Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Accelerated Return Notes due July 2014 linked to the common stocks of Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; 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

• 0% Market Index Target-Term Securities due June 2020 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in June

• 0% autocallable market-linked step-up notes due July 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in June

BARCLAYS BANK PLC

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

• 14-month 0% Accelerated Return Notes due July 2014 linked to a basket of three stocks (Exxon Mobil Corp., Occidental Petroleum Corp. and Schlumberger Ltd.); via BofA Merrill Lynch; pricing in May

• 7.5% STEP Income Securities due June 2014 linked to Ford Motor Co. shares; 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

• 0% Super Track notes due May 2015 linked to the S&P 500 index; via Barclays; pricing in May

• 8.5% STEP Income Securities due June 2014 linked to Valero Energy Corp. shares; 95% trigger; via BofA Merrill Lynch; pricing in May

• 0% notes due June 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing June 5; Cusip: 06741TVL8

• 0% buffered Super Track notes due June 26, 2018 linked to S&P 500 index, the iShares MSCI EAFE index fund, the Russell 2000 index, the PowerShares DB Commodity Index Tracking Fund, the iShares iBoxx $ Investment Grade Corporate Bond fund, the iShares MSCI Japan index fund, the Consumer Staples Select Sector SPDR fund, the iShares Dow Jones Select Dividend index fund, the iShares MSCI Emerging Markets index fund, the Health Care Select Sector SPDR fund, the PowerShares QQQ Trust, series 1 and the iShares Barclays Treasury Inflation Protected Securities Bond fund; via Barclays; pricing June 21; Cusip: 06741TVS3

CITIGROUP INC.

• Autocallable contingent coupon equity linked securities due December 2014 tied to the common stock of Coach, Inc.; via Citigroup Global Markets Inc.; pricing May 30; Cusip: 1730T0TC3

• 0% digital securities due June 4, 2015 linked to the Financial Select Sector SPDR fund; via Citigroup Global Markets Inc.; pricing May 30; Cusip: 1730T0TD1

• 9.75%-11.75% autocallable equity-linked securities due June 5, 2014 linked to Facebook, Inc. common stock; via Citigroup Global Markets Inc.; pricing May 31; Cusip: 173095480

• 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

• Callable fixed-to-inverse-floating-rate range accrual notes due June 28, 2033 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 25; Cusip: 1730T0TN9.

CREDIT SUISSE AG, NASSAU BRANCH

• 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

• 0% digital barrier notes due June 3, 2015 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22547Q2Q8

• 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

• High/low coupon callable yield notes due Dec. 5, 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 31; Cusip: 22547Q3H7

• Autocallable securities due 2015 linked to the Euro Stoxx 50 index and the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing in May; Cusip: 22547Q3G9

• 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 MSCI EAFE index due in 13 to 16 months; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing in May; Cusip: 22547Q2S4

• 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; 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

• 0% commodity rotation exchange-traded notes due June 15, 2033 linked to the Credit Suisse Commodity Backwardation Total Return index, according to a 424B2 filing with the Securities and Exchange Commission; via Credit Suisse Securities (USA) LLC; pricing June 11; Cusip: 22542D456

• 0% commodity benchmark exchange-traded notes due June 15, 2033 linked to the Credit Suisse Commodity Benchmark Total Return index, according to a 424B2 filing with the Securities and Exchange Commission; via Credit Suisse Securities (USA) LLC; pricing June 11; Cusip: 22542D472

• High/low coupon callable yield notes due Dec. 29, 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 June 25; Cusip: 22547Q3J3

• High/low coupon callable yield notes due Jan. 5, 2015 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 June 25; Cusip: 22547Q3K0

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger step performance securities due June 18, 2015 linked to a basket of equally weighted currencies (Brazilian real, Russian ruble, Indian rupee and Chinese renminbi) relative to the Japanese yen; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing June 14; Cusip: 25155H557

GOLDMAN SACHS GROUP, INC.

• 24- to 27-month 0% leveraged currency-linked notes tied to the Chinese renminbi, the Singapore dollar, the Malaysian ringgit and the Korean won; via Goldman Sachs & Co.; pricing in May

• Callable step-up fixed-rate notes due June 2028; via Goldman Sachs & Co. and Incapital LLC; settling in June; Cusip: 38141GUL6

• 0% leveraged buffered notes due in 24-27 months linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QAE6

• 10-year callable buffered monthly range accrual notes linked to the Russell 2000 index; 80% trigger; via Goldman, Sachs & Co.; Cusip: 38141GUK8

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

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

• 31- to 33-month 0% leveraged notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

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

• Leveraged 30-year CMS-linked notes due in 10 years; via Goldman Sachs & Co.; Cusip: 38141GSH8

• 15-year callable quarterly CMS spread notes linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Goldman Sachs & Co.; Cusip: 38141GUF9

• 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

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

• 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.

• 42-month 0% leveraged buffered notes linked to the Russell 2000 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38141GUH5

• 0% leveraged index-linked notes tied to the S&P 500 index due in 56 to 65 weeks; 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 linked to the S&P 500 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

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

• 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.

• 0% leveraged buffered notes due in four years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GUC6

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

• 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.

