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

Published on 6/14/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 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% Strategic Accelerated Redemption Securities due July 2013 linked to the common stock of Apple Inc.; via Bank of America Merrill Lynch; settlement in June

• 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

• 0% Capped Leveraged Index Return Notes due June 2014 linked to the Rogers International Commodity Index - Excess Return; 90% trigger; via Bank of America Merrill Lynch; pricing in June

• Currency-linked step-up notes due June 2015 linked to the 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

• 0% Leveraged Index Return Notes due June 2015 linked to the S&P 500 index; 90% trigger; via Bank of America Merrill Lynch; pricing in June

• Autocallable range accrual notes due June 2027 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in June

BANK OF MONTREAL

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

• 0% contingent risk absolute return notes due June 26, 2014 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing June 21; Cusip: 06366RFB6

• 0% buffered bullish enhanced return notes due June 26, 2014 linked to the iShares Russell 2000 index fund; 85% trigger; via BMO Capital Markets Corp.; pricing June 21; Cusip: 06366RFA8

• 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

• 7.5%-9.5% autocallable reverse exchangeable notes due June 28, 2013 linked to the iShares MSCI Emerging Markets index fund; 70% trigger; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RFG5

• 0% buffered bullish digital return notes due June 30, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RFE0

• 0% contingent risk absolute return notes due June 30, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RFF7

• 7%-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%-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 bullish digital return notes due June 30, 2014 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing June 26; Cusip: 06366RFD2

• 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 NOVA SCOTIA

• 0% series A capped buffered participation notes linked to the MSCI EAFE index; 85% trigger; via Scotia Capital (USA) Inc. and Goldman Sachs & Co.; pricing June 15; Cusip: 064159882

• 0% market-linked notes due Dec. 31, 2014 linked to the performance of the Chinese renminbi relative to the dollar; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25; Cusip: 06741TBL0

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

• Five-year contingent variable income market-linked certificates of deposit linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.

• Six-year contingent variable income market-linked certificates of deposit linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.

• Seven-year contingent variable income market-linked certificates of deposit linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.

BARCLAYS BANK DELAWARE

• Certificates of deposit due June 29, 2017 linked to Apple Inc., CenturyLink, Inc., Darden Restaurants, Inc., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Hewlett-Packard Co., New York Community Bancorp Inc., Northeast Utilities, Inc., Silver Wheaton Corp. and Walgreen Co.; via Barclays Capital Inc. with Advisors Asset Management, Inc.; pricing June 25; Cusip: 06740AUL1

• Certificates of deposit due June 28, 2018 linked to Apple Inc., CenturyLink, Inc., Darden Restaurants, Inc., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Hewlett-Packard Co., New York Community Bancorp Inc., Northeast Utilities, Inc., Silver Wheaton Corp. and Walgreen Co.; via Barclays Capital Inc. with Advisors Asset Management, Inc.; pricing June 25; Cusip: 06740AUH0

• Certificates of deposit due June 28, 2018 linked to the S&P 500 index; via Barclays Capital Inc. with Advisors Asset Management, Inc. as distributor; pricing June 25; Cusip: 06740AUG2

• 0% certificates of deposit due June 28, 2019 linked to the S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index; via Barclays Capital Inc. with Advisors Asset Management, Inc. as distributor; pricing June 25; Cusip: 06740AUM9

• Certificates of deposit due June 28, 2019 linked to the S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc. with Advisors Asset Management, Inc. as distributor; pricing June 25; Cusip: 06740AUD9

• Certificates of deposit due June 30, 2017 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi relative to the dollar; via Barclays Capital Inc. with Advisors Asset Management, Inc. as distributor; pricing June 26; Cusip: 06740AUJ6

• Certificates of deposit due June 28, 2019 linked to the common stocks of Apple Inc., CenturyLink, Inc., Darden Restaurants, Inc., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Hewlett Packard Co., New York Community Bancorp, Inc., Northeast Utilities, Inc., Silver Wheaton Corp. and Walgreen Co.; via agent Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; Cusip: 06740AUK3

