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Prospect News home > News index > List of issuers C > Headlines for Calendar > News item
Published on 5/22/2014 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% autocallable market-linked step-up notes due May 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

• 0% autocallable market-linked step-up notes due May 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

• Market-linked step-up notes due May 2018 tied to S&P 500 index and Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2015 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in May

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due May 31, 2018 linked to the iShares China Large-Cap exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RUD5

• 0% autocallable cash-settled notes with step-up call price due May 31, 2016 linked to the Market Vectors Russia exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RUE3

• 0% contingent risk absolute return notes due May 29, 2020 linked to the SPDR Euro Stoxx 50 exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RUC7

BANK OF NOVA SCOTIA

• Callable step-up rate notes due May 29, 2024, series A; via Scotia Capital (USA) Inc.; pricing May 27; Cusip: 064159EM4

• Callable step-up rate notes due May 29, 2029, series A; via Scotia Capital (USA) Inc.; pricing May 27; Cusip: 064159EN2

• Callable steepener notes due May 29, 2034 linked to the 30-year Constant Maturity Swap rate and the two-year Constant Maturity Swap rate; via Scotia Capital (USA) Inc.; pricing May 27; Cusip: 064159ET9

• Callable steepener notes due May 29, 2034 linked to the 30-year Constant Maturity Swap rate and the two-year Constant Maturity Swap rate; via Scotia Capital (USA) Inc.; pricing May 27; Cusip: 064159ES1

• Floored floating-rate notes due June 10, 2021; via Scotia Capital (USA) Inc. and Barclays; pricing June 5; Cusip: 064159EV4

• 0% series A enhanced participation notes linked to the Taiwan Taiex index; via Scotia Capital (USA) Inc.; Cusip: 064159213

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due May 28, 2021 linked to a basket of common stocks (AbbVie Inc., Altria Group, Inc., Apple Inc., Bristol-Myers Squibb Co., AT&T Inc., ConocoPhillips, Intel Corp., McDonald's Corp., PPL Corp. and Verizon Communications Inc.); via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing May 23; Cusip: 06426XKP4

• Income advantage market-linked certificates of deposit due May 28, 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.; pricing May 23; Cusip: 06426XKR0

• Income advantage market-linked certificates of deposit due May 28, 2021 linked to Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., McDonald's Corp. and PPL Corp.; via BNP Paribas Securities Corp.; pricing May 23; Cusip: 06426XKQ2.

• 0% market-linked certificates of deposit due Nov. 30, 2020 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing May 27; Cusip: 06426XKS8

BARCLAYS BANK DELAWARE

• Certificates of deposit due May 27, 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 May 23; Cusip: 06740AR50

• Certificates of deposit due May 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 May 23; Cusip: 06740AR92

• Certificates of deposit due May 29, 2020 linked to Apple, Inc., Duke Energy Corp., Ford Motor Co., Hewlett-Packard Co. and Nike, Inc.; via Barclays with Incapital LLC; pricing May 23; Cusip: 06740AS26

• 0% certificates of deposit due May 27, 2021 linked to the Euro Stoxx 50 index; via Barclays with Incapital LLC as distributor; pricing May 23; Cusip: 06740AR43

• 0% certificates of deposit due May 27, 2021 linked to the Euro Stoxx 50 index; via Barclays with Incapital LLC as distributor; pricing May 23; Cusip: 06740AS34

• Certificates of deposit due May 29, 2020 linked to the Euro Stoxx 50 index, the FTSE 100 index, the Hang Seng index and the S&P 500 index; via Barclays with Incapital LLC as distributor; pricing May 23; Cusip: 06740AS67

• Certificates of deposit due May 29, 2019 linked to the Russell 2000 index; via Barclays with Incapital LLC as distributor; pricing May 23; Cusip: 06740AS42

• 0% certificates of deposit due May 27, 2021 linked to the S&P 500 index; via Barclays with Incapital LLC; pricing May 23; Cusip: 06740A559

• 0% certificates of deposit due May 27, 2021 linked to the S&P 500 index; via Barclays with Incapital LLC; pricing May 23; Cusip: 06740AR68

• 0.5% certificates of deposit due May 27, 2021 linked to the Shiller Barclays CAPE US Sector Risk Controlled 7% USD Excess Return index; via Barclays with Incapital LLC as distributor; pricing May 23; Cusip: 06740AS83

