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Published on 8/2/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 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

• 0% Accelerated Return Notes due October 2014 linked to a basket of 16 stocks (Accenture plc, Applied Materials Inc., CSX Corp., Eastman Chemical Co., Eaton Corp. plc, Fluor Corp., Ingersoll-Rand plc, International Paper Co., LyondellBasell Industries NV, Masco Corp., Nucor Corp., Occidental Petroleum Corp., Oracle Corp., Red Hat Inc., Teradata Corp. and VMware Inc.); via BofA Merrill Lynch; pricing in August

• 0% Leveraged Index Return Notes due August 2018 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in August

• 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 September 2015 linked to the spot price of gold; via BofA Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2014 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Bank of America Merrill Lynch; pricing in August

• 0% Capped Leveraged Index Return Notes due August 2015 linked to the NYSE Arca Gold Miners index; 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 MONTREAL

• 0% buffered bullish enhanced return notes due Aug. 31, 2015 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 28; Cusip: 06366RQG3

• Autocallable barrier notes with step-up call price due Aug. 31, 2015 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Aug. 28; Cusip: 06366RQK4

• 0% autocallable cash-settled notes with step-up call price due Aug. 31, 2015 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Aug. 28; Cusip: 06366RQM0

• 0% buffered bullish enhanced return notes due Aug. 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Aug. 28; Cusip: 06366RQE8

• 0% autocallable cash-settled notes with step-up call price due Aug. 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Aug. 28; Cusip: 06366RQL2

• 0% buffered bullish enhanced return notes due Aug. 31, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Aug. 28; Cusip: 06366RQF5

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

• 12% reverse convertible notes due Nov. 12, 2013 linked to 3D Systems Corp. stock; via Barclays Capital; pricing Aug. 6; Cusip: 06741J3Q0

• 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

• Notes due Aug. 31, 2020 linked to the Dow Jones industrial average; via Barclays; pricing Aug. 27; Cusip: 06741TB22

• Callable contingent payment notes due Aug. 31, 2023 linked to the Russell 2000 index; via Barclays; pricing Aug. 27; Cusip: 06741TB48

• Callable buffered range accrual notes due Aug. 30, 2019 linked to the S&P 500 index; via Barclays; pricing Aug. 27; Cusip: 06741TA23

•Annual reset coupon buffered notes due Aug. 30, 2019 linked to the Russell 2000 index; via Barclays; pricing Aug. 28; Cusip: 06741TB30

• 0% leveraged buffered index-linked notes due in 22 to 24 months tied to the Russell 2000 index; via Barclays; Cusip: 06741TZV2

• 0% leveraged buffered index-linked notes due in 14 to 17 months tied to the S&P 500 index; via Barclays; Cusip: 06741TA49

• 0% leveraged notes linked to the S&P 500 index; via Barclays; pricing in August; Cusip: 06741TA56

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

• 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

CITIBANK, NA

• Callable fixed-to-inverse-floating market-linked certificates of deposit due Aug. 22, 2033; via Citigroup Global Markets; pricing Aug. 19; Cusip: 172986GR6

• Callable fixed-to-inverse-floating market-linked certificates of deposit due Aug. 29, 2033 linked to the Russell 2000 index; via Citigroup Global Markets; pricing Aug. 26; Cusip: 172986GS4

CITIGROUP INC.

• 7.75%-9.75% autocallable equity-linked securities due Aug. 14, 2014 tied to Cummins Inc. shares; via Citigroup Global Markets Inc.; pricing Aug. 9; Cusip: 173095175

• Callable step-up coupon notes due Aug. 21, 2033; via Citigroup Global Markets Inc.; pricing Aug. 16; Cusip: 1730T0UR8

• Non-callable fixed-to-floating notes due Aug. 28, 2018; via Citigroup Global Markets Inc.; pricing Aug. 23; Cusip: 1730T0UP2

• 0% enhanced barrier digital plus securities due August 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 1730T0UM9

CREDIT SUISSE AG

• 0% accelerated barrier notes due Aug. 30, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 23; Cusip: 22547Q6Q4

• 0% accelerated barrier notes due Aug. 30, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 23; Cusip: 22547Q7A8

• Contingent coupon yield notes due Aug. 30, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 23; Cusip: 22547Q6P6

• Contingent coupon callable yield notes due Aug. 30, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 23; Cusip: 22547Q6N1

• 0% Buffered Accelerated Return Equity Securities due March 4, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6E1

• High/low coupon buffered securities due Aug. 30, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22547Q6U5

• 0% digital Bares due Sept. 4, 2015 linked to the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets ETF; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6J0

• 0% Buffered Accelerated Return Equity Securities due March 5, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6F8

• High/low coupon callable yield notes due Sept. 4, 2015 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6L5

CREDIT SUISSE AG, LONDON BRANCH

• 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing in August; Cusip: 22547Q6R2

CREDIT SUISSE AG, NASSAU BRANCH

• 0% digital-plus barrier notes due Aug. 30, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6D3

• 0% cert plus securities due Aug. 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6C5

• High/low coupon callable yield notes due Feb. 27, 2015 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6G6

