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Prospect News home > News index > List of issuers C > Headlines for Calendar > News item
Published on 4/15/2014 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Currency Market Index Target-Term Securities due May 2017 linked to a basket of equally weighted emerging market currencies (Brazilian real and Mexican peso) relative to the euro; via BofA Merrill Lynch; pricing in April

• Capped Leveraged Index Return notes due April 2016 linked to the Dow Jones U.S. Real Estate index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in April

• Autocallable market-linked step-up notes due April 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

BANK OF MONTREAL

• Fixed-to-floating-rate notes due April 23, 2019; via BMO Capital Markets Corp.; pricing April 17; Cusip: 06366RUA1

• 0% buffered bullish return notes due April 28, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 24; Cusip: 78010UVJ3

• Redeemable step-up notes due April 30, 2019; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RTY1

• Redeemable step-up notes due April 30, 2024; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RTX3

• 0% buffered bullish enhanced return notes due April 30, 2019 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RTW5

• 4% autocallable cash-settled notes with step-up call price due April 29, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RTU9

• Fixed-to-floating-rate conditional interest notes with buffered downside protection due April 30, 2021 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RTM7

BANK OF NOVA SCOTIA

• 0% equity-linked index notes, series A, due April 21, 2016 tied to the S-Network Bank Loan/Limited Duration Closed-End Fund index; via Scotia Capital (USA) Inc.; pricing April 17; Cusip: 064159DU7

• Capped fixed-to-floating-rate notes due April 29, 2019; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EH5

• Series A callable step-up rate notes due April 29, 2024; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EG7

• Series A callable step-up rate notes due April 29, 2029; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EJ1

• Autocallable contingent interest barrier notes due April 29, 2017 linked to the common stock of Apple Inc.; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EM4

• Autocallable contingent interest barrier notes due April 29, 2017 linked to the common stock of Goodyear Tire & Rubber Co.; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EN2

• Autocallable contingent interest barrier notes due April 29, 2017 linked to the common stock of Keurig Green Mountain Inc.; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EQ5

• Autocallable contingent interest barrier notes due April 29, 2017 linked to the common stock of Newmont Mining Corp.; via Scotia Capital (USA) Inc.; pricing April 24; Cusip: 064159EP7

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due April 29, 2021 linked to a basket of common stocks (AbbVie Inc., Altria Group, Inc., Apple Inc., AT&T Inc., ConocoPhillips, Intel Corp., Lorillard Inc., PPL Corp., Southern Co. and Verizon Communications Inc.); via BNP Paribas Securities Corp.; pricing April 24; Cusip: 06426XKJ8

• Income advantage market-linked certificates of deposit due April 29, 2021 linked to a basket of common stocks (Apple Inc., AT&T Inc., ConocoPhillips, Lorillard Inc. and PPL Corp.); via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing April 24; Cusip: 06426XKK5

• Income advantage market-linked certificates of deposit due April 29, 2021 linked to a basket of commodity futures indexes (S&P GSCI Cocoa Dynamic Roll Index ER, the S&P GSCI Coffee Dynamic Roll Index ER, the S&P GSCI Corn Dynamic Roll Index ER, the S&P GSCI Lead Dynamic Roll Index ER and the S&P GSCI Natural Gas Dynamic Roll Index ER); via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing April 24; Cusip: 06426XKL3

• 0% market-linked certificates of deposit due Oct. 30, 2020 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing April 25; Cusip: 06426XKM1

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due April 22, 2021 linked to the Euro Stoxx 50 index; via Barclays with Incapital LLC as distributor; pricing April 17; Cusip: 06740AP78

• 0% certificates of deposit due April 22, 2021 linked to the S&P 500 index; via Barclays with Incapital LLC as distributor; pricing April 17; Cusip: 06740AP86

• Certificates of deposit due April 29, 2021 linked to Altria Group, Inc., Apple, Inc., AT&T Inc., Duke Energy Corp., Intel Corp., Lorillard Inc., McDonald's Corp., Microsoft Corp., Verizon Communications Inc. and the Williams Cos., Inc.; via Barclays with Incapital LLC; pricing April 24; Cusip: 06740AP60

• Certificates of deposit due April 29, 2019 linked to Apple, Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Duke Energy Corp., Ford Motor Corp., Hewlett-Packard Co., McDonald's Corp., Nike, Inc. and Yahoo! Inc.; via Barclays with Incapital LLC; pricing April 24; Cusip: 06740AP52

• Certificates of deposit due April 29, 2020 linked to Apple, Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Duke Energy Corp., Ford Motor Corp., Hewlett-Packard Co., McDonald's Corp., Nike, Inc. and Yahoo! Inc.; via Barclays with Incapital LLC; pricing April 24; Cusip: 06740AQ36

• Certificates of deposit due April 29, 2021 linked to Apple, Inc., AT&T Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., Duke Energy Corp., Ford Motor Corp., Hewlett-Packard Co., McDonald's Corp., Nike, Inc. and Yahoo! Inc.; via Barclays with Incapital LLC; pricing April 24; Cusip: 06740AP94

