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

Published on 5/14/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due May 17, 2016; via Bank of America Merrill Lynch; settlement May 17; Cusip: 06048WMG2

• Fixed-to-floating notes with a minimum coupon due May 17, 2017; via Bank of America Merrill Lynch; settlement May 17; Cusip: 06048WMF4

• Callable dual range accrual notes due May 28, 2027 linked to six-month Libor and the S&P 500 index; via Bank of America Merrill Lynch; settlement May 29; Cusip: 06048WMH0

• 0% Accelerated Return Notes due July 2013 linked to Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; via Bank of America Merrill Lynch; pricing in May

• Fixed-to-floating notes with a minimum coupon due May 2016; via Bank of America Merrill Lynch; pricing in May

• 0% Currency Market Index Target-Term Securities due June 2015 linked to the Chinese renminbi/dollar exchange rate measure; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due May 2014 linked to the Dow Jones Global Titans 50 index; via Bank of America Merrill Lynch; pricing in May

• 0% Market Index Target-Term Securities due May 2018 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in May

• 0% enhanced market-linked step-up notes with buffer due May 2015 linked to the Dow Jones industrial average; 90% trigger; via Bank of America Merrill Lynch; pricing in May

• 0% Strategic Accelerated Redemption Securities due May 2013 linked to the iShares MSCI EAFE index fund; via Bank of America Merrill Lynch; pricing in May

• 0% market-linked step-up notes due May 2015 linked to the MSCI Emerging Markets index; 90% trigger; via Bank of America Merrill Lynch; pricing in May

• 0% currency-linked step-up notes due May 2015 linked to the Norwegian krone and the Swedish krona, relative to the euro; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2013 linked to the Rogers International Commodity Index - Excess Return; via Bank of America Merrill Lynch; pricing in May

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

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

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

• 0% market-linked step-up notes due May 2015 linked to the S&P 500 index; 85% trigger; via Bank of America Merrill Lynch; pricing in May

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

• 0% Strategic Accelerated Redemption Securities due May 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2013 linked to the spot price of zinc; via Bank of America MerrillLynch; pricing in May

BANK OF MONTREAL

• 9% reverse exchangeable notes due Nov. 19, 2012 linked to the common stock of Alcoa Inc.; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBF1

• 9% reverse exchangeable notes due Nov. 19, 2012 linked to the common stock of Apple Inc.; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBG9

• 9% reverse exchangeable notes due Nov. 19, 2012 linked to the common stock of Amazon.com, Inc.; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBH7

•12% reverse exchangeable notes due Nov. 19, 2012 linked to the common stock of Allegheny Technologies, Inc.; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBJ3

• 10% reverse exchangeable notes due Nov. 19, 2012 linked to Baker Hughes Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBK0

• 9% reverse exchangeable notes due Nov. 19, 2012 linked to Cameron International Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBL8

• 9% reverse exchangeable notes due Nov. 19, 2012 linked to Chicago Bridge & Iron Co. NV common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBM6

• 9% reverse exchangeable notes due Nov. 19, 2012 linked to Goldman Sachs Group, Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBN4

• 11% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Goodyear Tire & Rubber Co. shares; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBP9

• 10% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Halliburton Co. shares; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBQ7

• 11% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Rackspace Hosting, Inc. shares; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBR5

• 14% annualized reverse exchangeable notes due Aug. 20, 2012 linked to Salesforce.com, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBB0

• 15% annualized reverse exchangeable notes due Aug. 20, 2012 linked to Sohu.com Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBC8

• 11% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Silver Wheaton Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBT1

• 10% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Suncor Energy, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBU8

• 11% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Transocean Ltd. shares; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBS3

• 11% annualized reverse exchangeable notes due Aug. 20, 2012 linked to United States Steel Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBE4

• 10% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Urban Outfitters, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBV6

• 12% annualized reverse exchangeable notes due Aug. 20, 2012 linked to Weatherford International Ltd. shares; 80% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBD6

• 9% annualized reverse exchangeable notes due Nov. 19, 2012 linked to Wynn Resorts Ltd. shares; 75% trigger; via BMO Capital Markets Corp.; pricing May 15; Cusip: 06366RBW4

• 0% contingent risk absolute return notes due May 30, 2014 linked to Apple Inc. common stock; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366Q7F8