• 0% certificates of deposit due Nov. 27, 2020 linked to the Barclays Armour II Excess Return 5% index; via Barclays with Incapital LLC as distributor; pricing May 27; Cusip: 06740AS75

BARCLAYS BANK PLC

• Contingent income autocallable securities due May 30, 2017 with step-up redemption threshold level linked to Apple Inc. shares; 80% trigger; via Barclays with Morgan Stanley Smith Barney LLC; pricing May 23; Cusip: 06742K238

• Capped floating-rate notes due May 28, 2021 linked to the Consumer Price Index; via Barclays; pricing May 23; Cusip: 06741UDZ4

• Autocallable contingent interest notes due May 26, 2017 linked to the common stock of General Motors Co.; via Barclays; pricing May 23; Cusip: 06741JS42

• Contingent income autocallable securities due May 26, 2017 linked to JPMorgan Chase & Co. and Google Inc.; via Barclays; pricing May 23; Cusip: 06742K246

• Phoenix autocallable notes due May 20, 2015 linked to the common stock of Las Vegas Sands Corp.; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing May 23; Cusip: 06741UEB6

• Capped callable steepener notes due May 30, 2034 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Barclays; pricing May 27; Cusip: 06741UDA9

• 0% buffered Super Track notes due May 30, 2019 linked to the Dow Jones industrial average; via Barclays; pricing May 27; Cusip: 06741UDF8

• 0% Super Track notes due Nov. 30, 2017 linked to the Euro Stoxx 50 index; 75% trigger; via Barclays; pricing May 27; Cusip: 06741UDH4

• Callable contingent payment notes due May 30, 2019 linked to the Market Vectors Gold Miners exchange-traded fund; via Barclays; pricing May 27; Cusip: 06741UDK7

• Callable contingent payment notes due May 30, 2024 linked to the Russell 2000 index; 65% trigger; via Barclays; pricing May 27; Cusip: 06741UDR2

• 0% buffered Super Track notes due May 30, 2019 linked to the S&P 500 index; via Barclays; pricing May 27; Cusip: 06741UDE1

• 0% trigger performance securities due May 31, 2017 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Barclays and UBS Financial Services Inc.; pricing May 27; Cusip: 06742K386

• 0% trigger performance securities due May 31, 2019 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via Barclays and UBS Financial Services Inc.; pricing May 27; Cusip: 06742K428

• 0% trigger autocallable optimization securities due May 31, 2019 linked to the common stock of Amgen Inc.; via Barclays and UBS Financial Services Inc.; pricing May 28; Cusip: 06742K170

• Buffered performance securities due May 31, 2019 linked to the Euro Stoxx 50 index; via Barclays and UBS Financial Services Inc.; pricing May 28; Cusip: 06742K360

• 0% trigger performance securities due May 31, 2019 linked to the Euro Stoxx 50 index; via Barclays and UBS Financial Services Inc.; pricing May 28; Cusip: 06742K394

• 0% trigger performance securities due May 31, 2019 linked to the Euro Stoxx 50 index; 75% trigger; via UBS Financial Services Inc. and Barclays; pricing May 28; Cusip: 06742K329

• 0% trigger autocallable optimization securities due May 31, 2019 linked to the common stock of Ford Motor Co.; via Barclays and UBS Financial Services Inc.; pricing May 28; Cusip: 06742K188

• 0% trigger autocallable optimization securities due May 31, 2019 linked to the common stock of JPMorgan Chase & Co.; via Barclays and UBS Financial Services Inc.; pricing May 28; Cusip: 06742K196

• Annual reset coupon buffered notes due May 29, 2020 linked to the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06741UDD3

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 4, 2019 linked to the Euro Stoxx 50 index; via Barclays; pricing May 30; Cusip: 06742K410

• 0% Performance Leveraged Upside Securities due July 3, 2015 linked to the Euro Stoxx 50 index; via Barclays; pricing May 30; Cusip: 06742K436

• 0% Accelerated Return Notes due June 2015 linked to the common stock of Amazon.com, Inc.; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due June 2015 linked to the common stock of Apple Inc.; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due November 2015 linked to the JPX Nikkei index 400; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2015 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2015 linked to a basket of three financial sector stocks; via BofA Merrill Lynch; pricing in May

•0% notes due June 8, 2017 linked to the EquityCompass Share Buyback index; via Barclays; pricing June 5; Cusip: 06741UDQ4

