Structured Products Calendar

BANK OF AMERICA CORP.

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

• Capped notes due Aug. 6, 2033 linked to the 30-year and five-year Constant Maturity Swap rates; via BofA Merrill Lynch; settlement Aug. 6; Cusip: 06048WPB0

• Capped notes due Aug. 6, 2033 linked to the 30-year and two-year Constant Maturity Swap rates; via BofA Merrill Lynch; settlement Aug. 6; Cusip: 06048WPC8

• 8% STEP Income Securities due August 2014 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via BofA Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2014 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in August

• Capped Leveraged Index Return Notes due August 2015 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

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

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

• Market-linked step-up notes due August 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August

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

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

BANK OF NOVA SCOTIA

• Callable step-up rate notes, series A, due Aug. 9, 2028; via Scotia Capital (USA) Inc.; pricing Aug. 6; Cusip: 064159CS3

BARCLAYS BANK PLC

• 0% dual directional notes due Aug. 13, 2014 linked to the performance of WTI crude; via Barclays; pricing Aug. 2; Cusip: 06741TZZ3

• 0% notes due Aug. 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing Aug. 6; Cusip: 06741TYZ4

• Capped callable CMS steepener notes due Aug. 15, 2033; via Barclays; settlement Aug. 15; Cusip: 06741TZW0

• 0% leveraged buffered index-linked notes tied to the MSCI EAFE index due in 18 to 20 months; 90% trigger; via Barclays; Cusip: 06741TZP5

• 0% leveraged buffered index-linked notes tied to the S&P 500 index due in 24 to 27 months; 90% trigger; via Barclays; Cusip: 06741TZN0

• Five-year 0% buffered Super Track notes due 2018 linked to S&P 500 index; the iShares MSCI EAFE index fund; the Russell 2000 index and the PowerShares DB Commodity Index Tracking Fund; the iShares iBoxx $ Investment Grade Corporate Bond fund and the iShares MSCI Japan index fund; the Consumer Staples Select Sector SPDR fund, the iShares Dow Jones Select Dividend index fund and the iShares MSCI Emerging Markets index fund; the Health Care Select Sector SPDR fund and the PowerShares QQQ Trust, Series 1; and the iShares Barclays Treasury Inflation Protected Securities Bond fund; 75.5% to 85.5% trigger; via Barclays; Cusip: 06741TYY7

CITIGROUP INC.

• 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

• 10.5%-12.5% annualized autocallable equity-linked securities due Aug. 5, 2014 tied to Hewlett-Packard Co. shares; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 173095241

• Fixed-to-float equity-linked securities due Aug. 5, 2020 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing July 31; Cusip: 1730T0UL1

CREDIT SUISSE AG

• 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, LONDON BRANCH

• 23- to 25-month 0% digital buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in July; Cusip: 22547Q6H4

CREDIT SUISSE AG, NASSAU BRANCH

• 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

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

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due February 2023; via Goldman Sachs & Co. and Incapital LLC; settlement in August; Cusip: 38147QHW9

• 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: 38147QHS8

• 18-month 0% digital notes linked to the Euro Stoxx 50 index; 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.

• 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 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% two-year leveraged autocallable buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.

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

• 10-year callable monthly Russell 2000 index-linked range accrual notes; via Goldman Sachs & Co.; Cusip: 38147QGE0

• 0% leveraged index-linked notes tied to the S&P 500 index due in 56 to 65 weeks; 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.

• 24- to 27-month 0% leveraged 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 notes due 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GUD4

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

• 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.

HSBC USA INC.

• 0% Performance Leveraged Upside Securities due Sept. 5, 2014 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing July 31; Cusip: 40433X365

• 0% Performance Leveraged Upside Securities due Sept. 5, 2014 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing July 31; Cusip: 40433X464

• 0% jump securities due Feb. 5, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing July 31; Cusip: 40433X472

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

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

• 0% Accelerated Return Notes due July 2013 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in August

• 9.5% STEP Income Securities due August 2014 linked to Whirlpool Corp. common stock; via BofA Merrill Lynch; pricing in August

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due Aug. 9, 2028 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 6; Cusip: 48124JU63

• Callable variable-rate certificates of deposit due Aug. 12, 2028 linked to six-month Libor; via J.P. Morgan Securities LLC; pricing Aug. 7; Cusip: 48124JU97

JPMORGAN CHASE & CO.

• Callable step-up fixed-rate notes due Aug. 5, 2028; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48126D5U9

• 0% notes due Aug. 3, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48126NLK1

• Contingent income autocallable securities due Aug. 5, 2014 linked to Las Vegas Sands Corp. common stock; via J.P. Morgan Securities. LLC and Morgan Stanley Smith Barney LLC; pricing July 31; Cusip: 48124B121

• 0% capped enhanced participation equity notes due Aug. 5, 2015 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48126NLJ4

• 0% notes due Aug. 6, 2018 linked to West Texas Intermediate light sweet crude oil; via J.P. Morgan Securities LLC; pricing July 31; Cusip: 48126D5Y1

• Range accrual floating-rate notes due Aug. 7, 2023; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48126D5Z8

• 0% quarterly review notes due Aug. 14, 2014 linked to a WTI crude oil futures contract; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48126D6A2

• Capped buffered enhanced participation equity notes due Aug. 10, 2015 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing Aug. 5; Cusip: 48126NKE6

• Capped contingent buffered equity notes due July 30, 2014 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC

MORGAN STANLEY

• Fixed-to-floating leveraged CMS curve-linked notes due July 31, 2028; via Morgan Stanley & Co. LLC; settlement July 31; Cusip: 61760QCY8

• Fixed-to-floating leveraged CMS curve and S&P 500 index-linked notes due July 31, 2033; via Morgan Stanley & Co. LLC; settlement July 31; Cusip: 61760QCZ5

• Contingent income autocallable securities due August 2016 linked to the iShares U.S. Home Construction exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P336

• 10% fixed income autocallable securities due August 2014 linked to the common stock of LinkedIn Corp.; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P344

• 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% 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

• 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

• 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

• 0% direct investment notes due Sept. 9, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Aug. 5; Cusip: 78008S5Q5

• 0% Strategic Accelerated Redemption Securities due August 2014 linked to Citigroup Inc. shares; via BofA Merrill Lynch; pricing in August

• 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% leveraged buffered notes due 2015 linked to the S&P 500 index due in 24 to 27 months; 90% trigger; via RBC Capital Markets, LLC; Cusip: 78008S6H4

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due Aug. 4, 2016 linked to Macy's Inc. shares; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing July 31; Cusip: 90271L569

• Contingent income autocallable securities due Aug. 4, 2016 linked to Genworth Financial, Inc. shares; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing July 31; Cusip: 90271L593

• Trigger phoenix autocallable optimization securities due Aug. 7, 2023 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 1; Cusip: 90271L577

• 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 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

• Step-up callable notes due Aug. 7, 2030; via Wells Fargo Securities, LLC; pricing Aug. 1; Cusip: 94986RQW4

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