• 7%-9% autocallable reverse exchangeable notes due May 31, 2013 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCC7

• 0% contingent risk absolute return notes due May 30, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RBY0

• 0% contingent risk absolute return notes due May 30, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCD5

• Range accrual notes with contingent downside protection due May 30, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366Q7B7

• 0% enhanced return barrier notes due May 29, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RBA2

• Contingent coupon barrier notes due May 31, 2016 linked to the S&P 500 index; 80% trigger; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RAZ8

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due May 30, 2017 linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical, Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 24; Cusip: 06426XDS6

• Contingent variable income market-linked certificates of deposit due May 30, 2019 linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical, Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 24; Cusip: 06426XDU1

• Contingent variable income market-linked certificates of deposit due May 30, 2018 linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical, Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 24; Cusip: 06426XDT4

• Contingent variable income market-linked certificates of deposit due May 30, 2019 linked to the S&P GSCI Cocoa Dynamic Roll Index Excess Return, the S&P GSCI Coffee Dynamic Roll Index Excess Return, the S&P GSCI Corn Dynamic Roll Index Excess Return, the S&P GSCI Cotton Dynamic Roll Index Excess Return, the S&P GSCI Gold Dynamic Roll Index Excess Return, the S&P GSCI Lead Dynamic Roll Index Excess Return, the S&P GSCI Natural Gas Dynamic Roll Index Excess Return, the S&P GSCI Silver Dynamic Roll Index Excess Return, the S&P GSCI Sugar Dynamic Roll Index Excess Return and the S&P GSCI Wheat Dynamic Roll Index Excess Return; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 24; Cusip: 06426XDW7

BARCLAYS BANK DELAWARE

• Certificates of deposit due May 30, 2019 linked to the Alcoa Inc., Amazon.com, Inc., Cheniere Energy, Inc., Halliburton Co., Newmont Mining Corp., Omnivision Technologies, Inc., Questcor Pharmaceuticals, SINA Corp., Southern Copper Corp. and Walgreen Co); via Barclays Capital Inc.; pricing May 24; Cusip: 06740AUB3

• 0.25%-0.5% certificates of deposit due May 30, 2019 linked to the Barclays Q-GSP Large Cap US Risk Controlled 5% USD ER index; via agent Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing May 24; Cusip: 06740ATV1

• Certificates of deposit due May 30, 2017 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Barclays Capital Inc.; pricing May 24; Cusip: 06740ATX7

• 0% certificates of deposit due May 30, 2019 linked to the S&P 500 index, Euro Stoxx 50 index and FTSE 100 index; via Barclays Capital Inc.; pricing May 24; Cusip: 06740ATT6

• 0.25%-0.5% certificates of deposit due May 30, 2018 linked to the S&P 500 index; via agent Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing May 24; Cusip: 06740ATZ2

• Certificates of deposit due May 30, 2019 linked to the S&P GSCI Sugar Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Corn Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Live Cattle Index Excess Return, S&P GSCI Gold Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing May 24; Cusip: 06740AUA5

BARCLAYS BANK PLC

• Callable step-up fixed-rate notes due May 21, 2020; via Barclays Capital Inc.; pricing May 16; Cusip: 06738K4K4

• 8%-10% autocallable yield notes due May 23, 2013 linked to the least performing of the Market Vectors Gold Miners exchange-traded fund, the S&P 500 index and the Russell 2000 index; 65% trigger; via Barclays Capital Inc.; pricing May 18; Cusip: 06738K4S7

• Contingent income autocallable securities due May 23, 2013 linked to Apple Inc. shares; via Barclays Capital Inc. with Morgan Stanley Smith Barney LLC as dealer; pricing May 18; Cusip: 06741L120

• 0% return enhanced notes due May 22, 2015 linked to a basket of the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via Barclays Capital Inc.; pricing May 18; Cusip: 06738K5L1

• 0% buffered Super Track notes due May 30, 2014 linked to the Hang Seng China Enterprises index; 90%trigger; via Barclays Capital Inc.; pricing May 24; Cusip: 06738K5D9

• 0% buffered SuperTrack digital notes due Nov. 29, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; 80% trigger; via Barclays Capital Inc.; pricing May 24; Cusip: 06738K5K3

• 0% notes due June 10, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing May 24; Cusip: 06738K5C1

