Structured Products Calendar

BANK OF AMERICA CORP.

• 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

• Step-up callable notes due May 31, 2022; via Bank of America Merrill Lynch; settlement May 31; Cusip: 06048WMK3

• 0% Strategic Accelerated Redemption Securities due June 2013 linked to the American Depositary Receipts of BP plc; 90% trigger; via Bank of America Merrill Lynch; pricing in May

• 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

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

• Callable dual range accrual notes due June 8, 2027 linked to six-month Libor and the S&P 500 index; via Bank of America Merrill Lynch; pricing June 1; Cusip: 06048WML1

• Autocallable notes due June 2014 linked to the common stocks of Amazon.com, Inc. and JPMorgan Chase & Co.; via Bank of America Merrill Lynch; settlement in June; Cusip: 06051R352

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

BANK OF MONTREAL

• 14% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Abercrombie & Fitch Co.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCH6

• 9% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Alcoa Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCU7

• 10% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Amazon.com, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCW3

• 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

• 9% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Apple Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCV5

• 12% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Baker Hughes Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCX1

• 9% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Caterpillar Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCY9

• 12% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of CF Industries Holdings, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCK9

• 12% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Chicago Bridge & Iron Co. NV; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCZ6

• 10% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Citrix Systems, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCM5

• 10% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Coach, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDA0

• 8% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Corning Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDC6

• 9% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Dow Chemical Co.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDB8

• 11% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCN3

• 10% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Goodyear Tire & Rubber Co.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCP8

• 9% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Harley-Davidson, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDD4

• 13% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Hecla Mining Co.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCQ6

• 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

• 13% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Juniper Networks, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCR4

• 14% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of lululemon athletica inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCS2

• 14% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Peabody Energy Corp.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCJ2

• 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

• 14% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Salesforce.com, Inc.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCL7

• 9% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Schlumberger Ltd.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDE2

• 10% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of SLM Corp.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDF9

• 8% reverse exchangeable notes due Nov. 30, 2012 linked to the common stock of Tiffany & Co.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RDG7

• 11% reverse exchangeable notes due Aug. 31, 2012 linked to the common stock of Valero Energy Corp.; via BMO Capital Markets Corp.; pricing May 25; Cusip: 06366RCT0

BARCLAYS BANK PLC

• 0% Super Track notes due Nov. 29, 2013 linked to the S&P 500 index; 85% trigger; via Barclays CapitalInc.; pricing May 24; Cusip: 06738K6G1

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

• 0% autocallable notes due Nov. 29, 2012 linked to the Brent crude oil futures contract; via Barclays Capital Inc. as underwriter with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing May 25; Cusip: 06738K5Z0

• 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% notes due May 30, 2014 linked to the Chinese renminbi relative to the dollar; via Barclays Capital Inc., JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 25; Cusip: 06738K6B2

• 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

• 0% Strategic Accelerated Redemption Securities due July 2013 linked to General Electric Co. shares; 95% trigger; via Bank of America Merrill Lynch; pricing in June

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

• 0% market-linked step-up notes due June 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in June

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.

• 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

• Annual observation coupon notes due May 31, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 1730T0XM6

• 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

• Noncallable fixed-to-floating notes due June 5, 2015; via Wells Fargo Securities, LLC; pricing May 31; Cusip: 1730T0XP9

• 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% 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

• Annual coupon CS notes due June 8, 2017 linked to Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Charles Schwab Corp., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing June 4; Cusip: 22546TTW1

DEUTSCHE BANK AG, LONDON BRANCH

• 19% contingent coupon phoenix autocallable securities due June 12, 2013 linked to Caterpillar Inc. shares; 75% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 25; Cusip: 2515A1K59

• 17% contingent coupon phoenix autocallable securities due June 12, 2013 linked to General Electric Co. shares; 80% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 25; Cusip: 2515A1K42

• 0% capped buffered underlying securities due Nov. 29, 2013 linked to the S&P 500 index; 90% trigger; via Deutsche Bank Securities Inc.; pricing May 25; Cusip: 2515A1K34

• Trigger phoenixautocallable optimization securities due May 31, 2013 linked to General Electric Co. shares; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25154X793

• 0% contingent absolute return autocallable optimization securities due June 5, 2013 linked to the iShares MSCI Emerging Markets index fund; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25154X843

• 0% contingent absolute return autocallable optimization securities due June 5, 2013 linked to the Market Vector Oil Services exchange-traded fund; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25154X850

• 0% contingent absolute return autocallable optimization securities due June 5, 2013 linked to the Market Vector Gold Miners exchange-traded fund; 70% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25154X835

• Trigger phoenixautocallable optimization securities due May 31, 2013 linked to Oracle Corp. shares; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25154X819

GOLDMAN SACHS BANK USA

• 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

• 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: 38143ARP2

• 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: 38143ARQ0

GOLDMAN SACHS GROUP, INC.

