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJJ7
• 10% reverse exchangeable notes due Nov. 18, 2011 linked to Harbin Electric, Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJK4
• 0% buffered bullish digital return notes due May 16, 2013 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QKB2
• 0% buffered bullish digital return notes due May 16, 2013 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QKA4
• 0% buffered bullish digital return notes due Nov. 16, 2012 linked to the iShares Silver Trust; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QKC0
• 12% annualized reverse exchangeable notes due Nov. 18, 2011 linked to JDS Uniphase Corp.; via BMO Capital Markets Corp. pricing May 13; Cusip: 06366QJL2
• 15.5% annualized reverse exchangeable notes due Nov. 18, 2011 linked to LDK Solar Co., Ltd; via BMO Capital Markets Corp. pricing May 13; Cusip: 06366QJM0
• 11% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Netflix Inc.; via BMO Capital Markets Corp. pricing May 13; Cusip: 06366QJN8
• 16% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Northern Oil and Gas, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJV0.
• 12% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Nvidia Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJW8.
• 15% reverse exchangeable notes due Aug. 18, 2011 linked to OmniVision Technologies, Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJD0
• 13.5% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Patriot Coal Corp.; via BMO Capital Markets Corp. pricing May 13; Cusip: 06366QJP3
• 19% reverse exchangeable notes due Aug. 18, 2011 linked to Rambus Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJE8
• 0% buffered bullish digital return notes due May 16, 2013 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJZ1
• 12.5% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Silver Wheaton Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJX6.
• 20% reverse exchangeable notes due Aug. 18, 2011 linked to SINA Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJF5
• 11.5% annualized reverse exchangeable notes due Nov. 18, 2011 linked to St. Joe Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJU2.
• 12% reverse exchangeable notes due Aug. 18, 2011 linked to Vertex Pharmaceuticals Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 13; Cusip: 06366QJG3
• 14% annualized reverse exchangeable notes due Nov. 18, 2011 linked to Western Refining, Inc.; via BMO Capital Markets Corp. pricing May 13; Cusip: 06366QJQ1
• 9.5%-12.5% annualized reverse exchangeable notes due Nov. 21, 2011 linked to Joy Global Inc. shares; 70% trigger; via BMO Capital Markets Corp.; pricing May 17; Cusip: 06366QJA6
• 9.75%-12.75% annualized reverse exchangeable notes due Nov. 21, 2011 linked to ON Semiconductor Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing May 17; Cusip: 06366QHZ3
BARCLAYS BANK PLC
• 9%-11% autocallable yield notes due May 18, 2012 linked to the S&P 500 index and the Russell 2000 index; via Barclays Capital Inc.; pricing May 16; Cusip: 06738KHX2
• 0% notes due Dec. 19, 2013 linked to the S&P 500 VIX Short-Term Futures Index (Excess Return) and the S&P 500 VIX Mid-Term Futures Index (Excess Return); via Barclays Capital Inc.; pricing May 16; Cusip: 06738KJC6
• 0% buffered Super Track notes due May 22, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Barclays Capital Inc.; pricing May 17; Cusip: 06738KHU8
• 0% buffered Super Track notes due May 22, 2013 linked to the S&P 500 index; 90% trigger; via Barclays Capital Inc.; pricing May 17; Cusip: 06738KHV6
• 10.25% reverse convertible notes due Aug. 31, 2011 linked to AMR Corp. stock; via Barclays Capital; pricing May 25; Cusip: 06741JGW3
• 11% reverse convertible notes due Nov. 30, 2011 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JGS2
• 10% reverse convertible notes due Nov. 30, 2011 linked to ARM Holdings plc (American depositary shares) stock; via Barclays Capital; pricing May 25; Cusip: 06741JGZ6
• 12% reverse convertible notes due Aug. 31, 2011 linked to Baidu, Inc. (American Depository Share) stock; via Barclays Capital; pricing May 25; Cusip: 06741JGX1
• 11.75% reverse convertible notes due Nov. 30, 2011 linked to Delta Airlines, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JHA0
• Notes due Nov. 30, 2017 linked to the Dow Jones Industrial Average; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJB8
• 0% buffered Super Track notes due May 31, 2016 linked to the Dow Jones Industrial Average; 90% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJX0
• 11.25% reverse convertible notes due Nov. 30, 2011 linked to DryShips Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JHB8
• 8% reverse convertible notes due May 30, 2012 linked to Ford Motor Co. stock; via Barclays Capital; pricing May 25; Cusip: 06741JGU7
• 12% reverse convertible notes due Nov. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JHC6
• 0% notes due May 31, 2013 linked to the Hang Seng China Enterprises index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJU6
• 11.25% reverse convertible notes due Aug. 31, 2011 linked to JDS Uniphase Corp. stock; via Barclays Capital; pricing May 25; Cusip: 06741JGY9
• 16.25% reverse convertible notes due Nov. 30, 2011 linked to LDK Solar Co., Ltd. (American Depositary Shares) stock; via Barclays Capital; pricing May 25; Cusip: 06741JHG7
• 11.1% reverse convertible notes due May 30, 2012 linked to Netflix, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JHE2