• 0% buffered Super Track digital notes due Nov. 29, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via Barclays Capital Inc.; pricing May 24; Cusip: 06738K5K3

• 0% buffered Super Track notes due Nov. 30, 2015 linked to the S&P 500 index; 80% trigger; via Barclays Capital Inc.; pricing May 24; Cusip: 06738K4Q1

• Notes due May 27, 2016 linked to S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing May 24; Cusip: 06738K4M0

• 18.75% reverse convertible notes due Nov. 30, 2012 linked to Basic Energy Services, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JC72

• 15% reverse convertible notes due Nov. 30, 2012 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing May 25; Cusip: 06741JC80

• 0% notes due May 30, 2014 linked to the performance of the Chinese renminbi relative to the dollar; via Barclays Capital Inc.; pricing May 25; Cusip: 06738K5E

• 0% buffered Super Track notes due May 29, 2015 linked to the iShares Dow Jones U.S. Real Estate index fund; 80% trigger; via Barclays Capital Inc.; pricing May 25; Cusip: 06738K5F4

• 17.25% reverse convertible notes due Nov. 30, 2012 linked to Cobalt International Energy, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JC98

• 19.25% reverse convertible notes due May 31, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JD30

• 11.5% reverse convertible notes due Aug. 31, 2012 linked to Northern Oil & Gas, Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JC56

• 0% buffered Super Track digital notes due Nov. 29, 2013 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing May 25; Cusip: 06738K5A5

• 16% reverse convertible notes due Aug. 31, 2012 linked to Supervalu Inc. stock; via Barclays Capital; pricing May 25; Cusip: 06741JC64

• 12% reverse convertible notes due May 31, 2013 linked to United States Steel Corp. stock; via Barclays Capital; pricing May 25; Cusip: 06741JD48

• 9.25% reverse convertible notes due May 31, 2013 linked to Cummins Inc stock; via Barclays Capital; pricing May 29; Cusip: 06741JD71

• 10.5% reverse convertible notes due Nov. 30, 2012 linked to Nvidia Corp. stock; via Barclays Capital; pricing May 29; Cusip: 06741JD63

• 12% reverse convertible notes due Nov. 30, 2012 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing May 29; Cusip: 06741JD55

• 0% buffered Super Track digital notes due May 30, 2014 linked to the SPDR S&P Metals & Mining exchange-traded fund; via Barclays Capital Inc.; pricing May 29; Cusip: 06738K4R9

• Annual reset coupon buffered notes due May 31, 2017 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 29; Cusip: 06738K4V0

• 0% Performance Leveraged Upside Securities due July 3, 2013 linked to the S&P 500 index; via Barclays Capital Inc. with Morgan Stanley Smith Barney LLC; pricing May 30; Cusip: 06741L138

• 0% Accelerated Return Notes due July 2013 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in May

• Market-linked step-up notes due May 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May

BMO HARRIS BANK NA

• Semiannual digital yield generator certificates of deposit due May 31, 2018 linked to the common stocks of Altria Group Inc., Barrick Gold Corp., Cablevision Systems Corp., CSX Corp., Eli Lilly & Co., HSBC Holdings plc, Lockheed Martin Corp., Royal Caribbean Cruises Ltd., Verizon Communications Inc. and Whirlpool Corp.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing May 25; Cusip: 05573JGW8

• Semiannual digital yield generator certificates of deposit due May 31, 2019 linked to the common stocks of Altria Group Inc., Barrick Gold Corp., Cablevision Systems Corp., CSX Corp., Eli Lilly & Co., HSBC Holdings plc, Lockheed Martin Corp., Royal Caribbean Cruises Ltd., Verizon Communications Inc. and Whirlpool Corp.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing May 25; Cusip: 05573JGU

CITIGROUP FUNDING INC.

