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

Published on 4/11/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% market-linked step-up notes due April 2015 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due July 2014 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due July 2014 linked to the Merrill Lynch Commodity index eXtra Precious Metals Plus - Excess Return; via BofA Merrill Lynch; pricing in April

• 0% Capped Leveraged Index Return Notes due April 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in April

• 0% autocallable market-linked step-up notes due April 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due April 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

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

• 0% autocallable market-linked step-up notes due April 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% market-linked step-up notes due April 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2014 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in May

BANK OF MONTREAL

• 0% buffered bullish digital return notes due April 30, 2015 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNJ0

• 0% autocallable cash-settled notes with step-up call price due April 30, 2015 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNE1

• 0% contingent risk absolute return notes due April 30, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNH4

• 0% autocallable cash-settled notes with step-up call price due April 30, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNF8

• 0% autocallable barrier notes with contingent coupon due April 29, 2016 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RND3

• 0% buffered bullish digital return notes due April 29, 2016 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RMX0

• 0% buffered bullish digital return notes due April 30, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RMY8

• 0% buffered bullish digital return notes due April 30, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RMZ5

• 0% contingent risk absolute return notes due April 30, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNG6

• 0% autocallable barrier notes with step-up call price due April 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNC5

BANK OF NOVA SCOTIA

• Capped fixed-to-floating notes due April 17, 2023; via Scotia Capital (USA) Inc.; pricing April 12; Cusip: 064159BY1

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due April 30, 2018 linked to Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Intel Corp., Kraft Foods Group, Inc., Merck & Co., Inc., New York Community Bancorp, Inc. and Spectra Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 24; Cusip: 06426XGL8

• Contingent variable-income market-linked certificates of deposit due April 29, 2020 linked to Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Intel Corp., Kraft Foods Group, Inc., Merck & Co., Inc., New York Community Bancorp, Inc. and Spectra Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 24; Cusip: 06426XGN4

• Contingent variable-income market-linked certificates of deposit due April 29, 2020 linked to Altria Group, Inc., Barrick Gold Corp., ConocoPhillips, Lorillard Inc., Merck & Co., Inc., Nvidia Corp., PPL Corp., St. Jude Medical, Inc., Spectra Energy Corp. and Williams Cos., Inc.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 24; Cusip: 06426XGN4

• Contingent variable-income market-linked certificates of deposit due April 29, 2020 linked to S&P GSCI Cocoa Dynamic Roll index ER, S&P GSCI Lead Dynamic index ER, S&P GSCI Coffee Dynamic index ER, S&P GSCI Natural Gas Dynamic index ER, S&P GSCI Corn Dynamic index ER, S&P GSCI Nickel Dynamic index ER, S&P GSCI Cotton Dynamic index ER, S&P GSCI Sugar Dynamic index ER, S&P GSCI Gold Dynamic index ER and the S&P GSCI Wheat Dynamic Roll index; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 24; Cusip: 06426XGQ7

BARCLAYS BANK DELAWARE

• Certificates of deposit due April 27, 2018 linked to a basket of common stocks of Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc. as distributor; pricing April 24; Cusip: 06740AYS2

• Certificates of deposit due April 29, 2019 linked to a basket of common stocks of Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc. as distributor; pricing April 24; Cusip: 06740AYU7

• Certificates of deposit due April 29, 2020 linked to a basket of common stocks of Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc. as distributor; pricing April 24; Cusip: 06740AYW3

• Certificates of deposit due April 29, 2020 linked to S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index; via Barclays with Advisors Asset Management, Inc.; pricing April 24; Cusip: 06740AYT0

• 0.2% to 0.3% certificates of deposit due April 29, 2019 linked to the S&P 500 index; via Barclays and Advisors Asset Management, Inc.; pricing April 24; Cusip: 06740AYY9

• Certificates of deposit due April 29, 2020 linked to the S&P GSCI Aluminum Index Excess Return, the S&P GSCI Brent Crude Index Excess Return, the S&P GSCI Cocoa 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 Precious Metals Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return, the S&P GSCI Sugar Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays; pricing April 24; Cusip: 06740AYZ6

• Certificates of deposit due April 29, 2020 linked to S&P GSCI Aluminum Index Excess Return, S&P GSCI Live Cattle Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Sugar Index Excess Return, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Brent Crude Index Excess Return, S&P GSCI Lead Index Excess Return and S&P GSCI Nickel Index Excess Return; via Barclays with Advisors Asset Management, Inc.; pricing April 24; Cusip: 06740AYV5

• Notes due April 30, 2018 linked to S&P GSCI Aluminum Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Cocoa Index Excess Return, S&P GSCI Sugar Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Brent Crude Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return; via Barclays; pricing April 25; Cusip: 06741TSB4

BARCLAYS BANK PLC

• 8% to 10.6% annualized airbag yield optimization notes due Oct. 21, 2013 linked to the Aruba Networks Inc. shares; 80% trigger; via UBS Financial Services Inc. and Barclays; pricing April 12; Cusip: 06742C434