• 24-27-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741UDT8

• 24-27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UDU5

BMO HARRIS BANK NA

• Annual digital yield generator certificates of deposit due May 31, 2019 linked to a basket of common stocks (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 Advisors Asset Management, Inc. as distributor; pricing May 27; Cusip: 05573JYH1

• Annual digital yield generator certificates of deposit due May 28, 2021 linked to a basket of common stocks (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 Advisors Asset Management, Inc. as distributor; pricing May 27; Cusip: 05573JYN8

BNP PARIBAS

• 0% buffered notes due May 30, 2018 linked to the Dow Jones industrial average; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 27; Cusip: 05574LZV3

• 0% buffered return enhanced notes due Nov. 30, 2016 linked to the Russell 2000 index; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 27; Cusip: 05574LZU5

• 0% buffered return enhanced notes due Nov. 30, 2016 linked to the performance of WTI crude oil; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.; pricing May 27; Cusip: 05574LZE1

CITIGROUP INC.

• 0% barrier securities due May 29, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Citigroup Global Markets Inc.; pricing May 23; Cusip: 1730T0Q36

• Callable step-up coupon notes due May 30, 2019; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 1730T0Q93

• Leveraged callable CMS curve-linked notes due May 30, 2029 linked to the 30-year and five-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. (underwriter) and Morgan Stanley & Co. LLC (dealer); pricing May 27; Cusip: 1730T0P78

• Leveraged callable CMS curve-linked notes due May 30, 2034 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. (underwriter) and Morgan Stanley & Co. LLC (dealer); pricing May 27; Cusip: 1730T0P86

• 0% buffer securities due May 31, 2019 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 1730T0Q85

• 0% trigger return optimization securities due May 31, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing May 27; Cusip: 17322H818

• 0% trigger performance securities due May 31, 2017 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing May 28; Cusip: 17322H792

• 0.35% market-linked notes due Dec. 4, 2019 tied to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 1730T0P60

• Autocallable contingent coupon equity-linked securities due June 3, 2015 linked to Netflix, Inc. shares; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 1730T0P94

CREDIT SUISSE AG

• 0% absolute return barrier securities due June 2, 2020 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22547QMH6

• 0% absolute return barrier securities due June 2, 2020 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22547QMJ2

• Contingent coupon callable yield notes due May 31, 2016 linked to the common stock of Hornbeck Offshore Services, Inc.; via Barclays; pricing May 23; Cusip: 22547QNC6

• 0% digital plus barrier notes due May 31, 2019 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing May 23

• 0% digital-plus barrier notes due May 31, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22547QMM5

• 0% equity-linked autocallable step-up notes due June 2, 2017 tied to the performance of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22547QMK9

• 0% Buffered Accelerated Return Equity Securities due May 31, 2018 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547QMT0

• High/low coupon callable yield notes due Aug. 31, 2015 linked to the iShares MSCI Emerging Markets ETF and the iShares MSCI Brazil Capped ETF; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547QMU7

• Callable daily range accrual securities due May 28, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547QLS3

• 0% accelerated barrier notes due June 1, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547QMR4

• 0% absolute return barrier securities due May 31, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547QMX2

• 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22547QN28

• 8% autocallable reverse convertible securities due June 2, 2015 linked to the common stock of VMware, Inc.; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22547QN69

• 9% autocallable reverse convertible securities due June 4, 2015 linked to Iron Mountain Inc.; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22547QN93

• High/low coupon callable yield notes due Dec. 4, 2015 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22547QMN3

• 0% accelerated barrier notes due June 4, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22547QMP8

• 0% absolute return barrier securities due June 4, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 30; Cusip: 22547QMQ6

• 0% autocallable market-linked step-up notes due May 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2015 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in May

• 0% autocallable market-linked step-up notes due May 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

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

• Contingent coupon callable yield notes due March 25, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 20; Cusip: 22547QML7

CREDIT SUISSE AG, LONDON BRANCH

• 0% Buffered Accelerated Return Equity Securities due Aug. 30, 2019 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22547QMY9

• 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22547QMZ6

• 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22547QN28

CREDIT SUISSE AG, NASSAU BRANCH

• Callable step-up securities due May 28, 2026; via Credit Suisse Securities (USA) LLC; pricing May 23; Cusip: 22547QLX2

• Callable step-up securities due May 30, 2022; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547QN44

DEUTSCHE BANK AG, LONDON BRANCH

• 0% knock-out notes due July 21, 2015 linked to West Texas Intermediate crude oil; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 23; Cusip: 25152RKH5