• 9% reverse convertible notes due Nov. 30, 2011 linked to Noble Corp. stock; via Barclays Capital; pricing May 25; Cusip: 06741JGT0
• 11.25% reverse convertible notes due May 30, 2012 linked to Nokia Corp. (American depositary shares) stock; via Barclays Capital; pricing May 25; Cusip: 06741JGV5
• 8.75% annualized reverse convertible notes due Nov. 30, 2011 linked to Peabody Energy Corp. shares; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGP8
• 14.1% reverse convertible notes due Nov. 30, 2011 linked to Rambus Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JHD4
• 0% digital notes due Aug. 30, 2012 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJW2
• 0% buffered return optimization securities due May 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25; Cusip: 06740C196
• Callable fixed-rate range accrual notes due May 29, 2026 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738KJF9
• 12.75% annualized reverse convertible notes due Nov. 30, 2011 linked to Seagate Technology shares; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGQ6
• 10.9% reverse convertible notes due May 30, 2012 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing May 25; Cusip: 06741JHF9
• 9.25% annualized reverse convertible notes due Nov. 30, 2011 linked to United States Steel Corp. shares; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06741JGR4
• 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 May
• 0% Accelerated Return Notes due July 2012 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital; pricing in May
• Zero-coupon capped leveraged index return notes due May 2013 linked to the Russell 2000 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital; pricing in May
• Zero-coupon capped leveraged index return notes due May 2013 linked to the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Barclays Capital; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the S&P 500 index; via Merrill Lynch & Co; pricing in May
CITIBANK, NA
• Callable Libor inverse floater certificates of deposit due May 13, 2026 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 10; Cusip: 172986CV1
CITIGROUP FUNDING INC.
• Step-up coupon notes due May 17, 2026; via Citigroup Global Markets Inc.; settlement May 17; Cusip: 1730T0KA6
• 8%-10% annualized Equity LinKed Securities due Nov. 23, 2011 linked to Barclays plc American Depository Shares; 80% trigger; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 17317U204
• 0.5% market-linked notes due Nov. 23, 2016 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 1730T0MG1
• 7%-9% annualized Equity LinKed Securities due Nov. 23, 2011 linked to Schlumberger NV shares; 80% trigger; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 17316G123
• Index-linked notes due 2016 linked to the S&P 500 index; Citigroup Global Markets Inc.; settlement in May; Cusip: 1730T0MH9
• 0% Performance Leveraged Upside Securities due June 27, 2012 linked to the S&P GSCI Grains index-excess return; via Citigroup Global Markets Inc. pricing in May; Cusip: 1730T0MF3
CREDIT SUISSE AG, NASSAU BRANCH
• 6%-8.5% callable yield notes due May 21, 2012 linked to the S&P 500 index and the Russell 2000 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing May 16; Cusip: 22546E6K5
• 7%-9% callable yield notes due May 21, 2012 linked to the S&P 500 index and the Russell 2000 index; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing May 16; Cusip: 22546E6J8
• 7.25% callable yield notes due Nov. 19, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 16; Cusip: 22546E6N9
• 10%-12% annualized callable yield notes due Nov. 21, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 16; Cusip: 22546E6G4
• 12%-14% annualized callable yield notes due Nov. 21, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 16; Cusip: 22546E6H2
• 9% annualized callable yield notes due Nov. 21, 2011 linked to the Russell 2000 index, the United States Natural Gas Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing May 17; Cusip: 22546E6S8
• 8.6% callable yield notes due May 21, 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 May 17; Cusip: 22546E6R0
• 11% callable yield notes due May 21, 2012 linked to the Russell 2000 index, the United States Natural Gas Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing May 17; Cusip: 22546E6T6
• High/low coupon callable yield notes due May 24, 2012 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI Brazil index fund; via Credit Suisse Securities (USA) LLC; pricing May 19; Cusip: 22546E6W9
• 6%-8% callable yield notes due Aug. 27, 2012 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 20; Cusip: 22546E5Y6
• 0% Buffered Accelerated Return Equity Securities due May 27, 2015 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing May 20; Cusip: 22546E5X8
• 5%-6% callable yield notes due Aug. 27, 2012 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 20; Cusip: 22546E5Z3
• 0% Accelerated Return Equity Securities due May 29, 2015 linked to the Credit Suisse Commodities Benchmark Excess Return index; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22546E6A7
• CS global basket notes due May 31, 2016 linked to copper, sugar, Brent crude oil, corn, nickel, cotton, soybeans and silver; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546E6E9
• 0% CS notes due May 31, 2016 linked to the Credit Suisse Merger Arbitrage Liquid Risk Controlled index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E6C3
0% Cert PLUS securities due May 31, 2017 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E6U3
