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Prospect News home > News index > List of issuers C > Headlines for Calendar > News item

Published on 8/16/2011 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Callable dual range accrual notes due Aug. 24, 2026 linked to six-month Libor and the S&P 500 index; via Bank of America Merrill Lynch; settlement Aug. 24; Cusip: 06048WHG8

• Callable capped notes due Aug. 26, 2031 linked to the 30-year and two-year Constant Maturity Swap Rates; via Bank of America Merrill Lynch; pricing Aug. 26; Cusip: 06048WHF0

• Variable coupon notes due August 2015 linked to Aflac Inc., Altria Group, Inc., Apple, Inc., Barrick Gold Corp., Chevron Corp., Citigroup Inc., Comcast Corp., CVS Caremark Corp., Eastman Chemical Co., Honeywell International Inc., Las Vegas Sands Corp., Netflix, Inc., Potash Corp. of Saskatchewan Inc., Priceline.com Inc., Prudential Financial, Inc. and Walgreen Co.; pricing in August; via Bank of America Merrill Lynch

• 0% Accelerated Return Notes due August 2013 linked to the Dow Jones-UBS Agriculture Sub-Index - Excess Return; via Bank of America Merrill Lynch; pricing in August

• Callable range accrual notes due August 2026 linked to six-month Libor; via Bank of America Merrill Lynch; pricing in August

• Floating-rate notes linked to the 10-year U.S. Dollar Constant Maturity Swap Rate; via Bank of America Merrill Lynch; pricing in September

• 0% market-linked step-up notes due August 2014 linked to the Chinese renminbi, the Indonesian rupiah and the Turkish lira; via Bank of America Merrill Lynch; pricing in September

• 0% enhanced market-linked step-up notes with buffer due August 2014 linked to the Dow Jones Industrial Average; via Bank of America Merrill Lynch; pricing in September

• 0% Market Index Target-Term Securities due September 2017 linked to the Dow Jones Industrial Average; via Bank of America Merrill Lynch; pricing in September

• 0% Strategic Accelerated Redemption Securities due September 2012 linked to the Energy Select Sector SPDR fund; via Bank of America Merrill Lynch; pricing in September

• 0% Market Index Target-Term Securities due September 2016 linked to gold spot price; via Bank of America Merrill Lynch; pricing in September

• Variable coupon notes due September 2016 linked to gold, palladium, platinum and copper spot prices and Brent crude oil, RBOB gasoline, heating oil, natural gas, soybeans, sugar, wheat and corn futures contracts; via Bank of America Merrill Lynch; pricing in September

• 0% Capped Leveraged Index Return Notes due August 2013 linked to the Hang Seng China Enterprises index, the Bovespa index and the Russian Depository index; via Bank of America Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due October 2012 linked to the Rogers International Commodity Index -Excess Return; via Bank of America Merrill Lynch; pricing in September

• 0% Capped Leveraged Index Return Notes due August 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in September

• Callable dual range accrual notes due September 2023 linked to six-month Libor and the S&P 500 index; via Bank of America Merrill Lynch; pricing in September

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2017 linked to Alcatel-Lucent, Baidu, Inc., Barclays plc, Companhia Siderurgica Nacional, Cummins Inc., Elan Corp., plc, First Solar, Inc., Lockheed Martin Corp., Transocean Ltd. and Valero Energy Corp.; via Advisors Asset Management, Inc.; pricing Aug. 25; Cusip: 06426XBN9

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2016 linked to Analog Devices, Inc., Broadcom Corp., CenturyLink, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Lorillard, Inc., M&T Bank Corp. and Sprint Nextel Corp.; via Advisors Asset Management, Inc.; pricing Aug. 25; Cusip: 06426XBL3

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2017 linked to Analog Devices, Inc., Broadcom Corp., CenturyLink, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Lorillard, Inc., M&T Bank Corp. and Sprint Nextel Corp.; via Advisors Asset Management, Inc.; pricing Aug. 25; Cusip: 06426XBM1

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2018 linked to Analog Devices, Inc., Broadcom Corp., CenturyLink, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Lorillard, Inc., M&T Bank Corp. and Sprint Nextel Corp.; via Advisors Asset Management, Inc.; pricing Aug. 25; Cusip: 06426XBP4

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2017 linked to a basket of commodity indexes (S&P GSCI Cocoa Dynamic Roll Index ER, S&P GSCI Copper Dynamic Roll Index ER, S&P GSCI Corn Dynamic Roll Index ER, S&P GSCI Cotton Dynamic Roll Index ER, S&P GSCI Lead Dynamic Roll Index ER, S&P GSCI Nickel Dynamic Roll Index ER, S&P GSCI Silver Dynamic Roll Index ER, S&P GSCI Sugar Dynamic Roll Index ER, S&P GSCI Wheat Dynamic Roll Index ER and S&P GSCI Zinc Dynamic Roll Index ER); pricing Aug. 25; Cusip: 06426XBR0

BARCLAYS BANK PLC

• 0% Super Track notes due Feb. 28, 2013 linked to the iShares MSCI Germany index fund; via Barclays Capital Inc.; pricing Aug. 23; Cusip: 06738KRV5