• Phoenix autocallable securities due April 30, 2014 linked to Bank of America Corp. stock; 80% trigger; via UBS Financial Services Inc. and Barclays; pricing April 12; Cusip: 06741TSV0

• 0% contingent buffer enhanced notes due April 24, 2014 linked to Brent crude oil; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as dealers; pricing April 12; Cusip: 06741TSU2

• Phoenix autocallable securities due April 30, 2014 linked to eBay Inc. stock; 80% trigger; via UBS Financial Services Inc. and Barclays; pricing April 12; Cusip: 06741TSW8

• 0% capped return enhanced notes due April 30, 2014 linked to the MSCI All Country Asia ex Japan index; via Barclays with J.P. Morgan Securities LLC; pricing April 12; Cusip: 06741TSX6

• 0% contingent buffer enhanced notes due May 1, 2014 linked to palladium; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing April 12; Cusip: 06741TSY4

• 0% capped market plus notes due April 30, 2014 linked to the S&P 500 index; 80% trigger; via Barclays; pricing April 12; Cusip: 06741JZC6

• 0% notes due April 30, 2014 linked to the Topix index; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing April 12; Cusip: 06741TSZ1

• 8% to 10.6% annualized airbag yield optimization notes due Oct. 21, 2013 linked to the Yelp Inc. shares; 75% trigger; via UBS Financial Services Inc. and Barclays; pricing April 12; Cusip: 06742C426

• 15% reverse convertible notes due Oct. 18, 2013 linked to Aruba Networks, Inc. stock; via Barclays Capital; pricing April 15; Cusip: 06741JYX1

• Callable steepener notes due April 19, 2033 linked to the 30-year Constant Maturity Swap rate and the five-year CMS rate; via Barclays; settlement April 19; Cusip: 06741TSE8

• 6.15% to 8.15% autocallable yield notes due Oct. 27, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil Capped index fund; 75% trigger; via Barclays; pricing April 22; Cusip: 06741TRZ2

• 8.25% to 9.25% autocallable yield notes due Oct. 27, 2014 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via Barclays; pricing April 22; Cusip: 06741TSA6

• 0% buffered Super Track notes due Oct. 29, 2014 linked to the SPDR S&P Metals and Mining exchange-traded fund; via Barclays; pricing April 24; Cusip: 06741TRY5

• Callable contingent payment notes due April 28, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing April 25; Cusip: 06741TRX7

• Callable contingent payment notes due April 28, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing April 25; Cusip: 06741TSN8

• 0% notes due April 30, 2020 linked to the S&P 500 index; via Barclays; pricing April 25; Cusip: 06741TRW9

• Callable contingent quarterly payment notes due April 28, 2016 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 65% trigger; via Barclays; pricing April 25; Cusip: 06741TSC2

• 0% notes due April 28, 2017 linked to the S&P 500 index; via Barclays; pricing April 25; Cusip: 06741TSD0

• Annual reset coupon buffered notes due April 30, 2019 linked to the Russell 2000 index; via Barclays; pricing April 26; Cusip: 06741TSF5

• 0% trigger jump securities due Nov. 4, 2013 linked to Apple Inc. common stock; via Barclays and Morgan Stanley Smith Barney LLC; pricing April 30; Cusip: 06742C459

• 0% trigger Performance Leveraged Upside Securities due Nov. 4, 2014 linked to Brent blend crude oil, copper, corn, gold, soybeans and gasoline RBOB; 90% trigger; via Barclays with Morgan Stanley Smith Barney LLC; pricing April 30; Cusip: 06741TSL2

• 6.5% STEP Income Securities due May 2014 linked to Ford Motor Co.; via BofA Merrill Lynch; pricing in April

• Callable contingent coupon notes due April 2015 linked to General Motors Co. shares; 70% trigger; via Barclays; pricing in April; Cusip: 06741JYW3

• 6.5% STEP Income Securities due May 2014 linked to International Paper Co.; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due April 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% notes due May 4, 2018 linked to the Barclays Multi-Strategy DJ-UBSCI with Seasonal Energy Excess Return index; via Barclays; pricing May 1; Cusip: 06741TSQ1

• 0% notes due May 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing May 7; Cusip: 06741TST5

• 0% buffered Super Track notes due 2019 linked to S&P 500 index, the Russell 2000 index, the iShares MSCI EAFE index fund, the PowerShares DB Commodity Index Tracking fund, Consumer Staples Select Sector SPDR fund, iShares Dow Jones Select Dividend index fund, iShares iBoxx $ Investment Grade Corporate Bond fund, iShares(r) MSCI Japan Index fund, iShares MSCI Emerging Markets index fund, Health Care Select Sector SPDR fund, PowerShares QQQ Trust, series 1, and iShares Barclays Treasury Inflation Protected Securities Bond fund; via Barclays; Cusip: 06741TRV1

BNP PARIBAS

• Contingent income autocallable notes due April 30, 2019 linked to the Russell 2000 index; via BNPP Securities with Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LHA9

• 0% return enhanced notes due April 26, 2016 linked to the S&P 500 index; via BNPP Securities with Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LHD3

CITIGROUP INC.