• 0% trigger performance securities due May 31, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing May 27; Cusip: 25155Q391

• 0% trigger performance securities due May 31, 2024 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27; Cusip: 25155Q573

• 0% airbag performance securities due May 31, 2019 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing May 27; Cusip: 25155Q441

• 0% trigger return optimization securities due May 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 28; Cusip: 25155Q557

• Trigger phoenix autocallable notes due May 31, 2019 linked to the common stock of Dow Chemical Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 28; Cusip: 25155Q334

• 0% return optimization securities due July 31, 2015 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 28; Cusip: 25155Q359

• 0% airbag performance securities due June 3, 2019 linked to the Exxon Mobil Corp. shares; 80% trigger; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing May 28; Cusip: 25155Q383

• Trigger phoenix autocallable notes due May 31, 2019 linked to the common stock of General Electric Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 28; Cusip: 25155Q326

• 0% Accelerated Return Notes due July 2015 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May

• 0% market-linked step-up notes due May 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May

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

• Floating-rate notes due June 6, 2024 linked to the 30-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc.; pricing June 4; Cusip: 25152RWX7

• 16-19 month 0% capped leveraged buffered index-linked notes tied to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RKG7

GOLDMAN SACHS BANK USA

• Contingent coupon certificates of deposit due May 27, 2021 linked to a basket of common stocks (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.; pricing May 23; Cusip: 38147JZN5

• Variable coupon certificates of deposit due May 27, 2021 linked to a basket of common stocks (Apple Inc., Baxter International Inc., Eli Lilly and Co., Exelon Corp., Hewlett-Packard Co., Merck & Co., Inc., Microsoft Corp., Target Corp., Southern Co. and Verizon Communications Inc.); via Goldman Sachs & Co.; pricing May 23; Cusip: 38147JZM7

• 0% certificates of deposit due Dec. 3, 2019 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38147JYX4

• 0% certificates of deposit due March 3, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38147JYV8

• Certificates of deposit due May 27, 2021 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co. with Incapital LLC; pricing May 27; Cusip: 38147JZP0

• 0% certificates of deposit due June 1, 2020 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38147JYU0

GOLDMAN SACHS GROUP, INC.

• Callable monthly Euro Stoxx 50 index-linked range accrual notes due May 29, 2029; via Goldman Sachs & Co.; pricing May 23; Cusip: 38147Q5D4

• 0% currency-linked notes due June 2, 2017 tied to a basket of four equally weighted currencies, each relative to the euro; via Goldman Sachs & Co. with JPMorgan; pricing May 23; Cusip: 38147Q6R2

• 0% currency-linked notes due Dec. 2, 2015 linked to the performance of the Mexican peso relative to the euro; via Goldman Sachs & Co.; pricing May 23; Cusip: 38147Q6T8

• 0% notes due June 10, 2015 linked to a basket containing equal weights of the MSCI Italy SMID Cap index and the MSCI Spain SMID Cap index; via Goldman, Sachs & Co. with JPMorgan as placement agent; pricing May 23; Cusip: 38147Q6Y7

• 0% trigger notes due Nov. 25, 2015 linked to the S&P 500 index; 79.7% trigger; via Goldman Sachs & Co. with J.P. Morgan Securities LLC; pricing May 23; Cusip: 38147Q6U5

• 0% leveraged notes due June 1, 2017 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 23; Cusip: 38147Q6V3

• 0% index-linked trigger notes due March 2, 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38147Q4R4

• Callable contingent coupon notes due May 30, 2017 linked to the S&P 500 index, Russell 2000 index and Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38147Q4Q6

• 0% notes due Sept. 2, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 28; Cusip: 38147Q5K8

• 0% leveraged notes due June 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 28; Cusip: 38147Q4V5

• Callable monthly Russell 2000 index-linked range accrual notes due May 30, 2024; via Goldman Sachs & Co.; pricing May 28; Cusip: 38147Q4T0

• Callable monthly range accrual notes due May 30, 2024 linked to the Russell 2000 index; 50% trigger; via Goldman Sachs & Co.; pricing May 28; Cusip: 38147Q4U7

• Callable monthly range accrual notes due May 30, 2029 linked to the S&P 500 index; 50% trigger; via Goldman Sachs & Co.; pricing May 28; Cusip: 38147Q6C5

• 0% index-linked notes due Dec. 2, 2021 tied to the S&P 500 index; via Goldman, Sachs & Co.; pricing May 28; Cusip: 38147Q4M5

• Callable step-up fixed-rate notes due May 2022; via Goldman Sachs & Co. and Incapital LLC; settlement in May; Cusip: 38147Q4Y9

• Callable step-up fixed-rate notes due May 2029; via Goldman Sachs & Co. and Incapital LLC; settlement May; Cusip: 38147Q5Y8

• Callable step-up fixed-rate notes due May 2021; via Goldman Sachs & Co.; settlement in May; Cusip: 38147Q6L5

• 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.