• 0% buffered Super Track notes due Aug. 28, 2013 linked to the Euro Stoxx 50 index; 90% trigger; via Barclays Capital Inc.; pricing Aug. 23; Cusip: 06738KSD4

• Callable contingent accrual notes due Aug. 26, 2026 linked to six-month Libor and the Russell 2000 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 23; Cusip: 06738KSG7

• 0% Performance Leveraged Upside Securities due Sept. 29, 2012 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Aug. 25; Cusip: 06738G589

• 0.25%-1% certificates of deposit due March 2, 2017 linked to the S&P 500 index; via Barclays Capital Inc., agent, and Advisors Asset Management, Inc., distributor; pricing Aug. 25; Cusip: 06740AQG7

• Certificates of deposit due Aug. 30, 2018 linked to a basket of 10 stocks (Verizon Communications Inc., Apollo Group, Inc., Pfizer Inc., Apple Inc., Marriott International, Inc., Netflix, Inc., Coventry Health Care, Inc., McGraw-Hill Cos., Inc., Intuit Inc. and Dr Pepper Snapple Group, Inc.; via Barclays Capital Inc., agent, and Advisors Asset Management, Inc., distributor; pricing Aug. 25; Cusip: 06740AQE2

• Certificates of deposit due Aug. 30, 2018 linked to a basket of 10 stocks (Verizon Communications Inc., Alpha Natural Resources Inc., Eli Lilly and Co., Nvidia Corp., Marriott International, Inc., Netflix, Inc., Berkshire Hathaway Inc., Freeport-McMoRan Copper & Gold Inc., Wynn Resorts, Ltd. and Intel Corp.); via Barclays Capital Inc., agent, and Advisors Asset Management, Inc., distributor; pricing Aug. 25; Cusip: 06740AQF9

• 10% reverse convertible notes due Aug. 31, 2012 linked to Abercrombie & Fitch Co. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMJ5

• 10.5% reverse convertible notes due Feb. 29, 2012 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLG2

• 10.25% reverse convertible notes due Feb. 29, 2012 linked to Baidu, Inc. (American Depositary Shares) stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLW7

• 8.5% reverse convertible notes due Feb. 29, 2012 linked to Bank of America Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLH0

• 0% double short leverage securities due Aug. 29, 2014 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26; Cusip: 06738KRM5

• 0.25%-0.5% notes due Aug. 31, 2016 linked to the Barclays Capital Backwardation Excess Return index; via Barclays Capital Inc.; pricing Aug. 26

• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due Aug. 22, 2012 linked to the Barclays Prosper ETF portfolio; via Barclays Capital Inc.; pricing Aug. 26; Cusip: 06738KQD6

• 10% reverse convertible notes due Feb. 29, 2012 linked to Boston Scientific Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLX5

• 11% reverse convertible notes due Nov. 30, 2011 linked to Century Aluminum Co. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLM9

• 9% reverse convertible notes due Feb. 29, 2012 linked to Citigroup Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLB3

• 11.25% reverse convertible notes due Nov. 30, 2011 linked to Citrix Systems, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLN7

• 0% buffered digital plus notes due Feb. 27, 2015 linked to the Dow Jones Industrial Average; via Barclays Capital Inc.; pricing Aug. 26; Cusip: 06738KQQ7

• 8.25% reverse convertible notes due Feb. 29, 2012 linked to eBay Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLJ6

• 10% reverse convertible notes due Feb. 29, 2012 linked to Electronic Arts Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLY3

• 10% reverse convertible notes due Feb. 29, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLZ0

• 10% reverse convertible notes due Feb. 29, 2012 linked to Goodyear Tire & Rubber Co. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMA4

• 10% reverse convertible notes due Nov. 30, 2011 linked to Hecla Mining Co. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLP2

• 10% reverse convertible notes due Nov. 30, 2011 linked to Iamgold Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLQ0

• 11% reverse convertible notes due Feb. 29, 2012 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMB2

• 8% reverse convertible notes due Feb. 29, 2012 linked to Marathon Oil Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLD9

• 8.25% reverse convertible notes due Feb. 29, 2012 linked to MetLife, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLC1

• 10.5% reverse convertible notes due Nov. 30, 2011 linked to MetroPCS Communications, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLU1

• 10.25% reverse convertible notes due Feb. 29, 2012 linked to MGM Resorts International stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMC0

• 13.25% reverse convertible notes due Nov. 30, 2011 linked to Molycorp, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLR8

• 10% reverse convertible notes due Feb. 29, 2012 linked to Nabors Industries Ltd. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMD8

• 10% reverse convertible notes due Nov. 30, 2011 linked to NetApp, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLT4

• 10% reverse convertible notes due Feb. 29, 2012 linked to Netflix, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JME6

• 8.75% reverse convertible notes due Feb. 29, 2012 linked to Noble Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLE7

• 17% reverse convertible notes due Nov. 30, 2011 linked to Northern Oil & Gas, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLS6

