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Published on 6/5/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due June 12, 2027; via Bank of America Merrill Lynch; settlement June 12; Cusip: 06048WMM9

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

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

• 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

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

• Currency-linked step-up notes due June 2015 linked to a basket of currencies (Russian ruble, the Indian rupee and the Chinese renminbi) relative to the dollar; Bank of America Merrill Lynch; pricing in June

• 0% Accelerated 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 2015 linked to the S&P 500 index; 85% trigger; via Bank of America Merrill Lynch; pricing in June

BANK OF MONTREAL

• 12% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Alcoa Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDS1

• 10% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Amazon.com, Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDT9

• 8% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of American Express Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REB7

• 11% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Apple Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REA9

• 14% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Baker Hughes Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDU6

• 7% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Boeing Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REC5

• 9% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Cabot Corp.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDW2

• 9% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Caterpillar Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDV4

• 18% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Cliffs Natural Resources Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDX0

• 12% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Coach, Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RED3

• 12% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Corning Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REL5

• 9% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Deere & Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REE1

• 12% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Dow Chemical Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REF8

• 11% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of eBay Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REG6

• 10% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Ford Motor Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REH4

• 14% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDY8

• 8% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of General Electric Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REJ0

• 9% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Gilead Sciences, Inc.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REK7

• 8% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Southwest Airlines Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REN1

• 10% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of St. Joe Co.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REM3

• 9% reverse exchangeable notes due Dec. 18, 2012 linked to the common stock of Starbucks Corp.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366REP6

• 19% reverse exchangeable notes due Sept. 18, 2012 linked to the common stock of United States Steel Corp.; via BMO Capital Markets Corp.; pricing June 13; Cusip: 06366RDZ5

• Step-up callable notes due June 18, 2021; via Bank of America Merrill Lynch; settlement June 18; Cusip: 06048WMQ0

• 16.4% reverse exchangeable notes due Dec. 27, 2012 linked to Marathon Oil Corp. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing June 21; Cusip: 06366REZ4

• 19.34% reverse exchangeable notes due Dec. 27, 2012 linked to Newmont Mining Corp. common stock; 85% trigger; via BMO Capital Markets Corp.; pricing June 21; Cusip: 06366REV3

• 7% to 10% autocallable reverse exchangeable notes due June 28, 2013 linked to the iShares Silver trust; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RET8

• 9% to 12% autocallable reverse exchangeable notes due June 28, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RES0

• 0% buffered upside booster notes due June 30, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RDN2

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due June 29, 2017 linked to the common stocks of 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 agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing June 26; Cusip: 06426XDX5

• Contingent variable income market-linked certificates of deposit due June 29, 2018 linked to the common stocks of 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 agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing June 26; Cusip: 06426XDY3

• Contingent variable income market-linked certificates of deposit with minimum coupon due June 28, 2019 linked to the common stocks of 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 agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing June 26; Cusip: 06426XEA4

• Contingent variable income market-linked certificates of deposit due June 28, 2019 linked to the common stocks of 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 agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing June 26; Cusip: 06426XDZ0

• Contingent variable income market-linked certificates of deposit due June 28, 2019 linked to the S&P GSCI Cocoa Dynamic Roll Index ER, the S&P GSCI Lead Dynamic Roll Index ER, the S&P GSCI Coffee Dynamic Roll Index ER, the S&P GSCI Natural Gas Dynamic Roll Index ER, the S&P GSCI Corn Dynamic Roll Index ER, the S&P GSCI Nickel Dynamic Roll Index ER, the S&P GSCI Cotton Dynamic Roll Index ER, the S&P GSCI Sugar Dynamic Roll Index ER, the S&P GSCI Gold Dynamic Roll Index ER and the S&P GSCI Wheat Dynamic Roll Index ER; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing June 26; Cusip: 06426XEB2

BARCLAYS BANK PLC

• 7%-9.5% annualized airbag yield optimization notes due Dec. 13, 2012 linked to International Paper Co. common stock; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 7; Cusip: 06742A859

• 8.5%-11.25% annualized airbag yield optimization notes due Dec. 13, 2012 linked to JetBlue Airways Corp. common stock; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 7; Cusip: 06742A867

• 8.75%-11.5% annualized airbag yield optimization notes due Dec. 13, 2012 linked to MGM Resorts International common stock; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 7; Cusip: 06742A842

