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Structured Products Calendar
BANK OF AMERICA CORP.
• 5.7% mandatory exchangeable senior notes due July 2012 linked to the common shares of CIT Group Inc.; via Bank of America Merrill Lynch; pricing in January
• 0% digital return notes due February 2014 linked to the 30-year Constant Maturity Swap rate; via Bank of America Merrill Lynch; pricing in January
• Capped Leveraged Index Return Notes due March 2013 linked to the crude oil futures contract; via Bank of America Merrill Lynch; pricing in January
• 0% Strategic Accelerated Redemption Securities due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• Floating-rate notes due January 2022 linked to the 10-year Constant Maturity Swap Rate and the two-year CMS rate; via Bank of America Merrill Lynch; pricing in January
• 0% lock-in notes due February 2015 linked to the Dow Jones Global Titans 50 index; via Bank of America Merrill Lynch; pricing in January
• Variable-coupon notes due February 2015 linked to gold, palladium, platinum, copper, West Texas Intermediate light sweet crude oil, RBOB gasoline, heating oil, natural gas, soybeans, sugar, wheat and corn; via Bank of America Merrill Lynch; pricing in January
• 11% coupon-bearing notes due February 2013 linked to MetLife Inc. shares; 90% to 94% trigger; via Bank of America Merrill Lynch; pricing in January
• 0% market-linked step-up notes due January 2014 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in January
• 0% Accelerated Return Notes due March 2013 linked to the Rogers International Commodity Index - Excess Return; via Bank of America Merrill Lynch; pricing in January
• 0% bear Accelerated Return Notes due August 2012 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in January
• 0% autocallable enhanced market-linked step-up notes with buffer due January 2014 linked to the S&P 500 index; 90% trigger; via Bank of America Merrill Lynch; pricing in January
• Autocallable range accrual notes due February 2027 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% market-linked step-up notes due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% market-linked step-up notes due January 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% Market Index Target-Term Securities due January 2017 linked to S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in January
• 11% coupon-bearing notes due February 2013 linked to Marathon Oil Corp. shares; 92%-96% trigger; via Bank of America Merrill Lynch
BANK OF MONTREAL
• 9.5% annualized reverse exchangeable notes due April 30, 2012 linked to Alcoa Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QX51
• 12% annualized reverse exchangeable notes due April 30, 2012 linked to Abercrombie & Fitch Co. shares; 75% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QX77
• 8.5% annualized reverse exchangeable notes due April 30, 2012 linked to Amazon.com, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QX69
• 15% annualized reverse exchangeable notes due April 30, 2012 linked to Bank of America Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QX85
• 9.5% reverse exchangeable notes due April 30, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QX93
• 14% reverse exchangeable notes due April 30, 2012 linked to the common stock of Goodyear Tire & Rubber Co.; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY27
• 10% reverse exchangeable notes due April 30, 2012 linked to the common stock of Halliburton Co.; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY35
• 0% buffered bullish digital return notes due Jan. 31, 2014 linked to the iShares Russell 2000 index fund; 90% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QW78
• 14.5% reverse exchangeable notes due April 30, 2012 linked to the common stock of lululemon athletica inc.; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY43
• 10.5% reverse exchangeable notes due April 30, 2012 linked to the common stock of LyondellBasell Industries NV; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY50
• 16% reverse exchangeable notes due April 30, 2012 linked to the common stock of MercadoLibre, Inc.; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY68
• 11% reverse exchangeable notes due April 30, 2012 linked to the common stock of Rackspace Hosting, Inc.; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY76
• 0% buffered bullish enhanced return notes due Jan. 31, 2014 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QW60
• 13% annualized reverse exchangeable notes due April 30, 2012 linked to Valero Energy Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY84
• 9% annualized reverse exchangeable notes due April 30, 2012 linked to Wynn Resorts Ltd. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QY92
• 15% annualized reverse exchangeable notes due April 30, 2012 linked to United States Steel Corp. common stock; 70% trigger; via BMO Capital Markets Corp.; pricing Jan. 26; Cusip: 06366QZ26
• 0% buffered return enhanced notes due Jan. 30, 2014 linked to a basket of Brent crude oil, platinum, copper and the S&P GSCI Grains Index Excess Return; via Barclays Capital Inc. as agent with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as dealers; pricing Jan. 27; Cusip: 06738KL33
• 0% buffered bullish enhanced return notes due Aug. 5, 2013 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing Jan. 31; Cusip: 06366QZ59
• Reverse exchangeable notes due Aug. 3, 2012 linked to the common stock of V.F. Corp.; BMO Capital Markets Corp.; pricing Jan. 31; Cusip: 06366QZ42
• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
BANK OF THE WEST
• Contingent variable income market-linked certificates of deposit due Jan. 31, 2017 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing Jan. 26; Cusip: 06426XCS7
• Contingent variable income market-linked certificates of deposit due Jan. 31, 2018 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing Jan. 26; Cusip: 06426XCT5
• Contingent variable income market-linked certificates of deposit due Jan. 31, 2019 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing Jan. 26; Cusip: 06426XCW8