• 8.25% reverse convertible notes due Aug. 31, 2012 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLK3

• Notes due Aug. 31, 2016 linked to the S&P 500 index; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMK4

• 10% reverse convertible notes due Feb. 29, 2012 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMF3

• 0% notes due Aug. 31, 2017 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip: 06738KQF1

• 8.5% reverse convertible notes due Feb. 29, 2012 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLF4

• 11.75% reverse convertible notes due Aug. 31, 2012 linked to Seagate Technology stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLL1

• 0% trigger return optimization securities due Aug. 29, 2014 linked to the SPDR S&P 500 exchange-traded fund trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26

• 10% reverse convertible notes due Nov. 30, 2011 linked to Tesoro Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JLV9

• 10% reverse convertible notes due Aug. 31, 2012 linked to Valero Energy Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMK2

• 14.5% reverse convertible notes due Feb. 29, 2012 linked to Western Refining, Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMG1

• 10.25% reverse convertible notes due Feb. 29, 2012 linked to Yahoo! Inc. stock; via Barclays Capital; pricing Aug. 26; Cusip: 06741JMH9

• 8% Step Income Securities due September 2012 linked to Apple Inc. shares; via Bank of America Merrill Lynch; pricing in August

• 0% market-linked step-up notes due August 2013 linked to the Dow Jones Global Titans 50 index; via Bank of America Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due August 2013 linked to the Energy Select Sector index; via Bank of America Merrill Lynch and Barclays Capital Inc.; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2012 linked to the iShares MSCI Brazil index fund; via Bank of America Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2012 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Bank of America Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due August 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• 0% market-linked step-up notes due August 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• 0% market-linked step-up notes due August 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• One-year 0% notes linked to the Barclays Capital Series-2 WTI Crude 11M Deferred TR index; via Barclays Capital Inc.; Cusip: 06738KNC1

• 0% iPath S&P 500 Dynamic VIX exchange-traded notes linked to the S&P 500 Dynamic VIX Futures Total Return index; via Barclays Capital Inc.; Cusip: 06741L609

CITIBANK, NA

• 0% market-linked certificates of deposit due Aug. 28, 2017 linked to Brent crude oil, gasoline, silver, copper, nickel, soybeans, sugar, cotton and corn; via Citigroup Global Markets Inc. and distributor Advisors Asset Management, Inc.; pricing Aug. 23; Cusip: 172986FJ5

• Market-linked certificates of deposit due Aug. 31, 2018 linked to the common stocks of AT&T Inc., Barrick Gold Corp., Amazon.com Inc., Bristol-Myers Squibb Co., Coca-Cola Co., General Mills, Inc., Intel Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via Citigroup Global Markets Inc. and distributor Advisors Asset Management, Inc.; pricing Aug. 25; Cusip: 172986FL0

• Callable CMS leveraged spread range accrual market-linked certificates of deposit due 2031; via Citigroup Global Markets Inc.; Cusip: 172986FH9

CITIGROUP FUNDING INC.

• Callable range accrual notes due Aug. 26, 2026 linked to the Russell 2000 index and Libor; 72% trigger; via Citigroup Global Markets Inc.; pricing Aug. 23; Cusip: 1730T0NJ4

• Noncallable fixed-to-floating-rate notes due Aug. 30, 2016; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 1730T0NC9

• 7%-9% annualized Equity LinKed Securities due Feb. 23, 2012 linked to the common stock of Amazon.com, Inc.; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17317U725

• 0.5% market-linked notes due Feb. 24, 2017 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 1730T0NH8

• 8%-10% annualized Equity LinKed Securities due February 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 1730TU733

• 7%-9% annualized Equity LinKed Securities due Feb. 23, 2012 linked to General Electric Co.; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17317U675

• 0% jump securities due March 2012 linked to the Philadelphia Oil Service Sector index; via Citigroup Global Markets Inc.; pricing Aug. 25; Cusip: 17317U691

• 0% market-linked partial principal at risk notes due 2017 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing in August; Cusip: 17317U717

• 0% index-linked notes due Aug. 28, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; settlement in August; Cusip: 1730T0NG0

CREDIT SUISSE AG, NASSAU BRANCH

• 10.5%-11.5% annualized callable yield notes due Feb. 22, 2012 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 17; Cusip: 22546TDB4

• 0% capped knock-out notes due Feb. 22, 2012 linked to the performance of the Australian dollar relative to the U.S. dollar; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 19; Cusip: 22546TDY4

• 0% digital plus barrier notes due Aug. 26, 2015 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 19; Cusip: 22546TCS8

• 0% capped index knock-out notes due Feb. 22, 2013 linked to the S&P 500 index; 77% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 19; Cusip: 22546TDK4

• 0% capped index knock-out notes due Feb. 22, 2013 linked to the S&P 500 index; 65.5% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 19; Cusip: 22546TDJ7

• Contingent coupon autocallable notes due Aug. 26, 2014 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 19; Cusip: 22546TCV1

• 0% Cert PLUS securities due Aug. 31, 2017 linked to the Euro Stoxx 50 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546TDG3