• 0% Buffered Accelerated Return Equity Securities due Aug. 30, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22547Q6S0

• 0% Buffered Accelerated Return Equity Securities due Aug. 29, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22547Q6S0

• 0% cert plus securities due Sept. 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6K7

• High/low coupon callable yield notes due March 4, 2015 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6M3

• 45-month 0% Accelerated Return Notes linked to the Euro Stoxx 50 index; via Barclays; pricing in August; Cusip: 22547Q6V3

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

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

• 45-month 0% Accelerated Return Notes linked to the S&P 500 index; via Barclays; pricing in August; Cusip: 22547Q6T8

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

DEUTSCHE BANK AG, LONDON BRANCH

• 0% autocallable securities due Sept. 1, 2016 linked to the Euro Stoxx 50 index; via Deutsche Bank Securities Inc.; pricing Aug. 27; Cusip: 25152REA7

• 0% accelerated return securities due October 2014 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

GOLDMAN SACHS BANK USA

• Contingent coupon index-linked certificates of deposit due Aug. 27, 2020 tied to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 38147JKA9

• Index-linked certificates of deposit due Aug. 31, 2020 tied to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; pricing Aug. 26; Cusip: 38147JKB7

• Variable coupon certificates of deposit due Aug. 28, 2020 linked to a basket of common stocks (Apple Inc., Cisco Systems, Inc., Freeport-McMoRan Copper & Gold Inc., Kimberly-Clark Corp., McDonald's Corp., Merck & Co., Inc., Proctor & Gamble Co., Target Corp., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. is the agent. Incapital LLC; pricing Aug. 27; Cusip: 38147JKF8

• Contingent coupon certificates of deposit due Aug. 28, 2020 linked to a basket of common stocks (Apple Inc., Cisco Systems, Inc., Freeport-McMoRan Copper & Gold Inc., Kimberly-Clark Corp., McDonald's Corp., Merck & Co., Inc., Proctor & Gamble Co., Target Corp., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing Aug. 27; Cusip: 38147JKE1

• 0% equity index-linked certificates of deposit due Sept. 1, 2020 linked to Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average; via Goldman Sachs & Co. with Incapital LLC; pricing Aug. 27; Cusip: 38147JKD3

GOLDMAN SACHS GROUP, INC.

• 0% notes due Sept. 2, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 38147QJN7

• Callable monthly Russell 2000 index-linked range accrual notes due Aug. 30, 2023; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 38147QKE5

• 0% leveraged buffered notes due Sept 1, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 38147QKA3

• Callable step-up fixed-rate notes due February 2023; via Goldman Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38147QLA2

• 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

• 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 buffered notes linked to the MSCI EAFE index due in 24 to 27 months; 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

• 53-week 0% trigger notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QJS6

• 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.

• 0% leveraged notes due 24 to 27 months after issue 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.

• 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 due in five years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QAD8

• 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% buffered Accelerated Market Participation Securities due Aug. 30, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJT9

• 0% buffered Accelerated Market Participation Securities due Aug. 27, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJ93

• 0% buffered Accelerated Market Participation Securities due Aug. 30, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJS1

• 0% accelerated barrier notes due Aug. 30, 2018 linked to the S&P 500 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJQ5

• 0% buffered Accelerated Market Participation Securities due Aug. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJ85

• 0% buffered Accelerated Market Participation Securities due Aug. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJE2

• 0% buffered Accelerated Market Participation Securities due Aug. 30, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40432XJR3

• Income plus notes due Aug. 31, 2020 linked to a basket of common stocks (AT&T Inc., General Electric Co., Hewlett-Packard Co., Intel Corp. and Pfizer Inc.); via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip: 40432XJP7

• 0% uncapped Accelerated Market Participation Securities due Sept. 1, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 40432XJV4

• 0% airbag performance securities due Aug. 31, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Aug. 27; Cusip: 40433X332

• 0% leveraged buffered uncapped market participation securities due Sept. 1, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 40432XJU6

• 0% leveraged buffered uncapped market participation securities due Aug. 30, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 40432XJW2

• 0% airbag performance securities due Aug. 31, 2023 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Aug. 28; Cusip: 40433X340

• 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 range accrual certificates of deposit due Aug. 9, 2028 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 6; Cusip: 48124JU89

• 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

• Digital contingent coupon certificates of deposit due Aug. 30, 2019 linked to the common stocks of AT&T, Inc., Bristol-Meyers Squibb Co., Coca-Cola Co., Kimberly-Clark Corp., McDonald's Corp., Philip Morris International, Inc., Procter & Gamble Co., Reynolds American Inc., Southern Co. and Unilever plc; via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 27; Cusip: 48124JV39

• Digital contingent coupon certificates of deposit due Aug. 31, 2020 linked to the common stocks of AT&T, Inc., Bristol-Meyers Squibb Co., Coca-Cola Co., Kimberly-Clark Corp., McDonald's Corp., Philip Morris International, Inc., Procter & Gamble Co., Reynolds American Inc., Southern Co. and Unilever plc; via J.P. Morgan Securities LLC and Incapital LLC; pricing Aug. 27; Cusip: 48124JV21

JPMORGAN CHASE & CO.

