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Published on 5/2/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due May 2014 linked to Apple Inc. common stock; via BofA Merrill Lynch; pricing in May

• 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 August 2014 linked to the Merrill Lynch Commodity index eXtra Precious Metals Plus - 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 enhanced return notes due May 29, 2015 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNW1

• 0% buffered bullish digital return notes due May 31, 2016 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNT8

• 0% autocallable barrier notes with contingent coupon due May 31, 2016 linked to the iShares Russell 2000 index fund: via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNR2

• 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

• 0% autocallable barrier notes with contingent coupon due May 31, 2016 linked to the Market Vectors Gold Miners exchange-traded fund: via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNQ4

• 0% autocallable barrier notes with step-up call price due May 31, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNX9

• 0% buffered bullish digital return notes due May 31, 2016 linked to the SPDR S&P Homebuilders exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNU5

BARCLAYS BANK PLC

• Trigger phoenix autocallable optimization securities due May 9, 2018 linked to the common stock of Ford Motor Co.; via UBS Financial Services Inc. and Barclays; pricing May 3; Cusip: 06742C251

• Phoenix autocallable notes due May 21, 2014 linked to General Electric Co. common stock; via Barclays, JPMorgan Chase Bank, NA and JPMorgan Securities LLC; pricing May 3; Cusip: 06741TUH8

• Phoenix autocallable notes due May 21, 2014 linked to General Motors Corp. common stock; via Barclays, JPMorgan Chase Bank, NA and JPMorgan Securities LLC; pricing May 3; Cusip: 06741TUG0

• Trigger phoenix autocallable optimization securities due May 9, 2018 linked to the common stock of Qualcomm Inc.; via UBS Financial Services Inc. and Barclays; pricing May 3; Cusip: 06742C269

• 0% return enhanced notes due May 21, 2014 linked to the S&P 500 index; via Barclays with J.P. Morgan Securities LLC; pricing May 3; Cusip number is 06741TUF2

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

• Principal-at-risk callable fixed-rate dual range accrual notes due May 8, 2023 linked to Libor and the Russell 2000 index; via Barclays; settlement May 8; Cusip: 06741TUK1

• 0% Super Track notes due May 20, 2015 linked to Apple Inc. common stock; via Barclays; pricing May 15; Cusip: 06741TUM7

• Callable contingent coupon notes due May 20, 2015 linked to Apple Inc. common stock; via Barclays; pricing May 15; Cusip: 06741JZP7

• 0% buffered Super Track notes due May 19, 2016 linked to the S&P 500 index; via Barclays; pricing May 15; Cusip: 06741TTM9

• Contingent quarterly payment callable yield notes due May 31, 2018 linked to the lesser return of the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing May 25; Cusip: 06741TTT4

• Callable contingent payment notes due May 31, 2023 linked to the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06741TTW7

• Callable contingent payment notes due May 31, 2023 linked to the Euro Stoxx 50 index; 50% trigger; via Barclays; pricing May 28; Cusip: 06741TTV9

• 0% digital notes due Dec. 4, 2014 linked to the iShares Emerging Markets index fund and the Hang Seng China Enterprises index; via Barclays; pricing May 28; Cusip: 06741TUS4

• 0% Super Track notes due Dec. 3, 2014 linked to the S&P 500 index; 90% trigger; via Barclays; pricing May 28; Cusip: 06741TUL9

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

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

• Callable contingent coupon notes due November 2015 linked to the common stock of PNC financial Services Group, Inc.; via Barclays; pricing in May; Cusip: 06741JZN2

CITIBANK, NA

• Callable fixed-to-inverse-floating certificates of deposit due May 30, 2033; via Citigroup Global Markets; pricing May 24; Cusip: 172986GK1

• Callable fixed-to-inverse-floating market-linked certificates of deposit due May 30, 2033 linked to the Russell 2000 index; via Citigroup Global Markets; pricing May 24; Cusip: 172986GJ4

CITIGROUP INC.

