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Structured Products Calendar
BANK OF AMERICA CORP.
• Step-up callable notes due Dec. 28, 2025 with initial rate of at least 5%; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement Dec. 28; Cusip: 06048WEV8
• Fixed-to-floating notes due December 2020; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement in December; Cusip: 06048WEX4
• Step-up callable notes due Dec. 28, 2025; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December; Cusip: 06048WEV8
• 0% Accelerated Return Notes due February 2012 based on crude oil; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December
• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December
• 0% Market Index Target-Term Securities due December 2017 linked to a basket of equal weights of the S&P 500 index, the Euro Stoxx 50 index and the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December
• Three-year 0% enhanced buffer market-linked step-up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
• Five-year 0% Strategic Return Notes linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
• Two-year 0% Capped Leveraged Index Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
• Two-year 0% market-linked step-up notes linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
BANK OF MONTREAL
• 12% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Delta Air Lines, Inc.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAS6
• 11% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Las Vegas Sands Corp.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAT4
• 20.75% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Las Vegas Sands Corp.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAU1
• 13.7% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of McMoRan Exploration Co.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAX5
• 27% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of McMoRan Exploration Co.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAY3
• 12% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of MGM Resorts International; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAV9
• 22.3% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of MGM Resorts International; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAW7
• 19.15% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Netflix Inc.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QAZ0
• 12.25% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Office Depot, Inc.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QBA4
• 10% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Research in Motion, Ltd.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QBB2
• 12% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Stillwater Mining Co.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QBC0
• 21% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Stillwater Mining Co.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QBD8
• 11% annualized reverse exchangeable notes due March 31, 2011 linked to the common stock of Wells Fargo & Co.; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 06366QBE6
BARCLAYS BANK DELAWARE
• 0.25%-1% certificates of deposit due Dec. 29, 2015 linked to gold; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Dec. 23; Cusip: 06740AMW6
• 0.4%-1% certificates of deposit due Dec. 29, 2015 linked to the S&P 500 index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Dec. 23; Cusip: 06740AMS5
BARCLAYS BANK PLC
• 0.70% notes due Dec. 24, 2015 linked to the Barclays Capital Commodity Producers Currency Index (CPCI) - 6 VA USD Excess Return; via Barclays Capital Inc.; pricing Dec. 21; Cusip 06740PYH3
• 0% annual autocallable notes due Dec. 27, 2013 linked to the Hang Seng China Enterprises index; via Barclays Capital Inc.; pricing Dec. 21; Cusip: 06740PW77
• 0% buffered Super Track digital notes due June 26, 2012 based on S&P 500 index; 75% trigger; via Barclays Capital Inc.; pricing Dec. 21; Cusip: 06740PW69
• 0% quarterly autocallable notes due Jan. 3, 2012 linked to WTI light sweet crude oil; via Barclays Capital Inc.; pricing Dec. 21; Cusip: 06740PW85
• 0% return optimization securities with partial protection due Dec. 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 22; Cusip: 06740P684
• 0% double short leverage securities due Dec. 30, 2013 linked to the Barclays Capital 10Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 23; Cusip 06740PY91
• 0% double short leverage securities due Dec. 30, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 23; Cusip: 06740PU95
• 0% notes due Dec. 27, 2012 linked to Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 23; Cusip: 06740P676
• 0% return optimization securities with partial protection due Dec. 28, 2012 linked to the price of gold; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 23; Cusip: 06740P718
• 11% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXC5
• 9% reverse convertible notes due June 30, 2011 linked to Alcoa Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU20
• 11% reverse convertible notes due June 30, 2011 linked to Alcoa, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT30
• 13.2% reverse convertible notes due June 30, 2011 linked to Alpha Natural Resources, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXD3
• 10.7% reverse convertible notes due June 30, 2011 linked to Apollo Group, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXE1
• 12.1% reverse convertible notes due June 30, 2011 linked to Baidu, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXF8
• 13% reverse convertible notes due June 30, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT48
• 10.25% reverse convertible notes due Dec. 30, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU61
• 10.4% reverse convertible notes due March 31, 2011 linked to Barrick Gold Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PX76
• 9.25% reverse convertible notes due Dec. 30, 2011 linked to Citigroup Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU79
