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

Published on 5/8/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due May 2014 linked to Apple Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% Market Index Target-Term Securities due May 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due May 2015 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due August 2014 linked to the Merrill Lynch Commodity index eXtra Precious Metals Plus - Excess Return; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due June 2014 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in May

• Capped Leveraged Index Return Notes due May 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in May

• Autocallable market-linked step-up notes due May 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

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

• 0% market-linked step-up notes due May 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

BANK OF MONTREAL

• Redeemable step-up coupon notes due May 17, 2033; via BMO Capital Markets Corp.; settlement May 17; Cusip: 06366RNZ4

• 0% buffered bullish enhanced return notes due May 29, 2015 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNW1

• 0% buffered bullish digital return notes due May 31, 2016 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNT8

• 0% autocallable barrier notes with contingent coupon due May 31, 2016 linked to the iShares Russell 2000 index fund: via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNR2

• 0% buffered bullish digital return notes due May 29, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp., pricing May 23; Cusip: 06366RNS0

• 0% autocallable cash-settled notes with step-up call price due May 29, 2015 linked to the iShares Russell 2000 index fund; 85% trigger; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNY7

• 0% buffered bullish enhanced return notes due May 29, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNV3

• 0% autocallable barrier notes with contingent coupon due May 31, 2016 linked to the Market Vectors Gold Miners exchange-traded fund: via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNQ4

• 0% autocallable barrier notes with step-up call price due May 31, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNX9

• 0% buffered bullish digital return notes due May 31, 2016 linked to the SPDR S&P Homebuilders exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNU5

BANK OF NOVA SCOTIA

• 0% series A capped buffered enhanced participation notes due May 29, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via Scotia Capital (USA) Inc.; pricing May 24; Cusip: 064159CC8

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due May 29, 2020 linked to a basket of 10 stocks (Altria Group, Inc., American Electric Power Co., Inc., AT&T Inc., FirstEnergy Corp., Kraft Foods Group, Inc., Lockheed Martin Corp., New York Community Bancorp, Inc., Newmont Mining Corp., Verizon Communications Inc. and Williams Cos., Inc.); via BNP Paribas Securities Corp.; pricing May 24; Cusip: 06426XGW4

• Income advantage market-linked certificates of deposit due May 29, 2020 linked to a basket of five stocks (Altria Group, Inc., AT&T Inc., ConocoPhillips, FirstEnergy Corp. and New York Community Bancorp, Inc.); via BNP Paribas Securities Corp; pricing May 24; Cusip: 06426XGY0

• Contingent variable-income market-linked certificates of deposit due May 29, 2020 linked to a basket of 10 commodity futures indexes (S&P GSCI Cocoa Dynamic Roll index ER, S&P GSCI Lead Dynamic index ER, S&P GSCI Coffee Dynamic index ER, S&P GSCI Natural Gas Dynamic index ER, S&P GSCI Corn Dynamic index ER, S&P GSCI Nickel Dynamic index ER, S&P GSCI Cotton Dynamic index ER, S&P GSCI Sugar Dynamic index ER, S&P GSCI Gold Dynamic index ER and the S&P GSCI Wheat Dynamic Roll index); pricing May 24; Cusip: 06426XGX2

BARCLAYS BANK DELAWARE

• Certificates of deposit due May 30, 2018 linked to a basket of common stocks (Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.); via Barclays; pricing May 24; Cusip: 06740AZD4

• Certificates of deposit due May 29, 2020 linked to a basket of common stocks (Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.); via Barclays; pricing May 24; Cusip: 06740AZH5

• Certificates of deposit due May 29, 2020 linked to a basket of commodity subindexes (S&P GSCI Aluminum Index Excess Return, the S&P GSCI Brent Crude Index Excess Return, the S&P GSCI Cocoa 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 Precious Metals Index Excess Return, the S&P GSCI Lead 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 with Incapital LLC as distributor; pricing May 24; Cusip: 06740AZL6

• Certificates of deposit due May 29, 2020 linked to a basket of the S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index; via Barclays with Incapital LLC as distributor; pricing May 24; Cusip: 06740AZG7