• Non-callable fixed-to-floating notes due April 2023; via Citigroup Global Markets Inc.; pricing April 17; Cusip: 1730T0SX8

• 0% buffered digital plus securities due April 27, 2017 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing April 24; Cusip: 1730T0SN0

• 0% buffered digital plus securities due April 27, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing April 24; Cusip: 1730T0ST7

• Callable barrier dual range accrual notes due April 29, 2028 linked to Libor and the Russell 2000 index; 50% trigger; via Citigroup Global Markets Inc.; pricing April 24; Cusip: 1730T0SV2

• 0% trigger performance securities due April 30, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 173095720

• 0% contingent return optimization securities due Oct. 30, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing April 25; Cusip: 173095738

• 0% trigger step performance securities due Oct. 31, 2016 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 173095688

• 0% trigger performance securities due April 28, 2023 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing April 26; Cusip: 173095712

• Autocallable contingent coupon equity-linked securities due May 6, 2015 linked to Apple Inc.; via Citigroup Global Markets Inc.; pricing April 29; Cusip: 1730T0SQ3

• 0% jump securities due May 5, 2015 linked to the iShares Dow Jones U.S. Real Estate index fund; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 1730T0SU4

• 0% trigger Performance Leveraged Upside Securities due May 4, 2016 linked to a basket of common stocks (LyondellBasell Industries NV, CF Industries Holdings, Inc., Schlumberger N.V., EOG Resources, Inc., Hess Corp., Marathon Petroleum Corp., Occidental Petroleum Corp., Phillips 66, Valero Energy Corp. and Halliburton Co.); via Citigroup Global Markets Inc.; pricing April 30; Cusip: 173095639

• Callable leveraged CMS spread notes due April 29, 2033 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; settlement in April; Cusip: 1730T0SM2

CREDIT SUISSE AG, NASSAU BRANCH

• 0% buffered return enhanced notes due May 1, 2014 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing April 12; Cusip: 22546T5K3

• 10% to 12% annualized reverse convertible securities due Oct. 22, 2013 linked to the common stock of Expedia, Inc.; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22546T5H0

• Contingent income autocallable securities due April 22, 2016 linked to LinkedIn Corp. shares; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing April 19; Cusip: 22539T761

• Contingent coupon yield notes due April 26, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 19; Cusip: 22546T4Y4

• Contingent coupon callable yield notes due April 26, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 19; Cusip: 22546T4P3

• High/low coupon callable yield notes due April 27, 2015 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing April 22; Cusip: 22546T4T5

• High/low coupon callable yield notes due April 27, 2015 linked to the S&P 500 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing April 22; Cusip: 22546T5J6

• High/low coupon callable yield notes due Oct. 27, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 22; Cusip: 22546T5F4

• 6%-6.5% callable yield notes due Oct. 29, 2014 linked to the Russell 2000 index and the iShares FTSE/Xinhua China 25 index fund; via Credit Suisse Securities (USA) LLC; pricing April 24; Cusip: 22546T4S7

• 0% buffered lock-in securities due April 30, 2018 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546T5D9

• Daily range accrual securities due Jan. 30, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546T5C1

• High/low coupon callable yield notes due Oct. 30, 2014 linked to the Russell 2000 index, United States Oil Fund, LP and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546T4L2

• 0% digital-plus barrier notes due April 28, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC is; pricing April 25; Cusip: 22546T4Z1

• 0% digital-plus barrier notes due May 1, 2017 linked to the S&P 500 index and the Russell 2000; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546T4W8

• High/low coupon callable yield notes due Oct. 30, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546T4M0

• High/low coupon buffered securities due April 30, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 26; Cusip: 22546T5A5

• Callable daily range accrual securities due April 28, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 26; Cusip: 22546T5G2

• 7.5% to 8% callable yield notes due Nov. 3, 2014 linked to the Russell 2000 index and the iShares FTSE/Xinhua China 25 index fund; via Credit Suisse Securities (USA) LLC; pricing April 29; Cusip: 22546T4U2

• High/low coupon callable yield notes due Nov. 3, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 58% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22546T4N8

• 0% autocallable buffered return equity securities due May 3, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22546T4R9

• 0% digital-plus barrier notes due May 3, 2017 linked to the S&P 500 index and the Russell 2000; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22546T4X6

• Contingent coupon callable yield notes due May 4, 2015 linked to the S&P 500 index, the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22546T4Q1

• High/low coupon callable yield notes due Nov. 3, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22546T5L1

• 42-month 0% accelerated return securities linked the Hang Seng China Enterprises index, the MSCI Taiwan index, the Hang Seng index and the MSCI Singapore Free index; via Barclays; pricing in April; Cusip: 22546T5B3

GOLDMAN SACHS BANK USA

• Contingent coupon certificates of deposit due April 30, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing April 25; Cusip: 38147JCS9

• Variable-coupon basket-linked certificates of deposit due April 30, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing April 25; Cusip: 38147JCR1

• Autocallable variable-coupon basket-linked certificates of deposit due April 28, 2023 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing April 25; Cusip: 38147JDB5

GOLDMAN SACHS GROUP, INC.