• 8%-10% annualized callable yield notes due Nov. 30, 2011 linked to the iShares Silver Trust and the Market Vectors Gold Miners exchange-traded fund; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5J9
• 0% Buffered Accelerated Return Equity Securities due May 31, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E6D1
• 8.5%-10.5% callable yield notes due Nov. 30, 2011 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5L4
• 0% callable Cert PLUS securities due Nov. 30, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5G5
• High/low coupon callable yield notes due May 31, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546E5H3
• 10%-12% callable yield notes due June 4, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6M1
• 0% Cert PLUS securities due June 3, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E4H4
• 0% callable Cert PLUS securities due June 4, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E5V2
• High/low coupon callable yield notes due June 4, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6F6
• 8.75%-10.75% annualized callable yield notes due Dec. 5, 2011 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E6L3
• High/low coupon callable yield notes due June 4, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546E5W0
DEUTSCHE BANK AG, LONDON BRANCH
• 0% S&P plus tracker notes due May 16, 2014 linked to a basket of indexes that includes the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing May 11; Cusip: 2515A16K2
• 0% S&P plus tracker notes due May 16, 2014 linked to S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha Index Emerging Markets; via Deutsche Bank Securities Inc.; pricing May 11; Cusip: 2515A16H9
• Buffered return enhanced notes due Nov. 16, 2012 linked to a basket of currencies relative to the dollar (Indonesian rupiah, Malaysian ringgit, Singapore dollar); via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 13; Cusip: 2515A16N6
• Return optimization securities due June 19, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 13; Cusip: 25154W720
• 0% trigger performance securities due May 19, 2016 linked to the S&P Carbon Efficient index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 13; Cusip: 25154W787
• 0% step return buffered securities due May 23, 2013 linked to the performance of the Brazilian real, Russian ruble, Indonesian rupiah, Chinese renminbi and Korean won relative to the Japanese yen; via Deutsche Bank Securities Inc.; pricing May 20; Cusip: 2515A16G1
• 0% buffered return optimization securities due May 31, 2013 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 25; Cusip: 25154W753
• 0% alpha overlay securities due June 28, 2012 linked to 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 May 25; Cusip: 2515A16J5
• 0% trigger performance securities due May 31, 2016 linked to the Hang Seng China Enterprises index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 25; Cusip: 25154W746
EKSPORTFINANS ASA
• 0% Accelerated Return Notes due August 2012 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2012 linked to the iShares MSCI Brazil index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% autocallable access securities with fixed percentage buffered downside due May 31, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the palladium spot price; via Merrill Lynch; pricing in May
• 0% Accelerated Return Notes due July 2012 linked to the Rogers International Commodity index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May
• 0% autocallable access securities with fixed percentage buffered downside due May 31, 2013 linked to SPDR S&P Metals and Mining fund; via Wells Fargo Securities, LLC; 90% trigger; pricing in May
GOLDMAN SACHS GROUP, INC.
• Callable step-up fixed-rate notes due May 2019; via Goldman, Sachs & Co. and Incapital LLC; settlement in May; Cusip: 38143UUL3
• Callable step-up fixed-rate notes due May 2023; via Goldman Sachs & Co. and Incapital LLC; settle in May; Cusip: 38143UUN9
• 0% five-year notes linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; Cusip: 38143UUF6
• Five-year inflation-linked notes tied to the Consumer Price Index; via Goldman, Sachs & Co.; Cusip: 38143UUQ2
• Six-year 0% equity-linked notes linked to the Dow Jones Industrial Average; via Goldman, Sachs & Co.; Cusip: 38143UUJ8
• 24- to 27-month 0% leveraged buffered equity index fund-linked notes on the iShares MSCI Emerging Markets index fund; 90% trigger; via Goldman Sachs & Co.
• Two-year 0% leveraged buffered fund-linked notes tied to the iShares Silver Trust; 85% trigger; via Goldman Sachs & Co.; Cusip: 38143UUE9
• 18- to 21-month 0% leveraged index-linked notes due June 29, 2012 linked to the MSCI EAFE index; via Goldman, Sachs & Co.
• 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.
• Two-year 0% leveraged buffered index fund-linked notes linked to the MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTP6
• 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 May 1, 2013 tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143UTV3
• 0% buffered index-linked notes due Dec. 1, 2014 tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143UUK5
• 24- to 27-month 0% leveraged index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.
• 15-year callable quarterly range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UUG4
• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143UUH2
• 24- to 26-month 0% currency-linked notes tied to a basket of exchange rates including the Chinese renminbi, South Korean won and Singapore dollar, all against the U.S. Dollar; via Goldman, Sachs & Co.