• 0.2% to 0.3% certificates of deposit due May 30, 2019 linked to the S&P 500 index; via Barclays and Incapital LLC; pricing May 24; Cusip: 06740AZJ1

• Certificates of deposit due May 30, 2019 linked to a basket of common stocks (Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.); via Barclays with Advisors Asset Management, Inc. as distributor; pricing May 24; Cusip: 06740AZE2

BARCLAYS BANK PLC

• 8.5% single observation callable reverse convertible notes due May 14, 2014 linked to Valero Energy Corp.; via Barclays; pricing May 10; Cusip: 06741JZS1

• 6.2%-8.2% airbag autocallable yield optimization notes due May 16, 2014 linked to Baidu, Inc. American Depositary Shares; via UBS Financial Services Inc. and Barclays; pricing May 10; Cusip: 06742C186

• 5%-6.5% airbag autocallable yield optimization notes due May 16, 2014 linked to Hartford Financial Services Group, Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing May 10; Cusip: 06742C160

• 7%-9% airbag autocallable yield optimization notes due May 16, 2014 linked to Juniper Networks, Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing May 10; Cusip: 06742C178

• 6.75%-8.75% airbag autocallable yield optimization notes due May 16, 2014 linked to United States Steel Corp. common stock; via UBS Financial Services Inc. and Barclays; pricing May 10; Cusip: 06742C194

• 8%-10% airbag autocallable yield optimization notes due May 16, 2014 linked to Western Refining, Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing May 10; Cusip: 06742C210

• 0% notes due May 29, 2014 linked to the Topix index; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing May 10; Cusip: 38141GTP9

• 0% Super Track notes due May 20, 2015 linked to Apple Inc. common stock; via Barclays; pricing May 15; Cusip: 06741TUM7

• Callable contingent coupon notes due May 20, 2015 linked to Apple Inc. common stock; via Barclays; pricing May 15; Cusip: 06741JZP7

• 0% buffered Super Track notes due May 19, 2016 linked to the S&P 500 index; via Barclays; pricing May 15; Cusip: 06741TTM9

• Contingent income autocallable securities due May 20, 2016 linked to Ford Motor Co. shares; 75% trigger; via Barclays with Morgan Stanley Smith Barney LLC; pricing May 17; Cusip: 06742C228

• 6.5%-7.5% autocallable yield notes due Nov. 26, 2014 linked to the lesser performing of the iShares MSCI Brazil capped index fund and the iShares FTSE China 25 index fund; via Barclays; pricing May 21; Cusip: 06741TUP0

• 0% buffered Super Track notes due May 26, 2017 linked to the Euro Stoxx 50 index; via Barclays; pricing May 23; Cusip: 06741TUX3

• 0% buffered Super Track notes due May 29, 2015 linked to the Russell 2000 index; via Barclays; pricing May 23; Cusip: 06741TUW5

• Contingent quarterly payment callable yield notes due May 31, 2018 linked to the lesser return of the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06741TTT4

• Callable contingent payment notes due May 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing May 28; Cusip: 06741TTU1

• Callable contingent payment notes due May 31, 2023 linked to the Euro Stoxx 50 index; 50% trigger; via Barclays; pricing May 28; Cusip: 06741TTV9

• 0% digital notes due Dec. 4, 2014 linked to the iShares Emerging Markets index fund and the Hang Seng China Enterprises index; via Barclays; pricing May 28; Cusip: 06741TUS4

• Callable buffered range accrual notes due Feb. 28, 2019 linked to Libor and the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06741TUJ4

• 0% buffered return optimization securities due Nov. 30, 2015 linked to the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06742C285

• Callable contingent payment notes due May 31, 2023 linked to the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06741TTW7

• 0% Super Track notes due Dec. 3, 2014 linked to the S&P 500 index; 90% trigger; via Barclays; pricing May 28; Cusip: 06741TUL9

• Annual reset coupon buffered notes due May 31, 2019 linked to the Russell 2000 index; via Barclays; pricing May 29; Cusip: 06741TUN5

• 0% Accelerated Return Notes due July 2014 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2014 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in May