• Certificates of deposit due April 29, 2020 linked to Apple, Inc., Duke Energy Corp., Ford Motor Corp., Hewlett-Packard Co. and Nike, Inc.; via Barclays with Incapital LLC; pricing April 24; Cusip: 06740AQ28

• 0% certificates of deposit due April 29, 2019 linked to the Russell 2000 index; via Barclays with Incapital LLC as distributor; pricing April 24; Cusip: 06740AP45

• 0.5% certificates of deposit due April 29, 2021 linked to the S&P 500 index; via Barclays with Incapital LLC as distributor; pricing April 24; Cusip: 06740AQ44

• 0% certificates of deposit due Oct. 29, 2020 linked to the Barclays Armour II Excess Return 5% index; via Barclays with Incapital LLC as distributor; pricing April 25; Cusip: 06740AQ51

BARCLAYS BANK PLC

• Contingent income autocallable securities with step-up redemption threshold due April 20, 2017 linked to the common stock of JPMorgan Chase & Co.; via Barclays with Morgan Stanley Wealth Management; pricing April 16; Cusip: 06742K626

• Callable contingent payment notes due April 22, 2019 linked to worst performing of the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 60% trigger; via Barclays; pricing April 16; Cusip: 06741UBZ6

• 0% trigger Performance Leveraged Upside Securities due May 21, 2015 linked to grade A copper, RBOB gasoline futures contracts, live cattle futures contracts, palladium, soybeans futures contracts and West Texas Intermediate light sweet crude oil futures contracts; 90% trigger; via Barclays; pricing April 17; Cusip: 06741UBS2, changed from 06742B170

• 0% trigger Performance Leveraged Upside Securities due May 21, 2015 linked to grade A copper, RBOB gasoline futures contracts, live cattle futures contracts, palladium, soybeans futures contracts and West Texas Intermediate light sweet crude oil futures contracts; 90% trigger; via Barclays; pricing April 17; Cusip: 06742B170

• Capped callable steepener notes due April 25, 2034 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Barclays; pricing April 22; Cusip: 06741UBA1

• Principal-at-risk callable fixed-rate range accrual notes due April 29, 2024 linked to six-month Libor and the S&P 500 index; via Barclays; pricing April 24; Cusip: 06741UBT0

• 0% buffered Super Track notes due April 28, 2016 linked to the Russell 2000 index; via Barclays; pricing April 24; Cusip: 06741UCG7

• Autocallable range accrual notes due April 27, 2017 linked to the common stock of Tesla Motors, Inc.; via Barclays; pricing April 24; Cusip: 06741UBU7

• Callable leveraged steepener notes due April 30, 2029 linked to the 30-year Constant Maturity Swap rate and the five-year CMS rate; via Barclays; pricing April 25; Cusip: 06741UBK9

• 0% buffered Super Track notes due April 30, 2019 linked to the Dow Jones industrial average; via Barclays; pricing April 25; Cusip: 06741UBF0

• 0% Super Track notes due Oct. 31, 2017 linked to the Euro Stoxx 50 index; via Barclays; pricing April 25; Cusip: 06741J7C7

• 0% buffered return enhanced notes due April 30, 2018 linked to iShares MSCI EAFE index fund, the SPDR S&P MIDCAP 400 exchange-traded fund, the iShares Russell 2000 ETF and the iShares MSCI Emerging Markets ETF; 75% trigger; via Barclays; pricing April 25; Cusip: 06741UCE2

• 0% buffered Super Track notes due April 30, 2019 linked to the S&P 500 index; via Barclays; pricing April 25; Cusip: 06741UBE3

• Floating-rate range accrual notes due April 30, 2024 linked to the CMS spread and two-year Constant Maturity Swap rate; via Barclays; pricing April 28; Cusip: 06741UBX1

• 0% trigger performance securities due April 28, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing April 28; Cusip: 06742K659

• 0% trigger return optimization securities due April 28, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing April 28; Cusip: 06742B147

• Trigger phoenix autocallable optimization securities due April 30, 2019 linked to Pfizer Inc. shares; via UBS Financial Services Inc. and Barclays; pricing April 28; Cusip: 06742K634

• Annual reset coupon buffered notes due April 30, 2020 linked to the Russell 2000 index; via Barclays; pricing April 28; Cusip: 06741UBG8

• 0% Performance Leveraged Upside Securities due June 5, 2015 linked to the iShares MSCI EAFE exchange-traded fund; via Barclays with Morgan Stanley Wealth Management; pricing April 30; Cusip: 06742B196

• 9% STEP Income Securities due April 2015 linked to the common stock of Cabot Oil & Gas Corp.; via BofA Merrill Lynch; pricing in April

• 10% STEP Income Securities due April 2015 linked to the common stock of Facebook, Inc.; via BofA Merrill Lynch; pricing in April

• 0% notes due October 2015 linked to the JPX-Nikkei index 400; Via BofA Merrill Lynch; pricing in April

• Autocallable market-linked step-up notes due April 2017 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in April