• 0% leveraged buffered basket-linked notes due June 12, 2013 linked to the Euro Stoxx 50 index, the Topix index and the FTSE 100 index; via underwriter Goldman Sachs & Co. and dealer J.P. Morgan Securities LLC; pricing May 25; Cusip: 38143UV81

• 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.

• 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

• Two-year 0% absolute return knock-out notes linked to JPMorgan Chase & Co. shares; 53% to 57% trigger; via Goldman Sachs & Co.; Cusip: 38143UV65

• 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

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the Russell 2000 index; 85% trigger; via Goldman Sachs & Co.

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

• 15- to 17-month 0% index-linked digital notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

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

• 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 tied to the S&P 500 index; 90% trigger; 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

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

• 26- to 30-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

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

• 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

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

• 15-year callable quarterly index-linked range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UV40

• 10-year callable monthly range accrual notes linked to the S&P 500 index and six-month Libor; 72.5% to 77.5% trigger; via Goldman Sachs & Co.; Cusip: 38143UV73

HSBC BANK USA, NA

• 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.

• 0% buffered return optimization securities due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing May 25; Cusip: 40433M773

• 0% knock-out buffer notes due June 11, 2013 linked to the performance of the Mexican peso relative to the dollar; via HSBC Securities (USA) Inc. (underwriter) and J.P. Morgan Securities LLC (agent); pricing May 25; Cusip: 4042K1P31

• 0% contingent return optimization securities due May 30, 2014 linked to the S&P 500 index; via underwriter HSBC Securities (USA) Inc. and dealer UBS Financial Services Inc.; pricing May 25; Cusip: 40433M781

• 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

• 0% trigger autocallable optimization securities due May 31, 2017 linked to the iShares Russell 2000 index fund; via HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433M716

• 0% trigger autocallable optimization securities due May 31, 2017 linked to the MidCap SPDR trust, series 1; via HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433M682

• 0% trigger autocallable optimization securities due May 31, 2017 linked to the SPDR S&P 500 ETF trust; via HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433M690

• 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

• 8.2% autocallable yield notes due May 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 25; Cusip: 4042K1P56

• 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

• 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

• 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: 48124JCM8

• 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

• 8% to 10% trigger yield optimization notes due May 31, 2013 linked to Macy's Inc. shares; 75% trigger; UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433M658

• 8% to 10% trigger yield optimization notes due May 31, 2013 linked to Occidental Petroleum Corp. shares; 75% trigger; UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433M666

JPMORGAN CHASE & CO.

• 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% notes due June 12, 2013 linked to a weighted basket of three buffered return enhanced components, i.e. the Euro Stoxx 50, Topix and FTSE 100 indexes; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VZW3

• 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% Performance Leveraged Upside Securities due Nov. 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 46637G595

• 0% quarterly review notes due June 12, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VZX1

• 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

• Callable variable-rate range accrual notes due May 31, 2027 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 25; Cusip: 48125VUS7

• 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

• 11% reverse convertible notes due May 31, 2013 linked to Alcoa Inc. stock; via JPMorgan; pricing May 29; Cusip: 48125VZP8

• 17.25% reverse convertible notes due Nov. 30, 2012 linked to Avis Budget Group, Inc stock; via JPMorgan; pricing May 29; Cusip: 48125VZD5

• 16.5% reverse convertible notes due Aug. 31, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing May 29; Cusip: 48125VZL7

• 10% reverse convertible notes due May 31, 2013 linked to Caterpillar Inc. stock; via JPMorgan; pricing May 29; Cusip: 48125VZM5

• 0% contingent absolute return autocallable optimization securities due June 5, 2013 linked to Dow Chemical Co. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 29; Cusip: 46637G579