• Callable contingent coupon notes due November 2015 linked to the common stock of PNC financial Services Group, Inc.; via Barclays; pricing in May; Cusip: 06741JZN2

BMO HARRIS BANK NA

• Annual digital yield generator certificates of deposit due May 29, 2020 linked to the common stocks of American Eagle Outfitters, Inc., Bristol-Myers Squibb Co., Costco Wholesale Corp., Gannett Co., Inc., HollyFrontier Corp., Lorillard, Inc., Newmont Mining Corp., Seagate Technology plc, Vodafone Group plc and Williams Partners LP; via BMO Capital Markets Corp. and Advisors Asset Management, Inc.; pricing May 28; Cusip: 05573JPH1

BNP PARIBAS

• Contingent income autocallable notes due May 21, 2019 linked to the Russell 2000 index; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing May 28; Cusip: 05574LJD1

CITIBANK, NA

• Callable fixed-to-inverse-floating certificates of deposit due May 30, 2033; via Citigroup Global Markets; pricing May 24; Cusip: 172986GK1

• Callable fixed-to-inverse-floating market-linked certificates of deposit due May 30, 2033 linked to the Russell 2000 index; via Citigroup Global Markets; pricing May 24; Cusip: 172986GJ4

CITIGROUP INC.

• 8.75%-10.75% single observation Equity Linked Securities due Nov. 21, 2013 linked to the common stock of Valero Energy Corp.; via Citigroup Global Markets Inc.; pricing May 17; Cusip: 173095563

• Callable range accrual notes due May 30, 2033 linked to Libor and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 1730T0TE9

• 0% trigger return optimization securities due May 31, 2016 linked to iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 75% trigger; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing May 28; Cusip: 173095555

• Autocallable contingent coupon equity linked securities due December 2014 tied to the common stock of Coach, Inc.; via Citigroup Global Markets Inc.; pricing May 30; Cusip: 1730T0TC3

• 0% digital securities due June 4, 2015 linked to the Financial Select Sector SPDR fund; via Citigroup Global Markets Inc.; pricing May 30; Cusip: 1730T0TD1

• 0% enhanced trigger jump securities due June 1, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 31; Cusip: 173095597

CITIBANK, NA

• Callable fixed-to-floating-rate market-linked certificates of deposit due May 30, 2033 linked to the 30-year and five-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. and Advisors Asset Management, Inc.; pricing May 24; Cusip: 172986GH8

CREDIT SUISSE AG, NASSAU BRANCH

• 0% digital notes due May 27, 2014 linked to the common stock of American Eagle Outfitters, Inc.; via Barclays; pricing May 8; Cusip: 22547Q2P0

• 7%-8.5% reverse convertible securities due May 20, 2014 linked to the common stock of Apple Inc.; via Credit Suisse Securities (USA) LLC; pricing May 15; Cusip: 22546T7F2

• 8% callable yield notes due May 22, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 59% to 61% trigger; via Credit Suisse Securities (USA) LLC; pricing May 17; Cusip: 22546Q2L9

• Contingent coupon notes due May 31, 2033 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGH6

• 0% Buffered Accelerated Return Equity Securities due June 3, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22547Q2K1

• Contingent coupon notes due June 3, 2019 linked to the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546T7H8

• Contingent coupon callable yield notes due June 3, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546T7G0

• 0% buffered lock-in securities due May 31, 2018 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5E7

• Callable daily range accrual securities due Feb. 28, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T7A3

• 6.5% to 7.5% callable yield notes due Aug. 29, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil capped index fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T7B1

• High/low coupon callable yield notes due Nov. 28, 2014 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 May 28; Cusip: 22546T5Z0

• 0% digital-plus barrier notes due May 31, 2017 linked to the S&P 500 index and the Russell 2000; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T6C0

• 0% digital plus barrier notes due May 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T6C0

• High/low coupon callable yield notes due Aug. 29, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5Y3

• 0% Buffered Accelerated Return Equity Securities due May 31, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22546T7E5

• High/low coupon buffered securities due May 31, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22547Q2H8

• 7% to 8% callable yield notes due Sept. 4, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil capped index fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22546T7C9