BARCLAYS BANK PLC

• 0% capped market plus notes due June 26, 2013 linked to Brent crude futures contracts; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 06741TBF3

• 2.5%-3% autocallable yield notes due June 19, 2013 linked to Brent crude and copper; 62% trigger; via Barclays Capital Inc.; pricing June 15; Cusip: 06741TAK3

• 0% notes due June 19, 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 15; Cusip: 06741TBE6

• 0% capped market plus notes due July 3, 2013 linked to Citigroup Inc. common stock; via agent Barclays Capital Inc. and dealers JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 06741TBH9

• 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

• 0% return enhanced notes due July 3, 2013 linked to the S&P 500 index; via agent Barclays Capital Inc. and dealers JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 06741TBG1

• 0% bearish notes due June 27, 2016 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing June 21

• 0% notes due June 26, 2017 linked to the Barclays Capital Voyager II DJ-UBSCI Total Return index; via Barclays Capital Inc.; pricing June 21; Cusip: 06741TAS6

• Buffered Super Track notes due June 26, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 21; Cusip: 06741TAT4

• Fixed-rate callable step-up notes due June 28, 2022; via Barclays Capital Inc.; pricing June 25; Cusip: 06741TAY3

• 18.25% reverse convertible notes due Sept. 28, 2012 linked to Abercrombie & Fitch Co. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG37

• 9.25% reverse convertible notes due Sept. 28, 2012 linked to Baker Hughes Inc. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG45

• 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

• 12.5% reverse convertible notes due Dec. 31, 2012 linked to Electronic Arts Inc. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG52

• 16% reverse convertible notes due Dec. 31, 2012 linked to Fossil, Inc. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG60

• 20% reverse convertible notes due June 28, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG78

• 0% buffered Super Track digital notes due Dec. 31, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing June 26; Cusip: 06741TAV9

• 11% reverse convertible notes due June 28, 2013 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG86

• 13.5% reverse convertible notes due Sept. 28, 2012 linked to Juniper Networks, Inc. stock; via Barclays Capital; pricing June 26; Cusip: 06741JG29

• 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

• 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

• Notes due June 29, 2016 linked to the S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing June 26; Cusip: 06738K6N6

• 10.25% reverse convertible notes due June 28, 2013 linked to Pitney Bowes Inc. stock; via Barclays Capital; pricing June 27; Cusip: 06741JF95

• 11.6% reverse convertible notes due Dec. 31, 2012 linked to Prudential Financial, Inc. stock; via Barclays Capital; pricing June 27; Cusip: 06741JF79

• 10.2% reverse convertible notes due Dec. 31, 2012 linked to Marathon Oil Corp. stock; via Barclays Capital; pricing June 27; Cusip: 06741JF87

• 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% 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% 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

• 0% notes due July 9, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing July 5; Cusip: 06741TBC0

BMO HARRIS BANK NA

• Semiannual digital yield generator certificates of deposit due June 29, 2018 linked to the common stocks of Altria Group Inc., Cablevision Systems Corp., Eli Lilly & Co., Lorillard, Inc., Newmont Mining Corp., Vodafone Group plc, Walgreen Co., Western Refining Inc., Whirlpool Corp. and Williams Partners LP; via BMO Capital Markets Corp. with Incapital LLC; pricing June 26; Cusip: 05575DAJ4

• Semiannual digital yield generator PLUS certificates of deposit due June 29, 2019 linked to the common stocks of Altria Group Inc., Cablevision Systems Corp., Eli Lilly & Co., Lorillard, Inc., Newmont Mining Corp., Vodafone Group plc, Walgreen Co., Western Refining Inc., Whirlpool Corp. and Williams Partners LP; via BMO Capital Markets Corp. with Incapital LLC; pricing June 26; Cusip: 05575DCA1

BNP PARIBAS

• 0% notes due June 29, 2017 linked to the performance of the Morningstar Ultimate Stock-Pickers Target Volatility 7% index; via BNP Paribas Securities with Advisors Asset Management, Inc.; pricing June 26; Cusip: 05567L5R4

• 0% twin-win notes due June 30, 2014 linked to the S&P 500 index; 65% to 69% trigger; via BNP Paribas Securities and Advisors Asset Management, Inc.; pricing June 26; Cusip: 05567L5T0

CITIGROUP FUNDING INC.

