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Published on 7/3/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Capped notes due July 11, 2033 linked to the 30-year and two-year Constant Maturity Swap rates; via BofA Merrill Lynch; settlement July 11; Cusip: 06048WNZ9

• 0% Accelerated Return Notes due October 2014 linked to the gold spot price; via BofA Merrill Lynch; pricing in July

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

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

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

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

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

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

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

BARCLAYS BANK PLC

• 0% notes due July 8, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing July 5; Cusip: 06741TXM4

• Capped callable steepener notes due July 24, 2028 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Barclays; settlement July 24; Cusip: 06741TYX9

• 0% notes due July 30, 2020 linked to the Dow Jones industrial average; via Barclays; pricing July 26; Cusip: 06741TXZ5

• Callable coupon payment notes due July 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing July 26; Cusip: 06741TXW2

• Callable contingent payment notes due July 31, 2019 linked to the Russell 2000 index; via Barclays; pricing July 26; Cusip: 06741TYQ4

• Callable range accrual notes due July 31, 2023 linked to the Russell 2000 index; via Barclays; pricing July 26; Cusip: 06741TYA9

• Callable range accrual notes due July 31, 2018 linked to the Russell 2000 index; 70% trigger; via Barclays; pricing July 26; Cusip: 06741TXX0

• Callable contingent quarterly payment notes due July 29, 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via Barclays; pricing July 26; Cusip: 06741TYK7

• Annual reset coupon buffered notes due July 31, 2019 linked to the Russell 2000 index; via Barclays; pricing July 29; Cusip: 06741TXV4

CITIGROUP INC.

• Callable leveraged CMS spread notes due July 9, 2033 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; settlement July 9; Cusip: 1730T0UB3

• 0% contingent return optimization securities due July 31, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc. handling distribution; pricing July 26; Cusip: 173095316

• 0% trigger performance securities due July 31, 2023 linked to the S&P 500 index; 50% trigger; via Citigroup Global Markets Inc.; pricing July 26; Cusip: 173095290

• 0% enhanced trigger jump securities due Aug. 3, 2018 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 173095324

CREDIT SUISSE AG

• Contingent coupon yield notes due July 26, 2016 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 19; Cusip: 22547Q5K8

• Callable daily range accrual securities due July 31, 2023 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 25; Cusip: 22547Q5V4

• 0% Buffered Accelerated Return Equity Securities due July 30, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q5C6

• 0% autocallable buffered return equity securities due July 31, 2015 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5T9

• 0% Buffered Accelerated Return Equity Securities due Aug. 5, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5D4

CREDIT SUISSE AG, NASSAU BRANCH

• 0% accelerated barrier notes due July 26, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 19; Cusip: 22547Q5R3

• Contingent coupon yield notes due July 26, 2019 linked to the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 19; Cusip: 22547Q5L6

• 0% buffered lock-in securities due July 31, 2018 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5W2

• High/low coupon callable yield notes due Jan. 30, 2015 linked to the Russell 2000 index and the United States Oil Fund, LP; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q4X1

• High/low coupon callable yield notes due Jan. 30, 2015 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q4Y9

• 0% digital-plus barrier notes due July 31, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q5H5

• 0% digital-plus barrier notes due July 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q5E2

• 0% Buffered Accelerated Return Equity Securities due Aug. 2, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q4V5

• Callable range accrual notes due April 30, 2019 linked to the Russell 2000 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5S1

• High/low coupon buffered securities due July 31, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q4W3

• 0% Buffered Accelerated Return Equity Securities due July 31, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5M4

• High/low coupon callable yield notes due Feb. 5, 2015 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5B8

• 0% digital-plus barrier notes due Aug. 3, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5G7

• High/low coupon callable yield notes due Feb. 5, 2015 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5A0

• 42-month 0% Accelerated Return Notes linked to the Euro Stoxx 50 index; via Barclays; pricing in July; Cusip: 22547Q5Q5

• 42-month 0% Accelerated Return Notes linked to the S&P 500 index; via Barclays; pricing in July; Cusip: 22547Q5N2

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Aug. 14, 2014 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing July 9; Cusip: 25152RDT7

• 0% return optimization securities due Aug. 29, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; Cusip: 25155H136

• 0% return optimization securities due Aug. 29, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; Cusip: 25155H128

• 0% trigger performance securities due July 31, 2023 linked to the Euro Stoxx 50 index; 50% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing July 29; Cusip: 25155H144

GOLDMAN SACHS GROUP, INC.