• Autocallable monthly index-linked range accrual notes due April 24, 2023 tied to the Russell 2000 index, the Euro Stoxx 50 index and the Taiwan Taiex index; via Goldman Sachs & Co.; pricing April 12; Cusip: 38141GRK2

• Autocallable monthly index-linked range accrual notes due April 26, 2023 linked to the Russell 2000 index, the Euro Stoxx 50 index and the Taiwan Taiex index; via Goldman Sachs & Co.; pricing April 17; Cusip: 38141GRK2

• Callable monthly S&P 500 index-linked range accrual notes due April 22, 2028; via Goldman Sachs & Co.; pricing April 17; Cusip: 38141GRQ9

• Callable monthly Russell 2000 index-linked range accrual notes due April 26, 2023; via Goldman Sachs & Co.; pricing April 23; Cusip: 38141GSB1

• Callable monthly S&P 500 index-linked range accrual notes due April 26, 2028; 50% trigger; via Goldman Sachs & Co.; pricing April 23; Cusip: 38141GSD7

• Callable monthly buffered Russell 2000 index-linked range accrual notes due Jan. 30, 2019; via Goldman Sachs & Co.; pricing April 25; Cusip: 38141GRU0

• 0% leveraged buffered index-linked notes due April 30, 2015 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing April 26; Cusip: 38141GRT3

• 0% buffered index-linked digital notes due April 29, 2016 tied to the Russell 2000 index; via Goldman Sachs & Co.; pricing April 26; Cusip: 38141GRV8

• 0% leveraged buffered index-linked notes due April 29, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 26; Cusip: 38141GRS5

• 0% leveraged buffered notes due in 18 to 21 months linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147K786

• 0% notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes due in 36 to 40 month linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GPM0

• 0% index-linked digital notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147K794

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

• 13- to 24-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.

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

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

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

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147H486

• 0% leveraged notes linked to the S&P 500 index due in 24 to 27 months; via Goldman Sachs & Co.

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

• 26- to 30-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 42- to 48-month 0% leveraged buffered notes linked to the S&P 500 index due in 42 to 48 months; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U7U9

• 48- to 52-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GSF2

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GPL2

• 24-month 0% autocallable leveraged buffered notes linked to the S&P Banks Select Industry index; via Goldman Sachs & Co.

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

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

HSBC USA INC.

• 0% knock-out buffer notes due Oct. 21, 2014 linked to Brazilian real, the Chilean peso and the Mexican peso; 85% trigger; via HSBC Securities (USA) Inc. with J.P. Morgan Securities LLC; pricing April 12; Cusip: 40432XEB3

• 5%-7% autocallable yield notes due Oct. 17, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 12; Cusip: 40432XE80

• 5.25%-7.25% autocallable yield notes due Oct. 17, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 12; Cusip: 40432XE72

• Annual income opportunity notes due April 24, 2019 linked to Altria Group, Inc., Bristol-Myers Squibb Co., CME Group Inc., Cisco Systems, Inc., Kinder Morgan Energy Partners, LP, Lockheed Martin Corp., Maxim Integrated Products, Inc., McDonald's Corp., Monsanto Co. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing April 19; Cusip: 40432XBJ9

• Buffered Accelerated Market Participation Securities due April 26, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 19; Cusip: 40432XDA6

• Buffered Accelerated Market Participation Securities due April 26, 2016 linked to the Hang Seng index; via HSBC Securities (USA) Inc.; pricing April 19; Cusip: 40432XDC2

• 0% digital plus barrier notes due April 26, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 19; Cusip: 40432XD99

• 0% buffered uncapped market participation securities due April 28, 2017 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XDL2

• 0% buffered uncapped market participation securities due Oct. 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XDJ7

• 0% performance barrier notes due Oct. 31, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XDV0

• 0% buffered uncapped market participation securities due April 28, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XDX6

• 0% leveraged buffered uncapped market participation securities due April 28, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XDY4

• 0% 50/150 performance securities due Oct. 26, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XDZ1

• Income plus notes with minimum coupon due April 29, 2020 linked to a basket of common stocks (Apple Inc., eBay Inc., Altria Group, Inc., PepsiCo, Inc. and Wal-Mart Stores, Inc.); via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XDG3

• Income plus notes with minimum coupon due April 29, 2019 linked to a basket of common stocks (Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.); via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XDH1

