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

Published on 9/4/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 8.5% STEP Income Securities due September 2013 linked to Apple Inc.; via Bank of America Merrill Lynch; pricing in September

• 0% Strategic Accelerated Redemption Securities due September 2013 linked to Brent crude oil futures contract; via Bank of America Merrill Lynch; pricing in September

• 0% Currency Market Index Target-Term Securities due September 2014 linked to a basket of the Indian rupee, Indonesian rupiah, Malaysian ringgit and Philippine peso relative to the dollar; via Bank of America Merrill Lynch; pricing in September

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

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

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

BANK OF MONTREAL

• 0% contingent risk absolute return notes due March 17, 2014 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Sept. 12; Cusip: 06366RHH1

• 0% contingent risk absolute return notes due March 17, 2014 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing Sept. 12; Cusip: 06366RHG3

• 0% contingent risk absolute return notes due March 17, 2014 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Sept. 12; Cusip: 06366RHF5

• Range accrual notes with contingent downside protection due Sept. 29, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RGZ2

• 0% buffered bullish digital return notes due Sept. 30, 2014 linked to the S&P 500 index and the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RGY5

• 0% buffered bullish enhanced return notes due Sept. 30, 2014 linked to S&P 500 index and the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Sept. 25; Cusip: 06366RHE8

BARCLAYS BANK PLC

• 0% notes due Sept. 10, 2015 linked to the EquityCompass Share Buyback index; via Barclays; pricing Sept. 7; Cusip: 06741TEB9

• 0% bearish notes due Sept. 17, 2016 linked to the Barclays 10Y Treasury Futures index; via Barclays; pricing Sept. 12; Cusip: 06741TFL6

• Step-up callable notes due Sept. 17, 2027; via Barclays; pricing Sept. 12; Cusip: 06741TFQ5

• 0% Capped Leveraged Index Return Notes due September 2014 linked to the PHLX Housing Sector index; via Bank of America Merrill Lynch; pricing in September

• 0% Leveraged Index Return Notes due September 2014 linked to the S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via Bank of America Merrill Lynch; pricing in September

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

CITIGROUP FUNDING INC.

• 7.1%-7.3% notes due Sept. 12, 2016 denominated in Brazilian reais and payable in dollars; via Citigroup Global Markets Inc.; pricing Sept. 7; Cusip: 1730T0WP0

• Buffered range accrual notes due Sept. 287, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Sept. 25; Cusip: 1730T0YQ6

• 0% dual directional trigger Performance Leveraged Upside Securities due Sept. 29, 2014 linked to the Financial Select Sector SPDR fund; via Citigroup Global Markets Inc. (underwriter) and Morgan Stanley Smith Barney LLC (dealer); pricing Sept. 27; Cusip: 17318Q582

CREDIT SUISSE AG, NASSAU BRANCH

• Call warrants expiring Sept. 17, 2015 linked to the Hang Seng China Enterprises, Korea Stock Price 200, MSCI Taiwan, Hang Seng and MSCI Singapore Free indexes; via Barclays; pricing Sept. 12; Cusip: 22539T308

• 0% autocallable barrier return securities due Sept. 25, 2014 linked to the common stock of Apple Inc.; via Credit Suisse Securities (USA) LLC; pricing Sept. 20; Cusip: 22546TYD7

• 0% absolute return barrier securities due Dec. 26, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 20; Cusip: 22546TYA3

• 0% Buffered Accelerated Return Equity Securities due Sept. 26, 2016 linked to S&P 500 index, the Russell 2000 index and the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing Sept. 20; Cusip: 22546TYB1

• 0% Buffered Accelerated Return Equity Securities due March 28, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546TYJ4

• 0% digital plus barrier notes due Sept. 28, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 25; Cusip: 22546TYM7

• 0% Buffered Accelerated Return Equity Securities due April 3, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 28; Cusip: 22546TYH8

• 0% digital plus barrier notes due Oct. 3, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 28; Cusip: 22546TYN5

• 10% to 12% callable yield notes due Oct. 3, 2013 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Sept. 28; Cusip: 22546TYC9

• High/low coupon callable yield notes due Jan. 3, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Sept. 28; Cusip: 22546TYE5

• 0% digital plus barrier notes due Oct. 3, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 28; Cusip: 22546TYL9

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

DEUTSCHE BANK AG, LONDON BRANCH

• 0% digital optimization securities due Sept. 13, 2013 linked to the SPDR S&P Homebuilders exchange-traded fund; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 6; Cusip: 25154X421