• Callable monthly S&P 500 index-linked range accrual notes due July 29, 2028; via Goldman Sachs & Co.; pricing July 24; Cusip: 38147QFW1

• Callable buffered monthly S&P 500 index-linked range accrual notes due April 30, 2019; via Goldman Sachs & Co.; pricing July 26; Cusip: 38147QEW2

• 0% notes due Aug. 3, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing July 29; Cusip: 38147QES1

• Callable monthly Euro Stoxx 50 index-linked range accrual notes due July 31, 2028; via Goldman Sachs & Co.; pricing July 29; Cusip: 38147QFJ0

• Callable monthly Russell 2000 index-linked range accrual notes due July 31, 2028; via Goldman Sachs & Co.; pricing July 29; Cusip: 38147QFJ0

• 0% leveraged buffered notes due Aug. 3, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38147QCA2

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

• 18-month 0% digital linked to the Euro Stoxx 50 index; 85% trigger; via Goldman Sachs & Co.

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

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

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 36- to 40-month 0% leveraged buffered index-linked notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QAC0

• 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 tied 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.

• 24-month 0% autocallable buffered notes linked to the Russell 2000 index; 85% trigger; via Goldman Sachs & Co.; Cusip: 38147QFA9

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

• 0% leveraged notes linked to the Russell 2000 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

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

• 0% leveraged buffered notes due 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QAD8

• 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 notes linked to the S&P 500 index due in 24 to 27 months; 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.

• 0% leveraged buffered notes due 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QAD8

• 0% leveraged notes due 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GUD4

• 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.

• 36- to 39-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• Buffered Accelerated Market Participation Securities due July 26, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing July 19; Cusip: 40432XHE4

• Buffered Accelerated Market Participation Securities due July 26, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 19; Cusip: 40432XHD6

• Buffered Accelerated Market Participation Securities due July 26, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 19; Cusip: 40432XHC8

• 0% digital-plus barrier notes due July 26, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 19; Cusip: 40432XHF1

• 5% to 6% autocallable yield notes due Oct. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40432XHH7

• 6% to 7% autocallable yield notes due Oct. 29, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40432XHG9

• 0% uncapped accelerated market participation notes due July 29, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40432XHB0

• 0% leveraged buffered uncapped market participation securities due July 28, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40432XHA2

• Income plus notes due July 30, 2020 with 9% potential coupon linked to the common stocks of Altria Group, Inc., eBay Inc., PepsiCo, Inc., UnitedHealth Group Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing July 25; Cusip: 40432XH46

• Income plus notes due July 30, 2020 with 12% potential coupon linked to the common stocks of Altria Group, Inc., eBay Inc., PepsiCo, Inc., UnitedHealth Group Inc. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing July 25; Cusip: 40432XH53

• Annual income opportunity notes due July 30, 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 July 25; Cusip: 40432XH38

• 0% buffered uncapped market participation securities due July 31, 2017 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XH95

• 0% buffered market participation securities due June 30, 2016 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XH79

• Buffered Accelerated Market Participation Securities due July 30, 2015 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XHT1

• 0% contingent return optimization securities due July 31, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40433X480

• Buffered Accelerated Market Participation Securities due July 30, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XHS3

• Buffered Accelerated Market Participation Securities due July 30, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XHR5

• 0% buffered market participation securities due July 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XH87

• 0% buffered uncapped market participation securities due Jan. 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XH61

• 0% 50/150 performance securities due July 31, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XHJ3

• 0% Accelerated Return Notes due September 2014 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in July

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

• 0% Accelerated Return Notes due September 2014 linked to the Financials Select Sector index; via BofA Merrill Lynch; pricing in July

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

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due July 10, 2028 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC; settlement July 10; Cusip: 48124JM62

• Callable accrual certificates of deposit due July 17, 2028 linked to six-month Libor and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing July 12; Cusip: 48124JM47

JPMORGAN CHASE & CO.

• 0% capped index knock-out notes due July 23, 2014 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing July 5; Cusip: 48126NGC5

• 0% notes due July 11, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 8; Cusip: 48126NHK6

• 7% to 9% upside autocallable reverse exchangeable notes due July 14, 2014 linked to Apple Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing July 9; Cusip: 48126NGV3

• 0% contingent buffered notes due July 31, 2019 linked to the Dow Jones-UBS Commodity index; via J.P. Morgan Securities LLC; pricing July 19; Cusip: 48126NHG5

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGX9

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHB6

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGY7

• Notes due July 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHH3

• Contingent interest notes due July 31, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHE0

• Market-linked notes with contingent coupons due July 31, 2023 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHJ9

• 0% return notes due Oct. 31, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHC4

• 0% return notes due July 31, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHD2

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGW1

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHA8

• Capped contingent trigger equity notes with contingent interest due July 31, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHL4

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGZ4

MORGAN STANLEY

• Contingent coupon notes due July 29, 2033 linked to the Euro Stoxx 50 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJP5

• Contingent income securities due July 31, 2018 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJL4

• Contingent income securities due July 31, 2023 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJM2

• Contingent income securities due July 31, 2028 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJS9

• Contingent income securities due July 31, 2028 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJK6

• Contingent income securities due July 31, 2028 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJQ3

• Contingent income buffered securities due July 31, 2028 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJU4

• 0% Target Optimized Participation Securities due July 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJV2

• Principal at risk securities due July 31, 2028 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 61761JJR1