• 4% callable yield notes due Aug. 31, 2012 linked to the iShares MSCI Emerging Markets index fund and the iShares MSCI EAFE index fund; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546TCW9

• 7.75%-9.75% annualized callable yield notes due Feb. 29, 2012 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546TCL3

• 8.5%-10.5% annualized callable yield notes due Feb. 29, 2012 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip: 22546TCN9

• High/low coupon callable yield notes due Aug. 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 Aug. 26; Cusip: 22546TCCM1

• 7.75%-9.75% callable yield notes due Sept. 6, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546TCQ2

• 0% digital plus barrier notes due Sept. 8, 2015 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546TCT6

• 0% Cert PLUS securities due Sept. 6, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546TCU3

• 8.25%-10.25% annualized callable yield notes due March 6, 2012 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip: 22546TCP4

DEUTSCHE BANK AG, LONDON BRANCH

• Buffered return optimization securities due Feb. 20, 2013 linked to Brent crude futures contracts; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 19; Cusip: 25154W324

• 0% autocallable securities due Aug. 28, 2014 linked to the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Aug. 23; Cusip: 2515A1CG4

• Tracker notes due Aug. 29, 2014 linked to the SPDR S&P Dividend ETF and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 2515A1AG6

• 0% contingent return optimization securities due Aug. 30, 2013 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 25154W332

• 0% S&P plus tracker notes due Aug. 30, 2013 linked to the S&P 500 Total Return index and Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip: 2515A18S3

• 0% PowerShares DB 3x Inverse Japanese Govt Bond Futures exchange-traded notes due 2021 linked to the DB USD Inverse JGB Futures index and the DB 3-Month T-Bill index; via Deutsche Bank Securities Inc.; Cusip: 25154P188

• 0% PowerShares DB Inverse Japanese Govt Bond Futures exchange-traded notes due 2021 linked to the DB USD Inverse JGB Futures index and the DB 3-Month T-Bill index; via Deutsche Bank Securities Inc.; Cusip: 25154P170

EKSPORTFINANS ASA

• 0% Accelerated Return Notes due November 2012 linked to the gold; via Bank of America Merrill Lynch; pricing in August

GOLDMAN SACHS GROUP, INC.

• 0% leveraged buffered notes due Sept. 5, 2012 linked to the Hang Seng China Enterprises index, the Korea Composite Stock Price Index 200, the MSCI Taiwan index, the Hang Seng index and the MSCI Singapore Free index; via Goldman Sachs & Co.; pricing Aug. 19; Cusip: 38143UA92

• 0% index-linked trigger notes due Feb. 22, 2012 linked to the S&P 500 index; via Goldman Sachs & Co. with JPMorgan as placement agent; pricing Aug. 19; Cusip: 38143UA68

• 0% leveraged index-linked notes due Sept. 6, 2012 tied to the S&P 500 index; via Goldman Sachs & Co. with JPMorgan as placement agent; pricing Aug. 19; Cusip: 38143UA84

• 0% index-linked trigger notes due Sept. 6, 2012 linked to the S&P 500 index; via Goldman Sachs & Co. with JPMorgan as placement agent; pricing Aug. 19; Cusip: 38143UA50

• 0% index-linked trigger notes due Dec. 24, 2012 linked to the S&P 500 index; via Goldman Sachs & Co. with JPMorgan as placement agent; pricing Aug. 19; Cusip: 38143UA76

• Fixed-to-floating notes due August 2016; via Goldman Sachs & Co.; settlement in August; Cusip: 38143UXV8

• Callable step-up fixed-rate notes due August 2029 with 5% initial rate; via Goldman Sachs & Co.; settlement in August; Cusip: 38143UXT3

• Fixed-to-floating notes due August 2016; via Goldman Sachs & Co.; settlement in August; Cusip: 38143UA35

• Five-year inflation-linked notes tied to the Consumer Price Index; via Goldman Sachs & Co.; Cusip: 38143UUQ2

• 0% equity index-linked notes linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; Cusip: 38143UXG1

• 0% buffered equity index-linked notes linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; Cusip: 38143UWP2

• 18- to 21-month 0% leveraged commodity strategy-linked notes linked to the Enhanced E96 Strategy on the S&P GSCI Light Energy Index Excess Return; via Goldman Sachs & Co.

• Two-year 0% leveraged buffered index fund-linked notes linked to the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UTP6

• Two-year 0% leveraged buffered fund-linked notes tied to the iShares Silver Trust; 85% trigger; via Goldman Sachs & Co.; Cusip: 38143UUE9

• 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% 18- to 21-month leveraged buffered index-linked notes tied to the S&P 500 index; 85% trigger; via Goldman Sachs & Co.

• 22- to 25-month 0% buffered basket-linked notes tied to the S&P 500 index and the MSCI EAFE index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 75% trigger; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 85% trigger; via Goldman Sachs & Co.

• 0% leveraged index-linked notes due in 23 to 27 months linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% leveraged index-linked notes due 27 to 31 months after issue tied to the S&P 500 index; via Goldman Sachs & Co.