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

• 36- to 40-month 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147Q5C6

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

• Five-year 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38148A811

• 0% digital notes due between 48 and 51 months after issue linked to the Hang Seng China Enterprises index; via Goldman Sachs & Co.

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

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

• 24- to 27-month 0% leveraged buffered notes linked 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.

• Five-year 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147Q5F9

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

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

• Two-year 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QSF4

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

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

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147Q5B8

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

• 0% buffered digital notes linked to a basket containing the S&P 500 index and the MSCI EAFE 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.

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

HSBC USA INC.

• Income plus notes due June 1, 2021 linked to the common stocks of Altria Group, Inc., Bristol-Myers Squibb Co., ConocoPhillips, Kraft Foods Group, Inc. and McDonald's Corp.; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XZ87

• 0% leveraged buffered uncapped market participation securities due May 29, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XZ61

• 0% Performance Leveraged Upside Securities due May 31, 2016 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing May 23; Cusip: 40434C576

• Contingent income barrier notes due June 2, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40432XYU9

• 0% contingent buffered enhanced notes due Nov. 30, 2015 linked to the WisdomTree Japan Hedged Equity Fund; via HSBC Securities (USA) Inc.; pricing May 23; Cusip: 40433BBM9

• 0% trigger Performance Leveraged Upside Securities due Nov. 28, 2014 linked to a basket of commodities (copper, RBOB gasoline, lean hogs, palladium, soybeans and West Texas Intermediate light sweet crude oil); via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61762GBN3

• 0% Selections due June 2, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZT1

• 0% Selections due June 2, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZC8

• 0% Selections due May 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZG9

• 0% Selections due May 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZX2

• 0% Selections due May 30, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) LLC; pricing May 27; Cusip: 40432XZN4

• 0% performance barrier notes due Nov. 30, 2017 linked to a basket of the Hang Seng China Enterprises index, the Korea Composite Stock Price Index 200 and the MSCI Taiwan index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40433BBC1

• 0% Selections due June 2, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZB0

• 0% Selections due June 2, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZS3

• 0% Selections due May 30, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZY0

• 0% Selections due May 30, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZG9

• 0% Selections due May 30, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) LLC; pricing May 27; Cusip: 40432XZM6

• 0% Selections due June 2, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZR5

• 0% SelectInvest debt securities due June 2, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZA2

• 0% Selections due May 30, 2017 linked to the Russell 2000; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZW4

• 0% SelectInvest debt securities due May 30, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZF1

• 0% SelectInvest debt securities due May 30, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZL8

• Contingent income autocallable securities due May 30, 2029 with a two-year initial non-call period linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQU6

• 0% SelectInvest debt securities due June 2, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZ95

• 0% Selections due June 2, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZQ7

• 0% Selections due May 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZV6

• 0% SelectInvest debt securities due May 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZE4

• 0% SelectInvest debt securities due May 30, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZK0

• 0% trigger performance securities due May 31, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc. as agent; pricing May 27; Cusip: 40434C626

• 0% Selections due June 2, 2015 linked to S&P 500 index, the Euro Stoxx 50 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZD6

• 0% Selections due May 30, 2017 linked to S&P 500 index, the Euro Stoxx 50 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZJ3

• 0% Selections due May 30, 2019 to S&P 500 index, the Euro Stoxx 50 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZP9

• 0% Selections due June 2, 2015 linked to S&P 500 index, the Euro Stoxx 50 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40432XZU8

• Autocallable yield notes due Aug. 31, 2015 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40433BAD0

• Autocallable yield notes due Aug. 31, 2015 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 27; Cusip: 40433BAC2

• 0% buffered uncapped market participation securities due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40433BBL1

• 0% airbag performance securities due May 31, 2024 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc. as agent; pricing May 28; Cusip: 40434C618