• 0% market-linked notes due June 2018 tied to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P146

• Contingent income autocallable securities due July 2016 linked to the common stock of Ford Motor Co.; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P161

• Contingent income autocallable securities due July 2016 linked to the common stock of Lowe's Cos., Inc.; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P179

• 0% buffered participation securities due July 2015 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762E836

• 0% dual directional trigger Performance Leveraged Upside Securities due July 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P112

• 0% Performance Leveraged Upside Securities due July 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P187

• 0% buffered Performance Leveraged Upside Securities due January 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P120

• 0% Performance Leveraged Upside Securities due August 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P138

• 0% trigger Performance Leveraged Upside Securities due July 2015 linked to the WisdomTree Japan Hedged Equity fund; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P153

ROYAL BANK OF CANADA

• Contingent income autocallable securities due July 2014 linked to MetLife, Inc. shares; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing July 15; Cusip: 78008Y798

• 14.25% reverse convertible notes due Jan. 21, 2014 linked to Clean Energy Fuels Corp stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5F9

• 14.75% reverse convertible notes due Oct. 18, 2013 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S4W3

• 13.25% reverse convertible notes due Oct. 18, 2013 linked to F5 Networks, Inc. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S4X1

• 12.25% reverse convertible notes due Jan. 21, 2014 linked to Freeport -McMoran Coppper & Gold Inc stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5G7

• 10% reverse convertible notes due Oct. 18, 2013 linked to Goldcorp, Inc stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S4Y9

• 11% reverse convertible notes due Oct. 18, 2013 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S4Z6

• 13% reverse convertible notes due Jan. 21, 2014 linked to Joy Global Inc stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5H5

• 15% reverse convertible notes due Oct. 18, 2013 linked to KB Home stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5A0

• 13.5% reverse convertible notes due Jan. 21, 2014 linked to lululemon athletica inc. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5J1

• 11.5% reverse convertible notes due Jan. 21, 2014 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5K8

• 17% reverse convertible notes due Oct. 18, 2013 linked to Netflix Inc stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5B8

• 12.75% reverse convertible notes due Jan. 21, 2014 linked to Seagate Technology plc stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5L6

• 11.25% reverse convertible notes due Oct. 18, 2013 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5C6

• 10.25% reverse convertible notes due Oct. 18, 2013 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5D4

• 10.5% reverse convertible notes due Oct. 18, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5E2

• 11.5% reverse convertible notes due Jan. 21, 2014 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing July 16; Cusip: 78008S5M4

• 0% buffered return optimization securities due July 31, 2015 linked to the Russell 2000 index; via RBC Capital Markets, LLC and UBS Financial Services Inc.; pricing July 26; Cusip: 78008Y772

• Bullish barrier enhanced return notes due Aug. 2, 2016 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing July 29; Cusip: 78008S4U7

• 0% bullish barrier enhanced return notes due Aug. 2, 2016 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing July 29; Cusip: 78008S4V5

• 0% dual directional trigger Performance Leveraged Upside Securities due August 2016 linked to the iShares Dow Jones U.S. Real Estate index fund; via RBC Capital Markets, LLC; pricing July 31; Cusip: 78008Y780

• 8% STEP Income Securities due July 2014 linked to the common stock of Celgene Corp.; via BofA Merrill Lynch; pricing July

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

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

• 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.

AB SVENSK EXPORTKREDIT

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

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

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due July 20, 2016 linked to General Electric Co. shares; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing July 15; Cusip: 90271L270

• 0% airbag performance securities due July 31, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90271L262

• 0% trigger step performance securities due July 31, 2017 linked to the Russell 2000 index; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90271L197

• 0% trigger step performance securities due Jan. 21, 2017 linked to the S&P 500 index; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90271L189

• 0% trigger performance securities due July 31, 2018 linked to the Vanguard FTSE Emerging Markets ETF; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90271L247

• 0% trigger performance securities due July 31, 2018 linked to the Euro Stoxx 50 index; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29; Cusip: 90271L239

• 0% trigger performance securities due July 31, 2018 linked to the Euro Stoxx 50 index; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 29; Cusip: 90271L239

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

UNION BANK, NA

• Market-linked certificates of deposit due July 31, 2018 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via UnionBanc Investment Services, LLC with Incapital LLC; pricing July 29; Cusip: 90521ANE4

• Contingent currency basket market-linked certificates of deposit due July 31, 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 July 29; Cusip: 90521AMY1

• 0% quarterly capped return market-linked certificates of deposit due July 31, 2017 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and Incapital LLC; pricing July 29; Cusip: 90521ANF1

WELLS FARGO & CO.

• Market-linked notes due Aug. 7, 2020 tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 94986RQR5

• Market-linked notes due Aug. 7, 2020 tied to a basket of SPDR S&P 500 ETF trust, SPDR S&P MidCap 400 ETF trust and iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing July 31; Cusip: 94986RQS3


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