• 0% buffered index-linked notes due Jan. 29, 2015 linked to the S&P 500; via Goldman Sachs & Co.; Cusip: 38143UWN7

• 60- to 70-month 0% threshold leveraged equity index-linked notes tied 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: is 38143UUT6

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

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

• Callable quarterly range accrual notes linked to the S&P 500 index and the Libor rate; via Goldman Sachs & Co.; Cusip: 38143UWL1

• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143UXH9

• 0% buffered basket-linked notes tied to the S&P 500 index with a 67% weight and the MSCI EAFE index with a 33% weight; via Goldman Sachs & Co.

• 39- to 45-month 0% leveraged buffered basket-linked notes linked to the S&P 500 index and the MSCI EAFE index; via Goldman Sachs & Co.

• Five-year 0% 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

• Autocallable buffered index-linked notes linked to the worse of the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UXR7

HSBC BANK USA NA

• 0.25%-0.75% income and performance certificates of deposit due Aug. 26, 2016 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via HSBC Securities (USA) Inc.; pricing Aug. 22; Cusip: 40431GWJ4

• Far East Opportunity Certificates of Deposit due Aug. 28, 2017 linked to a basket of the Hang Seng index, the Kospi 200 index, the MSCI Singapore Free index and the TWSE index; via HSBC Securities (USA) Inc.; pricing Aug. 22; Cusip: 40431GVZ9

• Annual income opportunity CDs with auto cap due Aug. 28, 2017 linked to common stock 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 Aug. 23; Cusip: 40431GWG0

• 0% certificates of deposit due Feb. 28, 2018 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40431GWS4

• 0.25% accumulated annual return certificates of deposit due Aug. 29, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 40431GWU9

• Up to 3% income plus certificates of deposit due Aug. 30, 2018 linked to the stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip: 40431GWY1

• Up to 5% income plus certificates of deposit due Aug. 30, 2018 linked to the stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip: 40431GWZ8

• Up to 7.5% income plus certificates of deposit due Aug. 30, 2018 linked to the stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip: 40431GXA2

• Up to 10% income plus certificates of deposit due Aug. 30, 2018 linked to the stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip: 40431GXB0

• Annual income opportunity CDs with auto cap due Aug. 30, 2018 linked to common stocks of Amazon.com, Inc., Avon Products, Inc., Coca-Cola Co., Colgate-Palmolive Co., Exxon Mobil Corp., Intel Corp., Maxim Integrated Products, Inc., McDonald's Corp., Merck & Co., Inc., Pfizer Inc., Philip Morris International and Qualcomm Inc.; via HSBC Securities (USA) Inc; pricing Aug. 25; Cusip: 40431GVX4

• Annual income opportunity CDs with auto cap due Aug. 30, 2018 linked to common stocks of Applied Materials, Inc., Biogen Idec Inc., BlackRock, Inc., Boston Scientific Corp., Companhia de Bebidas, eBay Inc., Harley-Davidson, Inc., Johnson & Johnson, Maxim Integrated Products, Inc., Monsanto Co., Potash Corp. and Vulcan Materials Co.; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip: 40431GVV8

• Annual income opportunity CDs with auto cap due Aug. 31, 2017 linked to common stocks of ABB Ltd., Amgen Inc., Baidu, Inc., Barrick Gold Corp., BP plc, Canon Inc., Duke Energy Corp., Ecopetrol SA, Elan Corp. plc, Grupo Televisa SA, HDFC Bank Ltd. and Marvell Technology Group Ltd.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40431GWV7

• Annual income opportunity certificates of deposit with auto cap due Aug. 31, 2016 linked to the common stocks of Alpha Natural Resources, AT&T, El Paso Corp., Ford Motor Co., Freeport-McMoRan Copper & Gold, Gap Inc., Las Vegas Sands Corp., Nvidia Corp., Pfizer Inc., Salesforce.com Inc., Time Warner Inc. and Xerox Corp.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40431GWQ8

• Annual income opportunity CDs with auto cap due Aug. 31, 2017 linked to common stocks of Alpha Natural Resources, AT&T, El Paso Corp., Ford Motor Co., Freeport-McMoRan Copper & Gold, Gap Inc., Las Vegas Sands Corp., Nvidia Corp., Pfizer Inc., Salesforce.com Inc., Time Warner Inc. and Xerox Corp.; via HSBC Securities (LLC) Inc.; pricing Aug. 26; Cusip: 40431GWM7

• Annual income opportunity certificates of deposit with auto cap due Aug. 31, 2017 linked to the common stocks of Alpha Natural Resources, AT&T, El Paso Corp., Ford Motor Co., Freeport-McMoRan Copper & Gold, Gap Inc., Las Vegas Sands Corp., Nvidia Corp., Pfizer Inc., Salesforce.com Inc., Time Warner Inc. and Xerox Corp.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40431GWK1