• 7%-9.5% annualized airbag yield optimization notes due Dec. 13, 2012 linked to Monster Beverage Corp. common stock; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 7; Cusip: 06742A875

• 0% capped market plus notes due June 19, 2013 linked to Brent crude futures contracts; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 8; Cusip: 06741TAL1

• 0% notes due June 12, 2014 linked to the Chinese renminbi exchange rate relative to the dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 8; Cusip: 06738K6P1

• 0% notes due June 19, 2013 linked to the performance of the dollar relative to the euro; via Barclays Capital Inc.; pricing June 8; Cusip: 06738K6R7

• 0% return enhanced notes due March 13, 2013 linked to the performance of the Swiss franc relative to the euro; via underwriter Barclays Capital Inc. and dealers J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing June 8; Cusip: 06738K6Q9

• Callable fixed-to-inverse floating-rate notes due June 15, 2027; via Barclays Capital Inc.; settlement June 15; Cusip: 06738K6M8

• 9.5%-11.5% autocallable yield notes due June 19, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Barclays Capital Inc.; pricing June 15; Cusip: 06741TAG2

• Annual reset coupon buffered notes due June 30, 2017 linked to the Dow Jones industrial average; via Barclays Capital Inc.; pricing June 26; Cusip: 06741TAH0

• Annual reset coupon buffered notes due June 30, 2017 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 26; Cusip: 06741TAF4

• Buffered Super Track notes due Dec. 31, 2015 linked to the S&P 500 index with period amount; via Barclays Capital Inc.; pricing June 26; Cusip: 06738K6S5

• 12.75% callable yield notes due December 2013 linked to JPMorgan Chase & Co. common stock; via Barclays Capital Inc.; pricing in June

• 0% Strategic Accelerated Redemption Securities due December 2012 linked to the Market Vectors Gold Miners exchange-traded fund; via Bank of America Merrill Lynch; pricing in June

• 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% Accelerated Return Notes due August 2013 linked to the NYSE Arca Gold Miners index; via Bank of America Merrill Lynch; pricing in June

• 0% bear Strategic Accelerated Redemption Securities due December 2012 linked to the Russell 2000 index; 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

CITIGROUP FUNDING INC.

• 0% buffered digital plus notes due Dec. 23, 2015 linked to the Dow Jones industrial average; 90% trigger; via Citigroup Global Markets Inc.; pricing June 25; Cusip: 1730T0XR5

• 0% buffered digital plus securities due Dec. 30, 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing June 27; Cusip: 1730T0XT1

• 0% buffered digital securities due July 2, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing June 27; Cusip: 1730T0XS3

• 10.5%-14.5% annualized single observation Equity LinKed Securities due Jan. 24, 2013 tied to the common stock of Broadcom Corp.; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 17318Q764

• 0% dual directional trigger Performance Leveraged Upside Securities due June 27, 2014 linked to the S&P 500 index; via Citigroup Global Markets inc.; pricing June 28; Cusip: 17318Q772

• Currency-linked step-up notes due June 2015 linked to a basket of currencies (Russian ruble, the Indian rupee and the Chinese renminbi) relative to the dollar; Bank of America Merrill Lynch; pricing in June

CREDIT SUISSE AG, NASSAU BRANCH

• 0% capped knock-out notes due June 26, 2013 linked to the common stock of Citigroup Inc.; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing June 8; Cusip: 22546TUW9

• High/low coupon callable yield notes due June 20, 2013 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing June 15; Cusip: 22546TUQ2

• 0% absolute return barrier securities due June 24, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 19; Cusip: 22546TUR0

• High/low coupon callable yield notes due June 25, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 20; Cusip: 22546TUU3

• 0% digital barrier notes due Sept. 30, 2013 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 22; Cusip: 22546TUC3

• 0% digital plus barrier notes due June 29, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 22; Cusip: 22546TUB5

• 7% to 8% callable yield notes due Sept. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 22; Cusip: 22546TUA7

• 1% buffered return equity securities due Dec. 31, 2014 linked to the common stocks of Altria Group, Inc., Garmin Ltd., ConocoPhillips, Kimberly-Clark Corp., CA, Inc., Eli Lilly and Co., PG&E Corp., Chevron Corp., Thomson Reuters Corp., Freeport-McMoRan Copper & Gold Inc., Merck & Co., Inc., Johnson & Johnson, Abbott Laboratories, Lorillard, Inc., General Electric Co., Hasbro, Inc., Mattel, Inc., Genuine Parts Co., Sysco Corp., Intel Corp., ConAgra Foods, Inc., Eaton Corp., Emerson Electric Co., Microsoft Corp., PPL Corp. and Bemis Co., Inc.; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TUN9