• Annual income opportunity notes with auto cap due April 29, 2020 linked to Consolidated Edison, Inc., Darden Restaurants, Inc., Exelon Corp., Goldcorp Inc., Lorillard, Inc., Mattel, Inc., Nvidia Corp., Southern Co., Verizon Communications Inc. and Waste Management, Inc., Inc.; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XDF5

• 5%-7% autocallable yield notes due Oct. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XDE8

• 5.25%-7.25% autocallable yield notes due Oct. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XDD0

• Floating-rate notes due April 25, 2025 linked to the 10-year U.S. Dollar Constant Maturity Swap rate; via HSBC Securities (USA) Inc.; settlement April 25; Cusip: 40432XE98

• 0% buffered uncapped market participation securities due April 28, 2016 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDK4

• Buffered Accelerated Market Participation Securities due April 30, 2015 linked to the iShares MSCI EAFE index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDP3

• Buffered Accelerated Market Participation Securities due April 27, 2015 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDS7

• 0% airbag performance securities due April 30, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 40433X878

• 0% return optimization securities due May 30, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc. as placement agent; pricing April 25; Cusip: 40433X704

• Buffered Accelerated Market Participation Securities due April 27, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDR9

• Buffered Accelerated Market Participation Securities due April 30, 2015 linked to the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDN8

• Accelerated Market Participation Securities due Oct. 30, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDT5

• Buffered Accelerated Market Participation Securities due April 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDQ1

• Buffered Accelerated Market Participation Securities due April 30, 2015 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDM0

• 0% buffered uncapped market participation securities due Oct. 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XDJ7

• 0% trigger performance securities due April 28, 2023 linked to the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 40433X803

• 0% trigger performance securities due April 30, 2018 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; 75% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 40433X860

• 0% Performance Leveraged Upside Securities due Nov. 3, 2014 linked to the Topix index; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing April 30; Cusip: 40433X605

• Zero-coupon callable accreting notes due April 2043; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XAP6

• 0% Capped Leveraged Index Return Notes due April 2015 linked to the Dow Jones Global Titans 50 index; via BofA Merrill Lynch; pricing in April

• 0% currency Market Index Target-Term Securities due April 2015 linked to the Indian rupee relative to the euro; via BofA Merrill Lynch; pricing in April

• Capped Leveraged Index Return notes due April 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• Capped Leveraged Index Return notes due May 2015 linked to the silver spot price; via BofA Merrill Lynch; pricing in April

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due April 30, 2020 linked to Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Coach, Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC with Incapital LLC; via J.P. Morgan Securities LLC with Incapital LLC; pricing April 25; Cusip: 48124JYP7

• Digital contingent coupon certificates of deposit due April 30, 2019 linked to Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Coach, Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC with Incapital LLC; pricing April 25; Cusip: 48124JYN2

• Digital contingent coupon certificates of deposit due April 30, 2018 linked to Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Coach, Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC with Incapital LLC; pricing April 25; Cusip: 48124JYS1

• 0% certificates of deposit due April 30, 2020 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC; pricing April 25; Cusip: 48124JXQ6

• Contingent interest certificates of deposit due April 29, 2033 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48124JYT9

JPMORGAN CHASE & CO.

• 25% reverse convertible notes due Oct. 17, 2013 linked to Alpha Natural Resources Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DN39

• 7.5% reverse convertible notes due April 16, 2014 linked to Amazon.com, Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DN54

• 8.5% reverse convertible notes due April 16, 2014 linked to Apple Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DN47

• 0% return notes due April 30, 2014 linked to Apple Inc., Citigroup Inc., Yum Brands, Inc., General Motors Co., Coca-Cola Co., Coach, Inc., Starbucks Corp., Mead Johnson Nutrition Co., Nike, Inc., Mondelez International, Inc., Wynn Resorts, Ltd., Starwood Hotels & Resorts Worldwide, Inc., Teva Pharamceutical Industries Ltd., Broadcom Corp. and HSC Holdings plc; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DP78

• 0% capped contingent buffered return enhanced notes due April 16, 2015 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DK24

• 0% capped return enhanced notes due April 30, 2014 linked to Apple Inc. shares; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DQ77

• 12.5% reverse convertible notes due July 17, 2013 linked to Apollo Group Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DM71

• 18% reverse convertible notes due July 17, 2013 linked to Cliffs Natural Resources Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DM63

• Upside autocallable single observation reverse exchangeable notes due April 15, 2014 linked to the ordinary shares of Deutsche Bank AG; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DL49

• 0% single observation knock-out notes due Oct. 15, 2014 linked to the Euro Stoxx 50 index; 80% trigger; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DP37

• Notes due June 25, 2014 linked to Freeport-McMoRan Copper & Gold Inc. shares; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DR35

• Autocallable contingent interest notes due April 30, 2014 linked to General Motors Co. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DP60

• Autocallable contingent interest notes due April 30, 2014 linked to Lennar Corp. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DP52

• 0% contingent absolute return autocallable optimization securities due April 21, 2014 linked to the common stock of lululemon athletica inc.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing April 12; Cusip: 48124B469