• Non-callable fixed-to-floating notes due May 30, 2015; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 1730T0XF1

• Autocallable contingent coupon equity-linked securities due May 30, 2013 tied to Apple Inc.; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 1730T0XJ3

• 0.5% market-linked notes due June 7, 2018 tied to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 1730T0XG9

• 0% buffered return optimization securities due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing May 25; Cusip: 17318Q848

• Annual observation coupon notes due June 1, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 25; Cusip: 1730T0XB0

• 0% buffered digital plus notes due Dec. 2, 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 1730T0XK0

• 0% buffered digital notes due June 2, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 1730T0XL8

• 0% jump securities due Dec. 5, 2012 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing May 30; Cusip: 17318Q814

• 0% dual directional trigger Performance Leveraged Upside Securities due June 4, 2014 linked to the Russell 2000 index; 80% trigger; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing May 30; Cusip: 17318Q822

• 0% buffered Performance Leveraged Upside Securities due May 29, 2014 linked to the S&P 100 index; via Citigroup Global Markets Inc.; pricing May 30; Cusip 17318Q798

• 0% buffered Performance Leveraged Upside Securities due June 4, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC; pricing May 30; Cusip: 17318Q855

• 9%-11% annualized single observation Equity LinKed Securities due Dec. 27, 2012 tied to Valero Energy Corp. shares; via Citigroup Global Markets Inc.; pricing May 30; Cusip: 17318Q830

• 0% Index Leading Stockmarket Return Securities due June 5, 2014 linked to the Citi Volatility Balanced Beta (VIBE) Equity US Price Return index; via Citigroup Global Markets Inc.; pricing May 31; Cusip: 1730T0XE4

CREDIT SUISSE AG, NASSAU BRANCH

• 0% digital plus barrier notes due May 31, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 17; Cusip: 22546TSY8

• 6.25%-8.25% callable yield notes due Aug. 26, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 18; Cusip: 22546TSX0

• 0% autocallable buffered return equity securities due May 28, 2014 linked to Apple Inc.; via Credit Suisse Securities (USA) LLC; pricing May 22; Cusip: 22546TTR2

• 0% absolute return barrier securities due May 30, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22546TTC5

• 0% accelerated return notes due May 29, 2015 linked to the Russell 2000 index; 63% trigger; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546TTK7

• Contingent coupon buffered notes due May 30, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546TSV4

• 0% digital plus barrier notes due May 31, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546TSW2

• High/low coupon callable yield notes due Aug. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546TSS1

• 0% accelerated return securities due May 29, 2015 linked to a basket consisting of the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546TRS2

• 7.5%-8.5% callable yield notes due May 30, 2014 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546TTJ0

• 5.25%-6.75% callable yield notes due June 4, 2013 linked to the S&P 500 index, the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22546TSZ5

• 9.5%-10.5% callable yield notes due June 5, 2013 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546TST9

• High/low coupon callable yield notes due Sept. 5, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546TSR3

• Contingent coupon buffered notes due June 5, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546TSU6

DEUTSCHE BANK AG, LONDON BRANCH

• High/low coupon autocallable securities due May 22, 2013 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via Deutsche Bank Securities Inc.; pricing May 16; Cusip: 2515A1JW2

• 0% market contribution securities due May 21, 2015 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc.; pricing May 17; Cusip: 2515A1JK8

• 0% capped buffered underlying securities due May 25, 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc.; pricing May 18; Cusip: 2515A1JQ5

• 5%-7% annualized airbag yield optimization notes due Nov. 26, 2012 linked to Cummins Inc. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 18; Cusip: 25154X801

• 7%-9.5% annualized airbag yield optimization notes due Nov. 26, 2012 linked to Delta Air Lines, Inc. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 18; Cusip: 25154X884

• 6.65%-8.65% annualized airbag yield optimization notes due Nov. 26, 2012 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 18; Cusip: 25154X876

• 6%-8% annualized airbag yield optimization notes due Nov. 26, 2012 linked to Potash Corp. of Saskatchewan Inc. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 18; Cusip: 25154X868

• 5.4%-7.4% annualized airbag yield optimization notes due Nov. 26, 2012 linked to Schlumberger Ltd. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 18; Cusip: 25154X702

GOLDMAN SACHS BANK USA

• 0% equity-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average; via Goldman Sachs & Co. with Incapital LLC; pricing May 24; Cusip: 38143ARV9

• Contingent coupon certificates of deposit due 2018 linked to Staples, Inc., Walgreen Co., Marathon Petroleum Corp., Aflac Inc., Medtronic, Inc., Northrop Grumman Corp., Hewlett-Packard Co., Freeport-McMoRan Copper & Gold Inc., Verizon Communications Inc. and Entergy Corp.; via Goldman Sachs & Co. with Incapital LLC; pricing May 24; Cusip: 38143AQZ1

