Structured Products Calendar

BANK OF AMERICA CORP.

• Floating-rate notes due April 30, 2021; via BofA Merrill Lynch; settling April 30; Cusip: 06048WNV8

• 0% Accelerated Return Notes due May 2014 linked to the Brent crude oil futures contract; via BofA Merrill Lynch; pricing in April

• 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% Market Index Target-Term Securities due May 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due May 2015 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in May

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

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

• Autocallable market-linked step-up notes due May 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

• Autocallable market-linked step-up notes due May 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

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

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

BANK OF MONTREAL

• 0% buffered bullish digital return notes due May 29, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp., pricing May 23; Cusip: 06366RNS0

BARCLAYS BANK PLC

• 11.5% reverse convertible notes due April 29, 2014 linked to VeriFone Systems, Inc. stock; via Barclays Capital; pricing April 29; Cusip: 06741JZK8

• 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

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

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

• 0% annual autocallable notes due 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing in April; Cusip: 06741TTG2

• 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 May 19, 2016 linked to the S&P 500 index; via Barclays; pricing May 15; Cusip: 06741TTM9

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

CITIGROUP INC.

• 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

• 11.5%-13.5% single observation Equity Linked Securities due Nov. 4, 2013 linked to the common stock of Tesoro Corp.; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 173095613

• 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

• 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

• Contingent coupon callable yield notes due May 7, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 1; Cusip: 22546T5V9

• 0% buffered lock-in securities due May 31, 2018 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5E7

• Callable daily range accrual securities due Feb. 28, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T7A3

• High/low coupon callable yield notes due Nov. 28, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5Z0

• High/low coupon callable yield notes due Aug. 29, 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 May 28; Cusip: 22546T5Y3

• High/low coupon callable yield notes due Dec. 5, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6A4

• Capped Leveraged Index Return Notes due May 2015 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in May

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

• Capped Leveraged Index Return Notes due May 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in May

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due April 2028; via Goldman Sachs & Co. and Incapital LLC; pricing in April; Cusip: 38141GSN5

• 15-year callable quarterly CMS spread-linked notes on the 30-year Constant Maturity Swap rate over the five-year CMS rate; via Goldman Sachs & Co.; Cusip: 38141GSM7

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

• 0% leveraged fund-linked notes tied to the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip; 38147K877

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

• 0% digital notes tied to the MSCI EAFE index due in 24 to 28 months; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147M121

• 0% leveraged notes tied to the MSCI EAFE index due in 25 to 28 months; 90% trigger; 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 index-linked notes due in 18 to 21 months tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147K844

• 0% leveraged buffered notes tied to the S&P 500 index due in 24 and 27 months; 90% trigger; 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

• 24- to 27-month 0% digital notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147K885

• 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.

• 0% buffered notes linked to the S&P 500 index due in 42 to 45 months; 80% 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

• 66-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip:38141GSR6

• 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% 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

• Fixed-to-floating-rate notes due May 15, 2023; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XEY3

• 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

• 0% Accelerated Return Notes due June 2014 linked to the Nikkei Stock Average index; 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

• Accelerated Market Participation Securities due April 2015 linked to the Topix index; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XEA5

• 0% currency Market Index Target-Term Securities due May 2015 linked to Brazilian real and Mexican peso; via BofA Merrill Lynch; pricing in May

• Market-linked step-up notes due May 2015 linked to the DAX Price Return index; via Bank of America Merrill Lynch; pricing in May

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

JPMORGAN CHASE & CO.

• 6% to 8% autocallable yield notes due May 5, 2014 linked to the iShares MSCI Brazil Capped index fund and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48126D2Q1

• Contingent income autocallable securities due May 2, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via J.P. Morgan Securities LLC; pricing April 30

MORGAN STANLEY

• 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

• 0% enhanced trigger jump securities due October 2016 linked to a equal weights of gold, silver and palladium; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 6174824J0

• 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 May 2016 linked to JPMorgan Chase & Co. shares; 80% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61762E174

• Contingent income autocallable securities due May 2014 linked to Las Vegas Sands Corp. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61762E182

• 0% market-linked notes linked to the Morgan Stanley ETF-MAP index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61762E190

• Contingent income securities due May 2028 linked to the Russell 2000 index; 55% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Smith Barney LLC; pricing in April; Cusip: 61761JFQ7

• 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

• Contingent income autocallable securities due May 2016 linked to Starbucks Corp. shares; 80% trigger; pricing in April; Cusip: 61762E208

• 0% lock-in buffered securities due May 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFX2

ROYAL BANK OF CANADA

• 0% trigger securities due May 2016 linked to the S&P 500 index; via RBC Capital Markets LLC; pricing April 30; Cusip: 78008D471

• 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

• Coupon-bearing notes due April 2014 linked to the common stock of Toll Bros., Inc.; via BofA Merrill Lynch; pricing in April

• 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% bullish barrier enhanced return notes due May 20, 2015 linked to Apple Inc. shares; 80% trigger; via RBC Capital Markets, LLC; pricing May 15; Cusip: 78008ST4

• 7.5% STEP Income Securities due May 2014 linked to Corning, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2014 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via BofA Merrill Lynch; pricing in May

• 8.5% STEP Income Securities due May 2014 linked to Under Armour, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 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 in 18 to 21 months; linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip: 78008SS23

• 0% buffered enhanced return notes due in 25 to 28 months linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip: 78008SS31

AB SVENSK EXPORTKREDIT

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

• 0% Accelerated Return Notes due July 2014 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2014 linked to the S&P MidCap 400 index; via BofA Merrill Lynch; pricing in May

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due May 3, 2018 linked to the worst performing of the Euro Stoxx 50 index, the S&P 500 index and the MSCI Emerging Markets index; 57% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing April 30; Cusip: 90271C288

WELLS FARGO & CO.

• 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

• 19- to 21-month 0% buffered enhanced return securities with upside participation to a cap and buffered downside with multiplier linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing in April; Cusip: 94986RPP0

• 0% equity-linked enhanced return securities with upside participation to a cap and one-to-one downside exposure tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in April; Cusip: 94986RPQ8

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