• 0% five-year notes linked to the S&P 500 index, the MSCI EAFE index, the Russell 2000 index, the Dow Jones - UBS Commodity index and the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTH4
• 48-month 0% leveraged buffered basket-linked notes linked S&P 500 index, the MSCI EAFE index, the S&P MidCap 400 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143UUC3
HARRIS NA
• 0% certificates of deposit due May 31, 2017 inversely linked to the Barclays Capital U.S. Treasury 7-10 Year Total Return index; via BMO Capital Markets Corp. (Incapital LLC is distributor); pricing May 25; Cusip: 41456TPG8
HSBC BANK USA NA
• 0.5%-0.75% income and performance certificates of deposit due May 26, 2015 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via HSBC Securities (USA) Inc.; pricing May 19; Cusip: 40431GSH3
• 0.75%-1% income and performance certificates of deposit due May 25, 2016 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via HSBC Securities (USA) Inc.; pricing May 19; Cusip: 40431GSG5
• 0% Far East opportunity certificates of deposit due May 25, 2017 linked to the Hang Seng, TWSE, MSCI Singapore Free and Kospi 200 indexes; via HSBC Securities (USA) Inc.; pricing May 19; Cusip: 40431GSC4
• 0% certificates of deposit with minimum return due May 25, 2017 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 40431GRZ4
• Annual income opportunity certificates of deposit with auto cap feature due May 26, 2017 linked to the common stocks of 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 May 23; Cusip: 40431GRQ4
• 0.5% accumulated annual return certificates of deposit due May 26, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40431GSJ9
• Income plus certificates of deposit due May 30, 2018 with 5% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GRU5
• Income plus certificates of deposit due May 30, 2018 with 7.5% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GRV3
• Income plus certificates of deposit due May 30, 2018 with 10% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GRW1
• Income plus certificates of deposit due May 30, 2018 with 12.5% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GRX9
• Annual income opportunity certificates of deposit with auto cap feature due May 29, 2015 linked to CME Group Inc., Eli Lilly & Co., Exxon Mobil Corp., Intel Corp., Lockheed Martin Corp., Lowe's Cos., Inc., Microsoft Corp., Northern Trust Corp., Qualcomm, Inc., Sysco Corp., Time Warner Cable Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GSS9
• Annual income opportunity certificates of deposit with auto cap feature due May 30, 2018 linked to CME Group Inc., Eli Lilly & Co., Exxon Mobil Corp., Intel Corp., Lockheed Martin Corp., Lowe's Cos., Inc., Microsoft Corp., Northern Trust Corp., Qualcomm, Inc., Sysco Corp., Time Warner Cable Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GRE1
• Annual income opportunity certificates of deposit with auto cap feature due May 31, 2017 linked to Banco Santander SA, Boeing Co., China Life Insurance Co., Ltd., Companhia Siderurgica Nacional SA, Research In Motion Ltd., Rio Tinto plc, Sanofi-Aventis, SAP AG, Sasol, Sony Corp., Southern Co. and Telefonaktiebolaget LM Ericsson; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GRL5
• Annual income opportunity certificates of deposit with auto cap due May 31, 2016 linked to the stocks of Bank of America Corp., Bristol-Myers Squibb Co., Broadcom Corp., Entergy Corp., Mosaic Co., Newmont Mining Corp., Schlumberger Ltd., Tiffany & Co., Verizon Communications, Waste Management, WellPoint Inc. and Yahoo! Inc.; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GSE0
• Annual income opportunity certificates of deposit with auto cap due May 31, 2017 linked to the stocks of Bank of America Corp., Bristol-Myers Squibb Co., Broadcom Corp., Entergy Corp., Mosaic Co., Newmont Mining Corp., Schlumberger Ltd., Tiffany & Co., Verizon Communications, Waste Management, WellPoint Inc. and Yahoo! Inc.; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GRT8
HSBC USA INC.