• Contingent variable income market-linked certificates of deposit due Jan. 31, 2018 linked to the S&P GSCI Cocoa Dynamic Roll Index Excess Return, the S&P GSCI Coffee Dynamic Roll Index Excess Return, the S&P GSCI Cotton Dynamic Roll Index Excess Return, the S&P GSCI Gold Dynamic Roll Index Excess Return, the S&P GSCI Lead Dynamic Roll Index Excess Return, the S&P GSCI Natural Gas Dynamic Roll Index Excess Return, the S&P GSCI Nickel Dynamic Roll Index Excess Return, the S&P GSCI Silver Dynamic Roll Index Excess Return, the S&P GSCI Zinc Dynamic Roll Index Excess Return and the S&P GSCI Sugar Dynamic Roll Index Excess Return; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing Jan. 26; Cusip: 06426XCV0
BARCLAYS BANK DELAWARE
• Certificates of deposit due Jan. 30, 2019 linked to the S&P GSCI Aluminum Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Nickel Index Excess Return, the S&P GSCI Sugar Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing Jan. 25; Cusip: 06740ARL5
BARCLAYS BANK PLC
• 0% buffered Super Track digital notes due Jan. 3, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Jan. 25; Cusip: 06738KL25
• 16% reverse convertible notes due April 30, 2012 linked to Bank of America Corp. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQV4
• Notes due Jan. 31, 2017 linked to Best Buy Co., Inc., Freeport-McMoRan Copper & Gold Inc., Green Mountain Coffee Roasters, Inc., Hewlett-Packard Co., J.C. Penney Co., Inc., Micron Technology, Inc., Staples, Inc., Computer Sciences Corp., Safeway Inc. and AK Steel Holding Corp.; via Barclays Capital Inc., pricing Jan. 26; Cusip: 06738KG21
• 11% reverse convertible notes due July 31, 2012 linked to Citigroup Inc. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQZ5
• 10.5% reverse convertible notes due Jan. 30, 2013 linked to Ford Motor Co. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQT9
• 11% reverse convertible notes due April 30, 2012 linked to Halliburton Co. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQW2
• 10.5% reverse convertible notes due Jan. 30, 2013 linked to Halliburton Co. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JRD3
• 10% reverse convertible notes due July 31, 2012 linked to Hewlett-Packard Co. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQS1
• 11% reverse convertible notes due Jan. 30, 2013 linked to MetLife, Inc. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQU6
• 20% reverse convertible notes due Jan. 30, 2013 linked to Patriot Coal Corp stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JRB7
• 13.25% reverse convertible notes due July 31, 2012 linked to Peabody Energy stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQR3
• 13% reverse convertible notes due Jan. 30, 2013 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JRC5
• 14% reverse convertible notes due July 31, 2012 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQY8
• 11% reverse convertible notes due July 31, 2012 linked to Seagate Technology stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JRA9
• Notes due January 2016 linked to the S&P GSCI Sugar Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Corn Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Coffee Index Excess Return, S&P GSCI Gold Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Aluminum Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing Jan. 26; Cusip: 06738KF71
• 20% reverse convertible notes due July 31, 2012 linked to United States Steel Corp. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JQX0
• 8.75-11.5% reverse convertible notes due July 31, 2012 linked to Yahoo! Inc. stock; via Barclays Capital; pricing Jan. 26; Cusip: 06741JRE1
• 0% buffered digital plus notes due July 31, 2015 linked to the Dow Jones industrial average; via Barclays Capital Inc.; pricing Jan. 27; Cusip: 06738KF55
• Annual reset coupon buffered notes due Jan. 30, 2015 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Jan. 27; Cusip: 06738KG39
• Annual reset coupon buffered notes due Jan. 31, 2017 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Jan. 27; Cusip: 06738KG47
• 0% buffered Super Track digital notes due Jan. 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Jan. 27; Cusip: 06738KF63
• 0% buffered Super Track notes due Aug. 5, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via Barclays Capital Inc.; pricing Jan. 31; Cusip: 06738KJ85
• 10.15%-12.25% reverse convertible notes due Aug. 3, 2012 linked to Google Inc.-Class A Common Stock stock; via Barclays Capital; pricing Jan. 31; Cusip: 06741JRH4
• 10.40%-12.50% reverse convertible notes due Aug. 3, 2012 linked to Mead Johnson Nutrition Co. stock; via Barclays Capital; pricing Jan. 31; Cusip: 06741JRJ0
• 0% buffered Super Track digital notes due Feb. 5, 2014 linked to the S&P 500 index; 85% trigger; via Barclays Capital Inc.; pricing Jan. 31; Cusip: 06738KJ51
• 0% barrier notes due Feb. 3, 2014 linked to S&P 500 index; 58% to 63.5% trigger; via Barclays Capital Inc.; pricing Jan. 31; Cusip: 06738KJ93
• 0% notes due February 2013 linked to Berkshire Hathaway Inc., Comcast Corp., Freeport-McMoRan Copper & Gold Inc., MetLife, Inc., Procter & Gamble Co., Royal Dutch Shell plc American Depositary Shares, Sanofi ADS, Seagate Technology plc and Vodafone Group plc ADS; 80% trigger; via Barclays Capital Inc.; pricing in January; Cusip: 06738KH53
• 0% annual autocallable notes due January 2015 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing in January; Cusip: 06738KK59
• 0% Capped Leveraged Index Return Notes due January 2014 linked to the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in January
• 0% Accelerated Return Notes due April 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in January
• 0% market-linked step-up notes due January 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% notes due January 2017 linked to the S&P 500 Dynamic Veqtor Mid-Term Total Return index; via Barclays Capital Inc.; pricing in January; Cusip: 06738KK42
• 0% notes due Feb. 11, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Feb. 7; Cusip: 06738KH79
CITIGROUP FUNDING INC.