• High/low coupon callable yield notes due Dec. 5, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6B2

• High/low coupon callable yield notes due Dec. 5, 2014 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 May 31; Cusip: 22546T6A4

• 0% digital plus barrier notes due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6D8

• 0% Buffered Accelerated Return Equity Securities due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T7D7

• 0% leveraged buffered notes linked to the MSCI EAFE index due 21 to 24 months; 87.5% trigger; via Credit Suisse Securities (USA) LLC; pricing in May; Cusip: 22547Q2M7

• 18-month 0% accelerated return notes linked to iShares MSCI Emerging Markets index fund; 90% trigger; via Barclays; pricing in May; Cusip: 22546T7L9

• Capped Leveraged Index Return Notes due May 2015 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in May

• Contingent income notes due May 2028 linked to the S&P 500 index; 55% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761JGJ2

• 0% Strategic Accelerated Redemption Securities due June 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

• Capped Leveraged Index Return Notes due May 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger autocallable optimization securities due May 16, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 10; Cusip: 25155H672

• 0% autocallable securities due May 22, 2014 linked to the performance of the Brazilian real relative to the Japanese yen; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 25152RCV3

• 0% autocallable securities due May 14, 2015 linked to the performance of the Mexican peso, Brazilian real and Chilean peso relative to the Japanese yen; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 25152RCU5

• Market contribution securities due May 26, 2016 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing May 17; Cusip: 25152RCW1

• Capped floating-rate notes due May 15, 2023; via Deutsche Bank Securities Inc.; settlement May 15; Cusip: 25152RVA8

• Fixed-to-floating notes due May 23, 2018; via Deutsche Bank Securities Inc.; settlement May 23; Cusip: 25152RVB6

• 0% trigger performance securities due May 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25155H730

• 0% trigger performance securities due May 31, 2023 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25155H722

• 0% airbag performance securities due May 31, 2023 linked to the Euro Stoxx 50 index; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing May 29; Cusip: 25155H680

GOLDMAN SACHS BANK USA

• 0% index-linked certificates of deposit due May 29, 2020 tied to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; pricing May 24; Cusip: 38147JED0

• 0% certificates of deposit due May 29, 2020 linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; pricing May 24; Cusip: 38147JEF5

• Contingent coupon certificates of deposit due May 29, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Google Inc., Merck & Co., Inc., Mondelez International, Inc., Target Corp., Time Warner Cable Inc., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing May 28; Cusip: 38147JEE8

• Variable-coupon certificates of deposit due March 26, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Google Inc., Merck & Co., Inc., Mondelez International, Inc., Target Corp., Time Warner Cable Inc., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing May 28; Cusip: 38147JEG3

GOLDMAN SACHS GROUP, INC.

• Callable monthly Euro Stoxx 50 index-linked range accrual notes due May 29, 2028; via Goldman Sachs & Co.; pricing May 23; Cusip: 38141GTH7

• Autocallable monthly index-linked range accrual notes due May 29, 2023 tied to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing May 23; Cusip: 38141GSS4

• Callable monthly Russell 2000 index-linked range accrual notes due May 29, 2023; 50% trigger; via Goldman Sachs & Co.; pricing May 23; Cusip: 38141GTJ3

• Callable monthly S&P 500 index-linked range accrual notes due May 31, 2028; 50% trigger; via Goldman Sachs & Co.; pricing May 28; Cusip: 38141GTG9

• 0% leveraged buffered index-linked notes due June 3, 2015 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing May 29; Cusip: 38141GRT3

• 0% leveraged buffered index-linked notes due June 2, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 29; Cusip: 38141GRS5

• Fixed-to-floating notes due May 2018; via Goldman Sachs & Co.; settlement in May; Cusip: 38141GTK0

• Fixed-to-floating notes due May 2020; via Goldman Sachs & Co.; settlement in May; Cusip: 38141GTF1

• Callable step-up fixed-rate notes due May 2028; via Goldman Sachs & Co. and Incapital LLC; pricing in May; Cusip: 38141GSZ8

• Callable step-up fixed-rate notes due May 2023; via Goldman Sachs & Co. and Incapital LLC; settlement in May; Cusip: 38141GTR5

• 0% notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes due in 36-40 months linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GSX3

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

• 0% digital notes tied to the MSCI EAFE index due in 24 to 28 months; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147M121

• 0% leveraged notes tied to the MSCI EAFE index due in 25 to 28 months; 90% trigger; via Goldman Sachs & Co.