• 0% Buffered Accelerated Return Equity Securities due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TTZ4

• 0% buffered return equity securities due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TTZ4

• 0% accelerated return securities due June 30, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TTM3

• High/low coupon callable yield notes due June 28, 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 June 26; Cusip: 22546TUE9

• 0% buffered upside booster notes due June 30, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RDN2

• 0% digital-plus barrier notes due June 30, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TUL3

• High/low coupon callable yield notes due Sept. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TUD1

• 0% accelerated return securities due July 3, 2015 linked to iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing June 28; Cusip: 22546TUJ8

• 9%-10.5% callable yield notes due July 3, 2013 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing June 28; Cusip: 22546TUH2

• 0% digital plus barrier notes due July 5, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 28; Cusip: 22546TUK5

• High/low coupon callable yield notes due Oct. 3, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 28; Cusip: 22546TUF6

DEUTSCHE BANK AG, LONDON BRANCH

• Market contribution securities due July 12, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing June 6; Cusip: 2515A1K83

• 8%-10.5% trigger yield optimization notes due June 13, 2013 linked to Johnson Controls, Inc. common stock; 70% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 7; Cusip: 25154X728

• 8%-10.5% trigger yield optimization notes due June 13, 2013 linked to Rackspace Hosting, Inc. common stock; 60% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 7; Cusip: 25154X710

• 8.7%-11.2% trigger yield optimization notes due June 13, 2013 linked to Ralph Lauren Corp. common stock; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 7; Cusip: 25154X694

• 8%-10.5% trigger yield optimization notes due June 13, 2013 linked to SunTrust Banks, Inc. common stock; 65% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 7; Cusip: 25154X736

• Phoenix autocallable securities due June 26, 2013 linked to Citigroup Inc. common stock; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 8; Cusip: 2515A1KE0

• 0% digital payment securities due Dec. 12, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via Deutsche Bank Securities Inc.; pricing June 8; Cusip: 2515A1KA8

• 0% capped buffered underlying securities due June 29, 2016 linked to S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 80% trigger; via Deutsche Bank Securities Inc.; pricing June 22; Cusip: 2515A1K91

• 0% return optimization securities due July 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 26; Cusip: 25154X751

• 0% buffered return optimization securities due June 30, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 26; Cusip: 25154X744

GOLDMAN SACHS BANK USA

• Contingent coupon certificates of deposit due 2017 linked to a basket of stocks (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. (agent) and Incapital LLC (distributor); Cusip: 38143ATY1

• Contingent coupon certificates of deposit due 2018 linked to a basket of stocks (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. (agent) and Incapital LLC (distributor); Cusip: 38143ATZ8

• Contingent coupon certificates of deposit due 2019 linked to a basket of stocks (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. (agent) and Incapital LLC (distributor); Cusip: 38143ATV7

• Contingent coupon certificates of deposit due 2019 linked to a basket of stocks (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. (agent) and Incapital LLC (distributor); Cusip: 38143ATX3

• Variable-coupon certificates of deposit due 2019 linked to a basket of stocks (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. (agent) and Incapital LLC (distributor); Cusip: 38143ATW5

• 0% equity index-linked certificates of deposit due 2019 linked to a basket of 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. (agent) and Incapital LLC (distributor); Cusip: 38143AUA1

GOLDMAN SACHS GROUP, INC.

• 0% currency-linked notes due June 21, 2013 linked to the performance of the Brazilian real relative to the dollar; via underwriter Goldman Sachs & Co. and dealer J.P. Morgan Securities LLC; pricing June 8; Cusip: 38143UX48

• 0% currency-linked notes due June 21, 2013 linked to the performance of the Indonesian rupiah relative to the dollar; via underwriter Goldman Sachs & Co. and dealer J.P. Morgan Securities LLC; pricing June 8; Cusip: 38143UX55

• 0% currency-linked notes due June 21, 2013 linked to the performance of the Turkish lira relative to the dollar; via underwriter Goldman Sachs & Co. and dealer J.P. Morgan Securities LLC; pricing June 8; Cusip: 38143UX63

• 42-month 0% index-linked digital notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UW31

• 60-month 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UW23

• 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; via Goldman Sachs & Co.; Cusip: 38143UW98

• 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

• 18- to 21-month 0% index-linked digital notes tied to the S&P 500 index; 80% 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

• 0% index-linked digital notes due in two years tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UW64

• 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% leveraged 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.