• Callable range accrual notes due May 30, 2033 linked to Libor and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing May 24; Cusip: 1730T0TE9

• 0% enhanced trigger jump securities due June 1, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 31; Cusip: 173095597

CREDIT SUISSE AG, NASSAU BRANCH

• Contingent coupon callable yield notes due June 3, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546T7G0

• Contingent coupon notes due June 3, 2019 linked to the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing May 24; Cusip: 22546T7H8

• 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

• 6.5% to 7.5% callable yield notes due Aug. 29, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil capped index fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T7B1

• 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

• 0% digital plus barrier notes due May 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T6C0

• 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

• 0% Buffered Accelerated Return Equity Securities due May 31, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22546T7E5

• High/low coupon buffered securities due May 31, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22547Q2H8

• 7% to 8% callable yield notes due Sept. 4, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil capped index fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22546T7C9

• High/low coupon callable yield notes due Dec. 5, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6B2

• 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

• 0% digital plus barrier notes due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6D8

• 0% Buffered Accelerated Return Equity Securities due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T7D7

• 18-month 0% accelerated return notes linked to iShares MSCI Emerging Markets index fund; 90% trigger; via Barclays; pricing in May; Cusip: 22546T7L9

• 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets index fund due in 24 to 27 months; via Credit Suisse Securities (USA) LLC; pricing in May; Cusip: 22546T5X5

• 0% leveraged buffered notes linked to the S&P 500 index due in 18 to 21 months; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing in May; Cusip: 22546T7J4

• 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

DEUTSCHE BANK AG, LONDON BRANCH

• 7.2%-9.2% airbag yield optimization notes due Nov. 8, 2013 linked to Arch Coal, Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 3; Cusip: 25155H714

• 6.5%-8.5% airbag yield optimization notes due Nov. 8, 2013 linked to Barrick Gold Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 3; Cusip: 25155H698

• 0% autocallable securities due May 15, 2014 linked to the Brazilian real relative to the Japanese yen; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 3; Cusip: 25152RCQ4

• 0% autocallable securities due May 7, 2015 linked to a basket of three equally weighted currencies relative to the Japanese yen (Mexican peso, Brazilian real and Chilean peso); via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 3; Cusip: 25152RCP6

• Capped floating-rate notes due May 15, 2023; via Deutsche Bank Securities Inc.; settling May 15; Cusip: 25152RVA8

• 0% trigger performance securities due May 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25155H730

• 0% trigger performance securities due May 31, 2023 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 29; Cusip: 25155H722

GOLDMAN SACHS BANK USA

• 0% index-linked certificates of deposit due May 29, 2020 tied to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; pricing May 24; Cusip: 38147JED0

• 0% certificates of deposit due May 29, 2020 linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; pricing May 24; Cusip: 38147JEF5

• Contingent coupon certificates of deposit due May 29, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Google Inc., Merck & Co., Inc., Mondelez International, Inc., Target Corp., Time Warner Cable Inc., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing May 28; Cusip: 38147JEE8

• Variable-coupon certificates of deposit due March 26, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Google Inc., Merck & Co., Inc., Mondelez International, Inc., Target Corp., Time Warner Cable Inc., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing May 28; Cusip: 38147JEG3

GOLDMAN SACHS GROUP, INC.

• 0% currency-linked notes due May 19, 2014 linked to the Indian rupee relative to the dollar; via Goldman Sachs & Co. with JPMorgan as placement agent; pricing May 3; Cusip: 38141GTE4

• 0% trigger notes due May 21, 2014 linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co. with JPMorgan; pricing May 3; Cusip: 38141GTA2

• 0% trigger notes due Nov. 5, 2014 linked to the S&P 500 index; 75.75% trigger; via Goldman Sachs & Co. with JPMorgan; pricing May 3; Cusip: 38141GTB0

• Autocallable monthly index-linked range accrual notes due May 29, 2023 tied to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing May 23; Cusip: 38141GSS4

• 0% leveraged buffered index-linked notes due June 3, 2015 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing May 29; Cusip: 38141GRT3

• 0% leveraged buffered index-linked notes due June 2, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 29; Cusip: 38141GRS5

• Fixed-to-floating notes due May 2020; via Goldman Sachs & Co.; settlement in May; Cusip: 38141GTF1

• Callable step-up fixed-rate notes due May 2028; via Goldman Sachs & Co. and Incapital LLC; pricing in May; Cusip: 38141GSZ8

• 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 36-40 months linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GSX3

• 0% leveraged notes linked to the iShares MSCI Emerging Markets index fund due in 18 to 21 months; via Goldman, Sachs & Co.

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

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

• 0% leveraged buffered notes due in 21-24 months linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the S&P 500 index due in 21 to 24 months; 90% trigger; via Goldman, Sachs & Co.; Cusip: 38147M170

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

• 0% leveraged buffered notes due in five years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GSY1

• 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.