• 13- to 24-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.

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

• 0% leveraged buffered notes tied to the S&P 500 index due in 24 and 27 months; 90% trigger; via Goldman Sachs & Co.

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

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

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147H486

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

• 25- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 42- to 48-month 0% leveraged buffered notes linked to the S&P 500 index due in 42 to 48 months; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U7U9

• 0% leveraged buffered notes due in five years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GSY1

• 66-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GSR6

• 24-month 0% autocallable leveraged buffered notes linked to the S&P Banks Select Industry index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered notes linked to the S&P Banks Select Industry index; via Goldman Sachs & Co.

• Four-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• 5%-6% autocallable yield notes due Nov. 17, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40432XFA4

• 5.25%-6.25% autocallable yield notes due Nov. 17, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40432XF97

• Trigger phoenix autocallable optimization securities due May 16, 2018 linked to the common stock of International Paper Co.; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40433X738

• Trigger phoenix autocallable optimization securities due May 16, 2018 linked to the common stock of Lincoln National Corp.; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40433X720

• Trigger phoenix autocallable optimization securities due May 16, 2018 linked to the ADSs of Petroleo Brasileiro SA; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40433X712

• 0% autocallable return enhanced notes due May 29, 2014 linked to the Topix index; via HSBC Securities (USA) Inc. and J.P. Morgan Securities LLC; pricing May 10; Cusip: 40432XFF3

• Uncapped Accelerated Market Participation Securities due May 31, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XFD8

• 0% leveraged buffered uncapped market participation securities due May 31, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XEX5

• 0% 50/150 performance securities due Nov. 28, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XEW7

• Income plus notes with minimum coupon due June 1, 2020 linked to a basket of common stocks of Apple Inc., eBay Inc., Altria Group, Inc., PepsiCo, Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XEJ6

• Annual income opportunity notes due June 1, 2020 linked to Consolidated Edison, Inc., Darden Restaurants, Inc., Exelon Corp., Goldcorp Inc., Lorillard, Inc., Mattel, Inc., Nvidia Corp., Southern Co., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XEG2

• 0% digital-plus barrier notes due June 1, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XF71

• 5%-6% autocallable yield notes due Dec. 1, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XFC0

• 5.25%-6.25% autocallable yield notes due Dec. 1, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XFB2

• 0% buffered uncapped market participation securities due May 31, 2016 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEL1

• 0% buffered uncapped market participation securities due May 31, 2017 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XDL2

• 0% buffered Accelerated Market Participation Securities due June 1, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XF55

• Buffered Accelerated Market Participation Securities due June 2, 2015 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEQ0

• 0% buffered Accelerated Market Participation Securities due June 2, 2015 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEV9

• 0% return optimization securities due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing May 28; Cusip: 40433X761

• 0% Accelerated Market Participation Securities due Dec. 3, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XES6

• 0% buffered Accelerated Market Participation Securities due June 1, 2016 linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XF63

• 0% airbag performance securities due May 31, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; 75% trigger; via HSBC Securities (USA) LLC with UBS Financial Services Inc.; pricing May 28; Cusip: 40433X753

• Buffered Accelerated Market Participation Securities due June 2, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEP2

• 0% buffered Accelerated Market Participation Securities due June 2, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEU1

• 0% buffered Accelerated Market Participation Securities due June 1, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XF48

• 0% Accelerated Market Participation Securities due Dec. 3, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XER8

• Buffered Accelerated Market Participation Securities due June 2, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEN7

• 0% buffered Accelerated Market Participation Securities due June 2, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XET4

• 0% buffered uncapped market participation securities due Nov. 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEK3

• 0% trigger performance securities due May 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40433X779