• Non-callable fixed-to-floating notes due June 20, 2015; via Citigroup Global Markets Inc.; pricing June 15; Cusip: 1730T0XW4

• 0% lookback Performance Leveraged Upside Securities due June 26, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC; pricing June 21; Cusip: 17318Q731

• Non-callable fixed-to-floating notes due June 28, 2015; via Citigroup Global Markets Inc.; pricing June 25; Cusip: 1730T0XQ7

• 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

• 0.5% market-linked notes due June 28, 2018 tied to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing June 25; Cusip: 1730T0XZ7

• Autocallable contingent coupon equity-linked securities due June 28, 2013 linked to General Electric Co. shares; via Citigroup Global Markets Inc.; pricing June 25; Cusip: 1730T0XV6

• 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

• Annual observation coupon notes due May 31, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing June 27; Cusip: 1730T0XU8

• 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 the 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% buffered return enhanced notes due July 3, 2013 linked to the Hang Seng, Korea Stock Price 200, Hang Seng China Enterprises, MSCI Taiwan and MSCI Singapore Free indexes and their related currencies; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing June 15; Cusip: 22546TVD0

• 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%-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

• 8% 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 25; Cusip: 06366RFB6

• Annual coupon CS notes due July 11, 2017 linked to Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Charles Schwab Corp., Eli Lilly and Co., Intel Corp., American Depositary Shares of Vale SA, Valero Energy Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing July 6; Cusip: 22546TVE8

• 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

• 0% Cert Plus securities due June 30, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22546TUY5

• 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

• High/low coupon callable yield notes due Jan. 6, 2014 linked to the S&P 500 index, the Nasdaq-100 index and the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing June 29; Cusip: 22546TUX7

• 10.5%-12.5% callable yield notes due Jan. 7, 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 July 2; Cusip: 22546TVB4

• 7%-9% annualized callable yield notes due Jan. 7, 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 July 2; Cusip: 22546TVA6

DEUTSCHE BANK AG, LONDON BRANCH

• 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

• Variable contingent-coupon basket-linked certificates of deposit due 2018 linked to grade A copper, corn, RBOB gasoline, gold, Brent crude oil, Henry Hub natural gas, silver, soybeans, wheat and special high grade zinc; via agent Goldman Sachs & Co. and distributor Incaptial LLC; pricing June 22; Cusip: 38143ATU9

• 0% equity index-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); pricing June 25; Cusip: 38143AUA1

• Contingent coupon certificates of deposit due 2017 linked to the common stocks of 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); pricing June 26; Cusip: 38143ATY1

• Contingent coupon certificates of deposit due 2018 linked to the common stocks of 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); pricing June 26; Cusip: 38143ATZ8

• Contingent coupon certificates of deposit due 2019 linked to the common stocks of 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); pricing June 26; Cusip: 38143ATV7

• Variable-coupon certificates of deposit due 2019 linked to the common stocks of 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); pricing June 26; Cusip: 38143ATW5

GOLDMAN SACHS GROUP, INC.

• 0% currency-linked notes due June 28, 2013 linked to the Brazilian real; via underwriter Goldman Sachs & Co. and dealer J.P. Morgan Securities LLC; pricing June 15; Cusip: 38143UZ38

• 0% medium-term notes due July 3, 2013 linked to the MSCI Daily Total Return Net World index; via Goldman Sachs & Co. with J.P. Morgan Securities LLC; pricing June 15; Cusip: 38143UZ20

• Fixed-to-floating notes due June 26, 2017; via Deutsche Bank Securities; pricing June 21; Cusip: 25152CPZ3

• Callable step-up fixed-rate notes due June 2017; via Goldman Sachs & Co. and Incapital LLC; settlement in June; Cusip: 38143UY96

• Fixed-to-floating notes due June 2017; via Goldman Sachs & Co.; settlement in June; Cusip: 38143UY47

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

• 42- to 49-month 0% index-linked digital notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.