• 7%-7.5% five-year buffered index-linked range accrual notes linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UW72

• Buffered annual reset coupon notes due in five years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UX30

HSBC BANK USA, NA

• Head-Start Annual Income Opportunity certificates of deposit with auto cap feature due June 28, 2019 linked to the common stocks of 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 June 25; Cusip: 40431GV89

• Income Plus certificates of deposit due June 28, 2019 with 2.25% 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 June 25; Cusip: 40431GW21

• Income Plus certificates of deposit due June 28, 2019 with 3.75% 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 June 25; Cusip: 40431GW39

• Income Plus certificates of deposit due June 28, 2019 with 5.25% 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 June 25; Cusip: 40431GW47

• Annual Income Opportunity certificates of deposit with minimum return due July 1, 2019 linked to the common stocks of 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 June 26; Cusip: 40431GV30

HSBC USA INC.

• 0% trigger autocallable optimization securities due June 13, 2017 linked to the iShares Russell 2000 index fund; via underwriter HSBC Securities (USA) Inc. and dealer UBS Financial Services Inc.; pricing June 7; Cusip: 40433M617

• 0% trigger autocallable optimization securities due June 13, 2017 linked to the SPDR S&P 500 ETF trust; via underwriter HSBC Securities (USA) Inc. and dealer UBS Financial Services Inc.; pricing June 7; Cusip: 40433M591

• 0% knock-out buffer notes due June 24, 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 June 8; Cusip: 4042K1S61

• 0% 50/150 performance notes due June 26, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing June 21; Cusip: 4042K1S20

• 0% buffered uncapped market participation securities due June 25, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing June 21; Cusip: 4042K1S38

• 0% buffered Accelerated Market Participation Securities due Dec. 27, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q48

• 0% buffered Accelerated Market Participation Securities due Dec. 27, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q71

• 0% buffered Accelerated Market Participation Securities due Dec. 27, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q30

• 0% buffered Accelerated Market Participation Securities due Dec. 27, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q63

• 0% buffered Accelerated Market Participation Securities due Dec. 27, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q22

• 0% buffered Accelerated Market Participation Securities due Dec. 27, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q55

• 7% to 9% autocallable yield notes due June 28, 2013 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1R21

• 10% to 12% autocallable yield notes due June 28, 2013 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1Q97

• 0% buffered uncapped market participation securities due June 30, 2015 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing June 25; Cusip: 4042K1P98

• 0% buffered uncapped market participation securities due June 30, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 25; Cusip: 4042K1P80

• 0% buffered performance plus securities due June 30, 2015 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing June 25; Cusip: 4042K1P64

• 0% buffered performance plus securities due June 30, 2016 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing June 25; Cusip: 4042K1P72

• Head start annual income opportunity notes with auto cap due June 29, 2017 linked to the common stocks of American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberley-Clark Corp., Lockheed Martin Corp., Mosaic Co., Maxim Integrated Products, Inc., Pfizer Inc., Polo Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 4042K1R96

• Annual income opportunity notes with auto cap due July 1, 2019 linked to the common stocks of American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberley-Clark Corp., Lockheed Martin Corp., Mosaic Co., Maxim Integrated Products, Inc., Pfizer Inc., Polo Ralph Lauren Corp. and Silver Wheaton Corp.; via HSBC Securities (USA) Inc.; pricing June 26; Cusip: 4042K1R88

• 0% contingent return optimization securities due June 30, 2014 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing June 26; Cusip: 40433M633

• 0% airbag performance securities due June 30, 2017 linked to the SPDR S&P 500 ETF trust; via underwriter HSBC Securities (USA) Inc. and dealer UBS Financial Services Inc.; pricing June 26; Cusip: 40433M625

• 0% Accelerated Return Notes due August 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due August 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in June

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

• Coupon-bearing notes due April 2013 linked to the common stock of Wells Fargo & Co.; via Bank of America Merrill Lynch; pricing in June

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due June 13, 2027 linked to six-month Libor and the Russell 2000 index; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing June 8; Cusip: 48124JDM7

• Digital contingent coupon certificates of deposit due June 30, 2017 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 June 26; Cusip: 48124JEH7

• Digital contingent coupon certificates of deposit due June 29, 2018 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 June 26; Cusip: 48124JEF1

• Digital contingent coupon certificates of deposit due June 28, 2019 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 June 26; Cusip: 48124JEN4

• Contingent coupon certificates of deposit due June 28, 2019 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 June 26; Cusip: 48124JEJ3

JPMORGAN CHASE & CO.