• 0% Buffered Accelerated Market Participation Securities due November 2014 linked to Apple Inc. common stock; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40432XFE6

• 0% currency Market Index Target-Term Securities due May 2015 linked to Brazilian real and Mexican peso; via BofA Merrill Lynch; pricing in May

• Market-linked step-up notes due May 2015 linked to the DAX Price Return index; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due May 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

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

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due May 29, 2018 linked to the common stocks of Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Coach, Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; Cusip: 48124JB64

• Digital contingent coupon certificates of deposit due May 29, 2019 linked to the common stocks of Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Coach, Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; 48124JB72

• Digital contingent coupon certificates of deposit due May 29, 2020 linked to the common stocks of Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Coach, Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; 48124JB80

• 0% certificates of deposit due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48124JZX9

• 0% certificates of deposit due May 29, 2020 linked to the J.P. Morgan Efficiente EM 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; Cusip: 48124JYW2

JPMORGAN CHASE & CO.

• Callable step-up fixed-rate notes due May 15, 2028; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DT74

• Callable step-up fixed-rate notes due May 15, 2020; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DT90

• Fixed-to-floating notes due May 15, 2023; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DU23

• 0% autocallable contingent interest notes due May 29, 2014 linked to Amazon.com, Inc. common stock; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126D4W6

• 0% autocallable contingent interest notes due May 29, 2014 linked to Ford Motor Co. common stock; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126D4V8

• 0% contingent absolute return autocallable optimization securities due May 16, 2014 linked to F5 Networks, Inc. shares; 75% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 10; Cusip: 48124B345

• 0% contingent absolute return autocallable optimization securities due May 16, 2014 linked to Ford Motor Co. shares; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 10; Cusip: 48124B337

• 0% quarterly review notes due May 22, 2014 linked to the price of palladium; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DU49

• Callable variable-rate range accrual certificates of deposit due May 15, 2028 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 10; Cusip: 48124JC22

• 7.75% reverse convertible notes due May 15, 2014 linked to Amazon.com, Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4R7

• 14.25% reverse convertible notes due Aug. 16, 2013 linked to Apollo Group Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4D8

• 13% reverse convertible notes due Aug. 16, 2013 linked to Barrick Gold Corp. stock; via JPMorgan; pricing May 13; Cusip: 48126D4F3

• 21.25% reverse convertible notes due Aug. 16, 2013 linked to Best Buy Co., Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4E6

• 18.75% reverse convertible notes due Nov. 18, 2013 linked to Cliffs Natural Resources Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4G1

• 11.5% reverse convertible notes due Nov. 18, 2013 linked to Expedia, Inc stock; via JPMorgan; pricing May 13; Cusip: 48126D4L0

• 10.75% reverse convertible notes due May 15, 2014 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4Q9

• 10.5% reverse convertible notes due May 15, 2014 linked to Hewlett-Packard Co. stock; via JPMorgan; pricing May 13; Cusip: 48126D4P1

• 16.25% reverse convertible notes due Nov. 18, 2013 linked to J.C. Penney Co., Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4H9

• 11% reverse convertible notes due Nov. 18, 2013 linked to Joy Global Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4K2

• 10.25% reverse convertible notes due May 15, 2014 linked to LinkedIn Corp. stock; via JPMorgan; pricing May 13; Cusip: 48126D4N6

• 18.25% reverse convertible notes due Nov. 18, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4J5

• 16.25% reverse convertible notes due Nov. 18, 2013 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing May 13; Cusip: 48126D4M8

• Fixed-to-floating-rate notes due May 23, 2023; via J.P. Morgan Securities LLC; pricing May 20; Cusip: 48126DU31

• 6% to 8% autocallable yield notes due May 30, 2014 linked to the iShares MSCI Brazil Capped index fund and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D4S5

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3H0

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3J6

• 7%-9% autocallable yield notes due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3E7

• 7%-9% autocallable yield notes due Aug. 29, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3D9

• Market-linked notes with contingent coupons due May 31, 2023 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing May 28; Cusip: 48126D3X5

• 0% notes due May 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3U1

• Contingent interest notes due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3W7