• 0% buffered Accelerated Market Participation Securities due May 14, 2015 linked to a basket of one index and four funds (S&P 500 index, iShares MSCI EAFE index fund, MidCap SPDR Trust, Series 1, iShares MSCI Emerging Markets index fund, iShares Russell 2000 index fund); via HSBC Securities (USA) Inc.; pricing May 11; Cusip: 4042K1HN6
• 7%-10% autocallable yield notes due May 10, 2012 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 13; Cusip: 4042K1GN7
• Collared floating-rate notes due May 20, 2014; via HSBC Securities (USA) Inc.; pricing May 17; Cusip: 4042K1HL0
• 0% buffered Accelerated Market Participation Securities due Aug. 23, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GZ0
• 0% buffered Accelerated Market Participation Securities due Nov. 26, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GV9
• 0% buffered Accelerated Market Participation Securities due Aug. 23, 2012 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GY3
• 0% buffered Accelerated Market Participation Securities due Nov. 26, 2012 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GU1
• 0% Accelerated Market Participation Securities due Aug. 23, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1HB2
• 0% Accelerated Market Participation Securities due Nov. 26, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1HD8
• 0% buffered Accelerated Market Participation Securities due Aug. 23, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GX5
• 0% buffered Accelerated Market Participation Securities due Nov. 26, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GT4
• 0% Accelerated Market Participation Securities due Aug. 23, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1HA4
• 0% Accelerated Market Participation Securities due Nov. 26, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1HC0
• 0% buffered Accelerated Market Participation Securities due Aug. 23, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GW7
• 0% buffered Accelerated Market Participation Securities due Nov. 26, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 20; Cusip: 4042K1GS6
• 0% Performance Leveraged Upside Securities due June 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40433C841
• 8%-11% autocallable yield notes due May 22, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund, the Oil Service Holdrs Trust and the Market Vectors Agribusiness ETF; HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1HF3
• 0% Currency Accelerated Return Securities due May 30, 2013 linked to a basket of the Brazilian real, Australian dollar, Norwegian krone and Canadian dollar; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 4042K1GR8
• 0% trigger performance securities due May 31, 2016 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40433C833
• 0% trigger return optimization securities due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and SPDR Trust Series 1; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40433C825
• Currency appreciation coupon securities due May 31, 2016 linked to the Chinese renminbi relative to the dollar; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 4042K1HE6
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HH9
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HG1
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1HK2
• 0% buffered Accelerated Market Participation Securities due Oct. 25, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 4042K1GQ0
JPMORGAN CHASE BANK, NA
• Contingent coupon certificates of deposit due May 31, 2018 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYS9
• Digital contingent coupon certificates of deposit due May 31, 2016 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYP5
• Digital contingent coupon certificates of deposit due May 31, 2017 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYQ3
• Digital contingent coupon certificates of deposit due May 31, 2018 linked to the common stocks of AMR Corp., Costco Wholesale Corp. Halliburton Co., Hess Corp., Kraft Foods Inc., PepsiCo, Inc., Qualcomm Inc., Silver Wheaton Corp., Wells Fargo & Co. and Wyndham Worldwide Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYT7
• 0% certificates of deposit due May 31, 2016 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYA8
• 0% certificates of deposit due May 31, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48123YYH3
• Annual income certificates of deposit due May 31, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48123YYF7
• 0% certificates of deposit due Nov. 30, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48123YYZ3
• 0% certificates of deposit due May 31, 2016 linked to the Brazilian real, Australian dollar, Norwegian krone and Canadian dollar; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48123YYC4
• 0% certificates of deposit due May 31, 2017 linked to the Dow Jones Industrial Average, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48123YYW0
JPMORGAN CHASE & CO.
• Callable fixed-rate step-up notes due May 18, 2026; via J.P. Morgan Securities LLC; pricing May 13; Cusip: 48125XPW0
• 15% reverse convertible notes due Aug. 18, 2011 linked to ATP Oil & Gas Corp. stock; via JPMorgan; pricing May 13; Cusip: 48125XPN0
• 13% reverse convertible notes due Nov. 18, 2011 linked to Baidu, Inc. (ADS) stock; via JPMorgan; pricing May 13; Cusip: 48125XPR1
• 14% reverse convertible notes due Aug. 18, 2011 linked to DryShips Inc. stock; via JPMorgan; pricing May 13; Cusip: 48125XPL4
• 15% reverse convertible notes due Nov. 18, 2011 linked to Goodyear Tire & Rubber Co. stock; via JPMorgan; pricing May 13; Cusip: 48125XPS9
• 15.5% reverse convertible notes due Nov. 18, 2011 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing May 13; Cusip: 48125XPP5
• 20.5% reverse convertible notes due Aug. 18, 2011 linked to LDK Solar Co., Ltd. (Ads) stock; via JPMorgan; pricing May 13; Cusip: 48125XPM2
• 17.35% reverse convertible notes due Aug. 18, 2011 linked to lululemon athletica inc. stock; via JPMorgan; pricing May 13; Cusip: 48125XPK6