• 11.25% reverse convertible notes due Nov. 30, 2012 linked to Expedia, Inc stock; via JPMorgan; pricing May 29; Cusip: 48125VZE3

• 11.5% reverse convertible notes due Nov. 30, 2012 linked to Goldman Sachs Group, Inc. stock; via JPMorgan; pricing May 29; Cusip: 48125VZQ6

• 12.25% upside autocallable single observation reverse exchangeable notes due May 31, 2013 linked to the common stock of Hertz Global Holdings, Inc.; via J.P. Morgan Securities LLC; pricing May 29; Cusip: 48125VYT1

• 16.25% reverse convertible notes due Nov. 30, 2012 linked to Lions Gate Entertainment Corp stock; via JPMorgan; pricing May 29; Cusip: 48125VZF0

• 22.5% reverse convertible notes due Aug. 31, 2012 linked to Molycorp, Inc. stock; via JPMorgan; pricing May 29; Cusip: 48125VZK9

• 18.25% reverse convertible notes due Aug. 31, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing May 29; Cusip: 48125VZH6

• 0% contingent absolute return autocallable optimization securities due June 5, 2013 linked to Prudential Financial, Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 29; Cusip: 46637G587

• 0% contingent absolute return autocallable optimization securities due June 5, 2013 linked to Qualcomm Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 29; Cusip: 46637G561

• 9% upside autocallable single observation reverse exchangeable notes due May 31, 2013 linked to Schlumberger NV shares; 70% trigger; via J.P. Morgan Securities LLC; pricing May 29; Cusip: 48125VZZ6

• 10% reverse convertible notes due May 31, 2013 linked to Schlumberger NV (Schlumberger Ltd.) stock; via JPMorgan; pricing May 29; Cusip: 48125VZN3

• 24.5% reverse convertible notes due Aug. 31, 2012 linked to Sears Holdings Corp. stock; via JPMorgan; pricing May 29; Cusip: 48125VZC7

• 20.5% reverse convertible notes due Aug. 31, 2012 linked to United States Steel Corp. stock; via JPMorgan; pricing May 29; Cusip: 48125VZG8

• Callable variable-rate range accrual notes due June 13, 2027 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 8; Cusip: 48125VYW4

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

• 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

• Senior fixed-to-floating notes due May 31, 2016 denominated in Australian dollars and payable in U.S. dollars; via Morgan Stanley & Co. LLC; settling May 31; Cusip: 61760QBL7

• 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 June 2013 linked to Amazon.com, Inc. common stock; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61755S297

• 0% jump securities due June 2014 linked to Apple Inc. common stock; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61755S305

• 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

• Contingent income autocallable securities due May 2015 with step-down redemption threshold level feature linked to MasterCard, Inc. common stock; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61755S271

• 0% market-linked autocallable step-up notes due June 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 617482R63

• 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

• 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

• 9.25% reverse convertible notes due May 31, 2013 linked to Apple Inc. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAL0

• 10.5% reverse convertible notes due Aug. 31, 2012 linked to Baker Hughes Inc. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAA4

• 9% reverse convertible notes due Nov. 30, 2012 linked to Caterpillar Inc. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAG1

• 10% reverse convertible notes due May 31, 2013 linked to Dow Chemical Co. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAM8

• 13.75% reverse convertible notes due Aug. 31, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAC0

• 6.85%-8.85% annualized airbag yield optimization notes due Nov. 30, 2012 linked to the common stock of Goldman Sachs Group, Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 29; Cusip: 78008C523

• 11.25% reverse convertible notes due Nov. 30, 2012 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAH9

• 7.1%-9.6% annualized airbag yield optimization notes due Nov. 30, 2012 linked to the common stock of JPMorgan Chase & Co.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 29; Cusip: 78008C531

• 10% reverse convertible notes due Nov. 30, 2012 linked to JPMorgan Chase & Co. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAJ5

• 7%-9% annualized airbag yield optimization notes due Nov. 30, 2012 linked to the common stock of lululemon athletica inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 29; Cusip: 78008C549

• 15.25% reverse convertible notes due Aug. 31, 2012 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAB2

• 6.6%-8.6% annualized airbag yield optimization notes due Nov. 30, 2012 linked to the common stock of SanDisk Corp.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 29; Cusip: 78008C564