• Noncallable fixed-to-floating notes due January 2015; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 1730T0VP1
• 0% buffered digital plus notes due July 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 1730T0QY8
• 10%-12% annualized single observation Equity LinKed Securities due July 25, 2012 linked to the common stock of Las Vegas Sands Corp.; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17317U287
• 12%-14% single observation Equity LinKed Securities due July 25, 2012 linked to Las Vegas Sands Corp. shares; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17317U352
• 0% buffer notes due July 30, 2013 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 1730T0VN6
• 0% market-linked notes due Jan. 29, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing on Jan. 25; Cusip: 17317U360
• 0% Performance Leveraged Upside Securities due July 24, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17317U378
• 0% buffered Performance Leveraged Upside Securities due January 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via Citigroup Global Markets Inc.; pricing Jan. 26; Cusip: 17317U253
• Callable step-up coupon notes due Feb. 1, 2027; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing Jan. 27; Cusip: 1730T0VV8
• 0% Index Leading Stockmarket Return Securities due January 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Jan. 26; Cusip: 1730T0QZ5
• Non-callable fixed-to-floating-rate notes due Feb. 1, 2015 with 4% initial rate; via Wells Fargo Securities, LLC; pricing Jan. 27; Cusip: 1730T0VU0
• 0% buffered digital notes due January 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 27; Cusip: 1730T0VQ9
• Variable-coupon notes due Jan. 30, 2016 linked to equal weights of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Motors Co., Halliburton Co., Intel Corp. and Mattel, Inc.; via Citigroup Global Markets Inc.; pricing in January; Cusip: 1730T0VT3
CREDIT SUISSE AG, NASSAU BRANCH
• High/low coupon callable yield notes due Jan. 31, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546TLE9
• 0% buffered return enhanced notes due Feb. 13, 2013 linked to a basket of indexes (Hang Seng China Enterprises index, Hang Seng index, Kospi 200 index, MSCI Singapore index and MSCI Taiwan index) and their related currencies; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing Jan. 27; Cusip: 22546TLL3
• 0% review notes due Feb. 13, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Jan. 27; Cusip: 22546TLN9
• 8% to 10% callable yield notes due Feb. 4, 2013 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546TLF6
• 9.5%-11.5% annualized callable yield notes due Aug. 3, 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 Jan. 31; Cusip: 22546TLH2
DEUTSCHE BANK AG, LONDON BRANCH
• 0% buffered return optimization securities due July 31, 2013 linked to the S&P 500 index; via Deutsche Bank Securities and UBS Financial Services Inc.; pricing Jan. 26; Cusip: 25154V409
• Securities due Feb. 3, 2015 linked to the Deutsche Bank Commodity Booster OYE Benchmark Dow Jones-UBS Excess Return index; via Deutsche Bank Securities Inc.; pricing Jan. 27; Cusip: 2515A1GE5
• High/low coupon autocallable securities due Feb. 7, 2013 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via Deutsche Bank Securities Inc.; pricing Jan. 27; Cusip: 2515A1GF2
• 0% review notes due Aug. 1, 2012 linked to Brent crude futures contracts; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 2515A1GK1
• 0% securities due Feb. 7, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Feb. 1; Cusip: 2515A1GG0
• 0% digital payment securities due 2013 linked to the S&P 500 index; 75% trigger; via Deutsche Bank Securities Inc.; Cusip: 2515A1F22
EUNITS 2 YEAR U.S. MARKET PARTICIPATION TRUST: UPSIDE TO CAP / BUFFERED DOWNSIDE
• Units of beneficial interest designed to provide returns based on the performance of the S&P 500 Composite Stock Price index; via Eaton Vance Distributors, Inc.; pricing in January
GOLDMAN SACHS BANK, NA
• Contingent coupon certificates of deposit due 2017 linked to Alcoa Inc., American Express Co., Boeing Co., Bank of America Corp., Caterpillar Inc., Cisco Systems, Inc., Chevron Corp., E.I. DuPont de Nemours & Co., Walt Disney Co. General Electric Co., Home Depot Inc., Hewlett-Packard Co., IBM Corp., Intel Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., 3M Co., Merck & Co. Inc., Microsoft Corp., Pfizer Inc., Procter & Gamble Co., AT&T Inc., Travelers Cos. Inc., United Technologies Corp., Verizon Communications Inc., Wal-Mart Stores, Inc. and Exxon Mobil Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADK8
• Variable-coupon certificates of deposit due 2019 linked to Altria Group, Inc., Apple Inc., AT&T Inc., Barrick Gold Corp., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143AGA7
• Contingent coupon certificates of deposit due 2019 linked Altria Group, Inc., Apple Inc., AT&T Inc., Barrick Gold Corp., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143AFZ3
• Contingent coupon certificates of deposit due 2018 linked to AT&T Inc., Cisco Systems, Inc., Hewlett-Packard Co., Intel Corp., Kraft Foods Inc., McDonald's Corp., Merck & Co. Inc., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADN2
• 0% equity-linked certificates of deposit due 2015 linked to the Dow Jones industrial average; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADL6
• Four-year 0% equity index-linked certificates of deposit linked to the Dow Jones industrial average; via Goldman Sachs & Co. and Incaptial LLC; Cusip: 38143AFY6
• 0% equity-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, S&P 500 index, S&P/TSX 60 index and Topix; via Goldman Sachs & Co. Inc; Cusip: 38143AGB5
• 0% equity-linked certificates of deposit due 2016 linked to the S&P 500 index; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADM4
GOLDMAN SACHS GROUP, INC.