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

• 18- to 21-month 0% buffered index-linked notes linked to the Euro Stoxx ex-Financials index converted into dollars; via Goldman Sachs & Co.

• 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

• 0% buffered index-linked notes due in 24 to 28 months tied to the MSCI AC World index; via Goldman Sachs & Co.; Cusip: 38147B349

• 24- to 27-month 0% leveraged index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147B364

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

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

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

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

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

• 2.5-year 0% S&P 500 index-linked medium-term notes; via Goldman Sachs & Co.; Cusip: 38143UY88

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

• FIve-year buffered annual reset coupon notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UX30

• 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

• Five-year 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UY70

• Five-year 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UY62

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 CDs with auto cap feature due June 29, 2017 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: 40431GU98

• Annual income opportunity certificates of deposit 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: 40431GV97

• 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

• Annual income opportunity certificates of deposit with auto cap due July 1, 2019 linked to the common stocks of 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 HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40431GW54

• Annual income opportunity certificates of deposit with auto cap due July 1, 2019 linked to the common stocks of 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 June 26; Cusip: 40431GV71

HSBC USA INC.

• 0% notes due July 3, 2013 linked to Euro Stoxx 50 index, the Tokyo Stock Price index and the FTSE 100index; via HSBC Securities (USA) Inc. with J.P. Morgan Securities LLC and JPMorgan Chase Bank NA; pricing June 15; Cusip: 4042K1T45

• 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

• Income plus notes with minimum coupon due June 27, 2019 linked to AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing June 22; Cusip: 4042K1S79

• 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 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%-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%-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% trigger performance securities due June 30, 2022 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing June 26; Cusip: 40433M583

• 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 September 2013 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in June

• 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

• 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; pricing June 22; Cusip: 48124JDQ8

• 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; pricing June 22; Cusip: 48124JDS4

• 0% certificates of deposit due Dec. 31, 2018 linked to the J.P. Morgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing June 25; 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; pricing June 25; Cusip: 48124JDW5

• Callable variable-rate range accrual certificates of deposit due June 29, 2027 linked to six-month Libor and the Russell 2000 index; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing June 25; Cusip: 48124JEU8

• 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.

• 13.75% reverse convertible notes due Sept. 20, 2012 linked to Alcoa Inc. stock; via JPMorgan; pricing June 15; Cusip: 48125VE55

• 11.75% reverse convertible notes due Dec. 20, 2012 linked to Apple Inc. stock; via JPMorgan; pricing June 15; Cusip: 48125VD56

• 12.75% reverse convertible notes due Sept. 20, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing June 15; Cusip: 48125VD80

• 11.75% reverse convertible notes due Dec. 20, 2012 linked to Caterpillar Inc. stock; via JPMorgan; pricing June 15; Cusip: 48125VE22

• 10.5% reverse convertible notes due Dec. 20, 2012 linked to Citigroup Inc. stock; via JPMorgan; pricing June 15; Cusip: 48125VG53

• Autocallable contingent interest notes due July 3, 2013 linked to Citigroup Inc. common stock; via J.P. Morgan Securities LLC; pricing June 15; Cusip: 48125VG38

• 10% reverse exchangeable notes due June 20, 2013 linked to Deere & Co. common stock; 80% trigger; via J.P. Morgan Securities LLC; pricing June 15; Cusip: 48125VE63

• 12% reverse convertible notes due Dec. 20, 2012 linked to Dow Chemical Co. stock; via JPMorgan; pricing June 15; Cusip: 48125VE97

• 11% reverse convertible notes due Dec. 20, 2012 linked to Ford Motor Co. stock; via JPMorgan; pricing June 15; Cusip: 48125VE71

• 9% reverse exchangeable notes due June 20, 2013 linked to General Electric Co. common stock; 80% trigger; via J.P. Morgan Securities LLC; pricing June 15; Cusip: 48125VE89