• 10.4% reverse convertible notes due Dec. 30, 2011 linked to Cliffs Natural Resources Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXU5
• 10.5% reverse convertible notes due June 30, 2011 linked to Cree, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXG6
• 10.4% reverse convertible notes due Dec. 30, 2011 linked to Delta Airlines, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXV3
• 11.3% reverse convertible notes due June 30, 2011 linked to First Solar, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXK7
• 10.75% reverse convertible notes due June 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU46
• 11.2% reverse convertible notes due June 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXJ0
• 10% reverse convertible notes due Dec. 30, 2011 linked to Garmin Ltd. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXX9
• 10.5% reverse convertible notes due Dec. 30, 2011 linked to Genworth Financial, Inc. (Class A) stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXW1
• 10% reverse convertible notes due June 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXL5
• 10.4% reverse convertible notes due June 30, 2011 linked to Halliburton Co. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXM3
• 14.1% reverse convertible notes due March 31, 2011 linked to InterOil Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PX84
• 9.75% reverse convertible notes due June 30, 2011 linked to Janus Capital Group Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT55
• 9.25% reverse convertible notes due June 30, 2011 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT63
• 10.4% reverse convertible notes due March 31, 2011 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PX92
• 10.6% reverse convertible notes due Dec. 30, 2011 linked to Memc Electronic Materials, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PY34
• 9.25% reverse convertible notes due June 30, 2011 linked to MetLife, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT71
• 12.1% reverse convertible notes due Dec. 30, 2011 linked to Netflix, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXY7
• 8.75% reverse convertible notes due Dec. 30, 2011 linked to Noble Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU87
• 10.75% reverse convertible notes due June 30, 2011 linked to Noble Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT89
• 12.6% reverse convertible notes due June 30, 2011 linked to Patriot Coal Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXN1
• 11.5% reverse convertible notes due June 30, 2011 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU38
• 10.9% reverse convertible notes due June 30, 2011 linked to Research In Motion Ltd. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXP6
• 12.25% reverse convertible notes due June 30, 2011 linked to Research In Motion Ltd. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PU53
• 0% buffered Super Track digital notes due June 29, 2012 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing Dec. 27; Cusip: 06740PS98
• 0% buffered Super Track digital notes due June 29, 2012 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing Dec. 27; Cusip: 06740PT22
• 13% reverse convertible notes due March 31, 2011 linked to Saks Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXA9
• 10.2% reverse convertible notes due June 30, 2011 linked to salesforce.com, inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXH4
• 10.3% reverse convertible notes due Dec. 30, 2011 linked to SanDisk Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PY26
• 11.7% reverse convertible notes due Dec. 30, 2011 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXZ4
• 11.25% reverse convertible notes due June 30, 2011 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXQ4
• 13.8% reverse convertible notes due March 31, 2011 linked to Trina Solar Ltd. (American Depositary Shares) stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXB7
• 12.5% reverse convertible notes due June 30, 2011 linked to United Continental Holdings, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXR2
• 11.8% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXT8
• 9% reverse convertible notes due June 30, 2011 linked to U.S. Bancorp stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PT97
• 12.5% reverse convertible notes due June 30, 2011 linked to Walter Energy, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PXS0
• 11% reverse convertible notes due Dec. 30, 2011 linked to Wynn Resorts, Ltd. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06740PY42
BNP PARIBAS
• 0% notes due March 27, 2013 based on S&P 500 index; 70% trigger; via BNP Paribas Securities and Advisors Asset Management, Inc.; pricing Dec. 21; Cusip: 05567LR82
CITIGROUP FUNDING INC.
• Callable Libor range accrual notes due Dec. 23, 2020; via Citigroup Global Markets Inc.; settlement in December; Cusip 1730T0LM9
• Callable step-up coupon notes due Dec. 22, 2025; via Citigroup Global Markets Inc.; settlement on Dec. 22; Cusip: 1730T0JW0
• 0% jump securities due Jan. 26, 2012 linked to silver; via Citigroup Global Markets Inc.; pricing Dec. 23; Cusip: 1730T0LK3
• 8%-10% Equity LinKed Securities due June 22, 2011 linked to the common stock of Dow Chemical Co.; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip: 17316G586
• 0% market-linked notes due Dec. 27, 2017 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip: 1730T0LF4
• 10%-12% Equity LinKed Securities due June 22, 2011 linked to the common stock of Ford Motor Co.; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip: 17316G594
• 0% buffered Performance Leveraged Upside Securities due Dec. 26, 2012 linked to the iShares MSCI Emerging Markets index fund; Citigroup Global Markets Inc.; pricing on Dec. 27; Cusip: 17316G610
• 0% return optimization securities with contingent protection due March 31, 2015 linked to the iShares MSCI Emerging Markets index fund, iShares MSCI EAFE index fund and SPDR S&P 500 ETF trust; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 28; Cusip: 06738G720