• 8% reverse convertible notes due April 16, 2014 linked to Morgan Stanley stock; via JPMorgan; pricing April 12; Cusip: 48126DN96

• 21% reverse convertible notes due July 17, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DM89

• 8.5% reverse convertible notes due Oct. 17, 2013 linked to Phillips 66 stock; via JPMorgan; pricing April 12; Cusip: 48126DM97

• 0% contingent absolute return autocallable optimization securities due April 21, 2014 linked to the common stock of Phillips 66; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing April 12; Cusip: 48124B451

• 11% reverse convertible notes due April 16, 2014 linked to PulteGroup, Inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DN88

• 8.5% reverse convertible notes due Oct. 17, 2013 linked to salesforce.com inc. stock; via JPMorgan; pricing April 12; Cusip: 48126DN21

• 11% reverse convertible notes due April 16, 2014 linked to Tesoro Corp. stock; via JPMorgan; pricing April 12; Cusip: 48126DN62

• 0% capped autocallable return enhanced notes due April 30, 2014 linked to the Topix index; via J.P. Morgan Securities LLC; pricing April 12; Cusip: 48126DP45

• 8% reverse convertible notes due April 16, 2014 linked to Wynn Resorts Ltd. stock; via JPMorgan; pricing April 12; Cusip: 48126DN70

• 5.5% to 6.5% autocallable yield notes due Oct. 24, 2014 linked to the iShares MSCI EAFE index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 19; Cusip: 48126DM48

• Annual income contingent coupon notes due April 30, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 19; Cusip: 48126DF46

• 6.7% autocallable yield notes due April 24, 2014 linked to the Market Vectors Gold Miners exchange-traded fund, iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 19; Cusip: 48126DQ28

• 9.2% reverse convertible notes due Oct. 29, 2013 linked to Apple Inc. stock; via JPMorgan; pricing April 24; Cusip: 48126DQ44

• 0% capped dual directional knock-out buffered equity notes due April 28, 2016 linked to the Dow Jones-UBS Commodity index; via J.P. Morgan Securities LLC; pricing April 24; Cusip: 48126DQ69

• 20% reverse convertible notes due July 29, 2013 linked to J.C. Penney Co., Inc. stock; via JPMorgan; pricing April 24; Cusip: 48126DQ36

• Fixed-to-floating rate leveraged CMS curve and S&P 500 index-linked notes due April 30, 2028; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing April 25; Cusip: 48126DS59

• 0% annual autocallable notes due April 29, 2016 linked to the lesser performing of the Hang Seng China Enterprises index and the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DK40

• 0% capped buffered return enhanced notes due Oct. 31, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DJ26

• 0% capped buffered return enhanced notes due Oct. 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DJ34

• 5%-8.5% autocallable yield notes due April 30, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DH77

• 0% notes due Oct. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DJ83

• Contingent interest notes due April 30, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DH36

• 0% certificates of deposit due April 30, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC with Incapital LLC; pricing April 25; Cusip: 48124JXU7

• Market-linked notes with contingent coupons due April 28, 2023 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 48126DJ91

• 0% return notes due July 31, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DH44

• 0% return notes due April 30, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DH51

• 8.5%-10.5% autocallable yield notes due April 30, 2014 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DH85

• 0% capped buffered return enhanced notes due Oct. 31, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC: pricing April 25; Cusip: 48126DH93

• 0% capped buffered return enhanced notes due April 30, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC: pricing April 25; Cusip: 48126DJ59

• 0% capped buffered return enhanced notes due April 30, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC: pricing April 25; Cusip: 48126DJ42

• 0% capped buffered return enhanced notes due April 30, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC: pricing April 25; Cusip: 48126DJ67

• 6%-8% autocallable yield notes due July 31, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48126DH69

• Contingent interest notes due April 30, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 26; Cusip: 48126DH28

• 0% notes due April 30, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 26; Cusip: 48126DG94

MORGAN STANLEY

• Contingent income autocallable securities due April 15, 2016 linked to Amazon.com Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing April 12; Cusip: 61761JFE4

• Contingent income autocallable securities due April 15, 2016 linked to Las Vegas Sands Corp. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing April 12; Cusip: 61761JFB0

• Contingent income securities due April 17, 2028 linked to the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 12; Cusip: 61761JES4

• Contingent income securities due April 17, 2028 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 12; Cusip: 61761JFL8

• Contingent income securities due April 17, 2028 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 12; Cusip: 61761JER6

• 0% lock-in buffered securities due April 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JFC8

• 0% buffered jump securities due April 29, 2016 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JFD6

• 0% trigger return optimization securities due April 29, 2016 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 61762E133

• 0% contingent return optimization securities due Oct. 30, 2015 linked to the Russell 2000 index; 75% trigger; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing April 25; Cusip: 61762E125

• 0% buffered return optimization securities due April 30, 2015 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing April 25; Cusip: 61762E117