• Annual income opportunity CDs with auto cap due Aug. 28, 2015 linked to common stocks of Applied Materials, Inc., Biogen Idec Inc., BlackRock, Inc., Boston Scientific Corp., Companhia de Bebidas das Americas, eBay Inc., Harley-Davidson, Inc., Johnson & Johnson, Maxim Integrated Products, Inc., Monsanto Co., Potash Corp. and Vulcan Materials Co.; via HSBC Securities (LLC) Inc.; pricing Aug. 25; Cusip: 40431GVW6

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 19; Cusip: 4042K1LL5

• 0% trigger performance securities due Feb. 25, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Aug. 19; Cusip: 40433C569

• 0% buffered performance plus securities due Feb. 26, 2015 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 4042K1LN1

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LS0

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LW1

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LV3

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LU5

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LQ4

• 0% buffered Accelerated Market Participation Securities due Aug. 29, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LY7

• 0% Accelerated Market Participation Securities due Feb. 28, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LZ4

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LT8

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LP6

• 0% buffered Accelerated Market Participation Securities due Aug. 29, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K1LX9

• 0% trigger Performance Leveraged Upside Securities due Feb. 22, 2013 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip: 40433C627

• Fixed-to-floating notes due Aug. 31, 2018; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 4042K1MH3

• Buffered return optimization securities due Aug. 30, 2013 linked to the Russell 2000 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433C619

• 0% trigger performance securities due Aug. 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40433C593

JPMORGAN CHASE BANK, NA

• Contingent coupon market-linked certificates of deposit due Aug. 25, 2017 linked copper, corn, cotton, nickel, palladium, silver, sugar, Brent crude oil, gasoline RBOB and the S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities LLC; pricing Aug. 25; Cusip: 48123YJ23

• Digital contingent coupon certificates of deposit due Aug. 31, 2016 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., AT&T Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., General Mills, Inc., Intel Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 26; Cusip: 48123YK62

• Digital contingent coupon certificates of deposit due Aug. 31, 2017 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., AT&T Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., General Mills, Inc., Intel Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 26; Cusip: 48123YK70

• Digital contingent coupon certificates of deposit due Aug. 31, 2018 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., AT&T Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., General Mills, Inc., Intel Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 26; Cusip: 48123YL53

• Contingent coupon certificates of deposit due Aug. 31, 2018 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., AT&T Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., General Mills, Inc., Intel Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 26; Cusip: 48123YL61

• 0% certificates of deposit due Aug. 31, 2016 linked to the Brazilian real, the Australian dollar, the Norwegian krone and the Canadian dollar relative to the U.S. dollar; via J.P. Morgan Securities LLC with Incapital LLC; pricing Aug. 26; Cusip: 48123YM37

• 0% certificates of deposit due Feb. 28, 2019 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48123YL79

• 0% certificates of deposit due Feb. 28, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 26; Cusip: 48123YJ80

• Index annual income certificates of deposit due Aug. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 26; Cusip: 48123YK54

JPMORGAN CHASE & CO.

• 0% capped single observation knock-out notes due Sept. 6, 2012 linked to General Motors Co. shares; via J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 48125XN36

• 0% return enhanced notes due Feb. 23, 2012 linked to the price of gold; via J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 48125XK39

• High/low coupon callable yield notes due Aug. 24, 2012 linked to the Russell 2000 index, the Market Vectors Gold Miners exchange-traded fund and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 48125XL53

• 0% capped index knock-out notes due Sept. 6, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 48125XN28

• 6.5%-7.5% single observation callable yield notes due Nov. 27, 2012 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 48125XA48

• 10.5% upside autocallable single observation reverse exchangeable notes due Aug. 23, 2012 linked to the common stock of Silver Wheaton Corp.; via J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 48125XM52

• Callable fixed-rate step-up notes due Aug. 25, 2023 with 4% initial rate; via J.P. Morgan Securities LLC; pricing Aug. 22; Cusip: 48125XC79

• Fixed-to-floating notes due Aug. 26, 2016; via J.P. Morgan Securities LLC; pricing Aug. 23; Cusip: 48125XQ58

• 0% notes due Aug. 28, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 23; Cusip: 48125XH58

• 0% buffered return enhanced notes due Feb. 28, 2013 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XD45

• 0% return notes due Nov. 30, 2012 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XE51

• 0% return notes due Nov. 30, 2012 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XE93

• 0% buffered return enhanced notes due Feb. 28, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XD60

• 10% callable yield notes due Aug. 31, 2012 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XD94

• 0% buffered return enhanced notes due Feb. 28, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XD78

• 0% buffered return enhanced notes due Aug. 30, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XD86

• 0% buffered equity notes due Aug. 29, 2014 linked to S&P 500 index, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 90% trigger; via JPMorgan Securities LLC; pricing Aug. 26; Cusip: 48125XD52

• 10% callable yield notes due Aug. 31, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XE36

• 10% annualized callable yield notes due Aug. 31, 2012 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 26; Cusip: 48125XM60

• 0% buffered return enhanced notes due August 2012 linked to the S&P GSCI Excess Return; 90% trigger; via J.P. Morgan Securities LLC; pricing in August; Cusip: 48125XJ98

• 0% buffered return enhanced notes due 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; Cusip: 48125XWZ5