• 0% notes due May 10, 2017 linked to the EquityCompass Share Buyback index; via Barclays; pricing May 5; Cusip: 06741UBW3

• 15- to 18-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741UCA0

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UBC7

BMO HARRIS BANK NA

• Annual digital yield generator certificates of deposit due April 30, 2021 linked to the common stocks of Apple Inc., Bristol-Myers Squibb Co., Dollar General Corp., Ford Motor Co., Lorillard, Inc., McDonald's Corp., Potash Corp. of Saskatchewan Inc., Seagate Technology plc, Vodafone Group plc and Walgreen Co.; via BMO Capital Markets Corp. with distribution through Advisors Asset Management, Inc.; pricing April 25; Cusip: 05573JXW9

BNP PARIBAS

• 0% return enhanced notes due April 28, 2017 linked to the performance of PowerShares S&P 500 Low Volatility Portfolio; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LY93

• 0% buffered return enhanced notes due Oct. 31, 2016 linked to the Russell 2000 index; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LY77

• 0% buffered return enhanced notes due April 29, 2016 linked to the performance of WTI crude oil; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LYA0

• 0% buffered return enhanced notes due Oct. 31, 2016 linked to the performance of WTI crude oil; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing April 25; Cusip: 05574LYB8

BNP PARIBAS, NEW YORK BRANCH

• 0% digital certificate plus notes due April 30, 2019 linked to the Dow Jones industrial average; via BNP Paribas Securities Corp. with distribution through Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LYK8

• 0% buffered notes due April 30, 2018 linked to the Dow Jones industrial average; via BNP Paribas Securities Corp. with distribution through Advisors Asset Management, Inc.; pricing April 25; Cusip: 05574LY44

CITIGROUP INC.

• Autocallable contingent coupon equity-linked securities due April 22, 2019 linked to General Electric Co. shares; via Citigroup Global Markets Inc.; pricing April 16; Cusip: 1730T0N88

• Autocallable contingent coupon notes due April 19, 2018 linked to the worst performing of the common stock of Goldman Sachs Group, Inc. and the common stock of Wells Fargo & Co.; via Citigroup Global Markets Inc.; pricing April 16; Cusip: 1730T0P29

• Callable leveraged CMS spread notes due April 29, 2029 linked to the 30-year Constant Maturity Swap rate and the five-year CMS rate; via Citigroup Global Markets Inc.; pricing April 24; Cusip: 1730T0N39

• 0% digital securities due Oct. 29, 2015 linked to the iShares Dow Jones U.S. Real Estate exchange-traded fund; via Citigroup Global Markets Inc.; pricing April 25; Cusip: 1730T0M89

• Market-linked notes due Oct. 30, 2019 tied to the MSCI EAFE index; via Citigroup Global Markets Inc.; pricing April 25; Cusip: 1730T0M97

• 0% trigger return optimization securities due April 28, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 17322H206

• Callable contingent coupon securities due April 28, 2017 linked to the S&P 500 index, Russell 2000 index and Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing April 25; Cusip: 1730T0N21

• 0% buffer securities due May 2, 2019 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing April 28; Cusip: 1730T0N54

• 0% barrier securities due May 3, 2018 linked to the iShares China Large-Cap exchange-traded fund; via Citigroup Global Markets Inc.; pricing April 29; Cusip: 1730T0N96

• 0% upturn securities due May 3, 2018 linked to the Citi Volatility Balanced Beta (VIBE) Equity US Price Return index; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 1730T0N47

CREDIT SUISSE AG

• 0% accelerated barrier notes due April 24, 2020 linked to the Dow Jones industrial average; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QL87

• 0% absolute return barrier securities due April 24, 2020 linked to Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QL95

• 0% digital-plus barrier notes due April 25, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QL79

• 0% five-year digital plus barrier notes linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QL79

• 0% equity-linked autocallable step-up notes due April 24, 2017 tied to the performance of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QLA2

• Contingent coupon callable yield notes due Oct. 24, 2019 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QLZ7

• Callable daily range accrual securities due April 29, 2020 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 24; Cusip: 22547QLW4

• Callable step-up securities due April 30, 2021; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QLU8

• Callable step-up securities due April 30, 2029; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QM52

• Callable range accrual notes due April 30, 2029 linked to 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Barclays; pricing April 25; Cusip: 06741UBL7

• 0% Buffered Accelerated Return Equity Securities due April 30, 2018 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QLL8

• 0% autocallable securities due April 28, 2017 linked to the Euro Stoxx 50 index and Russell 2000 index; via Barclays; pricing April 25; Cusip: 22547QLP9

• High/low coupon callable yield notes due July 30, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund and the iShares MSCI Brazil Capped ETF; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QLH7

• Callable daily range accrual securities due April 30, 2024 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QLT1

• 0% accelerated barrier notes due April 30, 2018 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QLB0

• 0% absolute return barrier securities due April 30, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22547QLD6

• 0% Buffered Accelerated Return Equity Securities due July 31, 2019 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing April 28; Cusip: 22547QLM6