GOLDMAN SACHS BANK USA

• Buffered basket-linked certificates of deposit due 2017 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); pricing Sept. 25; Cusip: 38143AC37

• Variable-coupon basket-linked certificates of deposit due 2019 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); pricing Sept. 25; Cusip: 38143AB87

• Autocallable variable contingent coupon certificates of deposit due 2022 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); pricing Sept. 25; Cusip: 38143AA96

• Autocallable variable contingent coupon certificates of deposit due 2022 linked to the stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; Cusip: 38143AYQ2

• Autocallable variable-coupon basket-linked certificates of deposit due 2022 linked to the stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; Cusip: 38143AYR0

• Contingent coupon certificates of deposit due 2017 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYK5

• Contingent coupon certificates of deposit due 2018 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYL3

• Contingent coupon certificates of deposit due 2018 linked to a basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC is the distributor; Cusip: 38143AC29

• Contingent coupon certificates of deposit due 2019 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYG4

• Contingent coupon certificates of deposit due 2019 linked to a basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC is the distributor; Cusip: 38143AB95

• 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. and distributor Incapital LLC; Cusip: 38143AYM1

• 0.2% index-linked certificates of deposit due 2019 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co. with Incapital LLC is the distributor; Cusip: 38143AC52

• 0.25% certificates of deposit due 2019 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; Cusip: 38143AYN9

• Contingent coupon certificates of deposit due 2019 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co. with Incapital LLC is the distributor; Cusip: 38143AC45

• Contingent coupon certificates of deposit due 2020 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; Cusip: 38143AYP4

• 0% certificates of deposit due 2017 linked to the S&P 500 index; via Goldman Sachs & Co. with Incapital LLC; Cusip: 38143AXC4

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due September 2024; via Goldman, Sachs & Co. and Incapital LLC; pricing in September; Cusip: 38143U6S5

• Five-year 0.25%-0.75% basket-linked notes linked to the best performing of three baskets each containing different weights of the currency component (Brazilian real, British pound, euro and Japanese yen), the S&P GSCI Excess Return index, the equity component (S&P 500 index, Euro Stoxx 50 index, Topix index and iShares MSCI Emerging Markets index fund) and the iShares Barclays 7-10 Year Treasury bond fund; via Goldman Sachs & Co.; Cusip: 38143U4G3

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index, 10% buffer; via Goldman, Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

• 30- to 35-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

• 13-month 0% buffered digital medium-term notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U5S6

• Four-year buffered range accrual medium-term notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U5K3

• 12- to 14-month 0% digital notes tied to the S&P 500 index; 85% 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% digital notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 18- to 21-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38417B638

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

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

• 36-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U4M0

• 42- to 48-month 0% buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U5T4

• 12-year callable monthly range accrual notes linked to the S&P 500 index and six-month Libor; via Goldman Sachs & Co.; Cusip: 38143U6X4

• 15-year callable monthly range accrual notes linked to the S&P 500 index and six-month Libor; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U6R7

• 36- to 42-month 0% leveraged buffered commodity strategy-linked notes on the S&P GSCI Enhanced E96 Excess Return Strategy; 90% trigger; via Goldman, Sachs & Co.

HSBC BANK USA, NA

• Annual Income Opportunity certificates of deposit with step-up auto cap rate due Sept. 26, 2019 linked to a basket of 10 common stocks (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 Sept. 21; Cusip: 40431G2U2

• Income Plus certificates of deposit due Sept. 27, 2019 with 2.25% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 40431G2J7

• Income Plus certificates of deposit due Sept. 27, 2019 with 3.75% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 40431G2K4

• Income Plus certificates of deposit due Sept. 27, 2019 with 5.25% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 40431G2L2

• Head-Start Annual Income Opportunity certificates of deposit with step-up auto cap rate due Sept. 27, 2019 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., UnitedHealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 40431G2Q1

• Annual Income Opportunity certificates of deposit with step-up auto cap rate due Sept. 30, 2019 linked to a basket of 10 common stocks (Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., UnitedHealth Group Inc. and Verizon Communications Inc.); via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40431G2R9

• Annual income opportunity certificates of deposit due Sept. 28, 2017 linked to the stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., Firstenergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Tiffany & Co., Unitedhealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40431G2H1

• Annual income opportunity certificates of deposit due Sept. 28, 2020 linked to the stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., Firstenergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Tiffany & Co., Unitedhealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 40431G2G3

HSBC USA INC.