• 13- to 15-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• Buffered Accelerated Market Participation Securities due June 2, 2017 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing May 30; Cusip: 40432XFR7

• 0% leveraged buffered uncapped market participation securities due May 31, 2016 linked to the iShares MSCI EAFE index fund; 75% trigger; via HSBC Securities (USA) Inc.; pricing May 30; Cusip: 40432XFT3

• 0% leveraged buffered uncapped market participation securities due May 31, 2016 linked to the iShares MSCI Emerging Markets index fund; 75% trigger; via HSBC Securities (USA) Inc.; pricing May 30; Cusip: 40432XFU0

• 0% buffered Accelerated Market Participation Securities due November 2014 linked to the common stock of Apple Inc.; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40432XFH9

• 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

• 4.5% autocallable yield notes due June 2018 linked to the S&P 500 index, Euro Stoxx 50 index and the Nikkei 225 index; 50% trigger; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40432XFM8

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due June 7, 2028 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 4; Cusip: 48124JE46

JPMORGAN CHASE & CO.

• 0% capped buffered return enhanced notes due Feb. 4, 2015 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 31; Cusip: 48126NBP1

• 0% capped index knock-out notes due June 18, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 31; Cusip: 48126NBT3

• Autocallable contingent interest notes due June 18, 2014 linked to the common stock of Bank of America Corp.; via J.P. Morgan Securities LLC; pricing May 31; Cusip: 48126NBW6

• Autocallable contingent interest notes due June 18, 2014 linked to the common stock of PulteGroup, Inc.; via J.P. Morgan Securities LLC; pricing May 31; Cusip: 48126NBV8

• Callable step-up fixed-rate notes due June 12, 2033; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48126DW47

• Callable step-up fixed-rate notes due June 12, 2033; via J.P. Morgan Securities LLC; pricing June 7; Cusip: 48126DW47

• Callable step-up fixed-rate notes due June 14, 2028; via J.P. Morgan Securities LLC; pricing June 11; Cusip: 48126DW54

• Capped contingent trigger equity notes due June 19, 2018 with contingent interest tied to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 14; Cusip: 48126DR50

• 0% knock-out digital notes due June 19, 2015 linked to the least performing of the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities LLC; pricing June 14; Cusip: 48126NAG2

• 0% notes due June 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing in June

• 0% notes due June 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing in June

MORGAN STANLEY

• Contingent income autocallable securities due June 2016 linked to Cobalt International Energy, Inc. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E471

• Contingent income securities due May 2028 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761JGW3

• Contingent coupon notes due June 2028 linked to the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761JGP8

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

• Contingent income autocallable securities due June 2014 linked to MetLife, Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E489

• Contingent income autocallable securities due May 2018 linked to the Russell 2000 index; 75% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761JGU7

• 0% enhanced trigger jump securities linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E448

• 0% Performance Leveraged Upside Securities due June 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E315

• 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

• 0% equity-linked partial principal at risk securities due May 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762E299

• Fixed-to-floating notes due June 6, 2016; via Morgan Stanley & Co. LLC; settlement June 6; Cusip: 61760QCP7

ROYAL BANK OF CANADA

• 0% buffered bullish enhanced return notes due June 2, 2017 linked to the MSCI EAFE index; via RBC Capital Markets, LLC; pricing May 30; Cusip: 78008SX68

• 0% buffered bullish enhanced return notes due June 4, 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 30; Cusip: 78008SX50

• 0% buffered bullish enhanced return notes due June 2, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 30; Cusip: 78008S2A3

• Contingent income autocallable securities due June 2016 linked to Dow Chemical Co. shares; 75% trigger; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney LLC; pricing May 31; Cusip: 78008Y608

• 0% Performance Leveraged Upside Securities due December 2014 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing in May; Cusip: 78008D513

• 0% buffered enhanced return notes due 2015 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing in May; Cusip: 78008ST71

• 0% direct investment notes due July 9, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 5; Cusip: 78008SW85

• 0% index-linked notes due in 48-54 months tied to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; Cusip: 78008SZ90

• 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.

• 24- to 27-month 0% leveraged buffered notes linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip: 78008SX84

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

• 6.65% to 8.65% airbag autocallable yield optimization notes due May 30, 2014 linked to Freeport-McMoRan Copper & Gold Inc. shares; 85% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90271C650

• 7.3% to 9.3% airbag autocallable yield optimization notes due May 30, 2014 linked to Genworth Financial, Inc. shares; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90271C676

• 6.25% to 8.25% airbag autocallable yield optimization notes due May 30, 2014 linked to lululemon athletica inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90271C643.

• 7.75% to 9.75% airbag autocallable yield optimization notes due May 30, 2014 linked to United Rentals, Inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90271C668

• 0% trigger autocallable optimization securities due June 4, 2018 linked to the WisdomTree Japan hedged equity fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 29; Cusip: 90271C544

• Contingent income autocallable securities due June 4, 2018 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the Topix index; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 30; Cusip: 90271C627

• 0% outperformance jump securities due June 4, 2015 linked to the performance of the SPDR S&P 500 ETF Trust relative to the iShares Barclays 20+ Year Treasury Bond Fund; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 30; Cusip: 90271C528

• Contingent income autocallable securities due June 3, 2016 linked to the worst performing of Fifth Third Bancorp shares and PNC Financial Services Group, Inc. shares; 70% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing May 31; Cusip: 90271C692

• 0% market plus notes due June 13, 2014 linked to the Indian rupee relative to the Japanese yen; 90% trigger; via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 31; Cusip: 90261JLG6

• Contingent income autocallable securities due June 3, 2016 linked to Mosaic Co.; via UBS Securities LLC; pricing May 31; Cusip: 90271C700

• 0% return optimization securities due Dec. 31, 2014 linked to the SPDR S&P Homebuilders exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25; Cusip: 90271C635

• 0% short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; Cusip: 90269V439

WELLS FARGO & CO.

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

• Market-linked notes due June 5, 2020 tied to 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 May 31; Cusip: 94986RPS4

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