• 0% Buffered Accelerated Return Equity Securities due Nov. 1, 2017 tied to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 28; Cusip: 22547QLK0

• 0% accelerated barrier notes due May 4, 2018 linked to the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 29; Cusip: 22547QM45

• High/low coupon callable yield notes due Nov. 5, 2015 linked to the Russell 2000 index and the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22547QLE4

• 0% accelerated barrier notes due May 3, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22547QLC8

• 0% absolute return barrier securities due May 3, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30; Cusip: 22547QLG9

• Autocallable market-linked step-up notes due April 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% Accelerated Return Notes due June 2015 linked to the Nikkei 225 index; via BofA Merrill Lynch; pricing in April

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

• Capped Leveraged Index Return Notes due April 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• Market-linked step-up notes due April 2016 tied to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• Market-linked step-up notes due April 2018 linked to a basket of the S&P 500 index and the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% Credit Suisse FI Enhanced S&P 500 Total Return index exchange-traded notes due 2019 linked to the S&P 500 Total Return index; via Credit Suisse Securities (USA) LLC; Cusip: 22542D431

• 0% Accelerated Return Notes due June 2015 linked to the S&P MidCap 400 index; via BofA Merrill Lynch; pricing in April

CREDIT SUISSE AG, LONDON BRANCH

• Contingent coupon callable yield notes due Jan. 23, 2020 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing April 17; Cusip: 22547QKY1

• Contingent coupon callable yield notes due Oct. 30, 2015 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 48127DDP0

• Market-linked step-up notes due June 2015 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger performance securities due April 30, 2019 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 25155Q821

• 0% trigger performance securities due April 30, 2019 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 25155Q839

• 0% accelerated return securities due Oct. 29, 2015 linked to the WisdomTree Japan Hedged Equity Fund; via Deutsche Bank Securities Inc.; pricing April 25; Cusip: 25152RJS3

• 0% airbag performance securities due April 30, 2024 linked to the EuroStoxx 50 index; via Deutsche Bank Securities Inc. with UBS Financial Services Inc.; pricing April 28; Cusip: 25155Q854

• 0% trigger performance securities due April 30, 2024 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing April 28; Cusip: 25155Q847

GOLDMAN SACHS BANK USA

• 0% certificates of deposit due April 29, 2020 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co. with distribution through Incapital LLC; pricing April 24; Cusip: 38147JWX6

• Variable coupon certificates of deposit due April 29, 2021 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co. with distribution through Incapital LLC; pricing April 24; Cusip: 38147JWW8

• 0% certificates of deposit due April 29, 2020 linked to the S&P 500 index; via Goldman Sachs & Co. with distribution through Incapital LLC; pricing April 24; Cusip: 38147JWY4

• Variable coupon certificates of deposit due April 29, 2021 linked to the common stocks of Apple Inc., AbbVie Inc., Caterpillar Inc., Cisco Systems, Inc., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Occidental Petroleum Corp., Walgreen Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with distribution through Incapital LLC; pricing April 25; Cusip: 38147JWV0

• Variable coupon certificates of deposit due April 28, 2022 linked to the common stocks of Apple Inc., AbbVie Inc., Caterpillar Inc., Cisco Systems, Inc., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Occidental Petroleum Corp., Walgreen Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with distribution through Incapital LLC; pricing April 25; Cusip: 38147JXK3

• Contingent coupon certificates of deposit due April 29, 2021 linked the common stocks of AT&T Inc., Chevron Corp., Cisco Systems, Inc., General Electric Co., Intel Corp., McDonald's Corp., Merck & Co., Inc., Pfizer Inc., Proctor & Gamble Co. and Verizon Communications Inc.; via Goldman Sachs & Co. with distribution through Incapital LLC; pricing April 25; Cusip: 38147JXH0

GOLDMAN SACHS GROUP, INC.

• 0% leveraged notes due April 29, 2015 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 11; Cusip: 38147Q3H7

• Callable monthly range accrual notes due April 25, 2024 linked to the Russell 2000 index; 50% trigger; via Goldman Sachs & Co.; pricing April 22; Cusip: 38147Q2R6

• Callable monthly range accrual notes due April 29, 2029 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing April 24; Cusip: 38147Q3Q7

• 0% leveraged notes due Jan. 30, 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing April 25; Cusip: 38147Q2Q8

• Callable buffered monthly S&P 500 index-linked range accrual notes due April 30, 2021; via Goldman Sachs & Co.; pricing April 25; Cusip: 38147Q2Y1

• 0% leveraged notes due May 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing April 28; Cusip: 38147Q2D7

• Callable monthly range accrual notes due April 30, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing April 28; Cusip: 38147Q2C9

• 0% index-linked notes due Nov. 2, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing April 28; Cusip: 38147Q2G0

• 15-year callable quarterly CMS Spread notes linked to 30-year Constant Maturity Swap rate and two-year Constant Maturity Swap rate; via Goldman Sachs & Co.; Cusip: 38147Q2Z8

• 0% currency-linked notes due 24 to 27 months after issue linked to equal weights of the Indian rupee, the Malaysian ringgit and the Mexican peso relative to the dollar; via Goldman Sachs & Co.

