Structured Products Calendar

BANK OF AMERICA CORP.

• 0% notes due September 2014 with capped leveraged return and buffer linked to the common stocks of Abbott Laboratories, Altria Group, Inc., Apple Inc., AT&T Inc., Chevron Corp., Cisco Systems, Inc., Exxon Mobil Corp., Intel Corp., International Business Machines Corp., Johnson & Johnson, Kraft Foods Inc., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Occidental Petroleum Corp., PepsiCo, Inc., Pfizer Inc., United Parcel Service, Inc., United Technologies Corp., Wal-Mart Stores, Inc., Walt Disney Co. and Wells Fargo & Co.; 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% Capped Leveraged Index Return Notes due September 2014 linked to the Euro Stoxx 50 index; via Bank of America Merrill Lynch; pricing in September

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

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

• 0% Accelerated Return Notes due September 2014 linked to the S&P 100 index; 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

• Autocallable market-linked step-up notes due September 2015 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

• Market-linked step-up notes due October 2014 linked to the S&P 500 index, Euro Stoxx 50 index, MSCI Emerging Markets index, S&P MidCap 400 index and Russell 2000 index; via Bank of America Merrill Lynch; pricing in October

BARCLAYS BANK PLC

• 0% leveraged contingent barrier enhanced notes due Oct. 9, 2013 linked to Brent crude oil; via agent Barclays and dealers JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 06741TGZ4

• 0% buffered enhanced notes due Oct. 9, 2013 linked to a basket of Brent crude, corn and palladium; via Barclays with JPMorgan Chase Bank, NA and JPMorgan Securities LLC handling distribution; pricing Sept. 28; Cusip: 06741THE0

• 0% capped participation notes due Oct. 9, 2013 linked to the performance of gold; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing Sept. 28; Cusip: 06741THG5

• 0% capped participation notes due Oct. 9, 2013 linked to the performance of gold; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing Sept. 28; Cusip: 06741THL4

• 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

• 0% notes due Oct. 9, 2015 linked to the EquityCompass Share Buyback index; via Barclays; pricing Oct. 4; Cusip: 06741TGF8

• Step-up fixed-rate callable notes due Oct. 9, 2024; via Bank of America Merrill Lynch; pricing Oct. 4; Cusip: 06741THA8

CITIGROUP FUNDING INC.

• 0% Index Lasers due October 2015 linked to the Euro Stoxx 50 ex Financials index; via Citigroup Global Markets Inc.; pricing Sept. 28; Cusip: 1730T0YV5

• 0% trigger jump securities due Sept. 29, 2014 linked to the price of gold; via Citigroup Global Markets Inc.; pricing Sept. 28; Cusip: 1730T0YY9

CREDIT SUISSE AG, NASSAU BRANCH

• 0% buffered return enhanced notes due Oct. 17, 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 Sept. 28; Cusip: 22546TA27

• 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

• 0% absolute return barrier securities due Jan. 15, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 10; Cusip: 22546TZR5

DEUTSCHE BANK AG, LONDON BRANCH

• 0% autocallable securities due Oct. 2, 2014 linked to the Korean won, Malaysian ringgit, Indian rupee, Thai baht, Singapore dollar and Indonesian rupiah; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 2515A1LS8

• 0% performance securities due Oct. 17, 2014 linked to the performance of the Chinese renminbi relative to the dollar; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 12; Cusip: 25154X173

GOLDMAN SACHS BANK USA

• 0.2% Morningstar Wide Moat Focus Target Volatility 5 index-linked certificates of deposit due in seven years; via Goldman Sachs & Co.; Cusip: 38143AA88

• Contingent coupon certificates of deposit due 2019 linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; Cusip: 38143AB53

GOLDMAN SACHS GROUP, INC.

• 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

• 0% four-year notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U6U0

• 0% medium-term notes due 2018 linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U6V8

• Callable monthly range accrual notes linked to six-month Libor and the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U7L9

• Five-year 0.5% leveraged notes linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; Cusip: 38143U7B1

• 13-month 0% buffered digital notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U6Z9

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

• 13- to 15-month 0% digital notes tied to the S&P 500 index; 85% trigger; via Goldman Sachs & Co.; Cusip: 38147H122

• 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

• 0% buffered digital medium-term notes due 2014 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U6T3

• 20- to 23-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

• 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% leveraged index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147H155

• 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

• Five-year 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143U7K1

• 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 USA INC.