• 0% currency-linked notes due Feb. 1, 2013 linked to Brazilian real, Canadian dollar and Mexican peso relative to U.S. dollar; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; settlement Jan. 27; Cusip: 38143UM81
• 0% index-linked trigger notes due Feb. 13, 2013 linked to the S&P 500 index; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); pricing Jan. 27; Cusip: 38143UP21
• 0% leveraged buffered index-linked notes due Feb. 13, 2013 tied to the S&P 500 index; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); pricing Jan. 27; Cusip: 38143UP39
• Callable step-up fixed-rate notes due January 2027; via Goldman Sachs & Co. and Incapital LLC; pricing in January; Cusip: 38143UN64
• 0% currency-linked notes due Aug. 5, 2013 tied to a basket of three equally weighted exchange rates relative to the dollar (Brazilian real, Canadian dollar and Mexican peso); via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); settlement Feb. 3; Cusip: 38143UM81
• 0% commodity-linked notes due Feb. 8, 2013 linked to the price of gold; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; settlement Feb. 3; Cusip: 38143UN80
• 42-month 0% buffered index-linked digital notes tied to the Dow Jones industrial average; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UL90
• 5.5-year 0% equity index-linked notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UL25
• 13- to 15-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 93% trigger; via Goldman Sachs & Co.
• 1.5% two-year equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UK91
• 24- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.
• 36-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UL58
• Three-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UYV7
• Three-year buffered annual reset coupon equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH38
• Five-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UYW5
• Five-year buffered annual reset coupon equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH46
• 0% autocallable knock-out equity notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UL41
• 0% buffered index-linked digital notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UL82
• Callable quarterly accrual notes tied to the S&P 500 index and six-month Libor; via Goldman Sachs & Co.; Cusip: 38143UM73
HSBC BANK USA, NA
• Income Plus certificates of deposit with 3% potential coupon due Jan. 30, 2019 linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40431GG78
• Income Plus certificates of deposit with 5% potential coupon due Jan. 30, 2019 linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40431GG86
• Income Plus certificates of deposit with 6.25% potential coupon due Jan. 30, 2019 linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40431GG94
• Annual income opportunity certificates of deposit with auto cap feature due Jan. 30, 2019 linked to Amgen Inc., Applied Materials, Inc., Exelon Corp., General Electric Co., Intel Corp., Lorillard, Inc., PepsiCo, Inc., Pfizer Inc., Procter & Gamble Co. and Time Warner Cable Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 40431GH36
• Annual Income Opportunity certificates of deposit with auto cap feature due Jan. 31, 2019 linked to a global industry titans basket that includes AstraZeneca plc, Encana Corp., General Mills, Inc., Gerdau SA, Home Depot, Inc., Icici Bank Ltd., Randgold Resources Ltd., Taiwant Semiconductor Manufacturing Co., Unilever NV and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Jan. 26; Cusip: 40431GG60
• Annual income opportunity CDs with auto cap due Jan. 31, 2017 linked to Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26; Cusip: 40431GG29
• Annual income opportunity CDs with auto cap due Jan. 31, 2018 linked to Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26; Cusip: 40431GF61
• Annual Income Opportunity certificates of deposit with minimum return due Jan. 31, 2019 linked to the common stocks of Dow Chemical Co., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26; Cusip: 40431GF87
• Head-Start Annual Income Opportunity certificates of deposit with auto cap feature due Jan. 31, 2019 linked to the common stocks of Dow Chemical Co., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 26; Cusip: 40431GF95
HSBC USA INC.