• 13% reverse convertible notes due Aug. 18, 2011 linked to McMoRan Exploration Co. stock; via JPMorgan; pricing May 13; Cusip: 48125XPJ9
• 16.25% reverse convertible notes due Nov. 18, 2011 linked to MGM Resorts International stock; via JPMorgan; pricing May 13; Cusip: 48125XPT7
• 20.5% reverse convertible notes due Nov. 18, 2011 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing May 13; Cusip: 48125XPQ3
• Autocallable buffered return enhanced notes due May 24, 2012 linked to a basket of two futures contracts and one commodity (Brent crude oil futures contracts, copper, corn futures contracts); via J.P. Morgan Securities LLC; pricing May 13; Cusip: 48125XQE9
• 7.2% autocallable yield notes due May 18, 2012 linked to the Russell 2000 index and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing May 16; Cusip: 48125XPZ3
• 11.5%-15.5% reverse convertible notes due Nov. 22, 2011 linked to F5 Networks, Inc. stock; via JPMorgan; pricing May 17; Cusip: 48125XNP7
• 12% single observation reverse exchangeable notes due May 22, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via J.P. Morgan Securities LLC; pricing May 17; Cusip: 48125XNR3
• 12% single observation reverse exchangeable notes due May 22, 2012 linked to the common stock of PulteGroup, Inc.; via J.P. Morgan Securities LLC; pricing May 17; Cusip: 48125XNS1
• 10.68%-14.68% reverse convertible notes due Nov. 22, 2011 linked to Starbucks Corp. stock; via JPMorgan; pricing May 17; Cusip: 48125XNQ5
• 0% outperformance jump securities due Nov. 29, 2012 linked to the SPDR S&P 500 exchange-traded fund trust relative to the iShares Barclays 20-year Treasury bond fund; via J.P. Norgan Securities LLC; pricing May 24; Cusip: 46634X245
• Floored floating-rate notes due May 27, 2021; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48125XQG4
• 0% buffered return enhanced notes due Nov. 30, 2012 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XQF6
• Buffered return enhanced notes due Nov. 30, 2012 linked to iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPF7
• Buffered return enhanced notes due Nov. 30, 2012 linked to Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPE0
• 10% callable yield notes due May 31, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPC4
• 10% callable yield notes due May 31, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPB6
• 0% capped index knock-out notes due Nov. 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPX8
• 0% capped index knock-out notes due May 31, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPY6
• 0% knock-out buffered return enhanced notes due Nov. 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPG5
• 0% knock-out buffered return enhanced notes due May 31, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125XPH3
• 0% single review notes due July 2, 2012 linked to the MSCI World index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125XQB5
MORGAN STANLEY
• Fixed-to-floating notes due May 12, 2021; via Morgan Stanley & Co. Inc.; settlement May 12; Cusip: 61745EP47
• Fixed-to-floating-rate notes due May 17, 2023 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; settlement May 17; Cusip: 61745EM813
• Range accrual notes due May 19, 2026 linked to the six-month Libor rate and the S&P 500 index; via Morgan Stanley & Co. Inc., settlement May 19; Cusip: 61745EN64
• Mexican peso-denominated senior fixed-rate step-up securities due May 20, 2016 with 7% initial rate; via Morgan Stanley & Co. Inc.; settlement May 20; Cusip: 617482RY2
• Contingent annual interest notes due May 27, 2016 linked to Abbott Laboratories, Altria Group, Inc., Bristol-Myers Squibb Co., CenturyLink, Inc., Consolidated Edison, Inc., Duke Energy Corp., FirstEnergy Corp., Frontier Communications Corp., Johnson & Johnson, Kraft Foods Inc., Lockheed Martin Corp., McDonald's Corp., Merck & Co., Inc., Pepco Holdings, Inc., Pfizer Inc., Pitney Bowes Inc., PPL Corp., Sysco Corp., TECO Energy, Inc. and Verizon Communications Inc.; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TR5
• Currency-linked notes due May 29, 2015 linked to the performance of the Brazilian real, Australian dollar, Canadian dollar and Norwegian krone relative to the U.S. dollar; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 61747YDB8
• 7%-9% annualized Equity LinKed Securities due Nov. 23, 2011 linked to CBS Corp shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 61760E648
• 13.5% annualized reverse convertible securities due Nov. 29, 2011 linked to Cliffs Natural Resources shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TZ7
• 13.5% reverse convertible securities due Aug. 29, 2011 linked to Dean Foods Co. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TW4
• 0% buffered jump securities due May 29, 2015 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TS3
• 0% equity-linked notes due May 30, 2017 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TQ7
• Contingent income autocallable securities due May 24, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 61760E655
• 12% annualized reverse convertible securities due Nov. 29, 2011 linked to Freeport-McMoRan Copper & Gold Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482UA0
• 14% reverse convertible securities due Aug. 29, 2011 linked to lululemon athletica inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TY0
• 15.5% reverse convertible securities due Aug. 29, 2011 linked to Netflix, Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TX2
• 0% trigger Performance Leveraged Upside Securities due May 23, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 61760E622
• 0% equity-linked partial principal at risk securities due May 24, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 61760E630
• Contingent coupon notes due May 27, 2015 linked to a S&P GSCI Brent Crude Index - Excess Return, S&P GSCI Livestock Index - Excess Return, copper, corn, cotton, gasoline RBOB, nickel, palladium, silver and sugar; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482TT1