• Periodic income certificates of deposit due May 29, 2020 linked to the J.P. Morgan Mozaic Fixed Income Index (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; Cusip: 48124JZR2

• 0% certificates of deposit due May 29, 2020 linked to the J.P. Morgan Mozaic Fixed Income Index (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; Cusip: 48124JZQ4

• 0% certificates of deposit due May 29, 2020 linked to the J.P. Morgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; Cusip: 48124JZT8

• 0% return notes due Aug. 29, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3N7

• 0% return notes due May 29, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3P2

• 9.5%-11.5% autocallable yield notes due Aug. 29, 2014 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3F4

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3G2

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3L1

• Contingent interest certificates of deposit due May 31, 2033 linked to the S&P 500 index; via J.P. Morgan Securities LLC (Morgan Stanley & Co. LLC will receive selling concessions); pricing May 28; Cusip: 48124JC30

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3M9

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3K3

• Capped contingent trigger equity notes with contingent interest due May 31, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126DR50

• 6% to 8% autocallable yield notes due Aug. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3B3

• 6.5% to 8.5% autocallable yield notes due Aug. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3C1

• Contingent coupon callable yield notes due May 31, 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 65% trigger; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3Y3

MORGAN STANLEY

• 11% autocallable single observation reverse exchangeable notes due May 15, 2014 linked to VeriFone Systems, Inc. shares; 65% trigger; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126D3A5

• 0% buffered return enhanced notes due Aug. 15, 2014 linked to the Brent blend crude oil; 90% trigger; via Morgan Stanley & Co. LLC; pricing May 10; Cusip: 6174824V3

• 0% capped contingent buffered return enhanced notes due May 20, 2015 linked to Apple Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48126D2X6

• 0% buffered jump securities due May 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFY0

• 0% lock-in buffered securities due May 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFX2

• Annual income notes due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48126D2Y4

• Contingent income securities due May 30, 2028 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFT1

• Contingent income securities due May 30, 2028 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGB9

• Contingent income securities due May 30, 2028 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFU8

• Contingent income securities due May 30, 2028 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFW4

• Contingent income securities due May 30, 2028 linked to the worse performing of the S&P 500 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGA1

• Contingent income securities due May 30, 2028 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFV6

• 0% Performance Leveraged Upside Securities due May 31, 2016 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFZ7

• 0% contingent return optimization securities due Nov. 30, 2015 linked to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing May 28; Cusip: 61762E257

• 0% trigger step performance securities due May 31, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 28; Cusip: 61762E273

• Contingent income autocallable securities due May 2016 linked to Bank of America Corp. shares; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E331

• Contingent income autocallable securities due May 2016 linked to Bank of America Corp. shares; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E349

• Contingent income autocallable securities due May 2014 linked to Coach, Inc. shares; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E323

• Contingent income autocallable securities due May 2016 linked to Coach, Inc. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E406

• 0% enhanced trigger jump securities due October 2016 linked to gold, silver and palladium; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 6174824Q4

• 0% buffered Performance Leveraged Upside Securities due November 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E307

• 0% trigger jump securities due May 30, 2014 linked to the S&P GSCI Cotton Index - Excess Return; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 6174824S0

ROYAL BANK OF CANADA

• 12.75% reverse convertible notes due Aug. 19, 2013 linked to Abercrombie & Fitch Co. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV29

• 11% reverse convertible notes due Nov. 19, 2013 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV78

• 10% reverse convertible notes due Nov. 19, 2013 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV86

• 12.25% reverse convertible notes due Aug. 19, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV37

• 11.25% reverse convertible notes due Nov. 19, 2013 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV94

• 15% reverse convertible notes due Nov. 19, 2013 linked to KB Home stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SW28

• 13.5% reverse convertible notes due Nov. 19, 2013 linked to Michael Kors Holdings Ltd. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SW36

• 15% reverse convertible notes due Nov. 19, 2013 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV60

• 12.25% reverse convertible notes due Nov. 19, 2013 linked to PulteGroup Inc. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SW44

• 10.75% reverse convertible notes due Nov. 19, 2013 linked to Seagate Technology plc stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SW51