• Annual income opportunity notes with auto cap due Jan. 30, 2015 linked to Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1UY7
• Annual income opportunity notes with auto cap due Feb. 1, 2016 linked to Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1UZ4
• Annual income opportunity notes with auto cap due Jan. 30, 2018 linked to Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1VA8
• Annual income opportunity notes with auto cap due Jan. 30, 2019 linked to Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1VE0
• Head start annual income opportunity notes with auto cap due Jan. 30, 2017 linked to the common stocks of Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1UX9
• 0% digital buffered notes due July 30, 2013 tied to the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1WA7
• 0% digital buffered notes due July 30, 2013 tied to the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing Jan. 25; Cusip: 4042K1VZ3
• 0% trigger performance securities due Jan. 30, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Jan. 26; Cusip: 40433K694
• 0% trigger performance securities due Jan. 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Jan. 26; Cusip: 40433K686
• 0% trigger performance securities due Jan. 31, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Jan. 26; Cusip: 40433K678
• 0% knock-out buffer notes due Feb. 13, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. (underwriter) and J.P. Morgan Securities LLC (agent); pricing Jan. 27; Cusip: 4042K1WE9
• 0% knock-out buffer notes due Feb. 11, 2013 linked to the Norwegian krone relative to the dollar; via HSBC Securities (USA) Inc. with J.P. Morgan Securities LLC handling distribution; pricing Jan. 27; Cusip: 4042K1WC3
• 0% knock-out buffer notes due Feb. 13, 2013 linked to S&P 500 index; via HSBC Securities (USA) Inc. (underwriter) and J.P. Morgan Securities LLC (agent); pricing Jan. 27; Cusip: 4042K1WD1
• Fixed-to-floating notes due Feb. 3, 2022; via HSBC Securities (USA) Inc.; pricing in January; Cusip: 4042K1VX8
• 0% Accelerated Return Notes due April 2013 linked to the price of gold; via Bank of America Merrill Lynch; pricing in January
• Currency-linked step-up notes due February 2014 linked to the Indonesian rupiah, Indian rupee and Chinese renminbi; via Bank of America Merrill Lynch; pricing in January
• 0% leveraged outperformance notes due January 2014 linked to platinum relative to gold; via HSBC Securities (USA) Inc.; pricing in January; Cusip: 4042K1VQ3
• 0% Accelerated Return Notes due April 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% autocallable enhanced market-linked step-up notes with buffer due January 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% autocallable notes due January 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in January; Cusip: 4042K1VF7
• 0% Strategic Accelerated Redemption Securities due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January
• 0% Strategic Accelerated Redemption Securities due February 2013 linked to the S&P 500 index; 95% trigger; via Bank of America Merrill Lynch; pricing in January
• 0% Accelerated Return Notes due April 2013 linked to the Technology Select Sector index; via Bank of America Merrill Lynch; pricing in January
• Callable step-up rate notes due Feb. 2, 2024; via HSBC Securities (USA) Inc.; settlement Feb. 2; Cusip: 4042K1VY6
• 0% buffered Accelerated Market Participation Securities due Aug. 8, 2013 linked to the S&P 500 index and the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 3; Cusip: 4042K1VU4
JPMORGAN CHASE BANK, NA
• Contingent coupon market-linked certificates of deposit due Jan. 30, 2019 linked to Brent crude oil, copper, gasoline RBOB, nickel, palladium, silver, the S&P GSCI Corn Index Excess Return, the S&P GSCI Livestock Index Excess Return and the S&P GSCI Natural Gas Index Excess Return; via J.P. Morgan Securities LLC; pricing Jan. 25; Cusip: 48123Y4S2
• Digital contingent coupon certificates of deposit due Jan. 31, 2017 linked the common stocks of Amazon.com, Inc., Apple Inc., Barrick Gold Corp., Best Buy Co., Inc., Bristol-Myers Squibb Co., Clorox Co., Goldman Sachs Group, Inc., Intel Corp., Lorillard, Inc. and Lowe's Cos. Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y4Z6
• Digital contingent coupon certificates of deposit due Jan. 31, 2018 linked the common stocks of Amazon.com, Inc., Apple Inc., Barrick Gold Corp., Best Buy Co., Inc., Bristol-Myers Squibb Co., Clorox Co., Goldman Sachs Group, Inc., Intel Corp., Lorillard, Inc. and Lowe's Cos. Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y4Y9
• Digital contingent coupon certificates of deposit due Jan. 31, 2019 linked the common stocks of Amazon.com, Inc., Apple Inc., Barrick Gold Corp., Best Buy Co., Inc., Bristol-Myers Squibb Co., Clorox Co., Goldman Sachs Group, Inc., Intel Corp., Lorillard, Inc. and Lowe's Cos. Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y5C6
• Contingent coupon certificates of deposit due Jan. 31, 2019 linked to the common stocks of Amazon.com, Inc., Apple Inc., Barrick Gold Corp., Best Buy Co., Inc., Bristol-Myers Squibb Co., Clorox Co., Goldman Sachs Group, Inc., Intel Corp., Lorillard, Inc. and Lowe's Cos. Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y5A0
• Contingent coupon certificates of deposit due Jan. 31, 2019 linked to the common stocks or American Depositary Shares of Baidu, Inc., China Mobile Ltd., Hitachi, Ltd., HSBC Holdings plc, Icici Bank Ltd., Nippon Telegraph and Telephone Corp., Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk., Taiwan Semiconductor Manufacturing Co. Ltd., Toyota Motor Corp. and YUM! Brands, Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y4U7
• Certificates of deposit due Jan. 31, 2018 linked to the JPMorgan Alternative Index Multi-Strategy 5; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y3Z7
• Certificates of deposit due Jan. 31, 2018 linked to the JPMorgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y4A1
• 0% certificates of deposit due Jan. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48123Y4N3
• Index annual income certificates of deposit due Jan. 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48123Y434
• Certificates of deposit due Jan. 31, 2018 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Jan. 26; Cusip: 48123Y4E3
JPMORGAN CHASE & CO.