• 0% digital notes linked to the Euro Stoxx 50 index due in 18 to 21 months; 85% trigger; via Goldman Sachs & Co.

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

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

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147Q2X3

• Five-year 0% leveraged notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147Q3P9

• 36-month 0% autocallable buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.

• 18-21-month 0% digital index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.

• 25- 28-month 0% leveraged notes tied to the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147Q2V7

• 0% buffered notes linked to S&P 500 index, the MSCI EAFE index, the Russell 2000 index and the Euro Stoxx 50 index due in 12 to 14 months; 90% trigger; via Goldman Sachs & Co.

• 13- to 24-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes due 2016 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QGX8

• 0% leveraged notes linked to the S&P 500 index due in 36 to 39 months; via Goldman Sachs & Co.

• Five-year 0% leveraged index-linked trigger notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147Q3R5

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

• 0% buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QGF7

• 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147Q2U9

• 0% digital 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.

• 0% 30-month leveraged buffered notes linked to the S&P MidCap 400 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38147Q3C8

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

HSBC USA INC.

• Collared floating-rate notes due April 17, 2024; via HSBC Securities (USA) Inc.; settlement April 17; Cusip: 40432XWR8

• 0% SelectInvest debt securities due April 25, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWE7

• 0% SelectInvest debt securities due April 25, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWH0

• 0% SelectInvest debt securities due April 27, 2020 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWL1

• 0% SelectInvest debt securities due April 25, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWD9

• 0% SelectInvest debt securities due April 25, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWG2

• 0% SelectInvest debt securities due April 27, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWK3

• 0% SelectInvest debt securities due April 25, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWF4

• 0% SelectInvest debt securities due April 25, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWJ6

• 0% SelectInvest debt securities due April 27, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 17; Cusip: 40432XWM9

• 0% buffered market participation securities due April 25, 2019 linked to a basket the iShares Russell 3000 ETF with a 50% weight, the iShares MSCI EAFE ETF with a 35% weight and the iShares MSCI Emerging Markets ETF with a 15% weight; via HSBC Securities (USA) Inc.; pricing April 21; Cusip: 40432XYK1

• Contingent income autocallable securities due April 24, 2015 linked to United States Steel Corp. shares; 70% trigger; via HSBC Securities (USA) Inc.; pricing April 21; Cusip: 40434C683

• 0% Accelerated Market Participation Securities due Oct. 26, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXV8

• 0% buffered uncapped market participation securities due April 25, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXX4

• 0% leveraged buffered uncapped market participation securities due April 25, 2019 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXZ9

• 0% Accelerated Market Participation Securities due Oct. 26, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXU0

• 0% Accelerated Market Participation Securities due Oct. 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXT3

• 0% buffered uncapped market participation securities due Oct. 25, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXW6

• 0% buffered uncapped market participation securities due April 25, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XXY2

• Autocallable yield notes due July 27, 2015 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XY39

• Autocallable yield notes due July 27, 2015 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 22; Cusip: 40432XY47

• Income plus notes due April 28, 2021 linked to Bristol-Myers Squibb Co., ConocoPhillips, Kraft Foods Group, Inc., McDonald's Corp. and Altria Group, Inc.; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XY96

• 0% buffered Accelerated Market Participation Securities due April 28, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXS5

• Buffered Accelerated Market Participation Securities due April 28, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXN6

• Buffered Accelerated Market Participation Securities due April 28, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXM8

• 0% buffered Accelerated Market Participation Securities due April 28, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXR7

• Buffered Accelerated Market Participation Securities due April 28, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XYM7

• 0% buffered Accelerated Market Participation Securities due April 28, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXQ9

• Buffered Accelerated Market Participation Securities due April 28, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXL0

• 0% buffered Accelerated Market Participation Securities due April 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXP1

• Buffered Accelerated Market Participation Securities due April 28, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40432XXK2

• 0% growth opportunity certificates of deposit due April 28, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23; Cusip: 40434AJF7

• 0% SelectInvest debt securities due April 30, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWV9

• 0% SelectInvest debt securities due April 30, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX97

• 0% SelectInvest debt securities due May 1, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWZ0

• 0% SelectInvest debt securities due May 1, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XXD8

• 0% Selections due April 29, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX55

• 0% SelectInvest debt securities due April 30, 2015 linked to the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX89

• 0% SelectInvest debt securities due April 30, 2015 linked to the iShares Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWU1

• 0% SelectInvest debt securities due May 1, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWY3

• 0% SelectInvest debt securities due May 1, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XXC0

• 0% Selections due April 29, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX48

• 0% SelectInvest debt securities due April 30, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWT4

• 0% SelectInvest debt securities due April 30, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX71

• 0% SelectInvest debt securities due May 1, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWX5

• 0% SelectInvest debt securities due May 1, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XXB2

• 0% Selections due April 29, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX30