• Callable leveraged CMS spread notes due Dec. 23, 2030 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; pricing in December; Cusip: 1730T0LH0
• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
CREDIT SUISSE AG, NASSAU BRANCH
• 9% callable yield notes due March 27, 2012 linked to the Russell 2000 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 21; Cusip 22546EM43
• Contingent coupon autoallable notes due Jan. 5, 2015 based on Alcoa Inc., American Express Co., Pfizer Inc., Halliburton Co. and Home Depot, Inc.; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 21
• High/low coupon callable yield notes due June 27, 2011 linked to the S&P 500 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 21; Cusip: 22546EL69
• High/low coupon callable yield notes due Dec. 27, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 21; Cusip 22546EM68
• High/low coupon callable yield notes due Dec. 27, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 21; Cusip 22546EM50
• 9%-11% callable yield notes due June 28, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EJ96
• 9.25%-11.25% callable yield notes due June 28, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EJ54
• High/low coupon callable yield notes due Dec. 28, 2011 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK94
• 8%-10% callable yield notes due June 28, 2011 linked to the S&P 500 index and the SPDR S&P Metals & Mining ETF; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK29
• 8.25%-10.25% callable yield notes due June 28, 2011 linked to the S&P 500 index and the SPDR S&P Metals & Mining ETF; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EJ62
• 9%-11% callable yield notes due June 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK37
• 9.5%-11.5% callable yield notes due June 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK45
• 10%-12% callable yield notes due June 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EJ70
• 9.25%-11.25% callable yield notes due Dec. 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK52
• 10%-12% callable yield notes due Dec. 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK60
• 10.5%-12.5% callable yield notes due Dec. 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the iShares MSCI Brazil index fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EJ88
• High/low coupon callable yield notes due Dec. 28, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546EK86
• 6.25%-7.25% callable yield notes due Dec. 30, 2011 based on the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22546EL44
DEUTSCHE BANK AG, LONDON BRANCH
• 0% autocallable optimization securities with contingent return due Dec. 29, 2015 based on the Russell 2000 index; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 22; Cusip: 25154P675
• 0% optimization securities with contingent return due June 28, 2012 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 22; Cusip: 25154P733
• 0% performance securities with contingent protection due Dec. 29, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 22; Cusip: 25154P741
• 0% alpha overlay securities due Feb. 21, 2012 linked to a basket holding the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing Jan. 14; Cusip: 2515A12C4
• 0% S&P plus tracker notes due Feb. 21, 2012 linked to the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index; via Deutsche Bank Securities Inc.; pricing Jan. 14; Cusip: 2515A1BX8
EKSPORTFINANS ASA
• 0% autocallable access securities with fixed percentage buffered downside due Jan. 4, 2013 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in December
• 14-month 0% Accelerated Return Notes linked to the spot price of copper; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
• 14-month 0% Accelerated Return Notes linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
GOLDMAN SACHS GROUP, INC.
• Callable step-up fixed-rate notes due Dec. 22, 2017; via Goldman Sachs & Co. and Incapital LLC; settlement on Dec. 22; Cusip: 38143UQL8
• Callable step-up fixed-rate notes due Dec. 22, 2025; via Goldman Sachs & Co. and Incapital LLC; settlement on Dec. 22; Cusip 38143UQM6
• Six-year 0% equity index-linked notes linked to the Dow Jones Industrial Average; via Goldman Sachs & Co.; Cusip: 38143UQJ3
• 13-month floating-rate index-linked notes tied to the Dow Jones - UBS Commodity Index Total Return; via Goldman Sachs & Co.
• 13-month floating-rate index-linked notes tied to the Dow Jones - UBS Commodity Index Total Return; via Goldman Sachs & Co.
• 18- to 21-month 0% leveraged buffered index-linked notes based on MSCI EAFE index and the iShares MSCI Emerging Markets index fund; 90% trigger; via Goldman, Sachs & Co.
• 27- to 30-month 0% leveraged basket-linked notes tied to the iShares FTSE/Xinhua China 25 index fund, iShares MSCI Australia index fund, iShares MSCI South Korea index fund and iShares MSCI Taiwan index fund; via Goldman Sachs & Co.
• 42-month 0% leveraged buffered equity index-linked notes based on iShares MSCI Emerging Markets index fund; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UPB1
• Six- to seven-month 0% autocallable buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• Six- to seven-month 0% autocallable buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
• Seven- to nine-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
• 13- to 15-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
• 15-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UNL1
• 18- to 21-month 0% leveraged index-linked notes based on S&P 500 index; via Goldman Sachs & Co.
• 18- to 21-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
• 18- to 21-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.
• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
• 10-year fixed-to-floating notes with 6.25% initial rate; via Goldman Sachs & Co.; Cusip 38143UQP9
• 12- to 14-month 0% equity index-linked notes tied to the Topix index; via Goldman Sachs & Co.
• 36- to 39-month 0% capped equity index-linked notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.