• Callable fixed-rate step-up notes due Jan. 30, 2017; via J.P. Morgan Securities LLC; pricing Jan. 25; Cusip: 48125VGE4
• Contingent income autocallable securities due Jan. 30, 2013 linked to General Electric Co. shares; 75% trigger; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Jan. 25; Cusip: 48126BAB9
• 11% annualized autocallable yield notes due Jan. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Jan. 25; Cusip: 48125VJX9
• Digital contingent coupon notes due July 31, 2018 linked Altria Group, Inc., Amazon.com, Inc., Bristol-Myers Squibb Co., Colgate-Palmolive Co., General Mills, Inc., Goldman Sachs Group, Inc., Newmont Mining Corp., PepsiCo, Inc., Walgreen Co. and Wal-Mart Stores, Inc.; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VHG8
• 10% upside autocallable single observation reverse exchangeable notes due Jan. 31, 2013 linked to the common stock of ArcelorMittal; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VJU5
• 0% buffered return enhanced notes due July 31, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VGY0
• 0% buffered return optimization securities due July 31, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC with UBS Financial Services Inc.; pricing Jan. 26; Cusip: 48126B681
• Annual income notes due Jan. 29, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VHD5
• 0% return notes due April 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VHB9
• 0% return notes due April 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VHC7
• 0% buffered return enhanced notes due July 31, 2013 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VGX2
• 0% buffered return enhanced notes due July 31, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VGZ7
• 0% buffered return enhanced notes due Jan. 31, 2014 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VHA1
• 0% notes with averaging due Jan. 31, 2018 linked to the S&P 500 index, the Dow Jones industrial average, the Dow Jones - UBS Commodity index and the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48125VHH6
• 16.25% reverse convertible notes due April 30, 2012 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKC3
• 12.25% reverse convertible notes due July 31, 2012 linked to Alcoa Inc. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKQ2
• 16% reverse convertible notes due April 30, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKH2
• 11.25% reverse convertible notes due July 31, 2012 linked to Cummins Inc. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKP4
• Contingent absolute return autocallable optimization securities due Feb. 1, 2013 linked to Deere & Co. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 48126B483
• Autocallable contingent interest notes due Feb. 13, 2013 linked to the Financial Select Sector SPDR fund; via J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 48125VKW9
• 13.65% reverse convertible notes due July 31, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKK5
• 10.75% reverse convertible notes due July 31, 2012 linked to Goldman Sachs Group, Inc. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKN9
• 13.5% reverse convertible notes due April 30, 2012 linked to lululemon Athletica inc. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKJ8
• Contingent absolute return autocallable optimization securities due Feb. 1, 2013 linked to Morgan Stanley shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 48126B475
• 16.25% reverse convertible notes due April 30, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKD1
• 12% reverse convertible notes due April 30, 2012 linked to Peabody Energy Corp. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKF6
• 20% reverse convertible notes due April 30, 2012 linked to Research In Motion Ltd. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKG4
• 0% review notes due Feb. 13, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 48125VKV1
• Contingent absolute return autocallable optimization securities due Feb. 1, 2013 linked to SanDisk Corp. shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 48126B491
• Contingent absolute return autocallable optimization securities due Feb. 1, 2013 linked to Schlumberger NV shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Jan. 27; Cusip: 48126B467
• 10.25% reverse convertible notes due July 31, 2012 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKL3
• 16% reverse convertible notes due April 30, 2012 linked to United States Steel Corp. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKE9
• 15.5% reverse convertible notes due July 31, 2012 linked to Wynn Resorts Ltd. stock; via JPMorgan; pricing Jan. 27; Cusip: 48125VKM1
• 11.05% to 15.05% reverse convertible notes due Aug. 3, 2012 linked to Cummins Inc. stock; via JPMorgan; pricing Jan. 31; Cusip: 48125VJS0
• Range accrual notes due Jan. 31, 2027 linked to the six-month Libor rate and the S&P 500 index; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; settlement Jan. 31; Cusip: 48125VGA2
• 8%-10% annualized autocallable yield notes due Feb. 5, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Jan. 31; Cusip: 48125VJB7
• 12.4% to 16.4% reverse convertible notes due Aug. 3, 2012 linked to Wells Fargo & Co. stock; via JPMorgan; pricing Jan. 31; Cusip: 48125VJT8
• 0% autocallable dual directional notes due Feb. 28, 2013 linked to the first nearby month futures contract for Brent crude oil; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip: 48125VLB4
• 0% notes due Dec. 30, 2016 linked to the S&P 500 index, Dow Jones industrial average, Dow Jones-UBS Commodity index and iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; Cusip: 48125VEM8
MORGAN STANLEY
• Fixed-to-floating-rate notes due Jan. 25, 2019; via Morgan Stanley & Co. LLC; settlement Jan. 25; Cusip: 61745E5F4
• CMS curve and S&P 500 index-linked range accrual notes due Jan. 25, 2027; via Morgan Stanley & Co. LLC; settlement Jan. 25; Cusip: 61745E4Z1
• 0% commodity-linked notes due Jan. 30, 2017 linked to the price of gold; via Morgan Stanley & Co. LLC; pricing Jan. 25; Cusip: 617482L69
• Buffered range accrual securities due Jan. 28, 2016 linked to S&P 500 index; via Morgan Stanley & Co. LLC; pricing Jan. 25; Cusip: 617482E91
• 0% market-linked notes due Jan. 30, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Jan. 25; Cusip: 617482F41