• 0% buffered uncapped market participation securities due June 1, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 28; Cusip: 40433BBK3

• 0% trigger Performance Leveraged Upside Securities due June 4, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; 85% trigger; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management; pricing May 30; Cusip: 40434C592

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

• 0% Market Index Target-Term Securities due May 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May

• 7% STEP Income Securities due June 2015 linked to Ford Motor Co. common stock; via BofA Merrill Lynch; pricing in May

• Barrier income notes due March 26, 2019 linked to the worse performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40433BBE7

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due May 28, 2021 linked to Apple, Inc., Duke Energy Corp., FedEx Corp., Intel Corp., Coca-Cola Co., Eli Lilly and Co., McDonald's Corp., Occidental Petroleum Corp., Procter & Gamble Co. and Potash Corp. of Saskatchewan Inc.; via J.P. Morgan Securities LLC with Incapital LLC; pricing May 27; Cusip: 48125TMP7

• Digital contingent coupon certificates of deposit due May 28, 2021 linked to GameStop Corp., Intel Corp., International Paper Co., Lorillard, Inc. Potash Corp. of Saskatchewan Inc., Rio Tinto plc, Staples, Inc., Seagate Technology plc, Symantec Corp. and Williams Cos., Inc.; via J.P. Morgan Securities LLC with Incapital LLC; pricing May 27; Cusip: 48125TNW1

• 0% certificates of deposit due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing May 27; Cusip: 8125TNF8

• Market-linked certificates of deposit with contingent annual interest due May 28, 2021 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing May 27; Cusip: 48125TNC5

• Variable annual income certificates of deposit due May 28, 2021 contingent on the performance of the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing May 27; Cusip: 48125TNP6

• Variable annual income certificates of deposit due May 28, 2021 contingent linked to the J.P. Morgan High Yield ETF Volatility Target index 3%; via J.P. Morgan Securities LLC with Incapital LLC; pricing May 27; Cusip: 48125TNU5

• 0% certificates of deposit due Nov. 29, 2019 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing May 27; Cusip: 48125TMN2

• 0% capped certificates of deposit due Nov. 30, 2021 linked to a basket of the S&P 500 index, the Euro Stoxx 50 index and the Nikkei 225 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing May 27; Cusip: 48125TND3

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due June 20, 2015 linked to Bank of America Corp.; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJW9

• 0% dual directional buffered review notes due June 13, 2015 linked to the Brazilian real relative to the dollar; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48126N6Q5

• 0% capped return enhanced notes due June 10, 2015 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJU3

• 0% contingent buffered equity notes due Nov. 25, 2015 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJT6

• Autocallable contingent interest notes due June 10, 2015 linked to the class A common stock of Lennar Corp.; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJV1

• 0% capped enhanced participation equity notes due Nov. 27, 2015 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJM1

• 0% capped return enhanced notes due June 10, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJS8

• 0% capped enhanced participation equity notes due Nov. 27, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DJL3

• Callable contingent interest notes due May 31, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 23; Cusip: 48127DFT0

• Contingent income autocallable securities due May 29, 2015 linked to Salesforce.com, Inc. shares; 70% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing May 23; Cusip: 48127F376

• Fixed-to-floating notes due May 30, 2034 linked to the 30-year Constant Maturity Swap rate, the two-year Constant Maturity Swap rate and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48126N6H5

• 0% dual directional contingent buffered return enhanced notes due Dec. 1, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DJZ2

• 0% capped buffered return enhanced notes due May 31, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGJ1

• Contingent annual interest notes due May 29, 2020 linked to JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DHD3

• 0% return notes due Aug. 31, 2015 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGM4

• 0% return notes due June 10, 2015 linked to the J.P. Morgan U.S. Long Equity Dynamic Overlay 80 Index (Series 1); via J.P. Morgan Securities LLC; pricing May 27

• 0% return notes due June 30, 2015 linked to the J.P. Morgan U.S. Long Equity Dynamic Overlay 80 Index (Series 1); via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGN2

• 0% capped buffered return enhanced notes due May 31, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGH5

• Autocallable contingent interest notes due May 29, 2015 linked to the lesser performing of the Russell 2000 index and iShares MSCI Brazil Capped exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGR3

• Autocallable contingent interest notes due Sept. 1, 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 May 27; Cusip: 48127DHE1

• Contingent interest certificates of deposit due May 31, 2034 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125TMV4