• 15-year callable quarterly index-linked range accrual notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UQN4
• 16- to 18-month 0% leveraged buffered basket-linked notes linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UPC9
HARRIS NA
• Callable six-month Libor range accrual certificates of deposit due Dec. 23, 2025; via BMO Capital Markets; settling Dec. 23; Cusip 41456TLF4
• Semiannual digital yield generator certificates of deposit due Dec. 29, 2017 linked to an equally weighted basket of Apple, Inc., Barrick Gold Corp., ConAgra Foods Inc., Duke Energy, Eli Lilly & Co., Exxon Mobil Corp., Home Depot Inc., Johnson & Johnson, Procter & Gamble Co. and Verizon Communications Inc.; via Incapital LLC; pricing Dec. 28; Cusip: 41456TLA5
• Semiannual digital yield generator certificates of deposit due Dec. 30, 2016 linked to an equally weighted basket of Apple, Inc., Barrick Gold Corp., ConAgra Foods Inc., Duke Energy, Eli Lilly & Co., Exxon Mobil Corp., Home Depot Inc., Johnson & Johnson, Procter & Gamble Co. and Verizon Communications Inc.; via Incapital LLC; pricing Dec. 28; Cusip: 41456TKY4
• Annual digital yield generator certificates of deposit due Dec. 29, 2017 linked to an equally weighted basket of Apple, Inc., Barrick Gold Corp., ConAgra Foods Inc., Duke Energy, Eli Lilly & Co., Exxon Mobile Corp., Home Depot Inc., Johnson & Johnson, Proctor & Gamble Co. and Verizon Communications Inc.; via Incapital LLC; pricing Dec. 28; Cusip: 41456TKZ1
• Annual digital yield generator certificates of deposit due Dec. 31, 2015 linked to an equally weighted basket of Apple, Inc., Barrick Gold Corp., ConAgra Foods Inc., Duke Energy, Eli Lilly & Co., Exxon Mobile Corp., Home Depot Inc., Johnson & Johnson, Proctor & Gamble Co. and Verizon Communications Inc.; via Incapital LLC; pricing Dec. 28; Cusip: 41456TKX6
• Certificates of deposit due Dec. 30, 2016 inversely linked to the Barclays 7-10 Year Treasury index; via Incapital LLC; pricing Dec. 28; Cusip: 41456TLB3
HSBC BANK USA, NA
• 0% global opportunity certificates of deposit due Dec. 28, 2017 linked to the Euro Stoxx 50 index, the Hang Seng index and the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40431GJJ9
• Far East opportunity certificates of deposit with minimum return due Dec. 28, 2017 linked to the Hang Seng index, MSCI Taiwan index, MSCI Singapore Free index and the Kospi 200 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40431GJM2
• 0% knock-out barrier certificates of deposit due Dec. 26, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40431GJG5
• 0% knock-out barrier certificates of deposit due Dec. 24, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40431GJH3
• Annual income opportunity certificates of deposit with auto cap feature due Dec. 29, 2017 linked the common stocks of Abbott Laboratories, Avon Products, Inc., CME Group Inc., Eli Lilly & Co., Exelon Corp., Exxon Mobil Corp., General Electric Co., KLA-Tencor Corp., Northern Trust Corp., Paychex Inc., Vulcan Materials Co. and Western Union Co.; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 40431GJR1
• 0% certificates of deposit due Dec. 28, 2017 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 40431GHV4
• "All up" principal-protected certificates of deposit due Dec. 30, 2016 with minimum payment guarantee in year one linked to a basket of the common stocks of Home Depot, Inc., Kraft Foods Inc., McDonald's Corp., Merck & Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 40431GHT9
• Annual income opportunity certificates of deposit with auto cap feature due Dec. 30, 2015 linked to the common stocks of Alcoa Inc., Altria Group Inc., Centurylink Inc., Consolidated Edison Inc., General Mills Inc., Gilead Sciences Inc., Intel Corp., Mosaic Co., Pfizer Inc., Schlumberger Ltd., U.S. Bancorp and Yum! Brands Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 28; Cusip: 40431GHZ5
• Annual income opportunity certificates of deposit with auto cap feature due Dec. 30, 2016 linked to the common stocks of Alcoa Inc., Altria Group Inc., Centurylink Inc., Consolidated Edison Inc., General Mills Inc., Gilead Sciences Inc., Intel Corp., Mosaic Co., Pfizer Inc., Schlumberger Ltd., U.S. Bancorp and Yum! Brands Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 28; Cusip: 40431GJB6
• Annual income opportunity certificates of deposit with auto cap feature due Dec. 30, 2016 linked to Banco Bradesco SA, China Mobile Ltd., Duke Energy Corp., Encana Corp., Goldcorp Inc., Home Depot, Inc., Honda Motor Co. Ltd., Lorillard, Inc., Novartis AG, Toronto-Dominion Bank, Total SA and Unilever NV; via HSBC Securities (USA) Inc.; pricing Dec. 28; Cusip: 40431GJP5
• Annual income opportunity certificates of deposit with auto cap feature due Dec. 30, 2016 linked to the common stocks of Banco Bradesco SA, China Mobile Ltd., Duke Energy Corp., Encana Corp., Goldcorp Inc., Home Depot, Inc., Honda Motor Co. Ltd., Lorillard, Inc., Novartis AG, Toronto-Dominion Bank, Total SA and Unilever NV; via HSBC Securities (USA) Inc.; pricing Dec. 28; Cusip: 40431GJF7
• Principal-protected fixed-to-floating inflation-linked certificates of deposit due Jan. 4, 2021 tied to the Consumer Price Index; via HSBC Securities (USA) Inc.; settling Jan. 4; Cusip 40431GKC2
HSBC USA INC.