• Market-linked autocallable notes due April 29, 2033 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JEU9

• Contingent income securities due April 28, 2028 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JEX3

• Contingent income autocallable step-up securities due April 28, 2028 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JEV7

• Contingent income buffered securities due April 28, 2028 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JEZ8

• 0% Target Optimized Participation Securities due Oct. 30, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JEY1

• Contingent coupon notes due April 29, 2033 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JET2

• 0% Performance Leveraged Upside Securities due April 29, 2016 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761J FG9

• Contingent income securities due April 28, 2028 linked to the worse performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 26; Cusip: 61761JFK0

• 0% trigger Performance Leveraged Upside Securities due October 2014 linked to Brent blend crude oil, copper, corn, gold, soybeans and gasoline RBOB; 85% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 6174824F8

• 0% trigger Performance Leveraged Upside Securities due April 2017 linked to the Euro Stoxx 50 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M870

• Contingent income autocallable securities due April 2014 linked to Halliburton Co. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M821

• 0% Performance Leveraged Upside Securities due May 2014 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M862

• Contingent income autocallable securities due April 2014 linked to Michael Kors Holdings Ltd. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M839

• Contingent income securities due April 2028 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761JFJ3

• 0% buffered Performance Leveraged Upside Securities due October 2015 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M847

• 0% Performance Leveraged Upside Securities due May 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M854

• 0% buffered jump securities due April 2017 linked to S&P 500 index, the Euro Stoxx 50 index, the Topix index and the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761M888

ROYAL BANK OF CANADA

• 11% reverse convertible notes due July 17, 2013 linked to Abercrombie & Fitch Co. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK47

• 11% reverse convertible notes due July 17, 2013 linked to Akamai Technologies, Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK39

• 9.25% reverse convertible notes due Oct. 17, 2013 linked to Allegheny Technologies, Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL46

• Trigger phoenix autocallable optimization securities due Oct. 20, 2014 linked to Amazon.com, Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78008D455

• 0% bullish barrier enhanced return notes due April 16, 2015 linked to Apple Inc. common stock; via RBC Capital Markets, LLC; pricing April 12; Cusip: 78008SJ56

• 11.25% reverse convertible notes due Oct. 17, 2013 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL53

• 10.75% reverse convertible notes due Oct. 17, 2013 linked to F5 Networks, Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL79

• 8% reverse convertible notes due Oct. 17, 2013 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL61

• 9.75% reverse convertible notes due Oct. 17, 2013 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL87

• 14.5% reverse convertible notes due July 17, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK62

• 11.5% reverse convertible notes due Oct. 17, 2013 linked to Juniper Networks, Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL95

• 10.75% reverse convertible notes due Oct. 17, 2013 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SM29

• 14.5% reverse convertible notes due Oct. 17, 2013 linked to KB HOME stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SM37

• 14.5% reverse convertible notes due Oct. 17, 2013 linked to Michael Kors Holdings Ltd. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SM45

• 12.5% reverse convertible notes due July 17, 2013 linked to Monster Beverage Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK70

• 13.5% reverse convertible notes due July 17, 2013 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK88

• 12.5% reverse convertible notes due July 17, 2013 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK54

• 9.25% reverse convertible notes due July 17, 2013 linked to PulteGroup Inc. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SK96

• 6.15%-8.15% airbag autocallable yield optimization notes due April 21, 2014 linked to Rio Tinto plc American Depositary Shares; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78008D414

• 0% return enhanced notes due April 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 12; Cusip: 78008SN69

• 0% return enhanced notes due April 18, 2018 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 12; Cusip: 78008SN77

• 6.6%-8.6% airbag autocallable yield optimization notes due April 21, 2014 linked to salesforce.com, inc. common stock; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78008D430

• 11.75% reverse convertible notes due Oct. 17, 2013 linked to Seagate Technology plc stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SM52

• 9% reverse convertible notes due July 17, 2013 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL20

• 9.75% reverse convertible notes due July 17, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SL38

• 11.25% reverse convertible notes due Oct. 17, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SM78

• 6.65%-8.65% airbag autocallable yield optimization notes due April 21, 2014 linked to Valeant Pharmaceuticals International, Inc. common stock; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78008D448

• 6.15%-8.15% airbag autocallable yield optimization notes due April 21, 2014 linked to Valero Energy Corp. common stock; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78008D422

• 10% reverse convertible notes due Oct. 17, 2013 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing April 12; Cusip: 78008SM60

• Trigger phoenix autocallable optimization securities due Oct. 20, 2014 linked to Warner Chilcott plc shares; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 12; Cusip: 78008D463

• Redeemable step-up notes due April 15, 2025; via RBC Capital Markets, LLC; settlement April 15; Cusip: 78008SWF9

• Contingent income autocallable securities due April 2016 with step-up redemption threshold level feature linked to the common stock of Whole Foods Market, Inc.; via RBC Capital Markets, LLC with distribution through Morgan Stanley Smith Barney LLC; pricing April 19; Cusip: 78008D364