• Contingent coupon certificates of deposit due 2017 linked to Altria Group, Inc., Amgen Inc., Apple Inc., Barrick Gold Corp., Bristol-Meyers Squibb Co., Intel Corp., McDonald's Corp., PepsiCo, Inc., Southern Co., Inc. and Verizon Communications Inc.; via Goldman Sachs & Co. with Incapital LLC; pricing May 25; Cusip: 38143ARR8

• Contingent coupon certificates of deposit due 2018 linked to Altria Group, Inc., Amgen Inc., Apple Inc., Barrick Gold Corp., Bristol-Meyers Squibb Co., Intel Corp., McDonald's Corp., PepsiCo, Inc., Southern Co., Inc. and Verizon Communications Inc.; via Goldman Sachs & Co. with Incapital LLC; pricing May 25; Cusip: 38143ARS6

• Contingent coupon certificates of deposit due 2019 linked to Altria Group, Inc., Amgen Inc., Apple Inc., Barrick Gold Corp., Bristol-Meyers Squibb Co., Intel Corp., McDonald's Corp., PepsiCo, Inc., Southern Co., Inc. and Verizon Communications Inc.; via Goldman Sachs & Co. with Incapital LLC; pricing May 25; Cusip: 38143ARN7

GOLDMAN SACHS GROUP, INC.

•18-month 0% absolute return knock-out notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U4A6

• Fixed-to-floating notes due May 2017; via Goldman Sachs & Co.; settlement in May; Cusip: 38143U3T6

• Callable step-up fixed-rate notes due May 2019; via Goldman Sachs & Co. and Incapital LLC; settling in May; Cusip: 38143U3Y5

• 0% five-year basket-linked notes linked to the best performing of three baskets containing different combinations of the currency component (Brazilian real, British pound, euro and Japanese yen), the S&P GSCI Excess Return index, the equity component (S&P 500 index, Euro Stoxx 50 index, Topix index and iShares MSCI Emerging Markets index fund) and the iShares Barclays 7-10 Year Treasury bond fund; via Goldman Sachs & Co.; Cusip 38143U3T6

• 42-month 0% buffered index-linked digital notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U3H2

• Five-year 0% equity index-linked notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U3A7

• 24-month 0% buffered index fund-linked notes tied to the iShares MSCI Emerging Markets index fund; 85% trigger; via Goldman Sachs & Co.; Cusip: 38143U3S8

• 24- to 26-month 0% buffered notes linked to a basket containing the MSCI EAFE index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UU41

• 0% buffered index-linked digital notes tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U3R0

• 17- to 20-month 0% index-linked digital notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 0% leveraged buffered index-linked notes due 18 months after issue tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U3Q2

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38147B190

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

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

• 24-month 0% buffered index-linked digital notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U3G4

• 36- to 39-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• Five-year buffered index-linked range accrual notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U3C3

• 0% buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U3P4

• 15-year callable monthly range accrual notes linked to the S&P 500 index and six-month Libor; 73%-77% trigger; via Goldman Sachs & Co.; Cusip: 38143U3B5

HSBC BANK USA, NA

• 0% Global Opportunity certificates of deposit due May 30, 2019 linked to the Dow Jones industrial average, the Euro Stoxx 50 index and the TWSE index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40431GS75

• 0.2%-0.3% growth opportunity certificates of deposit due May 29, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40431GT25

• Head-Start Annual Income Opportunity certificates of deposit with auto cap feature due May 30, 2019 linked to the common stocks of American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberley-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Mosaic Co., Pfizer Inc., Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GS67

• Annual income opportunity certificates of deposit with auto cap due May 30, 2018 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Mosaic Co., Pfizer Inc., Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GS34

• Income Plus certificates of deposit due May 30, 2019 with 3.5% potential coupon linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GR76

• Income Plus certificates of deposit due May 30, 2019 with 5% potential coupon linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GR84

• Income Plus certificates of deposit due May 30, 2019 with 6.5% potential coupon linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40431GR92

• Annual income opportunity certificates of deposit with auto cap due May 31, 2017 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Mosaic Co., Pfizer Inc., Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GS26

• Annual income opportunity certificates of deposit with auto cap due May 31, 2019 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Mosaic Co., Pfizer Inc., Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GS42