• 0% buffered Accelerated Market Participation Securities due March 27, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1AZ6
• 0% buffered Accelerated Market Participation Securities due June 27, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BE2
• 0% buffered Accelerated Market Participation Securities due March 27, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1AX1
• 0% buffered Accelerated Market Participation Securities due June 27, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BC6
• 0% buffered Accelerated Market Participation Securities due March 27, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1AY9
• 0% buffered Accelerated Market Participation Securities due June 27, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BD4
• Return optimization securities with contingent protection due Dec. 31, 2012 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Dec. 22; Cusip: 40432R351
• 0% Accelerated Market Participation Securities due Jan. 26, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BG7
• 0% Accelerated Market Participation Securities due March 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BJ1
• 0% buffered Accelerated Market Participation Securities due March 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1AW3
• 0% buffered Accelerated Market Participation Securities due June 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BB8
• 0% Accelerated Market Participation Securities due Jan. 26, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BF9
• 0% Accelerated Market Participation Securities due March 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BH5
• 0% buffered Accelerated Market Participation Securities due March 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1AV5
• 0% buffered Accelerated Market Participation Securities due June 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1BA0
• 0% emerging markets Currency Accelerated Return Securities due Dec. 28, 2012 linked to the Brazilian real, Indian rupee and Chinese renminbi; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1BL6
• 0% Performance Leveraged Upside Securities due Jan. 30, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Smith Barney LLC; pricing Dec. 27; Cusip: 40432R369
• 8%-12% autocallable yield notes due Dec. 30, 2011 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 4042K1BK8
• 0% return optimization securities with contingent protection due March 31, 2015 linked to the iShares MSCI Emerging Markets index fund with a 40% weight, the iShares MSCI EAFE index fund with a 30% weight and the SPDR Trust Series 1 with a 30% weight; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Dec. 28; Cusip: 40432R419
• 0% gold participation notes due 2011 linked to the price of gold; via HSBC Securities (USA) Inc.; pricing in December; Cusip: 4042K1BM4
JPMORGAN CHASE BANK NA
• 0% commodity-linked certificates of deposit due Dec. 28, 2016 based on JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Dec. 22; Cusip: 48123YRR9
• 0% certificates of deposit due Dec. 28, 2017 linked to an equally weighted basket of the MSCI World index, the Dow Jones-UBS Commodity index and the JPMorgan GBI Global Bond Index Total Return hedged in U.S. dollars; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48123YRV0
• Callable six-month Libor range accrual certificates of deposit due Dec. 29, 2025; via J.P. Morgan Securities LLC as agent and Incapital LLC as distributor; settling Dec. 29; Cusip: 48123YRY4
JPMORGAN CHASE & CO.