• 5%-6% autocallable yield notes due Nov. 17, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40432XFA4

• 5.25%-6.25% autocallable yield notes due Nov. 17, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 10; Cusip: 40432XF97

• Uncapped Accelerated Market Participation Securities due May 31, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XFD8

• 0% leveraged buffered uncapped market participation securities due May 31, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XEX5

• 0% 50/150 performance securities due Nov. 28, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XEW7

• Annual income opportunity notes due June 1, 2020 linked to a basket of 10 common stocks (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.); via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XEG2

• 0% digital-plus barrier notes due June 1, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XF71

• 5%-6% autocallable yield notes due Dec. 1, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XFC0

• 5.25%-6.25% autocallable yield notes due Dec. 1, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 24; Cusip: 40432XFB2

• 0% buffered Accelerated Market Participation Securities due June 1, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XF55

• Buffered Accelerated Market Participation Securities due June 2, 2015 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEQ0

• 0% buffered Accelerated Market Participation Securities due June 2, 2015 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEV9

• 0% return optimization securities due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing May 28; Cusip: 40433X761

• 0% Accelerated Market Participation Securities due Dec. 3, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XES6

• 0% buffered Accelerated Market Participation Securities due June 1, 2016 linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XF63

• 0% airbag performance securities due May 31, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; 75% trigger; via HSBC Securities (USA) LLC with UBS Financial Services Inc.; pricing May 28; Cusip: 40433X753

• Buffered Accelerated Market Participation Securities due June 2, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEP2

• 0% buffered Accelerated Market Participation Securities due June 2, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEU1

• 0% buffered Accelerated Market Participation Securities due June 1, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XF48

• 0% Accelerated Market Participation Securities due Dec. 3, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XER8

• Buffered Accelerated Market Participation Securities due June 2, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEN7

• 0% buffered Accelerated Market Participation Securities due June 2, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XET4

• 0% buffered uncapped market participation securities due Nov. 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40432XEK3

• 0% trigger performance securities due May 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40433X779

• 0% Buffered Accelerated Market Participation Securities due November 2014 linked to Apple Inc. common stock; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40432XFE6

• 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

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

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due May 29, 2020 linked to the J.P. Morgan Efficiente EM 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing May 28; Cusip: 48124JYW2

• Digital contingent coupon certificates of deposit due May 29, 2018 linked to the common stocks of 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 and Incapital LLC; pricing May 28; Cusip: 48124JB64

• Digital contingent coupon certificates of deposit due May 29, 2019 linked to the common stocks of 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 and Incapital LLC; pricing May 28; 48124JB72

• Digital contingent coupon certificates of deposit due May 29, 2020 linked to the common stocks of 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 and Incapital LLC; pricing May 28; 48124JB80

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due May 21, 2014 linked to Ford Motor Co. common stock; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48126D3Q0

• 0% return notes due Aug. 7, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48126D4A4

• 0% contingent absolute return autocallable optimization securities due May 9, 2014 linked to Nuance Communications, Inc.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 3; Cusip: 48124B360

• Autocallable contingent interest notes due May 21, 2014 linked to Occidental Petroleum Corp. common stock; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48126D3S6

• 0% capped contingent buffered equity notes due May 21, 2014 linked to the common stock of Occidental Petroleum Corp.; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48126D3T4

• 0% contingent absolute return autocallable optimization securities due May 9, 2014 linked to Terex Corp.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 3; Cusip: 48124B352

• Callable step-up fixed-rate notes due May 15, 2028; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DT74

• Callable step-up fixed-rate notes due May 15, 2020; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DT90

• Fixed-to-floating notes due May 15, 2023; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DU23

• 7.75% reverse convertible notes due May 15, 2014 linked to Amazon.com, Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4R7

• 14.25% reverse convertible notes due Aug. 16, 2013 linked to Apollo Group Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4D8

• 13% reverse convertible notes due Aug. 16, 2013 linked to Barrick Gold Corp. stock; via JPMorgan; pricing May 13; Cusip: 48126D4F3

• 21.25% reverse convertible notes due Aug. 16, 2013 linked to Best Buy Co., Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4E6

• 18.75% reverse convertible notes due Nov. 18, 2013 linked to Cliffs Natural Resources Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4G1

• 11.5% reverse convertible notes due Nov. 18, 2013 linked to Expedia, Inc stock; via JPMorgan; pricing May 13; Cusip: 48126D4L0

• 10.75% reverse convertible notes due May 15, 2014 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4Q9

• 10.5% reverse convertible notes due May 15, 2014 linked to Hewlett-Packard Co. stock; via JPMorgan; pricing May 13; Cusip: 48126D4P1

• 16.25% reverse convertible notes due Nov. 18, 2013 linked to J.C. Penney Co., Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4H9

• 11% reverse convertible notes due Nov. 18, 2013 linked to Joy Global Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4K2