• Annual income opportunity certificates of deposit with auto cap due May 29, 2019 linked to Amgen Inc., Applied Materials, Inc., Exelon Corp., General Electric Co., Intel Corp., Lorillard, Inc., PepsiCo, Inc., Pfizer Inc., Procter & Gamble Co. and Time Warner Cable Inc.; via via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GU23

• Annual income opportunity certificates of deposit with auto cap due May 31, 2019 linked to AstraZeneca plc, Encana Corp., General Mills, Inc., Gerdau SA, Home Depot, Inc., Icici Bank Ltd., Randgold Resources Ltd., Taiwan Semiconductor Manufacturing Co. Ltd., Unilever NV and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 40431GT33

HSBC USA INC.

• 7%-9% autocallable yield notes due May 28, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1H97

• 0% buffered Accelerated Market Participation Securities due Nov. 27, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1J79

• 0% buffered Accelerated Market Participation Securities due Nov. 27, 2013 linked to the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1J61

• 0% buffered Accelerated Market Participation Securities due Nov. 27, 2013 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1J53

• 10%-12% autocallable yield notes due May 28, 2013 linked to the S&P 500 index and the Russell 2000 index; 75% trigger: pricing May 22; Cusip: 4042K1H8

• 0% buffered Accelerated Market Participation Securities due Nov. 27, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1J46

• 0% buffered Accelerated Market Participation Securities due Nov. 27, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1J38

• 0% buffered Accelerated Market Participation Securities due Nov. 27, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 4042K1J20

• 0% leveraged buffered uncapped market participation notes due May 29, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 4042K1K69

• 0% 50/150 performance notes due May 26, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 4042K1K51

• 0% performance notes due Nov. 28, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 4042K1K77

• 0% buffered uncapped market participation securities due May 29, 2015 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1J95

• 0% autocallable notes due May 30, 2014 linked to the Russell 2000 index; 70% trigger; via HSBC Securities(USA) Inc.; pricing May 24; Cusip: 4042K1L68

• 0% buffered uncapped market participation securities due May 29, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1J87

• 0% buffered performance plus securities due May 27, 2016 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1K93

• 0% buffered performance plus securities due May 29, 2015 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1K85

• Annual income opportunity notes with auto cap due May 30, 2019 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Inc., Mosaic Co., Pfizer Inc., Polo Ralph LaurenCorp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1K44

• Head start annual income opportunity notes with auto cap due May 30, 2017 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Inc., Mosaic Co., Pfizer Inc., Polo Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 4042K1K36

• 0% trigger performance securities due May 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing May 25; Cusip: 40433M831

• Fixed-to-floating notes with a minimum coupon due May 2017; via Bank of America Merrill Lynch and HSBC Securities (USA) Inc.; pricing in May

• 0% Accelerated Return Notes due August 2013 linked to the spot price of gold; via Bank of America Merrill Lynch; pricing in May

• Capped Leveraged Index Return Notes due May 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2013 linked to the S&P 500 index; 95% trigger; via Bank of America Merrill Lynch; pricing in May

• 8.5% STEP Income Securities due June 2013 linked to Schlumberger Ltd. shares; via Bank of America Merrill Lynch; pricing in May

JPMORGAN CHASE BANK, NA

• Index annual income certificates of deposit due May 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC (agent) and Incapital LLC (distributor); pricing May 18; Cusip: 48124JCT3

• Digital contingent coupon certificates of deposit due May 31, 2017 linked to the common stocks of Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48124JCQ9

• Digital contingent coupon certificates of deposit due May 31, 2018 linked to the common stocks of Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48124JCR7

• Digital contingent coupon certificates of deposit due May 31, 2019 linked to the common stocks of Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing May 25; Cusip: 48124JCP1

• 0% certificates of deposit due Nov. 30, 2018 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); pricing May 25; Cusip: 48124JCA4

• 0% certificates of deposit due Nov. 30, 2018 linked to the JPMorgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48124JCF3

• 0% certificates of deposit due Nov. 30, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48124JCE6

• 0% certificates of deposit due May 31, 2018 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 25; Cusip: 48124JCB2

JPMORGAN CHASE & CO.