• 10% reverse convertible notes due June 28, 2011 linked to Amazon.com, Inc. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A4Y0
• 9% reverse convertible notes due Dec. 28, 2011 linked to Apple Inc. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5D5
• 11.5% reverse convertible notes due June 28, 2011 linked to Bank of America Corp. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A4Z7
• 10% reverse convertible notes due June 28, 2011 linked to Ford Motor Co. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5A1
• 13.5% reverse convertible notes due June 28, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5B9
• 11% reverse convertible notes due Dec. 28, 2011 linked to International Paper Co. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5F0
• 0% buffered return enhanced notes due June 29, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48124A3X3
• 0% notes due Dec. 26, 2014 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48124A4S3
• 10.5% reverse convertible notes due Dec. 28, 2011 linked to Morgan Stanley stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5G8
• 0% buffered return enhanced notes due June 29, 2012 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48124A3Y1
• 0% buffered return enhanced notes due Dec. 28, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48124A4A2
• 0% buffered return enhanced notes due June 29, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48124A3Z8
• 12.5% reverse convertible notes due June 28, 2011 linked to VMware, Inc. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5C7
• 10.25% reverse convertible notes due Dec. 28, 2011 linked to Wells Fargo & Co. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5H6
• 12.25% reverse convertible notes due Dec. 28, 2011 linked to Yamana Gold Inc. stock; via JPMorgan; pricing Dec. 22; Cusip: 48124A5E3
• Floored floating-rate notes due Dec. 30, 2020; via J.P. Morgan Securities LLC; pricing Dec. 27; Cusip 48124A5S2
• 0% global expansion Performance Leveraged Upside Securities due June 27, 2012 based on iShares MSCI Emerging Markets index fund, iShares S&P GSCI Commodity-Indexed trust, iShares Dow Jones U.S. Real Estate index fund, iShares iBoxx $ High Yield Corporate Bond fund, iShares iBoxx $ Investment Grade Corporate Bond fund, iShares Barclays TIPS Bond fund, iShares MSCI Canada index fund, iShares MSCI Pacific ex-Japan index fund and Shares of the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Dec. 27; Cusip: 46634X617
• Callable range accrual notes due Dec. 30, 2025 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 27; Cusip: 48124A5K9
• At least 9% upside auto callable single observation reverse exchangeable notes due Dec. 30, 2011 linked to the common stock of Ford Motor Co.; 80% trigger; via J.P. Morgan Securities LLC; pricing Dec. 28; Cusip 48124A5X1
• At least 10.7% upside auto callable single observation reverse exchangeable notes due Dec. 30, 2011 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 70% trigger; via J.P. Morgan Securities LLC; pricing Dec. 28; Cusip 48124A5W3
• At least 9% upside auto callable single observation reverse exchangeable notes due Dec. 30, 2011 linked to the common stock of Wells Fargo & Co.; 80% trigger; via J.P. Morgan Securities LLC; pricing Dec. 28; Cusip 48124A5Y9
MORGAN STANLEY
• 11%-14% Equity LinKed Securities due June 24, 2011 based on Baidu, Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 27; Cusip: 61759G158
• Contingent income autocallable securities due Dec. 24, 2012 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing Dec. 27; Cusip 61759G166
• 7%-9% Equity LinKed Securities due June 24, 2011 based on JPMorgan Chase & Co. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 27; Cusip: 61759G141
• 0% buffered jump securities due Dec. 30, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing Dec. 27; Cusip: 617482PV0
• 0% buffered Performance Leveraged Upside Securities due December 2012 linked to S&P GSCI Brent Crude Index-Excess Return with a 25% weight, copper and palladium, both with 12.5% weights, and 10% weights for corn, cocoa, coffee, soybeans and sugar No. 111; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in December; Cusip 617482QD9
• 18- to 21-month 0% leveraged index-linked notes based on S&P 500 index; via Goldman Sachs & Co.
NOMURA AMERICA FINANCE, LLC
• Callable step-up notes due Dec. 22, 2025 with 5% initial rate; Nomura Securities International, Inc.; settlement on Dec. 22; Cusip: 65539AAJ9
• Callable step-up notes due Dec. 22, 2030 with 5.5% initial rate; Nomura Securities International, Inc.; settlement on Dec. 22; Cusip: 65539AAH3
• 0% currency-linked notes due December 2013 linked to the Brazilian real, Australian dollar, Norwegian krone and the Canadian dollar relative to the U.S. dollar; via Nomura Securities International, Inc.; pricing in December; Cusip: 65539AAF7
• 0% buffered Performance Leveraged Upside Securities due June 2011 linked to the iShares MSCI Emerging Markets index fund and the Euro Stoxx 50 index; via Morgan Stanley & Co. Inc.; pricing in December; Cusip 61759G174
ROYAL BANK OF CANADA
• Callable fixed-rate step-up notes due Dec. 28, 2020; via RBS Securities Inc.; pricing Dec. 22; Cusip: 78009KPQ9
• 14.25% reverse convertible notes due March 31, 2011 linked to Allegheny Technologies, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUV3
• 16% reverse convertible notes due March 31, 2011 linked to Apollo Group, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUU5
• 14.5% reverse convertible notes due March 31, 2011 linked to Arch Coal, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUT8
• 15.75% reverse convertible notes due March 31, 2011 linked to ATP Oil & Gas Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUW1
• 16.25% reverse convertible notes due March 31, 2011 linked to Baidu, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUX9
• 12.25% reverse convertible notes due June 30, 2011 linked to Bank of America Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KWB5
• 10.5% reverse convertible notes due March 31, 2011 linked to Blackstone Group LP stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUY7
• 15% reverse convertible notes due March 31, 2011 linked to Chico's FAS, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUZ4