• 0% SelectInvest debt securities due April 30, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX63

• 0% SelectInvest debt securities due April 30, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWS6

• 0% SelectInvest notes due May 1, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XWW7

• 0% SelectInvest notes due April 29, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XX22

• 0% buffered leveraged tracker notes due April 29, 2024 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XY62

• 0% SelectInvest debt securities due April 30, 2015 linked to the S&P 500 index, the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XXE6

• 0% SelectInvest debt securities due May 1, 2017 linked to the S&P 500 index, the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XXF3

• 0% SelectInvest debt securities due April 29, 2019 linked to the S&P 500 index, the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets ETF; via HSBC Securities (USA) Inc.; pricing April 24; Cusip: 40432XXG1

• 0% trigger performance securities due April 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 40434C758

• 0% trigger performance securities due April 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 40434C766

• 0% enhanced averaging buffered notes due April 30, 2018 linked to the S&P 500 index with a 70% weight, iShares MSCI EAFE exchange-traded fund with a 15% weight, the S&P Midcap 400 ETF trust with an 8% weight, the iShares MSCI Emerging Markets ETF with a 4% weight and the iShares Russell 2000 ETF with a 3% weight; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40432XWQ0

• 0% buffered performance securities due April 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 28; Cusip: 40434C725

• Buffered performance securities due April 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 28; Cusip: 40434C725

• 0% trigger performance securities due April 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 28; Cusip: 40434C741

• 11% autocallable yield notes linked to Valeant Pharmaceuticals International, Inc.; via HSBC Securities (USA) Inc.; pricing April 29; Cusip: 40432XYL9

• 0% dual directional trigger Performance Leveraged Upside Securities due Nov. 5, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40434C782

• 0% Performance Leveraged Upside Securities due June 5, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 30; Cusip: 40434C733

• 0% Accelerated Return Notes due June 2015 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in April

• 0% leveraged tracker notes due April 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XYJ4

• Buffered Accelerated Market Participation Securities due April 2016 linked to the iShares MSCI Mexico Capped exchange-traded fund; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XYA3

• Buffered Accelerated Market Participation Securities due April 2016 linked to the iShares MSCI South Korea Capped exchange-traded fund; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XYC9

• Buffered Accelerated Market Participation Securities due April 2016 linked to the iShares MSCI Taiwan exchange-traded fund; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XYB1

• 0% Accelerated Return Notes due June 2015 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in April

• 0% leveraged tracker notes due April 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in April; Cusip: 40432XYH8

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due April 20, 2017 linked to Amazon.com Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing April 16; Cusip: 48127DFC7

• 0% digital notes due April 21, 2016 linked to the Euro Stoxx 50 index, converted into dollars; 90% trigger; via J.P. Morgan Securities LLC; pricing April 16; Cusip: 48127DEQ7

• 0% return notes due May 6, 2015 linked to AMC Networks Inc., Bed Bath & Beyond Inc., BioMarin Pharmaceutical Inc., Endo Health Solutions, First Republic Bank, HomeAway, Inc., Insulet Corp., Lions Gate Entertainment Corp., Mylan Inc., Qlik Technologies Inc., Rackspace Hosting, Inc., Rowan Cos. plc, Splunk Inc., Tenneco Inc., Trulia, Inc., Viacom Inc. and Weatherford International Ltd.; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DFE3

• 0% capped return enhanced notes due May 6, 2015 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DFD5

• 0% return notes due May 6, 2015 linked to an equally weighted basket consisting of the MSCI Italy SMID Cap index and the MSCI Spain SMID Cap index; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DFF0

• Autocallable contingent interest notes due April 24, 2017 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DEX2

• Autocallable contingent interest notes due April 24, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DCR7

• 0% autocallable buffered return enhanced notes due April 25, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DEY0

• Autocallable contingent interest notes due May 6, 2015 linked to Splunk Inc. shares; 65% trigger; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48127DFG8

• 0% contingent buffered digital notes due June 23, 2015 linked to the WTI crude oil futures contract; via J.P. Morgan Securities LLC; pricing April 17; Cusip: 48126N5X1

• Contingent income autocallable securities due April 26, 2017 linked to the common stock of eBay Inc.; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney, LLC; pricing April 21; Cusip: 48127F764

• Autocallable contingent interest notes due April 24, 2015 linked to Market Vectors Gold Miners exchange-traded fund; 65% trigger; via J.P. Morgan Securities LLC; pricing April 21; Cusip: 48127DFA1

• Autocallable contingent interest notes due July 24, 2015 linked to the Russell 2000 index, the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 21; Cusip: 48127DEN4

• 0% notes due April 25, 2024 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 21; Cusip: 48127DDL9

• Contingent income autocallable securities due April 24, 2015 linked to the common stock of United Continental Holdings, Inc.; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney, LLC; pricing April 21; Cusip: 48127F772

• 0% dual directional knock-out buffered equity notes due April 28, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; 71.3% trigger; via J.P. Morgan Securities LLC; pricing April 24; Cusip: 48127DEV6