• 10.25% reverse convertible notes due May 15, 2014 linked to LinkedIn Corp. stock; via JPMorgan; pricing May 13; Cusip: 48126D4N6

• 18.25% reverse convertible notes due Nov. 18, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing May 13; Cusip: 48126D4J5

• 16.25% reverse convertible notes due Nov. 18, 2013 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing May 13; Cusip: 48126D4M8

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3H0

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3J6

• 7%-9% autocallable yield notes due May 30, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3E7

• 7%-9% autocallable yield notes due Aug. 29, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3D9

• Contingent interest notes due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3W7

• 0% return notes due Aug. 29, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3N7

• 0% return notes due May 29, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3P2

• 9.5%-11.5% autocallable yield notes due Aug. 29, 2014 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3F4

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3G2

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3L1

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3M9

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3K3

• 6% to 8% autocallable yield notes due May 30, 2014 linked to the iShares MSCI Brazil Capped index fund and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D4S5

• 6% to 8% autocallable yield notes due Aug. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3B3

• 6.5% to 8.5% autocallable yield notes due Aug. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3C1

• Contingent coupon callable yield notes due May 31, 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 65% trigger; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3Y3

MORGAN STANLEY

• 0% buffered return enhanced notes due Aug. 8, 2014 linked to the Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing May 3; Cusip: 6174824K7

• Contingent coupon notes due May 6, 2033 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 3; Cusip: 61761JGF0

• 0% autocallable quarterly review notes due May 8, 2014 linked to palladium; via Morgan Stanley & Co. LLC; pricing May 3; Cusip: 6174824L5

• 11% autocallable single observation reverse exchangeable notes due May 15, 2014 linked to VeriFone Systems, Inc. shares; 65% trigger; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126D3A5

• 0% capped contingent buffered return enhanced notes due May 20, 2015 linked to Apple Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48126D2X6

• 0% buffered jump securities due May 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFY0

• 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

• Annual income notes due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48126D2Y4

• Contingent income securities due May 30, 2028 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFT1

• Contingent income securities due May 30, 2028 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGB9

• Contingent income securities due May 30, 2028 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFU8

• Contingent income securities due May 30, 2028 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFW4

• Contingent income securities due May 30, 2028 linked to the worse performing of the S&P 500 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGA1

• Contingent income securities due May 30, 2028 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFV6

• 0% Performance Leveraged Upside Securities due May 31, 2016 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFZ7

• 0% contingent return optimization securities due Nov. 30, 2015 linked to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing May 28; Cusip: 61762E257

• 0% enhanced trigger jump securities due October 2016 linked to gold, silver and palladium; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 6174824Q4

• 0% buffered Performance Leveraged Upside Securities due November 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E307

ROYAL BANK OF CANADA

• Trigger phoenix autocallable optimization securities due Nov. 7, 2014 linked to BHP Billiton Ltd.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 3; Cusip: 78008Y202

• Trigger phoenix autocallable optimization securities due Nov. 7, 2014 linked to Citigroup Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 3; Cusip: 78008Y301

• Trigger phoenix autocallable optimization securities due Nov. 7, 2014 linked to eBay Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 3; Cusip: 78008Y400

• 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

• 0% return optimization securities due June 30, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 28; Cusip: 78008D521

• 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% enhanced return notes due in 25-28 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78008SS98

AB SVENSK EXPORTKREDIT

• 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

• 5%-6.5% airbag autocallable yield notes due May 9, 2014 linked to Hess Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 3; Cusip: 90271C437

• 9%-11% airbag autocallable yield notes due May 9, 2014 linked to Huntsman Corp. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 3; Cusip: 90271C445

• 7.5%-9.5% airbag autocallable yield notes due May 9, 2014 linked to Juniper Networks, Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 3; Cusip: 90271C429

• 0% market plus notes due May 21, 2014 tied to the MSCI EAFE index; via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing May 3; Cusip: 902674MP2

• 0% trigger phoenix autocallable optimization securities due May 16, 2018 linked to the Euro Stoxx 50 index and the Russell 2000 index; via UBS Securities LLC with distribution through Morgan Stanley Smith Barney LLC; pricing May 10; Cusip: 90271C403

• Contingent income autocallable securities due May 18, 2018 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via UBS Securities LLC with distribution through Morgan Stanley Smith Barney LLC; pricing May 15; Cusip: 90271C411

• 0% contingent return optimization securities due Nov. 30, 2015 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C387

• 0% trigger step performance securities due Nov. 30, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C395

• 0% trigger performance securities due May 31, 2018 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C361

WELLS FARGO & CO.

• Market-linked notes due June 5, 2020 tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing May 31; Cusip: 94986RPT2


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