• Autocallable contingent interest notes due May 29, 2015 linked to the S&P 500 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGQ5

• Contingent coupon callable yield notes due Nov. 30, 2015 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGY8

• Autocallable contingent interest notes due May 29, 2015 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGP7

• 0% review notes due May 31, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGS1

• 0% review notes due May 31, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127DGT9

• 0% trigger step performance securities due May 31, 2017 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing May 27; Cusip: 48127E296

• Upside autocallable single observation reverse exchangeable notes due June 2, 2015 linked to Green Mountain Coffee Roasters, Inc. shares; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48127DJC3

• 7%-9% airbag autocallable yield optimization notes due May 29, 2015 linked to Jazz Pharmaceuticals plc ordinary shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 28; Cusip: 48127F350

• 5%-6.5% airbag autocallable yield optimization notes due May 29, 2015 linked to SanDisk Corp. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 28; Cusip: 48127F343

• 6.2%-8.2% airbag autocallable yield optimization notes due May 29, 2015 linked to TripAdvisor, Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 28; Cusip: 48127F335

• 6%-7.25% airbag autocallable yield optimization notes due May 29, 2015 linked to Wynn Resorts, Ltd. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 28; Cusip: 48127F327

• 0% Performance Leveraged Upside Securities due July 6, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 30; Cusip: 48127F483

• 0% Performance Leveraged Upside Securities due July 6, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 30; Cusip: 48127F475

MORGAN STANLEY

• 0% buffered Performance Leveraged Upside Securities due Nov. 29, 2016 linked to a basket of commodities (West Texas Intermediate light sweet crude oil, RBOB gasoline, copper, palladium, soybeans and cotton); via Morgan Stanley & Co. LLC; pricing May 23; Cusip: 61762GBP8

• 0% buffered Performance Leveraged Upside Securities with downside factor due May 30, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQS1

• 0% market-linked notes due Nov. 30, 2020 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQT9

• Contingent coupon notes due May 30, 2034 linked to the worst performing of the Euro Stoxx 50 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQR3

• Contingent income autocallable securities due May 31, 2016 linked to Facebook Inc. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQH5

• Contingent income securities due May 30, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQL6

• Contingent income securities due May 30, 2029 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQJ1

• 0% trigger Performance Leveraged Upside Securities due May 30, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQF9

• 0% buffered jump securities due May 30, 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 27; Cusip: 61761JQG7

• 0% trigger autocallable optimization securities due May 31, 2019 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing May 28; Cusip: 61761S273

• Trigger performance securities due May 31, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 28; Cusip: 61761S109

• Fixed-to-floating-rate leveraged CMS curve and S&P 500 index-linked notes due May 30, 2034; via Morgan Stanley & Co. LLC; settlement May 30; Cusip: 61760QEG5

• Contingent income autocallable securities due May 2017 with step-up redemption threshold level linked to Bank of America Corp. shares; 80% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management; pricing in May; Cusip: 61761S240

• 0% trigger Performance Leveraged Upside Securities due December 2014 linked to a basket of seven commodities (copper, cotton, RBOB gasoline, live cattle, palladium, soybeans and West Texas Intermediate light sweet crude oil); via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762GBM5

• 0% trigger jump securities due June 2018 linked to the Euro Stoxx 50 index; 70% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761S281

• 0% market-linked notes with averaging due November 2019 linked to the iShares MSCI EAFE ETF, the iShares MSCI Emerging Markets ETF and the WisdomTree Japan Hedged Equity Fund; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761S125

• 0% dual directional trigger Performance Leveraged Upside Securities due December 2016 linked to the Russell 2000 index; 85% trigger; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761S224

• 0% market-linked notes due November 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761S117

• 0% dual directional trigger Performance Leveraged Upside Securities due May 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61760S878

• 0% trigger jump securities due June 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761S265

• Contingent income autocallable securities due June 2015 linked to the common stock of Valero Energy Corp.; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761S299

• Contingent income autocallable securities due May 2015 linked to Valero Energy Corp. shares; 75% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Wealth Management; pricing in May; Cusip: 61761S232

ROYAL BANK OF CANADA

• 0% trigger performance securities due May 30, 2017 linked to the iShares Russell 2000 Growth exchange-traded fund; via RBC Capital Markets LLC and UBS Financial Services Inc.; pricing May 23; Cusip: 78011Q451