• 0% notes due Aug. 18, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48125VWQ9

• High/low coupon callable yield notes due May 21, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 16; Cusip: 22546TSP7

• Callable variable-rate range accrual notes due May 21, 2027 linked to the S&P 500 index and six-month Libor; via J.P. Morgan Securities LLC; pricing May 16; Cusip: 48125VUN8

• 0% capped buffered return enhanced notes due Sept. 21, 2012 linked to a Brent crude oil futures contract; via J.P. Morgan Securities LLC; pricing May 18; Cusip: 48125VUT5

• 7%-7.5% autocallable yield notes due May 24, 2013 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 21; Cusip: 48125VWR7

• 0% return enhanced notes due May 30, 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXX3

• 0% buffered return enhanced notes due May 30, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VWX4

• 0% buffered return enhanced notes due Nov. 29, 2013 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VWU0

• 0% notes due May 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXF2

• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due May 31, 2016; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXA3

• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due May 31, 2018; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXB1

• 0% return notes due Aug. 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VWZ9

• 10%-11% autocallable yield notes due May 31, 2013 linked to the lesser performing of the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXD7

• 0% buffered return enhanced notes due Nov. 29, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VWT3

• 0% callable Cert Plus securities due May 29, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 25; Cusip: 22546TTH4

• 0% buffered return enhanced notes due Nov. 29, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VWW6

• 8%-9% autocallable yield notes due May 31, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXC9

• 11.5%-12.5% autocallable yield notes due May 31, 2013 linked to the least performing of the SPDR S&P Metals & Mining exchange-traded fund, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VXE5

LLOYDS TSB BANK PLC

• Callable step-up fixed-rate notes due June 8, 2027; via Barclays Capital Inc.; pricing June 6; Cusip: 5394E8AT6

• Callable six-month Libor and S&P 500 index range accrual notes due June 8, 2027; via Barclays Capital Inc.; pricing June 6; Cusip: 5394E8AS8

MORGAN STANLEY

• Senior fixed-to-floating notes due May 16, 2022; via Morgan Stanley & Co. LLC; settlement May 16; Cusip: 61760QBG8

• Senior fixed-to-floating notes due May 21, 2021 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settlement May 21; Cusip: 61760QBE3

• Senior fixed-rate step-up securities due May 22, 2017 denominated in Canadian dollars and payable in U.S. dollars; via Morgan Stanley & Co. LLC; settlement May 22; Cusip: 61760QBF

• 0% dual directional trigger securities due May 30, 2014 linked to the S&P 500 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 617482Q98

• 0% market-linked notes due May 29, 2015 based on the quarterly capped performance of the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 617482Q80

• 0% buffered jump securities due Nov. 30, 2016 linked to the S&P 500 index; via Morgan Stanley & Co.; pricing May 24; Cusip: 617482Q64

• 0% market-linked notes due Nov. 30, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 617482Q72

• Noncallable contingent coupon notes due May 28, 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 617482R48

• 0% market-linked notes due May 31, 2017 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing May 25; Cusip: 617482R30

• 0% contingent return optimization securities due May 30, 2014 linked to the Russell 2000 index; 65% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing May 25; Cusip: 61755S180

• 0% market-linked autocallable notes due May 28, 2032 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 25; Cusip: 617482R55

• 0% contingent return optimization securities due May 30, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 25; Cusip: 61755S198

• 0% trigger performance securities due May 29, 2015 linked to the S&P 500 index; 60% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing May 25; Cusip: 61755S206

• Senior fixed-to-floating notes due May 30, 2017; via Morgan Stanley & Co. LLC; settling May 30; Cusip: 61760QBK9

• 0% currency-linked notes due May 30, 2014 linked to the performance of the Chinese renminbi relative to the dollar; via Morgan Stanley & Co. LLC; settlement May 30; Cusip: 617482SN5

• Leveraged CMS curve and S&P 500 index-linked notes due May 31, 2027; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; settlement May 31; Cusip: 61760QBJ2

• Leveraged CMS curve and S&P 500 index-linked notes due May 31, 2027; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; settlement May 31; Cusip: 61760QBH6

• Contingent income autocallable securities due May 2013 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61755S156

• 0% Index Leading Stockmarket Return Securities due May 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May; Cusip: 61755S263

• 0% trigger jump securities due May 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61755S164

• 0% market-linked notes due May 2017 linked to the S&P 500 Daily Risk Control 10% Index Excess Return; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61755S172