• 0% dual directional knock-out buffered equity notes due April 28, 2016 linked to the iShares MSCI EAFE exchange-traded fund; 77.65% trigger; via J.P. Morgan Securities LLC; pricing April 24; Cusip: 48127DEU8

• Callable interest rate spread notes due April 30, 2034 linked to the 30-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities LLC with distribution through Morgan Stanley Smith Barney LLC; pricing April 25; Cusip: 48126N5V5

• 0% buffered Performance Leveraged Upside Securities due Oct. 28, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing April 25; Cusip: 48127F798

• 0% capped buffered return enhanced notes due April 29, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDA3

• 0% capped buffered return enhanced notes due April 29, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDB1

• 0% return optimization securities due May 29, 2015 linked to the iShares Russell 2000 exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127F780

• 0% notes due April 30, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DCY2

• 0% return notes due July 31, 2015 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDD7

• 0% return notes due May 29, 2015 linked to the J.P. Morgan U.S. Long Equity Dynamic Overlay 80 index (Series 1); via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDE5

• 0% return notes due May 7, 2015 linked to the J.P. Morgan U.S. Long Equity Dynamic Overlay 80 Index (Series 1); via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DCV8

• 0% capped buffered return enhanced notes due April 29, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DCZ9

• 0% contingent return optimization securities due Oct. 31, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 48127F806

• Autocallable contingent interest notes due April 30, 2015 linked to the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDH8

• 0% capped buffered return enhanced notes due April 29, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDC9

• Autocallable contingent interest notes due April 30, 2015 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDF2

• Autocallable contingent interest notes due April 30, 2015 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDG0

• Contingent coupon callable yield notes due Oct. 30, 2015 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 75% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDP0

• Autocallable contingent interest notes due April 30, 2019 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDK1

• 0% review notes due April 28, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48127DDJ4

• 0% Performance Leveraged Upside Securities due June 5, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48127E106

• 0% Performance Leveraged Upside Securities due June 5, 2015 linked to the S&P MidCap 400 index; via J.P. Morgan Securities LLC; pricing April 30; Cusip: 48127F608

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due April 30, 2021 linked to a basket of common stocks (Cisco Systems, Inc., GameStop Corp., International Paper Co., Lorillard, Inc., Potash Corp. of Saskatchewan Inc.; Rio Tinto plc, Seagate Technology plc, Staples, Inc., Symantec Corp. and Williams Cos., Inc.); via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TLQ6

• Digital contingent coupon certificates of deposit due April 30, 2021 linked to a basket of common stocks (Duke Energy Corp., Hewlett-Packard Co., Kinross Gold Corp., Lorillard, Inc., McDonald's Corp., Mead Johnson Nutrition Co., Raytheon Co., Time Warner Cable Inc., Verizon Communications Inc. and Walgreen Co.); via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TKP9

• 0% certificates of deposit due April 30, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TKY0

• Market-linked certificates of deposit with contingent annual interest due April 30, 2021 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TLK9

• 0% certificates of deposit due April 30, 2021 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TLB9

• 0% certificates of deposit due April 30, 2021 linked to the JPMorgan High Yield ETF Volatility Target Index 3%; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TJZ9

• 0% certificates of deposit due April 30, 2018 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TKL8

• 0% certificates of deposit due Oct. 31, 2019 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TKM6

• Contingent interest certificates of deposit due April 28, 2034 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TLR4

• 0% capped certificates of deposit due Oct. 29, 2021 linked to a basket of three equally weighted indexes (S&P 500 index, the Euro Stoxx 50 index and the Nikkei 225 index); via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125TKS3

MORGAN STANLEY

• 0% trigger Performance Leveraged Upside Securities due May 4, 2015 linked to copper, cotton, RBOB gasoline, lean hogs, palladium, soybeans and West Texas Intermediate light sweet crude oil; 85% trigger; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61762GBH6

• 0% trigger Performance Leveraged Upside Securities due April 30, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JQA0

• 0% market-linked notes due Oct. 30, 2020 tied to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JQC6

• 0% buffered jump securities due April 30, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JQB8

• Contingent income autocallable securities due April 30, 2015 linked to the common stock of Facebook, Inc.; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JPX1

• Contingent income securities due April 30, 2029 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JPW3

• 0% trigger performance securities due April 30, 2024 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 61760S761

• Contingent income securities due April 30, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JPZ6

• Contingent income securities due April 30, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JPY9

• 0% trigger Performance Leveraged Upside Securities due April 30, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 61761JPV5

• 0% trigger performance securities due April 30, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing April 25; Cusip: 61760S753

• Fixed-to-floating leveraged CMS curve and S&P 500 index-linked notes due April 30, 2034; via Morgan Stanley & Co. LLC; settling April 30; Cusip: 61760QEF7

• Contingent income autocallable securities due April 2017 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61761JQD4

• 0% trigger Performance Leveraged Upside Securities due April 2018 linked to the iShares MSCI EAFE exchange-traded fund; 85% trigger; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S746

• 0% trigger Performance Leveraged Upside Securities due April 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S720