•12% annualized reverse convertible securities due Nov. 29, 2011 linked to SanDisk Corp. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 24; Cusip: 617482UB8
• 0% buffered return optimization securities due May 31, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 61760E671
• 0% performance allocation securities linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via UBS Financial Services Inc. and Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 61760E663
• 0% buffered return optimization securities due May 31, 2013 linked to the S&P MidCap 400 index; 90% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co. Inc.; pricing May 25; Cusip: 61760E689
• Zero-coupon commodity-linked partial principal at risk securities due November 2014 linked to Brent blend crude oil, copper, corn, gasoline RBOB, gold, nickel, soybeans and sugar; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482TV6
• 0% upside knock-out buffered securities linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482UD4
• 0% buffered securities due May 2015 linked to the Nikkei 225 index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482UE2
• 0% index Leading Stockmarket Return Securities due October 2012 linked to the S&P GSCI Grains Index-Excess Return; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 617482TU8
NOMURA AMERICA FINANCE, LLC
• Callable step-up notes due May 13, 2026; via Nomura Securities International, Inc.; settlement May 13; Cusip: 65539AAU4
ROYAL BANK OF CANADA
• 12.25% reverse convertible notes due Aug. 19, 2011 linked to AK Steel Holding Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBC7
• 13.5% reverse convertible notes due Aug. 19, 2011 linked to ATP Oil & Gas Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBD5
• 12.75% reverse convertible notes due Aug. 19, 2011 linked to Dryships Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBF0
• 19.75% reverse convertible notes due Aug. 19, 2011 linked to Finisar Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBG8
• 13.25% reverse convertible notes due Aug. 19, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBJ2
• 14.5% reverse convertible notes due Aug. 19, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBH6
• 0% buffered bullish digital notes due May 16, 2013 linked to the iShares MSCI Brazil index fund; via RBC Capital Markets, LLC; pricing May 13; Cusip: 78008TAY0
• 16.5% reverse convertible notes due Aug. 19, 2011 linked to Hecla Mining Co. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBL7
• 19.5% reverse convertible notes due Aug. 19, 2011 linked to JDS Uniphase Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBM5
• 17% reverse convertible notes due Aug. 19, 2011 linked to lululemon athletica inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBP8
• 12.5% reverse convertible notes due Aug. 19, 2011 linked to MGM Resorts International stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBQ6
• 22.5% reverse convertible notes due Aug. 19, 2011 linked to Northern Oil and Gas, Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBR4
• 13.75% reverse convertible notes due Aug. 19, 2011 linked to Nvidia Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBS2
• 18.25% reverse convertible notes due Aug. 19, 2011 linked to Patriot Coal Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBT0
• 12.75% reverse convertible notes due Aug. 19, 2011 linked to Petrohawk Energy Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBK9
• 14% reverse convertible notes due Aug. 19, 2011 linked to Rackspace Hosting, Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBU7
• 20.5% reverse convertible notes due Aug. 19, 2011 linked to Rambus Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBV5
• 11% reverse convertible notes due Nov. 17, 2011 linked to Research In Motion Ltd. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TCA0
• 12.25% reverse convertible notes due Aug. 19, 2011 linked to Salesforce.com, Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBE3
• 20% reverse convertible notes due Aug. 19, 2011 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBW3
• 18.5% reverse convertible notes due Aug. 19, 2011 linked to STEC Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBX1
• 15.25% reverse convertible notes due Aug. 19, 2011 linked to Trina Solar Ltd. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBY9
• 11% reverse convertible notes due Nov. 17, 2011 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TCB8
• 18% reverse convertible notes due Aug. 19, 2011 linked to Western Refining, Inc. stock; via RBC Capital Markets Corp.; pricing May 13; Cusip: 78008TBZ6
• 0% buffered bullish enhanced return notes due May 22, 2013 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets, LLC; pricing May 17; Cusip: 78008TAE4
• 0% buffered bullish enhanced return notes due May 22, 2013 linked to the iShares Russell 2000 index fund; via RBC Capital Markets, LLC; pricing May 17; Cusip: 78008TAA2
• Redeemable step-up notes due May 18, 2021 with 3% initial coupon; via RBC Capital Markets, LLC; settlement May 18; Cusip: 78008TAU8
• 0% buffered bullish enhanced return notes due May 22, 2014 linked to the Euro Stoxx 50 index, the Nikkei 225 index, the iShares MSCI Brazil index fund and the iShares MSCI Canada index fund; via RBC Capital Markets, LLC; pricing May 18; Cusip: 78008TAB0
• 0% buffered bullish notes due May 30, 2014 linked to the Russell 2000 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008TBA1
• 0% buffered bullish notes due May 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008TBB9
• 0% buffered bullish enhanced return notes due May 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008TAZ7
• 0% Strategic Accelerated Redemption Securities due May 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., pricing in May
• 0% direct investment notes due July 9, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 3; Cusip: 78008TCF9
• Leveraged equity index-linked notes linked to the MSCI EAFE index due in 18-21 months; via Goldman Sachs & Co.