• 0% contingent absolute return autocallable optimization securities due June 14, 2013 linked to Ameriprise Financial, Inc.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 7; Cusip: 46637G454

• 0% contingent absolute return autocallable optimization securities due June 14, 2013 linked to Harley-Davidson, Inc.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 7; Cusip: 46637G470

• 0% contingent absolute return autocallable optimization securities due June 14, 2013 linked to Tesoro Corp.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 7; Cusip: 46637G462

• 0% contingent absolute return autocallable optimization securities due June 14, 2013 linked to Whole Foods Market, Inc.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 7; Cusip: 46637G447

• 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

• 0% capped index knock-out notes due June 26, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 8; Cusip: 48125VD31

• Autocallable contingent interest notes due June 26, 2013 linked to Union Pacific Corp. common stock; pricing June 8; via J.P. Morgan Securities LLC; Cusip: 48125VD49

• Notes due Dec. 20, 2017 linked to McDonald's Corp., Kraft Foods Inc., Altria Group, Inc., Coca-Cola Co., Proctor & Gamble Co., Novartis AG, Unilever NV, Total SA, Royal Dutch Shell plc, Johnson & Johnson, Merck & Co., Inc., GlaxoSmithKline plc, Roche Holding Ltd., International Business Machines Corp. and Vodafone Group Public Ltd. Co.; via J.P. Morgan Securities LLC; pricing June 15; Cusip: 48125VC40

• 21%-25% reverse exchangeable notes due Dec. 27, 2012 linked to Best Buy Co., Inc. common stock; 85% trigger; via J.P. Morgan Securities LLC; pricing June 21; Cusip: 48125VC81

• 12.5%-16.5% reverse exchangeable notes due Dec. 27, 2012 linked to St. Jude Medical, Inc. common stock; 80% trigger; via J.P. Morgan Securities LLC; pricing June 21; Cusip: 48125VC99

• 13%-17% reverse exchangeable notes due Dec. 27, 2012 linked to Yahoo! Inc. common stock; 80% trigger; via J.P. Morgan Securities LLC; pricing June 21; Cusip: 48125VD23

• 0% buffered return enhanced notes due June 30, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VB41

• 0% buffered return enhanced notes due Dec. 31, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VA91

• 0% buffered return enhanced notes due Dec. 31, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VB25

• 0% notes due June 30, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VA67

• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due June 30, 2016; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VB66

• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due June 29, 2018; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VB74

• 0% return notes due Sept. 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VB58

• 12% to 13% autocallable yield notes due June 28, 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 June 26; Cusip: 48125VB90

• 0% buffered return enhanced notes due Dec. 31, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VA83

• 0% buffered return enhanced notes due Dec. 31, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VB33

• 8% to 9% autocallable yield notes due June 28, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing in June 26; Cusip: 48125VB82

• 12.5%-13.5% autocallable yield notes due June 28, 2013 linked to 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 June 26; Cusip: 48125VC24

• 0% Performance Leveraged Upside Securities due Aug. 1, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing June 28; Cusip: 46637G546

• 0% certificates of deposit due Dec. 31, 2018 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC; Cusip: 48124JDQ8

• 0% certificates of deposit due Dec. 31, 2018 linked to the J.P. Morgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; Cusip: 48124JEA2

• 0% certificates of deposit due June 29, 2018 linked to the J.P. Morgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; Cusip: 48124JDW5

• 0% certificates of deposit due Dec. 31, 2018 linked to the J.P. Morgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC; Cusip: 48124JDS4

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 autocallable step-up notes due June 15, 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 12; Cusip: 617482R71

• Fixed-to-floating notes due June 15, 2015; via Morgan Stanley & Co. LLC; settlement June 15; Cusip: 61760QBN3