• 14.5% reverse convertible notes due Sept. 20, 2012 linked to Halliburton Co. stock; via JPMorgan; pricing June 15; Cusip: 48125VD72

• 20% reverse convertible notes due Sept. 20, 2012 linked to Molycorp, Inc. stock; via JPMorgan; pricing June 15; Cusip: 48125VD98

• 15.75% reverse convertible notes due Sept. 20, 2012 linked to salesforce.com inc. stock; via JPMorgan; pricing June 15; Cusip: 48125VD64

• 12% reverse convertible notes due Dec. 20, 2012 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via JPMorgan; pricing June 15; Cusip: 48125VE48

• 13% reverse convertible notes due Dec. 20, 2012 linked to Whirlpool Corp. stock; via JPMorgan; pricing June 15; Cusip: 48125VF21

• 12.25% reverse convertible notes due Dec. 20, 2012 linked to Wells Fargo & Co. stock; via JPMorgan; pricing June 15; Cusip: 48125VE30

• 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

• 0% buffered return enhanced notes due June 24, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing June 19; Cusip: 48125VF62

• 9.5% single observation callable yield notes due June 26, 2013 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via J.P. Morgan Securities LLC; pricing June 19; Cusip: 48125VG61

• 7.25%-8.25% autocallable yield notes due June 25, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC; pricing June 20; Cusip: 48125VF70

• 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%-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

• 0% return notes due June 30, 2014 linked to the S&P 500 index with an 80% weight and J.P. Morgan Strategic Volatility index with a 20% weight; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48125VC65

• 8%-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% return notes due Sept. 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing June 27; Cusip: 48125VG46

• 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

LLOYDS TSB BANK PLC

• Callable step-up fixed-rate notes due June 28, 2032; via Barclays Capital Inc.; pricing June 25; Cusip: 5394E8AW9

MORGAN STANLEY

• Senior fixed-to-floating notes due June 20, 2017; via Morgan Stanley & Co. LLC; settlement June 20; Cusip: 61760QBP8

• 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 notes due June 29, 2016 linked to the Morgan Stanley ETF-MAP Index (Excess Return); via Morgan Stanley & Co. LLC; pricing June 26; Cusip: 617482S62

• 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% 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% 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

• 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

• 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% 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% dual directional trigger Performance Leveraged Upside Securities due June 2014 linked to the price of gold; 75% trigger; Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in June; Cusip: 617482N67

• 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% 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

• 0% buffered jump securities due December 2015 linked to the S&P 500 index; 75% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in June; Cusip: 61755S347

ROYAL BANK OF CANADA

• 12% reverse convertible notes due Dec. 20, 2012 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBR6

• 10.5% reverse convertible notes due Dec. 20, 2012 linked to Apple Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBQ8

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

• 12% reverse convertible notes due Sept. 20, 2012 linked to Caterpillar Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBG0

• 9% reverse convertible notes due Dec. 20, 2012 linked to Deere & Co. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBS4

• 12% reverse convertible notes due Dec. 20, 2012 linked to Dow Chemical Co. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBT2

• 12.5% reverse convertible notes due Sept. 20, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBH8

• 11.5% reverse convertible notes due Sept. 20, 2012 linked to Goldman Sachs Group, Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBJ4

• 10% reverse convertible notes due Sept. 20, 2012 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBK1

• 14.5% reverse convertible notes due Sept. 20, 2012 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBL9

• 12.25% reverse convertible notes due Sept. 20, 2012 linked to JPMorgan Chase & Co. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBM7

• 10.25% reverse convertible notes due Sept. 20, 2012 linked to Mosaic Co. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBN5

• 14.5% reverse convertible notes due Dec. 20, 2012 linked to Prudential Financial, Inc. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SCA2

• 14.5% reverse convertible notes due Sept. 20, 2012 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing June 15; Cusip: 78008SBP0

• 0% absolute return barrier notes due June 12, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing June 18; Cusip: 78008SBD7