• 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 trigger equity notes with contingent interest due Aug. 21, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48126NMJ3

• Floating-rate notes due Aug. 15, 2023 linked to the five-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing Aug. 12; Cusip: 48126D6F1

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NME4

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NMF1

• 0% return notes due Nov. 28, 2014 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLV7

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NMD6

• 0% capped buffered return enhanced notes due Aug. 31, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NMB0

• Contingent income securities due Aug. 30, 2028 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKK4

• 6.5% to 8.5% autocallable yield notes due Sept. 2, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil Capped index fund; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLQ8

• 0% capped buffered return enhanced notes due Aug. 31, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NMA2

• Contingent income securities due Aug. 30, 2028 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKE8

• Contingent income buffered securities due Aug. 30, 2028 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKF5

• 5% to 7% autocallable yield notes due Sept. 2, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLP0

• 6% to 8% autocallable yield notes due Sept. 2, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLN5

• Contingent coupon callable yield notes due Aug. 31, 2016 linked to the S&P 500 index, Russell 2000 index and iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NMC8

• 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-rate leveraged CMS curve and Russell 2000 index-linked notes due Aug. 19, 2033; via Morgan Stanley & Co. LLC; settling Aug. 19; Cusip: 61760QDD3

• Fixed-to-floating leveraged CMS curve-linked notes due Aug. 19, 2033; via Morgan Stanley & Co. LLC; settlement Aug. 19; Cusip: 61760QDB7

• Fixed-to-floating leveraged CMS curve-linked notes due Aug. 19, 2033; via Morgan Stanley & Co. LLC; settlement Aug. 19; Cusip: 61760QDC5

• Leveraged CMS curve and Russell 2000 index-linked notes due Aug. 19, 2028; via Morgan Stanley & Co. LLC; settlement Aug. 19; Cusip: 61760QDA9

• 0% market-linked notes due Feb. 26, 2021 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKJ7

• Contingent coupon notes due Aug. 30, 2033 linked to the worst performing of the Euro Stoxx 50 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKL2

• Floating-rate contingent income securities due Aug. 31, 2020 linked to the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKH1

• 0% buffered Performance Leveraged Upside Securities due Aug. 30, 2018 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKD0

• Contingent income securities due Aug. 30, 2023 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKM0

• 0% trigger performance securities due Aug. 31, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Aug. 27; Cusip: 61762P369

• 0% Target Optimized Participation Securities due Feb. 26, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKG3

• Contingent income autocallable step-up securities due Aug. 30, 2028 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Aug. 27; Cusip: 61761JKN8

ROYAL BANK OF CANADA

• 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

• Redeemable step-up notes due Aug. 14, 2031; via RBC Capital Markets, LLC; settlement Aug. 14; Cusip: 78008SVZ6

• 0% trigger return optimization securities due Aug. 31, 2016 linked to Financial Select Sector SPDR fund; via RBC Capital Markets, LLC with UBS Financial Services Inc. as placement agent; pricing Aug. 27; Cusip: 78009Q174

• 0% contingent return optimization securities due Feb. 29, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 27; Cusip: 78009Q158

• 0% Performance Leveraged Upside Securities due October 2014 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Aug. 30; Cusip: 78009Q117

• 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

• Trigger phoenix autocallable optimization securities due Aug. 15, 2023 linked to the worst performing of the Euro Stoxx 50 index and the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 9; Cusip: 90271L585

• 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

• Non-callable fixed-to-floating notes due Aug. 28, 2018; via Citigroup Global Markets Inc.; pricing Aug. 23; Cusip: 1730T0UP2

• Market-linked certificates of deposit due Aug. 31, 2020 linked to the Dow Jones industrial average; via UnionBanc Investment Services, LLC; pricing Aug. 27; Cusip: 90521ANN4

• 0% quarterly capped return market-linked certificates of deposit due Aug. 30, 2017 linked to the PowerShares QQQ Trust, Series 1; via UnionBanc Investment Services, LLC with Incapital LLC as distributor; pricing Aug. 27; Cusip: 90521ANQ7

• 0% quarterly capped return market-linked certificates of deposit due Aug. 30, 2018 linked to the S&P 500 index; via UnionBanc Investment Services, LLC with Incapital LLC as distributor; pricing Aug. 27; Cusip: 90521ANP9

• Market-linked certificates of deposit due Aug. 30, 2018 linked to an equally weighted basket of four currencies relative to the dollar (Australian dollar, Brazilian real, Canadian dollar and Norwegian krone); via UnionBanc Investment Services, LLC; pricing Aug. 28; Cusip: 90521ANL8

• 0% quarterly capped return market-linked certificates of deposit due Aug. 30, 2017 linked to the spot price of gold; via UnionBanc Investment Services, LLC with Incapital LLC as distributor; pricing Aug. 28; Cusip: 90521ANM6

WELLS FARGO & CO.

• 0% market-linked notes with upside participation and averaging due March 6, 2020 linked to the Vanguard Total Stock Market index fund; via Wells Fargo Securities LLC; pricing Aug. 30; Cusip: 94986RQX2


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