• 0% dual directional trigger Performance Leveraged Upside Securities due April 2016 linked to the iShares Nasdaq Biotechnology exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S779

• Contingent income autocallable securities due April 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S803

• 0% trigger Performance Leveraged Upside Securities due October 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S712

• 0% dual directional trigger Performance Leveraged Upside Securities due April 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S704

• 0% market-linked notes due October 2021 tied to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760S738

ROYAL BANK OF CANADA

• Floored floating-rate notes due April 17, 2024; via RBC Capital Markets, LLC; settlement April 17; Cusip: 78010UEG8

• 0% absolute return barrier notes due April 28, 2016 linked to the S&P 500 index; 76% to 80% trigger; via RBC Capital Markets, LLC; pricing April 24; Cusip: 78010UVK0

• 0% trigger return optimization securities due April 28, 2017 linked to the Russell 2000 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing April 25; Cusip: 78011Q113

• 0% autocallable barrier notes due April 28, 2017 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78010UVG9

• Trigger phoenix callable optimization securities due April 30, 2017 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78010UVH7

• 0% buffered bullish enhanced return notes due May 2, 2018 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing April 28; Cusip: 78010UUL9

• 0% bullish barrier booster notes due May 1, 2019 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 28; Cusip: 78010UVE4

• Redeemable step-up notes due April 29, 2022; via RBC Capital Markets, LLC; settling April 29; Cusip: 78010UEH6

• 0% Performance Leveraged Upside Securities due June 2015 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management; pricing April 30; Cusip: 78010Y885

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 6, 2017 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing April 30; Cusip: 78010UUK1

• Leveraged Index Return Notes due April 2019 linked to the Consumer Staples Select Sector index; via BofA Merrill Lynch; pricing in April

• 0% Leveraged Index Return Notes due April 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in April

• 0% Leveraged Index Return Notes due April 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 0% Strategic Accelerated Redemption Securities due May 2015 linked to iShares MSCI EAFE ETF and the iShares MSCI Emerging Markets ETF; via BofA Merrill Lynch; pricing in April

• 0% Strategic Accelerated Redemption Securities due May 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in April

• 0% Strategic Accelerated Redemption Securities due May 2015 tied to a basket of the S&P 500 index and the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• Leveraged Index Return Notes due April 2018 linked to equal weights of the S&P 500 index and the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in April

• 9.5% STEP Income Securities due May 2015 linked to common stock of Salesforce.com, Inc.; via BofA Merrill Lynch; pricing in April

• 8% STEP Income Securities due May 2015 linked to the American Depositary Receipts of Sony Corp.; via BofA Merrill Lynch; pricing in April

• 0% direct investment notes due June 8, 2015 linked to the Equity Compass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing May 5; Cusip: 78010UVF1

• 15- to 17-month 0% buffered equity index-linked notes tied to the MSCI EAFE index; 85% trigger; via Goldman Sachs & Co.

UBS AG, LONDON BRANCH

• 0% contingent absolute return autocallable optimization securities due April 28, 2015 linked to Alcoa Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 21; Cusip: 90272V814

• Contingent income autocallable securities due April 26, 2017 linked to LinkedIn Corp.; via UBS Securities LLC; pricing April 21; Cusip: 90272V806

• 0% contingent absolute return autocallable optimization securities due April 28, 2015 linked to priceline.com Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 21; Cusip: 90272V822

• 0% contingent absolute return autocallable optimization securities due April 28, 2015 linked to Yelp Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 21; Cusip: 90272V830

• 0% return optimization securities due May 29, 2015 linked to an equally weighted basket of common stocks (Applied Materials, Inc., Autodesk, Inc., Boeing Co., Oracle Corp. and United Rentals, Inc.); pricing April 25; Cusip: 90272V707

• 0% contingent-return optimization securities due Oct. 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 90272V640

• 0% trigger step performance securities due April 30, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 90272V624

• 0% trigger performance securities due April 30, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 90272V632

• 0% trigger return optimization securities due April 28, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 90272V590

• 0% trigger performance securities due April 30, 2024 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 90272V798

• 0% trigger step performance securities due April 28, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 28; Cusip: 90272V616

• 0% trigger performance securities due April 30, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 28; Cusip: 90272V608

WELLS FARGO & CO.

• Access securities with contingent coupon and contingent downside due Oct. 26, 2020 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing April 17; Cusip: 94986RTN1

• 4.75%-5.25% autocallable access securities due April 29, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities, LLC; pricing April 25; Cusip: 94986RTP6

• 0% market-linked securities due April 29, 2016 linked to the Russell 2000 index; via Wells Fargo Securities LLC; pricing April 25; Cusip: 94986RTR2

• 0% access securities with upside participation and buffered downside with multiplier due April 30, 2019 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing April 25; Cusip: 94986RTQ4

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 7, 2017 linked to SPDR S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF and iShares MSCI Emerging Markets ETF; via Wells Fargo Securities, LLC; pricing April 30; Cusip: 94986RTS0


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