• 11% reverse convertible notes due Aug. 19, 2013 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV45

• 12.75% reverse convertible notes due Aug. 19, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SV52

• 12.25% reverse convertible notes due Nov. 19, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SW77

• 10.5% reverse convertible notes due Nov. 19, 2013 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing May 14; Cusip: 78008SW69

• 0% bullish barrier enhanced return notes due May 20, 2015 linked to Apple Inc. shares; 80% trigger; via RBC Capital Markets, LLC; pricing May 15; Cusip: 78008ST4

• Redeemable step-up notes due May 17, 2028; via RBC Capital Markets, LLC; settlement May 17; Cusip: 78008SWC6

• 0% bullish barrier booster notes due June 3, 2016 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing May 28; Cusip: 78008SU79

• 0% return optimization securities due June 30, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 28; Cusip: 78008D521

• Bullish barrier enhanced return notes due June 3, 2016 linked to the S&P 500 index; 75% trigger; via RBC Capital Markets, LLC; pricing May 28; Cusip: 78008SU87

• 7.5% STEP Income Securities due May 2014 linked to Corning, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2014 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% Performance Leveraged Upside Securities due December 2014 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing in May; Cusip: 78008D513

• 8.5% STEP Income Securities due May 2014 linked to Under Armour, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% direct investment notes due July 9, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 5; Cusip: 78008SW85

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78008SU61

• 0% leveraged index-linked notes tied to the Euro Stoxx 50 index due in 24 to 27 months; via RBC Capital Markets, LLC; Cusip: 78008SU95

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI EAFE index fund; 90% trigger; via Goldman Sachs & Co.

• 15- to 17-month 0% buffered equity index-linked notes tied to the MSCI EAFE index; 85% trigger; via Goldman Sachs & Co.

SUNTRUST BANKS, INC.

• Fixed-to-floating-rate notes due May 29, 2018; via SunTrust Robinson Humphrey, Inc.; pricing May 23; Cusip: 86802WAW8

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due July 2014 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2014 linked to the S&P MidCap 400 index; via BofA Merrill Lynch; pricing in May

UBS AG, LONDON BRANCH

• 0% trigger phoenix autocallable optimization securities due May 16, 2018 linked to the Euro Stoxx 50 index and the Russell 2000 index; via UBS Securities LLC with distribution through Morgan Stanley Smith Barney LLC; pricing May 10; Cusip: 90271C403

• 7.5% to 9.5% airbag yield optimization notes due Nov. 18, 2013 linked to Beazer Homes USA, Inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 10; Cusip: 90271C502

• 7.5% to 9.5% airbag yield optimization notes due Nov. 18, 2013 linked to Riverbed Technology, Inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 10; Cusip: 90271C494

• Contingent income autocallable securities due May 18, 2018 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via UBS Securities LLC with distribution through Morgan Stanley Smith Barney LLC; pricing May 15; Cusip: 90271C411

• 0% contingent return optimization securities due Nov. 30, 2015 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C387

• 0% trigger step performance securities due Nov. 30, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C395

• 0% trigger performance securities due May 31, 2018 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C361

• 0% short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; Cusip: 90269V439

UNION BANK, NA

• 0% quarterly capped return market-linked certificates of deposit due May 31, 2018 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC; pricing May 28; Cusip: 90521AMV7

• 0% quarterly capped return market-linked certificates of deposit due May 31, 2018 linked to the S&P 500 index; via UnionBanc Investment Services, LLC; pricing May 28; Cusip: 90521AMR6

• Market-linked contingent return certificates of deposit due May 31, 2018 linked to an equally weighted basket of four currencies relative to the dollar (Brazilian real, Russian ruble, Indian rupee and Chinese renminbi); via UnionBanc Investment Services, LLC; pricing May 29; Cusip: 90521AMQ8

WELLS FARGO & CO.

• Market-linked notes due June 5, 2020 tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing May 31; Cusip: 94986RPT2

• Market-linked notes due June 5, 2020 tied to SPDR S&P 500 ETF Trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing May 31; Cusip: 94986RPS4

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