MORGAN STANLEY

• 0% knock-out notes due Dec. 23, 2011 linked to the price of Brent blend crude oil; via Morgan Stanley & Co. LLC and J.P. Morgan Securities LLC; pricing Aug. 19; Cusip: 617482VT8

• CMS curve and S&P 500 index-linked range accrual notes due Aug. 22, 2031; via Morgan Stanley & Co. LLC; settlement Aug. 22; Cusip: 61745E5Y3

• Non-callable contingent coupon notes due Aug. 26, 2031 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 23; Cusip: 617482XB5

• Fixed-to-floating notes due Aug. 24, 2023 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settlement Aug. 24; Cusip: 61745E6E6

• 0% participation securities due Aug. 26, 2013 linked to the Backwardation Enhanced S&P GSCI Light Energy Commodity Index - Excess Return; via Morgan Stanley & Co. LLC; pricing Aug. 25; Cusip: 617482VR2

• 7%-9% annualized Equity LinKed Securities due Feb. 23, 2012 linked to Baker Hughes Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip: 61760E192

• 7%-9% annualized Equity LinKed Securities due Feb. 23, 2012 linked to Freeport-McMoRan Copper & Gold Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip: 61760E176

• Contingent income autocallable securities due Aug. 27, 2012 linked to Wells Fargo & Co. common stock; via Morgan Stanley & Co. LLC; pricing Aug. 25; Cusip: 61760E184

• Floating-rate notes due Aug. 26, 2016; via Morgan Stanley & Co. LLC; settlement Aug. 26; Cusip: 61745E6L0

• Fixed-to-floating notes due Aug. 26, 2023 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settlement Aug. 26; Cusip: 61745E6S5

• Contingent annual interest notes due Aug. 31, 2016 linked to the common stocks of Abbott Laboratories, Altria Group, Inc., Bristol-Myers Squibb Co., 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., Verizon Communications Inc. and Windstream Corp.; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 617482WU4

• Contingent coupon commodity-linked notes due Aug. 31, 2015 linked to Brent blend crude oil, copper, corn, cotton, gasoline RBOB, nickel, palladium, silver, sugar and the S&P GSCI Livestock Index - Excess Return; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 617482VP6

• 0% commodity-linked notes due Aug. 31, 2017 linked to the Dow Jones-UBS Commodity index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 617482VQ4

• 0% equity-linked notes due Aug. 31, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 617482WR1

• 0% buffered jump securities due Feb. 27, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 617482WS9

• 0% Target Optimized Participation Securities due Aug. 31, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 26; Cusip: 617482WT7

• 0% performance allocation securities linked to the S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via UBS Financial Services Inc.(dealer) and Morgan Stanley & Co. LLC (agent); pricing Aug. 26; Cusip: 61760E234

• Leveraged CMS curve and S&P 500 index-linked notes due Aug. 31, 2026; via Morgan Stanley & Co. LLC; settlement Aug. 31; Cusip: 61745E7E5

• Contingent income autocallable securities due August 2012 based on the performance of Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 617482VS0

• 0% buffered Performance Leveraged Upside Securities due October 2012 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61760E267

• 0% buffered jump securities due February 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61760E242

• 0% buffered jump securities due February 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61760P205

• Non-callable contingent coupon notes due Aug. 29, 2031 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 617482XG4

NOMURA AMERICA FINANCE, LLC

• Callable step-up notes due Aug. 24, 2019; via Nomura Securities International, Inc.; settlement Aug. 24; Cusip: 65539AAY6

ROYAL BANK OF CANADA

• Callable capped CMS steepener notes due Aug. 18, 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via RBC Capital Markets, LLC; settlement Aug. 18; Cusip: 78008TLZ5

• 0% commodity-linked notes due Aug. 27, 2014 tied to the BNP Paribas Millenium Long/Short Commodities USD Excess Return index; via RBC Capital Markets, LLC; pricing Aug. 24; Cusip: 78008TLS1

• 0% market-linked notes due March 1, 2016 linked to the Dow Jones-UBS Commodity index; via RBS Securities Inc. with SIP America LLC; pricing Aug. 26; Cusip: 78009PBM2

• 0% buffered bullish enhanced return notes due Aug. 30, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78008TMS0

• 0% buffered bullish enhanced return notes due Aug. 30, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 78008TMT8

• 0% return optimization securities due Sept. 28, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 26; Cusip: 780010T811

• Autocallable access securities with fixed percentage buffered downside due Sept. 3, 2013 linked to the Energy Select Sector SPDR fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008TMR2

• Autocallable access securities with fixed percentage buffered downside due Sept. 3, 2013 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008TMQ4

• Autocallable access securities with fixed percentage buffered downside due Sept. 3, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008TMN1

• 0% Strategic Accelerated Redemption Securities due September 2012 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2012 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• 0% growth securities with capped upside due Nov. 1, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008TMX9

• 0% Accelerated Return Notes due October 2012 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in August

• 0% Capped Leveraged Index Return Notes due August 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• Autocallable access securities with fixed percentage buffered downside due Sept. 3, 2013 linked to the SPDR S&P Metals & Mining exchange-traded fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008TMP6