ROYAL BANK OF SCOTLAND PLC
• 0% capped market-linked principal-protected notes due Aug. 16, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing May 11; Cusip: 78009PAG6
• 0% capped enhanced participation notes with fixed buffer due May 31, 2013 linked to the S&P 500 index; via RBS Securities Inc.; pricing May 25; Cusip: 78009PAJ0
• 0% capped market-linked principal-protected notes due Nov. 30, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing May 25; Cusip: 78009PAH4
AB SVENSK EXPORTKREDIT
• 0% enhanced growth securities with capped upside due Aug. 6, 2012 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in May
• 18- to 19-month 0% accelerated maturity buffered index fund-linked notes tied to the iShares FTSE China 25 index fund; via Goldman Sachs & Co.
• 0% equity index-linked notes linked to the S&P 500 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
• Trigger phoenix autocallable optimization securities due May 17, 2012 linked to the common stock of Barrick Gold Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 13; Cusip: 90267G871
• Trigger phoenix autocallable optimization securities due May 17, 2012 linked to the common stock of General Motors Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 13; Cusip: 90267G863
• 0% trigger performance securities due May 31, 2016 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90267G830
UBS AG, JERSEY BRANCH
• Callable step-up fixed-rate notes due May 25, 2018; via UBS Securities LLC and UBS Investment Bank; settlement May 25; Cusip: 90261JHA4
• Callable step-up fixed-rate notes due May 25, 2021; via UBS Securities LLC and UBS Investment Bank; settlement May 25; Cusip: 90261JGZ0
• 0% trigger step performance securities due Nov. 30, 2012 linked to the performance of the Norwegian krone, the Polish zloty and the Swedish krona relative to the Japanese yen; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 902669340
• Callable step-up fixed-rate notes due May 26, 2026; via UBS Securities LLC and UBS Investment Bank; settlement May 26; Cusip: 90261JHB2
UBS AG, LONDON BRANCH
• 0% contingent return optimization securities due May 31, 2013 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing on May 25; Cusip: 90267G822
• 0% step performance securities due May 25, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90267G814
UNION BANK, NA
• 0% market-linked certificates of deposit due May 27, 2015 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing May 25; Cusip: 90521AFR4
• 0% quarterly capped return market-linked certificates of deposit due Nov. 28, 2014 linked to the price of gold; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing May 25; Cusip: 90521AFP8
• 0% quarterly capped return market-linked certificates of deposit due May 27, 2015 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing May 25; Cusip: 90521AFQ6
WELLS FARGO BANK NA
• 0% market-linked certificates of deposit due May 31, 2017 linked to Australian dollar, the Brazilian real, the Canadian dollar and the Norwegian krone; via Incapital LLC; pricing May 24; Cusip: 949748G35
• 0% certificates of deposit due May 31, 2017 linked to the Dow Jones Industrial Average; via Incapital LLC as distributor; pricing May 24; Cusip: 949748G27
• Market-linked certificates of deposit due May 31, 2018 linked to the Dow Jones - UBS Commodity index; via Incapital LLC; pricing May 24; Cusip: 949748G50
• Contingent annual interest market-linked certificates of deposit due May 29, 2015 based on a basket of the S&P GSCI Brent Crude Oil Index Excess Return, the S&P GSCI Livestock Index Excess Return, copper, corn, cotton, gasoline, nickel, palladium, silver and soybeans; via Incapital LLC as distributor; pricing May 24; Cusip: 949748F93
• Market-linked notes due June 2017 linked to the Dow Jones - UBS Commodity index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDU2
WELLS FARGO & CO.
• Fixed-to-floating notes due May 28, 2021 linked to the Consumer Price Index; via Wells Fargo Securities, LLC; pricing May 25; Cusip: 94986RDV0
• Floating-rate notes due May 2019 linked to the Consumer Price Index; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDN8
• 0% enhanced growth securities due November 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDG3
• 0% enhanced growth securities due May 2015 linked to SPDR S&P 500 ETF Trust, the 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; settlement in May; Cusip: 94986RDJ7
• 0% enhanced growth securities due November 2015 linked to SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 60% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RDK4
• 0% enhanced growth securities due June 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RDQ1
• Market-linked notes due June 2017 tied to the Dow Jones-UBS Commodity index; via Wells Fargo Securities, LLC; settle in June; Cusip: 94986RDU2
• 0% enhanced growth securities with upside participation and fixed percentage buffered downside due August 2012 linked to a basket of commodities (crude oil, platinum, copper, corn and cotton); via Wells Fargo Securities, LLC; settle in June; Cusip: 94986RDS7
• 0% enhanced growth securities due December 2015 with upside participation to a cap and contingent downside protection linked to the SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Market index fund; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RDT5
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