• 4.5%-6.5% trigger yield optimization notes due Sept. 12, 2014 linked to the common stock of Boeing Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 7; Cusip: 25154X322

• 5.1%-7.1% trigger yield optimization notes due Sept. 12, 2014 linked to the common stock of Ford Motor Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 7; Cusip: 25154X272

• 4.5%-6.5% trigger yield optimization notes due Sept. 12, 2014 linked to the common stock of Microsoft Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 7; Cusip: 25154X330

• 7%-9% autocallable yield notes due Sept. 18, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 12; Cusip: 4042K14L4

• 7%-9% autocallable yield notes due Sept. 18, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 12; Cusip: 4042K14M2

• 7%-9% autocallable yield notes due Sept. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 12; Cusip: 4042K14N0

• 7%-9% autocallable yield notes due Sept. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 12; Cusip: 4042K14P5

• 0% buffered uncapped market participation securities due Sept. 24, 2015 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Sept. 21; Cusip: 4042K14B6

• 0% buffered performance plus securities due March 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 21; Cusip: 4042K13Y7

• 0% buffered uncapped market participation securities due Sept. 24, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 21; Cusip: 4042K14A8

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13S0

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13W1

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13V3

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13U5

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13Q4

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13T8

• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Sept. 24; Cusip: 4042K13P6

• Income plus notes due Sept. 30, 2019 with 4% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 4042K14H3

• Income plus notes due Sept. 30, 2019 with 7% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 4042K14J9

• Income plus notes due Sept. 30, 2019 with 10.5% potential coupon linked to common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 4042K14K6

• Annual income opportunity notes due Sept. 30, 2019 linked to a basket of common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., ConAgra Foods, Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., UnitedHealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 4042K14F7

• 0% airbag performance securities due Sept. 30, 2022 linked to the S&P 500 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (dealer); pricing Sept. 25; Cusip: 40433M187

• 0% buffered uncapped market participation securities due Sept. 30, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 4042K14D2

• 0% leveraged buffered uncapped market participation securities due Sept. 30, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Sept. 25; Cusip: 4042K14C4

• 0% airbag performance securities due Sept. 30, 2022 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (dealer); pricing Sept. 26; Cusip: 40433M179

• 0% Accelerated Return Notes due November 2013 linked to the MSCI Brazil index; via Bank of America Merrill Lynch; pricing in September

• 0% Accelerated Return Notes due November 2013 linked to the PHLX SemiconductorSector index; via Bank of America Merrill Lynch; pricing in September

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

JPMORGAN CHASE & CO.

• 0% autocallable buffered return enhanced notes due Sept. 10, 2014 linked to the S&P 500 index; 85% trigger; via J.P. Morgan Securities LLC; pricing Sept. 5; Cusip: V8125V4X5

• 0% autocallable buffered return enhanced notes due Sept. 10, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 5; Cusip: V8125V4X5

• Autocallable contingent interest notes due Sept. 10, 2014 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 5; Cusip: 48125V5Q9

• Callable fixed-rate step-up notes due Sept. 19, 2022; via J.P. Morgan Securities LLC; pricing Sept. 14; Cusip: 48125V5C0

• Callable fixed-rate step-up notes due Sept. 19, 2024; via J.P. Morgan Securities LLC; pricing Sept. 14; Cusip: 48125V5D8

• 8.25% reverse convertible notes due March 23, 2012 linked to Hess Corp. stock; via JPMorgan; pricing Sept. 19; Cusip: 48125V5U0

• 0% return notes due Dec. 26, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Sept. 20; Cusip: 48125V4Y3

• Digital contingent coupon certificates of deposit due Sept. 28, 2018 linked to a basket of stocks (Avon Products, Inc., Bristol-Meyers Squibb Co., Goldcorp Inc., General Mills, Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co., Tiffany & Co., Verizon Communications Inc. and Whirlpool Corp.); via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48124JJN9

• Digital contingent coupon certificates of deposit due Sept. 30, 2019 linked to a basket of stocks (Avon Products, Inc., Bristol-Meyers Squibb Co., Goldcorp Inc., General Mills, Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co., Tiffany & Co., Verizon Communications Inc. and Whirlpool Corp.); via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48124JJP4

• 10%-12% autocallable yield notes due Sept. 30, 2013 linked to the iShares FTSE/Xinhua China 25 index fund and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V5L0