• 11.5% reverse convertible notes due March 31, 2011 linked to Consol Energy Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVA8
• 12.25% reverse convertible notes due March 31, 2011 linked to Delta Airlines, Inc stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVB6
• 11% reverse convertible notes due March 31, 2011 linked to Fifth Third Bancorp stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVD2
• 14.75% reverse convertible notes due March 31, 2011 linked to First Solar, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVE0
• 11.25% reverse convertible notes due June 30, 2011 linked to Ford Motor Co. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KWD1
• 13.75% reverse convertible notes due March 31, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVC4
• 13.5% reverse convertible notes due March 31, 2011 linked to Genworth Financial Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVG5
• 18.25% reverse convertible notes due March 31, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVF7
• 11.25% reverse convertible notes due March 31, 2011 linked to Hartford Financial Services Group, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVH3
• 12.25% reverse convertible notes due March 31, 2011 linked to Imax Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVK6
• 20.5% reverse convertible notes due March 31, 2011 linked to InterOil Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVL4
• 0% buffered bullish enhanced return notes due Dec. 31, 2012 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUS0
• 12% reverse convertible notes due March 31, 2011 linked to Joy Global Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVM2
• 17.5% reverse convertible notes due March 31, 2011 linked to Las Vegas Sands Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVP5
• 15.75% reverse convertible notes due March 31, 2011 linked to McMoRan Exploration Co. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVR1
• 13% reverse convertible notes due March 31, 2011 linked to MercadoLibre Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVQ3
• 18.5% reverse convertible notes due March 31, 2011 linked to Netflix Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVS9
• 11.75% reverse convertible notes due June 30, 2011 linked to Peabody Energy Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KWC3
• 14.25% reverse convertible notes due March 31, 2011 linked to Petrohawk Energy Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVJ9
• 14.75% reverse convertible notes due March 31, 2011 linked to Rackspace Hosting, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVT7
• 13.75% reverse convertible notes due June 30, 2011 linked to Research In Motion Ltd. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KWE9
• 0% buffered bullish enhanced return notes due Dec. 31, 2012 based on S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KUR2
• 13% reverse convertible notes due March 31, 2011 linked to Supervalu Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVU4
• 11.75% reverse convertible notes due March 31, 2011 linked to Tesoro Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVX8
• 13% reverse convertible notes due March 31, 2011 linked to Titanium Metals Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVV2
• 18.75% reverse convertible notes due March 31, 2011 linked to Trina Solar Ltd. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVW0
• 13% reverse convertible notes due March 31, 2011 linked to United States Steel Corp. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVZ3
• 19.25% reverse convertible notes due March 31, 2011 linked to US Airways Group, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVN0
• 10.25% reverse convertible notes due June 30, 2011 linked to Whole Foods Market, Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KWF6
• 14.25% reverse convertible notes due March 31, 2011 linked to Wynn Resorts Ltd. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KVY6
• 10.75% reverse convertible notes due June 30, 2011 linked to Yamana Gold Inc. stock; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008KWA7
• Redeemable step-up notes due Dec. 23, 2020; via RBC Capital Markets, LLC; pricing in December; Cusip: 78008KUQ4
• Redeemable range accrual notes due Dec. 17, 2020 linked to the 10-year Constant Maturity Swap rate; via RBC Capital Markets, LLC; pricing in December; Cusip: 78008KTV5
• 0% direct investment notes due Feb. 8, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Jan. 5; Cusip: 78008KUN1
• 18- to 21-months 0% buffered equity index-linked notes based on MSCI EAFE index; 77.5% trigger; via Goldman Sachs & Co.
ROYAL BANK OF SCOTLAND NV
• Annual reset coupon securities due Dec. 29, 2015 linked to the S&P 500 index; via RBS Securities Inc.; pricing Dec. 23; Cusip: 78009KPK2
• Callable capped CMS steepener notes due Dec. 30, 2030 linked to the 30-year and two-year Constant Maturity Swap rates; via RBS Securities Inc.; pricing Dec. 27; Cusip: 78009KPR7
• 13.75% reverse convertible notes due March 31, 2011 linked to Arch Coal, Inc. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPY2
• 9.75% reverse convertible notes due June 30, 2011 linked to Bank of America Corp. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPW6
• 13.75% reverse convertible notes due March 31, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPZ9
• 13.25% reverse convertible notes due March 31, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KQB1
• 10% reverse convertible notes due June 30, 2011 linked to International Paper Co. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPV8
• 14% reverse convertible notes due March 31, 2011 linked to Las Vegas Sands Corp. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPX4
• 12.5% reverse convertible notes due June 30, 2011 linked to Research in Motion Ltd. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPT3
• 12.25% reverse convertible notes due June 30, 2011 linked to SanDisk Corp. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPU0
• 13.5% reverse convertible notes due March 31, 2011 linked to Silver Wheaton Corp. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KQA3
• 13.25% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009KPS5
SG STRUCTURED PRODUCTS, INC.