ROYAL BANK OF CANADA

• Redeemable step-up notes due May 15, 2020; via RBC Capital Markets, LLC; settlement May 15; Cusip: 78008T5U4

• 0% bullish barrier return notes due May 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008T6Z2

• 0% buffered bullish enhanced return notes due Nov. 29, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008T6X7

• 0% absolute return barrier notes due May 30, 2014 linked to the S&P 500 index; 78%-82% trigger; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008T5W0

• 0% buffered bullish return notes due May 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 25; Cusip: 78008T6V1

• 0% return optimization securities due June 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 25; Cusip: 78008C473

• 0% absolute return barrier notes due May 2014 linked to the S&P 500 index; 67.5% to 70.5% trigger; via RBC Capital Markets, LLC; pricing in May; Cusip: 78008T5V2

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due June 4, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in May; Cusip: 78008T6S8

• 0% autocallable access securities with fixed percentage buffered downside due June 4, 2014 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in May; Cusip: 78008T6Q2

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due Sept. 4, 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in May; Cusip: 78008T6T6

• 0% buffered equity index-linked notes due March 7, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing in May; Cusip: 78008T7B4

• 0% autocallable access securities with fixed percentage buffered downside due June 4, 2014 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; pricing in May; Cusip: 78008T6R0

ROYAL BANK OF SCOTLAND PLC

• Variable-income notes due May 31, 2018 linked to Altria Group, Inc., Apple Inc., AT&T Inc., Avon Products, Inc., Bristol-Myers Squibb Co., Colgate-Palmolive Co., Emerson Electric Co., Lockheed Martin Corp., Verizon Communications Inc. and Walgreen Co.; via RBS Securities Inc.; pricing May 25; Cusip: 78009PCW9

• 0% digital notes with fixed buffer due Nov. 30, 2015 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing May 29; Cusip: 78009PCV1

AB SVENSK EXPORTKREDIT

• 9% STEP Income Securities due May 2013 linked to Ford Motor Co. common stock; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2013 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2013 linked to palladium; via Bank of America Merrill Lynch; pricing in May

UBS AG, JERSEY BRANCH

• 0% market plus notes due May 30, 2013 linked to the Mexican peso relative to the dollar; via JPMorgn Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 18; Cusip: 90261JJZ7

• 0% performance securities due May 30, 2014 linked to the Japanese yen relative to the dollar; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 902669464

UBS AG, LONDON BRANCH

• 0% contingent return optimization securities due May 30, 2014 linked to the Russell 2000 index; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90268U192

• 0% trigger performance securities due May 31, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 9026M0838

• 0% trigger performance securities due May 29, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90268U184

• 0% airbag performance notes due May 31, 2017 linked to the SPDR S&P 500 ETF trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90268U168

WELLS FARGO BANK, NA

• Contingent annual interest market-linked certificates of deposit due May 30, 2017 linked to the S&P GSCI Brent Crude Oil Index Excess Return, the S&P GSCI Livestock Index Excess Return, copper, corn futures, gasoline futures, nickel, gold, soybean futures and silver; via distributor Incapital LLC; pricing May 24; Cusip: 949748P84

WELLS FARGO & CO.

• Fixed-to-floating-rate notes due May 20, 2019; via Wells Fargo Securities, LLC; pricing May 15; Cusip: 94986RJS1

• 0% optionally exchangeable securities due May 2019 exchangeable for Caterpillar Inc. common stock; via Wells Fargo Securities LLC; pricing in May; Cusip: 94986RJB8

• 0% market-linked notes due December 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RJR3

• 0% growth securities with capped leveraged upside participation and fixed percentage buffered downside due December 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RJP7

• 1% growth securities with leveraged capped upside and fixed percentage buffered downside due December 2017 linked to the S&P 500 index; via Wells Fargo Securities LLC; settlement in June; Cusip: 94986RJU6

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due December 2015 linked to the S&P 500 index; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RJT9

• 0% growth securities with leveraged upside participation and buffered downside due December 2016 linked to the SPDR S&P 500 ETF Trust with a 45% weight, the iShares Russell 2000 index fund with a 20% weight, the iShares MSCI EAFE index fund with a 20% weight and the iShares MSCI Emerging Markets index fund with a 15% weight; via Wells Fargo Securities, LLC; settlement in June; Cusip: 94986RJQ5

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