• 16.5%-20.5% reverse convertible notes due Dec. 27, 2012 linked to Mosaic Co. shares; 80% trigger; via RBC Capital Markets Corp.; pricing June 21; Cusip: 78008SAY2

• Buffered autocallable optimization securities due July 1, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 21; Cusip: 78008D554

• 8% to 9% barrier range accrual notes due Dec. 27, 2012 linked to the SPDR Gold Trust; 90% trigger; via RBC Capital Markets, LLC; pricing June 22; Cusip: 78008SCD6

• 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

• 0% buffered bullish enhanced return notes due July 31, 2013 linked to the S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78008SCC8

• 0% buffered bullish enhanced return notes due June 30, 2014 linked to the S&P 500 index; 85% trigger; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78008SCB0

• Redeemable step-up notes due June 27, 2022; via RBC Capital Markets, LLC; settling June 27; Cusip: 78008SCE4

• 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% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due July 3, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in June; Cusip: 78008SBV7

• 0% autocallable access securities with fixed percentage buffered downside due July 3, 2014 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in June; Cusip: 78008SBW5

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due Oct. 3, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in June; Cusip: 78008SBU9

• 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% autocallable access securities with fixed percentage buffered downside due July 3, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in June; Cusip: 78008SBX3

• 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% direct investment notes due Aug. 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing July 5; Cusip: 78008SBZ8

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI Emerging Markets index fund; 85% trigger; via Goldman Sachs & Co.

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

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% buffered return enhanced notes due June 27, 2013 linked to Brent crude oil futures contracts; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 902674JC5

• 0% contingent buffer enhanced notes due June 27, 2013 linked to corn, Brent crude oil and palladium; via underwriter UBS Investment Bank and dealers JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 902674JB7

• 0% participation notes due June 27, 2013 linked to the spot price of gold; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing June 15; Cusip: 90261JKE2

UBS AG, LONDON BRANCH

• 13.5%-15.5% annualized single observation Equity LinKed Securities due Dec. 20, 2012 linked to the common shares of Las Vegas Corp.; via UBS Securities LLC; pricing June 15; Cusip: 90268U481

• 0% buffered return enhanced notes due July 3, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing June 15; Cusip: 902674JF8

• 0% capped index knock-out notes due July 3, 2013 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 902674JD3

• 0% capped index knock-out notes due July 3, 2013 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing June 15; Cusip: 902674JE1

• 0% market plus notes due Dec. 18, 2013 tied to the S&P 500 index; via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing June 15; Cusip: 902674JG6

• 0% trigger performance securities due June 30, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90268U390

• 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 the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via UnionBanc Investment Services, LLC; pricing June 27; Cusip: 90521AJZ2

WELLS FARGO BANK, NA

• 0% market-linked certificates of deposit due June 29, 2018 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via distributor Incapital LLC; pricing June 25; Cusip: 949748Q91

• Contingent annual interest market-linked certificates of deposit due June 29, 2018 linked to 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

• 0.5% quarterly capped certificates of deposit due June 29, 2018 linked to the Russell 2000 index; pricing June 25; Cusip: 949748Q83

WELLS FARGO & CO.

• Floating-rate notes due June 20, 2017; via Wells Fargo Securities, LLC; pricing June 15; Cusip: 94986RKH3

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Wells Fargo Securities, LLC; settlement June 26; Cusip: 94986RKG5

• Callable step-up notes due June 29, 2027; via Wells Fargo Securities, LLC; pricing June 26; Cusip: 94986RKJ9

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

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due January 2016 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RKA8

• 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

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due January 2016 linked to the SPDR S&P MidCap 400 ETF Trust; 90% trigger; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RKB6

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due January 2017 linked to SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 80% trigger; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RKD2

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due January 2015 linked to SPDR S&P 500 ETF Trust, the SPDR S&P MidCap 400 ETF Trust and the iShares Russell 2000 index fund; 80% trigger; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RJZ5

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due April 2016 linked to the Vanguard REIT ETF; 85% trigger; via Wells Fargo Securities, LLC; settlement in July; Cusip: 94986RKC4

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