• Senior fixed-to-floating notes due June 15, 2019; via Morgan Stanley & Co. LLC; settling June 15; Cusip: 61760QBM5

• 0% dual directional trigger Performance Leveraged Upside Securities due June 30, 2014 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482S47

• 0% market-linked autocallable notes due June 29, 2032 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482S70

• 0% buffered jump securities due Dec. 31, 2015 linked to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482R89

• Contingent income securities due June 29, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482S39

• 0% market-linked notes due June 30, 2015 based on the quarterly capped performance of the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482S21

• 0% market-linked notes due June 29, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482R97

• 0% dual directional trigger Performance Leveraged Upside Securities due June 2014 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61755S339

• U.S. and international equity allocation market-linked notes due June 2019 linked to the Euro Stoxx 50 index, the Dow Jones industrial average and the Hang Seng index; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61755S313

• 0% jump securities due July 2013 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in June; Cusip: 61755S321

• 0% currency-linked notes due June 2015 linked to the performance of the dollar relative to the Japanese yen; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 617482SP0

• 0% market-linked notes linked to the S&P 500 index; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in June; Cusip: 61755S354

ROYAL BANK OF CANADA

• Floating-rate notes due Dec. 14, 2015; via RBC Capital Markets, LLC; settling June 14; Cusip: 78008SAV8

• Floating-rate notes due June 15, 2017 with coupon cap and floor; via RBC Capital Markets, LLC; settlement June 15; Cusip: 78008SBC9

• 0% autocallable buffered bullish return notes due June 19, 2014 linked to Apple Inc.; via RBC Capital Markets, LLC; pricing June 15; Cusip: 78008SBA3

• 0% buffered return optimization securities due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 26; Cusip: 78008C614

• Contingent income autocallable securities due July 2013 linked to Ford Motor Co. shares; via RBC Capital Markets, LLC, distribution through Morgan Stanley Smith Barney LLC; pricing June 28; Cusip: 78008C630

• 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

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

• 13- to 15-month 0% equity index-linked notes linked to the Topix index; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• 0% digital notes with fixed buffer due Dec. 31, 2015 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing June 27; Cusip: 78009PCY5

• 0% digital notes with fixed buffer due July 2, 2014 linked to the S&P 500 index; via RBS Securities Inc.; pricing June 27; Cusip: 78009PCX7

AB SVENSK EXPORTKREDIT

• 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% gold participation notes due June 20, 2013 linked to the spot price of gold; via underwriter UBS Investment Bank and dealers JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 8; Cusip: 90261JKD4

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

UBS AG, LONDON BRANCH

• Trigger phoenix autocallable optimization securities due June 12, 2013 linked to Boeing Co. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 7; Cusip: 90268U358

• Trigger phoenix autocallable optimization securities due June 13, 2017 linked to Microsoft Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 7; Cusip: 90268U374

• Trigger phoenix autocallable optimization securities due June 12, 2013 linked to UnitedHealth Group Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 7; Cusip: 90268U366

• Trigger phoenix autocallable optimization securities due June 13, 2017 linked to Visa Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 7; Cusip: 90268U382

• 0% contingent return optimization securities due June 30, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90268U309

• 0% trigger performance securities due June 30, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90268U317

• 0% trigger performance securities due June 30, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90268U325

• 0% airbag performance notes due June 30, 2022 linked to the SPDR S&P 500 exchange-traded fund trust; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90268U341

UNION BANK, NA

• Market-linked certificates of deposit due June 29, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC; pricing June 26; Cusip: 90521AJY5

• Market-linked certificates of deposit due June 29, 2017 linked to an equally weighted basket of four currencies relative to the dollar (Australian dollar, Brazilian real, Canadian dollar and Norwegian krone) via UnionBanc Investment Services, LLC; pricing June 27; Cusip: 90521AJZ2

WELLS FARGO BANK, NA

• Contingent annual interest market-linked certificates of deposit due June 29, 2018 linked to a basket of eight commodities and two commodity indexes (copper, corn futures, gasoline futures, nickel, gold, soybean futures, silver, sugar futures, the S&P GSCI Brent Crude Oil Index Excess Return and the S&P GSCI Livestock Index Excess Return); via Incapital LLC (distributor); pricing June 25; Cusip: 949748Q75

WELLS FARGO & CO.

• 0% market-linked notes due July 2019 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RKE0

• 1% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due January 2018 linked to the S&P 500 index; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RKF7


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