• 0% trigger Performance Leveraged Upside Securities due Jan. 30, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Jan. 25; Cusip: 617482F33
• Market-linked notes due Jan. 31, 2017 linked to the performance of gold; via Morgan Stanley & Co. LLC (agent) and UBS Financial Services Inc. (distributor); pricing Jan. 26; Cusip: 617482L85
• Contingent coupon range accrual autocallable notes due Jan. 29, 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Jan. 27; Cusip: 617482F66
• Fixed-to-floating-rate notes due Jan. 31, 2015; via Morgan Stanley & Co. LLC; settling Jan. 31; Cusip: 61745E6F3
• Leveraged CMS curve and S&P 500 index-linked notes due Jan. 31, 2032; via Morgan Stanley & Co. LLC; settling Jan. 31; Cusip: 61745E5Z0
• CMS curve and S&P 500 index-linked range accrual notes due Jan. 31, 2032; via Morgan Stanley & Co. LLC; settlement Jan. 31; Cusip: 61745E5M9
• Senior floating-rate notes due Jan. 31, 2019 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settlement Jan. 31; Cusip: 61745E5T4
• Contingent income autocallable securities due January 2015 linked to Alcoa Inc. common stock; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T348
• Contingent income autocallable securities due January 2014 linked to Apple Inc. shares; 85% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in January; Cusip: 61760T363
• 0% trigger jump securities due January 2016 linked to the price of gold; 65% trigger; via Morgan Stanley & Co. LLC is the agent and Morgan Stanley Smith Barney LLC; pricing in January; Cusip: 617482L44
• 0% buffered jump securities due January 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T306
• 0% buffered jump securities due January 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T389
• 0% buffered Performance Leveraged Upside Securities due January 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T371
• 0% buffered Performance Leveraged Upside Securities due January 2014 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T298
• 0% trigger jump securities due January 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T397
• 0% trigger jump securities due January 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T314
• Contingent income autocallable securities due January 2017 linked to the S&P 500 index; 60% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in January; Cusip: 61760T355
ROYAL BANK OF CANADA
• 0% buffered bullish booster notes due Jan. 31, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via RBC Capital Markets, LLC; pricing Jan. 26; Cusip: 78008TG99
• 0% buffered bullish return notes due Jan. 31, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Jan. 26; Cusip: 78008TK37
• 0% buffered bullish booster notes due Jan. 31, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Jan. 26; Cusip: 78008TK45
• 0% buffered bullish booster notes due Jan. 31, 2014 linked to the S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing Jan. 26; Cusip: 78008TH23
• 0% return optimization securities due Feb. 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Jan. 26; Cusip: 78010V725
• 11.75% reverse convertible notes due July 31, 2012 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM76
• 14.25% reverse convertible notes due April 30, 2012 linked to Bank of America Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL36
• 11% reverse convertible notes due April 30, 2012 linked to Baker Hughes Inc. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL44
• 15% reverse convertible notes due April 30, 2012 linked to Citigroup Inc. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL51
• 10.25% reverse convertible notes due April 30, 2012 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL69
• 10.5% reverse convertible notes due July 31, 2012 linked to Coach, Inc. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM84
• 11% reverse convertible notes due April 30, 2012 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL77
• 11.5% reverse convertible notes due April 30, 2012 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL85
• 12.5% reverse convertible notes due April 30, 2012 linked to Las Vegas Sands Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TL93
• 16.5% reverse convertible notes due April 30, 2012 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM27
• 14.5% reverse convertible notes due April 30, 2012 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM35
• 0% buffered bullish digital notes due Jan. 29, 2014 linked to the S&P 500 index; 80% trigger; via RBC Capital Markets, LLC; pricing Jan. 27; Cusip: 78008TH49
• 10.75% reverse convertible notes due April 30, 2012 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM43
• 13% reverse convertible notes due April 30, 2012 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM50
• 20.5% reverse convertible notes due April 30, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Jan. 27; Cusip: 78008TM68
• Non-callable fixed-to-floating notes due Jan. 30, 2019; via RBC Capital Markets Corp.; settlement Jan. 30; Cusip: 78008TL28
• Redeemable step-up notes due Jan. 31, 2028; via RBC Capital Markets, LLC; settlement Jan. 31; Cusip: 78008TM92
• Trigger phoenix autocallable optimization securities due January 2013 linked to the common stock of Aeropostale, Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing in January
• 0% autocallable access securities with fixed percentage buffered downside due Feb. 3, 2014 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in January; Cusip: 78008TG65
• Trigger phoenix autocallable optimization securities due January 2013 linked to the common stock of Juniper Networks Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing in January
• 0% autocallable access securities with fixed percentage buffered downside due Feb. 3, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January; Cusip: 78008TG57
• 0% growth securities due Aug. 3, 2015 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; pricing in January; Cusip: 78008TG40
• 0% direct investment notes due March 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Feb. 3; Cusip: 78008TK29
• 13- to 15-month 0% buffered equity index-linked notes due 2013 tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.