• 10%-14% annualized reverse convertible notes due July 29, 2013 linked to the common stock of Peabody Energy Corp.; via RBC Capital Markets, LLC; pricing April 24; Cusip: 78008SN93

• 8.6%-12.6% annualized reverse convertible notes due July 29, 2013 linked to the common stock of Ultra Petroleum Corp.; via RBC Capital Markets, LLC; pricing April 24; Cusip: 78008SP26

• 0% return optimization securities due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 25; Cusip: 78008D356

• 0% buffered bullish enhanced return notes due April 30, 2018 linked to the SPDR Dow Jones Industrial Average ETF trust; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008SK21

• Trigger phoenix autocallable notes due April 30, 2015 linked to the SPDR S&P 500 ETF trust and the iShares MSCI EAFE index fund; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008SM86

• 0% bullish barrier enhanced return notes due April 28, 2016 linked to the SPDR Dow Jones Industrial Average exchange-traded fund trust; 75% trigger; via RBC Capital Markets, LLC; pricing April 26; Cusip: 78008SN44

• 0% direct investment notes due June 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing May 3; Cusip: 78008SN36

• 0% Accelerated Return Notes due June 2014 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% Strategic Accelerated Redemption Securities due May 2014 linked to the S&P 500 index; BofA Merrill Lynch; pricing in April

• 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.

• 0% buffered enhanced return notes due 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78008SN51

SOCIETE GENERALE

• Callable range accrual notes due April 19, 2028 linked to six-month Libor and the Russell 2000 index; via Morgan Stanley & Co., LLC and Advisors Asset Management, Inc.; pricing April 16; Cusip: 83368WCC3

SUNTRUST BANKS, INC.

• Fixed-to-floating-rate notes due April 30, 2018; via SunTrust Robinson Humphrey, Inc.; pricing April 25; Cusip: 86802WAV0

• Floored and capped floating-rate notes due April 30, 2018; via SunTrust Robinson Humphrey, Inc.; pricing April 25; Cusip: 86802WAU2

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due June 2014 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in April

UBS AG, JERSEY BRANCH

• 0% trigger step performance securities due April 17, 2015 linked to the performance of a basket of currencies relative to the Japanese yen (Australian dollar, Brazilian real, Canadian dollar and U.S. dollar); via UBS Financial Services Inc. and UBS Investment Bank; pricing April 12; Cusip: 902669571

• 0% trigger step performance securities due April 24, 2015 linked to the performance of a basket of currencies relative to the dollar (Brazilian real, Chinese renminbi, Indian rupee and Russian ruble); via UBS Financial Services Inc. and UBS Investment Bank; pricing April 19; Cusip: 902669589

UBS AG, LONDON BRANCH

• Trigger phoenix autocallable optimization securities due April 18, 2018 linked to Anadarko Petroleum Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 12; Cusip: 90271C163

• Trigger phoenix autocallable optimization securities due April 18, 2018 linked to Carnival Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 12; Cusip: 90271C171

• Trigger phoenix autocallable optimization securities due April 18, 2018 linked to Cisco Systems, Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 12; Cusip: 90271C189

• 0% trigger performance securities due April 30, 2018 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 90271B843

• 0% contingent return optimization securities due Oct. 30, 2015 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 26; Cusip: 90271B850

• 0% trigger performance securities due April 29, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 26; Cusip: 90271B868

• 0% trigger performance securities due April 30, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 26; Cusip: 90271B876

UNION BANK, NA

• 0% contingent currency basket return market-linked certificates of deposit due April 30, 2018 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via UnionBanc Investment Services, LLC and Incapital LLC; pricing April 25; Cusip: 90521AMM7

• 0% quarterly capped return market-linked certificates of deposit due April 30, 2018 linked to the spot price of gold; via UnionBanc Investment Services, LLC and Incapital LLC; pricing April 25; Cusip: 90521AMP0

• 0% quarterly capped return market-linked certificates of deposit due April 30, 2018 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and Incapital LLC; pricing April 25; Cusip: 90521AML9

• 0% currency basket return market-linked certificates of deposit due April 30, 2018 linked to the Australian dollar, the Brazilian real, the Canadian dollar and the Norwegian krone; via UnionBanc Investment Services, LLC and Incapital LLC; pricing April 26; Cusip: 90521AMK1

WELLS FARGO & CO.

• Fixed-to-floating notes due April 24, 2023; via Wells Fargo Securities, LLC; pricing April 19; Cusip: 94986RPH8

• 0% upside participation equity-linked notes due May 7, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing April 30; Cusip: 94986RPG0

• 0% upside participation ETF-linked notes due May 7, 2020 linked to a basket of the SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; pricing April 30; Cusip: 94986RPF2

• 0% buffered enhanced return securities with upside participation to a cap and buffered downside with multiplier due in 15-17 months linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; pricing in April; Cusip: 94986RPK1

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