• 0% capped buffered return enhanced notes due March 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4U1

• 0% capped buffered return enhanced notes due March 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4T4

• 7%-9% autocallable yield notes due March 31, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V5N6

• 0% notes due Sept. 29, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4Q0

• Contingent interest notes due Sept. 28, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V5R7

• 0% return notes due Dec. 31, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4R8

• 10%-12% autocallable yield notes due Sept. 30, 2013 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V5P1

• 0% capped buffered return enhanced notes due March 31, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4S6

• 0% capped buffered return enhanced notes due March 31, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4V9

• 0% capped buffered return enhanced notes due Sept. 30, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4W7

• 7%-9% autocallable yield notes due Sept. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V4Z0

• 6.5%-8.5% autocallable yield notes due March 31, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Sept. 25; Cusip: 48125V5M8

LLOYDS TSB BANK PLC

• Callable six-month Libor and S&P 500 index range accrual notes due Sept. 19, 2032; via Morgan Stanley & Co. LLC; settlement Sept. 19; Cusip: 5394E8BG3

• Callable step-up fixed-rate notes due Sept. 19, 2027; via Morgan Stanley & Co. LLC; settlement Sept. 19; Cusip: 5394E8BF5

MORGAN STANLEY

• Fixed-to-floating notes due Sept. 14, 2020; via Morgan Stanley & Co. LLC; settlement Sept. 14; Cusip: 61760QBX1

• 0% market-linked autocallable step-up notes due Sept. 28, 2032 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Sept. 25; Cusip: 6174822D5

• 0% buffered Performance Leveraged Upside Securities due September 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S594

• 0% Performance Leveraged Upside Securities due October 2013 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S628

• 0% uncapped enhanced trigger jump securities due September 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S602

ROYAL BANK OF CANADA

• 0% direct investment notes due Oct. 10, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Sept. 6; Cusip: 78008SFQ4

• 6%-7.5% annualized airbag yield optimization notes due March 13, 2013 linked to Cummins Inc. common stock; via UBS Financial Services Inc. and RBC Capital Markets LLC; pricing Sept. 7; Cusip: 78008W271

• 6.8%-8.8% annualized airbag yield optimization notes due March 13, 2013 linked to Halliburton Co. common stock; via UBS Financial Services Inc. and RBC Capital Markets LLC; pricing Sept. 7; Cusip: 78008W289

• 12%-16% reverse convertible notes due March 15, 2013 linked to Dell Inc. shares; via RBC Capital Markets, LLC; pricing Sept. 12; Cusip: 78008SHN9

• 19.5%-23.5% reverse convertible notes due March 15, 2013 linked to GameStop Corp. shares; via RBC Capital Markets, LLC; pricing Sept. 12; Cusip: 78008SHM1

• 15.75%-19.75% reverse convertible notes due March 15, 2013 linked to Vale SA shares; via RBC Capital Markets, LLC; pricing Sept. 12; Cusip: 78008SHR0

• 9.5% STEP Income Securities due September 2013 linked to Caterpillar Inc. common stock; via Bank of America Merrill Lynch; pricing in September

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

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI EAFE index fund due in 18 to 21 months; 90% 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.

TOYOTA MOTOR CREDIT CORP.

• Step-up fixed-rate callable notes due Sept. 19, 2027; via Morgan Stanley & Co. LLC; settlement Sept. 19; Cusip: 89233P6P6

WELLS FARGO & CO.

• 1% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 2018 linked to the S&P 500 index; via Wells Fargo Securities LLC; settlement in September; Cusip: 94986RLB5

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 2015 linked to the SPDR S&P 500 ETF trust, the SPDR S&P MidCap 400 ETF trust and the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; settlement in September; Cusip: 94986RKZ3

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 2017 linked to the 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; via Wells Fargo Securities, LLC; settlement in September; Cusip: 94986RLA7

• Mandatorily exchangeable securities with capped upside and contingent buffered downside due 2014 linked to the common stock of Ford Motor Co.; via Wells Fargo Securities, LLC

• 0% growth securities with leveraged capped upside and contingent downside protection due September 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; Cusip: 94986RLF6

• 0% growth securities with leveraged capped upside and contingent downside protection due September 2017 linked to the SPDR S&P 500 ETF Trust, iShares Russell 1000 Value index fund and iShares Russell 2000 Growth index fund; via Wells Fargo Securities, LLC; Cusip: 94986RLG4

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