• 1% notes due Dec. 29, 2017 linked to the SGI Smart Market Neutral Commodity index; via SG Americas Securities, LLC and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 78423AB27
SOCIETE GENERALE, NEW YORK BRANCH
• 3.25%-3.75% single index fixed-rate series 2010-80 coupon notes due Dec. 31, 2013 linked to the S&P 500 index; 50% trigger; via Societe Generale and Advisors Asset Management, Inc.; pricing Dec. 21; Cusip: 78423AA93
AB SVENSK EXPORTKREDIT
• 0% Accelerated Return Notes due February 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December
• 8.5% STEP Income Securities due January 2012 linked to the common stock of Macy's, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December
• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in December or January
UBS AG, JERSEY BRANCH
• 0% return optimization securities with contingent protection due Dec. 31, 2013 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 22; Cusip: 902669241
UBS AG, LONDON BRANCH
• 13.7% annualized reverse convertible notes due March 25, 2011 linked to the common stock of AK Steel Holding Corp.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Dec. 22; Cusip: 902674CH1
• 21.4% annualized reverse convertible notes due March 25, 2011 linked to the common stock of Las Vegas Sands Corp.; 75% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Dec. 22; Cusip: 902674DJ6
• 15.4% annualized reverse convertible notes due March 25, 2011 linked to the common stock of McMoRan Exploration Co.; 70% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Dec. 22; Cusip: 902674DH0
• 16.5% annualized reverse convertible notes due March 25, 2011 linked to the common stock of Netflix, Inc.; 75% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Dec. 22; Cusip: 902674BZ2
• 0% optimization securities with contingent return due Dec. 31, 2012 linked to the S&P 500 index via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 22; Cusip: 90267F311
• 14% annualized reverse convertible notes due March 25, 2011 linked to the common stock of Sprint Nextel Corp.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Dec. 22; Cusip: 902674DK3
• 12% annualized reverse convertible notes due March 25, 2011 linked to the common stock of United States Steel Corp.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Dec. 22; Cusip: 902674CN8
• 0% return optimization securities with contingent protection due March 31, 2015 linked to a basket of the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and the SPDR S&P 500 exchange-traded fund trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 28; Cusip: 90267F246
UNION BANK, NA
• Zero-coupon principal-protected capped return market-linked certificates of deposit due Dec. 27, 2017 linked to the Dow Jones Industrial Average; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 21; Cusip: 90521ADW5
• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Dec. 29, 2014 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 21; Cusip: 90521ADU9
• 0% market-linked certificates of deposit due Dec. 27, 2017 linked to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via UnionBanc Investment Services, LLC; pricing Dec. 22; Cusip: 90521ADZ8
• Zero-coupon principal-protected market-linked certificates of deposit due Dec. 28, 2015 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 22; Cusip: 90521ADV7
• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due June 27, 2014 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Dec. 22; Cusip: 90521ADT2
WELLS FARGO BANK, NA
• Contingent annual interest market-linked certificates of deposit due Dec. 31, 2016 linked to the common stocks of Alcoa Inc., American Express Co., Apple Inc., AT&T Inc., Bank of America Corp., Ely Lilly & Co., Exelon Corp., General Electric Co., Home Depot, Inc., Intel Corp., Lockheed Martin Corp., Merck & Co., Inc., Philip Morris International Inc., Schlumberger NV (Schlumberger Ltd.), Verizon Communications Inc. and Wal-Mart Stores, Inc.; via distributor Incapital LLC; pricing Dec. 27; Cusip: 949748A80
• Contingent annual interest market-linked certificates of deposit due Dec. 31, 2015 linked the S&P GSCI Crude Oil Index Excess Return, the S&P GSCI Wheat Index Excess Return, the S&P GSCI Livestock Index Excess Return, gasoline, sugar, soybeans, zinc, gold, platinum and nickel; via distributor Incapital LLC; pricing Dec. 27; Cusip: 949748A72
• 0% access securities due July 2014 linked to platinum and palladium; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RCC3
WELLS FARGO & CO.
• Market-linked certificates of deposit due Dec. 30, 2016 linked to the equal weights of the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone, against the dollar; via Incapital LLC; pricing Dec. 23; Cusip: 949748B227
• 0% access securities with upside participation and fixed percentage buffered downside due Dec. 31, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Dec. 23; Cusip: 94986RCD1
• 0% access securities due July 2014 based on crude oil, platinum, copper, corn and cotton; 85% trigger; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RCB5
• 0% enhanced growth securities due July 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RBT7
• 0% enhanced growth securities due July 2013 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RBS9
• 0% enhanced growth securities due July 2014 linked to the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RBW0
• 0% enhanced growth securities due January 2015 linked to the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RBX8
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