• 0% knock-out buffer notes due Oct. 15, 2013 linked to the Brazilian real relative to the dollar; via HSBC Securities (USA) Inc.; pricing Sept. 28; Cusip: 4042K15E9

• 0% currency-linked partial principal at risk securities due Oct. 2, 2014 linked to the Chinese renminbi relative to the dollar; via HSBC Securities (USA) Inc.; pricing Sept. 28; Cusip: 06738G191

• 0% currency-linked partial principal at risk securities due Oct. 2, 2014 linked to the Chinese renminbi relative to the dollar; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing Sept. 28; Cusip: 4042K14X8

• 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 Semiconductor Sector 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.

• Autocallable contingent interest notes due Oct. 17, 2013 linked to the common stock of Caterpillar Inc.; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48126DAJ8

• Autocallable contingent interest notes due Oct. 17, 2013 linked to the common stock of Citigroup Inc.; via J.P. Morgan Securities LLC; pricing Sept. 28: Cusip: 48126DAH2

• 0% capped leveraged index-linked notes due Oct. 3, 2014 tied to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing Sept. 28; Cusip: 48126DAM1

• 0% notes due Oct. 5, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Oct. 2; Cusip: 48126DAQ2

• 0% return notes due Jan. 31, 2014 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1); via J.P. Morgan Securities LLC; pricing Oct. 26; Cusip: 48126DAG4

MORGAN STANLEY

• 0% dual directional trigger Performance Leveraged Upside Securities due April 2015 linked to Apple Inc. common stock; pricing in September; via Morgan Stanley & Co. LLC; Cusip: 61755S685

• Contingent income autocallable securities due October 2015 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S719

• 0% uncapped enhanced trigger jump securities due September 2015 linked to the Euro Stoxx 50 index; 65% trigger; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S636

• 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

• Contingent income autocallable securities due September 2013 linked to Starbucks Corp. common stock; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S610

• Contingent income autocallable securities due October 2013 linked to the common stock of Starbucks Corp.; 75% trigger; via Morgan Stanley & Co. LLC; pricing in September; Cusip: 61755S677

• 0% lookback entry jump securities due October 2015 linked to the performance of Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 617482P81

• Fixed-to-floating-rate notes due Oct. 15, 2024 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; settlement Oct. 15; Cusip: 61760QBY9

ROYAL BANK OF CANADA

• Contingent income autocallable securities due October 2013 linked to the common stock of Cummins Inc.; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Sept. 28; Cusip: 78008W362

• 0% bear Strategic Accelerated Redemption Securities due March 2013 linked to the Russell 2000 index; 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

• Redeemable step-up notes due Oct. 2, 2028; via RBC Capital Markets, LLC; settlement Oct. 2; Cusip: 78008SFA9

• Redeemable step-up notes due Oct. 10, 2019; via RBC Capital Markets, LLC; settlement Oct. 10; Cusip: 78008SLA2

• 14% STEP Income Securities due October 2013 linked to the common stock of Delta Air Lines Inc.; via Bank of America Merrill Lynch; pricing in October

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

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due Oct. 12, 2027; via UBS Securities LLC; pricing Oct. 9; Cusip: 90261JKW2

UBS AG, LONDON BRANCH

• 0% market plus notes due April 2, 2014 tied to the Euro Stoxx 50 index; via UBS Investment Bank (underwriter) and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC (agents); pricing Sept. 28; Cusip: 902674LR9

• 0% market plus notes due April 2, 2014 tied to the Euro Stoxx 50 index; via UBS Investment Bank (underwriter) and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC (agents); pricing Sept. 28; Cusip: 902674LS7

• Callable step-up fixed-rate notes due Oct. 5, 2022; via UBS Securities LLC; pricing Oct. 2; Cusip: 90261JKV4

• One-year short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; Cusip: 90269V439

WELLS FARGO & CO.

• Fixed-to-floating notes due Oct. 3, 2022; via Wells Fargo Securities LLC; pricing Sept. 28; Cusip: 94986RLR0

• Market-linked notes due October 2019 tied to the Dow Jones industrial average; via Wells Fargo Securities, LLC; pricing in September; Cusip: 94986RLK5

• 0% access securities with upside participation to a cap and fixed percentage buffered downside due March 2016 linked to the Nikkei 225 index; via Wells Fargo Securities, LLC; pricing in September; Cusip: 94986RLL3

• 0% autocallable access securities with contingent downside protection due October 2014 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing in September; Cusip: 94986RLP4

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due April 20, 2015 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Oct. 15; Cusip: 94986RLT6

• 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

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