• 0% leveraged equity index-linked notes tied to the S&P 500; via RBC Capital Markets, LLC
ROYAL BANK OF SCOTLAND PLC
• Variable-income notes due Jan. 31, 2017 linked to Amazon.com, Inc., Amgen Inc., Apple Inc., Avon Products, Inc., JPMorgan Chase & Co., McDonald's Corp., Nike, Inc., Sprint Nextel Corp., Southern Co. and Walgreen Co.; via RBS Securities Inc.; pricing Jan. 26; Cusip: 78009PCL3
• Annual reset coupon notes with fixed buffer due Jan. 30, 2015 linked to the S&P 500 index; via RBS Securities Inc.; pricing Jan. 27; Cusip: 78009PCJ8
• Annual reset coupon notes with fixed buffer due Feb. 1, 2017 linked to the S&P 500 index; via RBS Securities Inc.; pricing Jan. 27; Cusip: 78009PCK5
UBS AG, JERSEY BRANCH
• Callable step-up fixed-rate notes due Jan. 31, 2017; via UBS Investment Bank; settlement Jan. 31; Cusip: 90261JHW6
• Callable step-up fixed-rate notes due Jan. 31, 2022; via UBS Investment Bank; settlement Jan. 31; Cusip: 90261JHX4
UBS AG, LONDON BRANCH
• 0% contingent return optimization securities due Jan. 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26; Cusip: 90267V548
• 0% contingent return optimization securities due Jan. 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26; Cusip: 90267V530
• 7%-9.5% annualized airbag yield optimization notes due July 31, 2012 linked to MGM Resorts International common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 27; Cusip: 90267W868
• 7.25%-9.75% annualized airbag yield optimization notes due July 31, 2012 linked to Peabody Energy Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 27; Cusip: 90267W843
• 7.25%-9.75% annualized airbag yield optimization notes due July 31, 2012 linked to SanDisk Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 27; Cusip: 90267W850
• 7%-9% annualized airbag yield optimization notes due July 31, 2012 linked to Silver Wheaton Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 27; Cusip: 90267W835
UNION BANK, NA
• 0% quarterly capped return market-linked certificates of deposit due Jan. 30, 2015 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC; pricing Jan. 25; Cusip: 90521AHY7
• 0% quarterly capped return market-linked certificates of deposit due Jan. 30, 2017 linked to the S&P 500 index; via UnionBanc Investment Services, LLC; pricing Jan. 25; Cusip: 90521AHX9
• 0% quarterly capped return market-linked certificates of deposit due Feb. 1, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and Incapital LLC; pricing Jan. 25; Cusip: 90521AHV3
• 0% market-linked certificates of deposit due Jan. 30, 2017 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via UnionBanc Investment Services, LLC and Incapital LLC; pricing Jan. 26; Cusip: 90521AHW1
WELLS FARGO BANK, NA
• Contingent annual interest certificates of deposit due Jan. 30, 2018 linked to the common stocks of Amazon.com, Inc., American Express Co., Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., CenturyLink, Inc., Dow Chemical Co., Exelon Corp., General Electric Co., General Mills, Inc., Home Depot, Inc., Johnson & Johnson, JPMorgan Chase & Co., Microsoft Corp., Monsanto Co., Newmont Mining Corp., Occidental Petroleum Corp., Procter & Gamble Co., Schlumberger NV and United Parcel Service, Inc.; via Incapital LLC (distributor); pricing Jan. 25; Cusip: 949748M61
• Contingent annual interest market-linked Certificates of Deposit due Jan. 26, 2018 linked to copper, corn, gasoline, nickel, palladium, soybeans, silver, sugar, the S&P GSCI Brent Crude Oil Index Excess Return and the S&P GSCI Livestock Index Excess Return; via Incapital LLC (distributor); pricing Jan. 26; Cusip: 949748M53
WELLS FARGO & CO.
• 0% market-linked notes due August 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in February; Cusip: 94986RHA2
• 0% growth securities due August 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in February; Cusip: 94986RGY1
• 0% growth securities due August 2014 linked to the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund and the SPDR S&P MidCap 400 ETF trust; via Wells Fargo Securities, LLC; pricing in February; Cusip: 94986RGX3
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