• 0% growth securities with capped upside and buffered downside due March 1, 2016 linked to SPDR S&P 500 exchange-traded fund 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; pricing in August; Cusip: 78008TNC4

• 18- to 21-month 0% leveraged equity index-linked notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• Capped callable leveraged steepener notes due Aug. 26, 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via RBS Securities Inc.; pricing Aug. 23; Cusip: 78009PBK6

• 0% capped enhanced participation notes with fixed buffer due Sept. 3, 2013 linked to the S&P 500 index; via RBS Securities Inc.; pricing Aug. 26; Cusip: 78009PBL4

• Annual reset coupon notes with fixed buffer due Aug. 31, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing Aug. 26; Cusip: 78009PBQ3

• 0% capped market-linked notes due Feb. 28, 2017 linked to the S&P 500 index; via RBS Securities Inc.; pricing Aug. 26; Cusip: 78009PBG5

• 0% direct investment notes due Oct. 9, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Sept. 6; Cusip: 78008TMU5

• RBS BRIC Trendpilot notes due 2041; via RBS Securities Inc.; Cusip: 78009P119

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due November 2012 linked to the front month palladium futures contract; via Bank of America Merrill Lynch; pricing in August

• 13- to 15-month 0% equity index-linked notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

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

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

• 0% buffered index-linked notes due between 24 and 27 months after the issue date tied to the S&P 500 index; via Goldman Sachs & Co.

• 0% buffered index-linked notes due in 13 to 15 months linked to the S&P 500 index; via Goldman Sachs & Co.

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

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due Aug. 17, 2021; via UBS Securities LLC and UBS Investment Bank; settlement Aug. 17; Cusip: 90261JHK2

• Callable step-up fixed-rate notes due Aug. 24, 2018; via UBS Securities LLC and UBS Investment Bank; settlement Aug. 24; Cusip: 90261JHL0

UBS AG, LONDON BRANCH

• 7.3%-9.3% trigger yield optimization notes due Aug. 23, 2013 linked to Canadian Natural Resources Ltd. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 19; Cusip: 90268C275

• 7.5%-9.5% trigger yield optimization notes due Aug. 23, 2013 linked to Corning Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 19; Cusip: 90268C283

• 7.5%-9.5% trigger yield optimization notes due Aug. 23, 2013 linked to Mosaic Co. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 19; Cusip: 90268C291

• 0% trigger autocallable optimization securities due Aug. 25, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 19; Cusip: 90268B681

• 0% trigger performance securities due Aug. 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip: 90268B251

UNION BANK, NA

• 0% quarterly capped return market-linked certificates of deposit due Aug. 26, 2015 linked to the S&P 500 index; via agent UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 23; Cusip: 90521AGP7

• 0% market-linked certificates of deposit due Aug. 26, 2016 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via agent UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 24; Cusip: 90521AGQ5

• 0% quarterly capped return market-linked certificates of deposit due Feb. 26, 2015 linked to the price of gold; via agent UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 24; Cusip: 90521AGN2

• 0% quarterly capped return market-linked certificates of deposit due Feb. 29, 2016 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC; pricing Aug. 29; Cusip: 90521AGT9

WELLS FARGO BANK, NA

• 0% market-linked certificates of deposit due Aug. 25, 2017 linked to a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, relative to the U.S. dollar; via Incapital LLC as distributor; pricing Aug. 22; Cusip: 949748J65

• 0% certificates of deposit due Aug. 31, 2018 linked to the S&P 500 index; via distributor Incapital LLC; pricing Aug. 24; Cusip: 949748K22

• Contingent annual interest market-linked certificates of deposit due Aug. 27, 2018 linked to the common stocks of Altria Group, Inc., American Electric Power, Bristol-Myers Squibb Co., Carnival Corp., Colgate Palmolive Co., Duke Energy Corp., Exxon Mobil Corp., Frontier Communications Corp., General Electric Co., International Business Machines Corp., International Paper Co., Johnson & Johnson, JPMorgan Chase & Co., Microsoft Corp., Nucor Corp., Occidental Petroleum Corp., Travelers Cos., Inc., Time Warner, Inc., Verizon Communications Inc. and Waste Management, Inc.; via distributor Advisors Asset Management, Inc.; pricing Aug. 25; Cusip: 949748J99

WELLS FARGO & CO.

• Floating-rate notes due Aug. 31, 2016; via Wells Fargo Securities, LLC; pricing Aug. 26; Cusip: 94986RFE6

• 0% equity-linked notes due August 2018 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in August; Cusip: 94986RFH9

• 0% growth securities with upside participation to a cap and fixed percentage buffered downside due March 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in September; Cusip: 94986REZ0

• 0% growth securities due March 2015 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; pricing in September; Cusip: 94986REY3

• 0% growth securities due March 2015 linked to silver, copper, nickel, corn, soybeans, cotton, Brent crude oil and RBOB gasoline; 85% trigger; via Wells Fargo Securities, LLC; pricing in September; Cusip: 94986RFC0

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