• 10% reverse convertible notes due Nov. 30, 2012 linked to Schlumberger Ltd. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAK2

• 11.75% reverse convertible notes due Aug. 31, 2012 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAD8

• 7%-9% annualized airbag yield optimization notes due Nov. 30, 2012 linked to the common stock of Silver Wheaton Corp.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 29; Cusip: 78008C556

• 17% reverse convertible notes due Aug. 31, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAF3

• 11.75% reverse convertible notes due Aug. 31, 2012 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAE6

• 8.25% reverse convertible notes due May 31, 2013 linked to Wells Fargo & Co. stock; via RBC Capital Markets Corp.; pricing May 29; Cusip: 78008SAN6

• Capped and floored floating-rate notes due Nov. 30, 2015; via RBC Capital Markets, LLC; settlement May 31; Cusip: 78008SAP1

• 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% 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

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

• 0% Accelerated Return Notes due August 2013 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in June

• 24- to 28-month leveraged equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.

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

SCOTIABANK

• Callable step-up rate notes, series A, due June 1, 2027; via Scotia Capital (USA) Inc.; pricing May 25; Cusip: 064159AU0

SUNTRUST BANKS, INC.

• Fixed-to-floating-rate notes due May 29, 2015; via SunTrust Robinson Humphrey, Inc.; pricing May 25; Cusip: 86802WAL2

AB SVENSK EXPORTKREDIT

• 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

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

• 0% Accelerated Return Notes due September 2013 linked to the spot price of silver; via Bank of America Merrill Lynch; pricing in June

UBS AG, JERSEY BRANCH

• 0% buffered digital optimization securities due May 30, 2014 linked to Australian dollar, the Brazilian real and the Canadian dollar; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 902669472

• 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

• Callable step-up fixed-rate notes due June 14, 2022; via UBS Securities LLC; pricing June 11; Cusip: 90261JKB8

UBS AG, LONDON BRANCH

• 0% capped knock-out notes due Nov. 27, 2013 linked to a basket of 15 stocks (Caterpillar Inc., Chicago Bridge & Iron Co. NV, Cummins Inc., Deere & Co., Dow Chemical Co., E. I. du Pont de Nemours and Co., Fluor Corp., General Electric Co., NextEra Energy, Inc., Nucor Corp., Rock-Tenn Co., Rockwood Holdings, Inc., Union Pacific Corp., United Parcel Service, Inc. and Wesco International, Inc.); via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing May 25; Cusip: 902674HU7

• 13%-14.35% annualized reverse convertible securities due Nov. 29, 2012 linked to the common stock of Facebook, Inc.; via UBS Securities LLC and UBS Investment Bank; pricing May 25; Cusip: 902674HV5

• 0% buffered return optimization securities due May 30, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; 85% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90268U259

• 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% buffered return enhanced notes due June 12, 2013 linked to the S&P 500 index; via UBS Investment Bank is the underwriter, and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 25; Cusip: 902674HS2

• 0% capped index knock-out notes due June 12, 2013 linked to the S&P 500 index; via UBS Investment Bank is the underwriter, and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 25; Cusip: 902674HR4

• 0% review notes due June 12, 2013 linked to the S&P 500 index; via UBS Investment Bank is the underwriter, and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 25; Cusip: 902674HT0

• 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

• 0% airbag performance securities due May 31, 2022 linked to the SPDR S&P 500 ETF trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25; Cusip: 90268U242

• Trigger phoenix autocallable optimization securities due May 31, 2013 linked to the common stock of Apple Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90268U267

• Trigger phoenix autocallable optimization securities due May 31, 2013 linked to the common stock of Google Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90268U275

• 9%-12% annualized single observation Equity LinKed Securities due Dec. 5, 2012 linked to the common shares of Apple Inc.; via UBS Securities LLC; pricing May 30; Cusip: 90268U234

WELLS FARGO & CO.

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

• Equity-linked securities with geared buffered downside due May 2013 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RJV4

• Equity-linked securities with geared buffered downside due May 2013 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RHN4

• 0% growth securities with capped upside participation and buffered downside due 2013 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RJY8

• 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

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 2016 linked to the Vanguard REIT exchange-traded fund; via Wells Fargo Securities LLC; settlement in June; Cusip: 94986RJX0

© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.