• Trigger phoenix autocallable notes with memory coupon due May 26, 2017 linked to the common stock of Las Vegas Sands Corp.; via RBC Capital Markets, LLC; pricing May 23; Cusip: 78010UYW1

• Contingent income autocallable securities due May 2017 linked to Wynn Resorts, Ltd. common stock; via RBC Capital Markets, LLC and Morgan Stanley Smith Barney LLC; pricing May 23; Cusip: 78011Q428

• 8.75% reverse convertible notes due Nov. 28, 2014 linked to Biogen Idec Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZH3

• 10.5% reverse convertible notes due Nov. 28, 2014 linked to Cree, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZJ9

• 8% reverse convertible notes due Nov. 28, 2014 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZK6

• 10% reverse convertible notes due Nov. 28, 2014 linked to Facebook, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZL4

• 15% reverse convertible notes due Aug. 29, 2014 linked to First Solar, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZB6

• 15% reverse convertible notes due Aug. 29, 2014 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZC4

• 13.25% reverse convertible notes due Aug. 29, 2014 linked to Illumina, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZD2

• 12.25% reverse convertible notes due Aug. 29, 2014 linked to Micron Technology, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZE0

• 14.25% reverse convertible notes due Aug. 29, 2014 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZF7

• 9% reverse convertible notes due Nov. 28, 2014 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZM2

• 0% trigger performance securities due May 31, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 27; Cusip: 78011Q295

• 0% contingent return optimization securities due Nov. 30, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 27; Cusip: 78011Q287

• 12.5% reverse convertible notes due Aug. 29, 2014 linked to Tesla Motors, Inc stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZG5

• 7.5% reverse convertible notes due Nov. 28, 2014 linked to United Rentals, Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZN0

• 8% reverse convertible notes due Nov. 28, 2014 linked to Yahoo! Inc. stock; via RBC Capital Markets Corp.; pricing May 27; Cusip: 78010UZP5

• Fixed-to-floating notes due May 28, 2019; via RBC Capital Markets LLC; settlement May 28; Cusip: 78010UVU8

• Floored floating-rate notes due May 28, 2021; via RBC Capital Markets, LLC; settlement May 28; Cusip: 78010UVS3

• 0% bullish barrier enhanced return notes due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing May 28; Cusip: 78010UXX0

• 0% contingent absolute return autocallable optimization securities due June 5, 2015 linked to First Solar, Inc. common stock; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 28; Cusip: 78011Q469

• 0% bullish barrier enhanced return notes due May 31, 2018 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 28; Cusip: 78010UYS0

• 0% buffered bullish enhanced return notes due May 30, 2019 linked to S&P 500 index and the Russell 2000 index; via RBC Capital Markets, LLC; pricing May 28; Cusip: 78010UXY8

• 0% contingent absolute return autocallable optimization securities due June 5, 2015 linked to Tesla Motors, Inc. common stock; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 28; Cusip: 78011Q477

• Redeemable step-up notes due May 30, 2029; via RBC Capital Markets, LLC; settlement May 30; Cusip: 78010UVR5

• Redeemable leveraged steepener notes due May 30, 2034 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via RBC Capital Markets, LLC; settlement May 30; Cusip: 78010UVT1

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 4, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities LLC; pricing May 30; Cusip: 78010UYT8

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 4, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via Wells Fargo Securities LLC; pricing May 30; Cusip: 78010UYY7

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 4, 2017 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing May 30; Cusip: 78010UYQ4

• 0% trigger Performance Leveraged Upside Securities due December 2016 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 30; Cusip: 78011Q261

• 0% Performance Leveraged Upside Securities due July 2015 linked to the WisdomTree Japan Hedged Equity fund; via RBC Capital Markets, LLC; pricing May 30; Cusip: 78011Q279

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

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

• Market-linked step-up notes due May 2016 linked to a basket of two indexes (MSCI EAFE index and MSCI Emerging Markets index); via BofA Merrill Lynch; pricing in May

• 10% STEP Income Securities due June 2015 linked to Under Armour, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% direct investment notes due July 9, 2015 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 4; Cusip: 78010UYA9

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

AB SVENSK EXPORTKREDIT

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

• 0% Accelerated Return Notes due July 2015 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due May 26, 2017 linked to MetLife, Inc. shares; 80% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing May 23; Cusip: 90272X489

• Phoenix autocallable notes due June 10, 2015 linked to the common stock of Amazon.com, Inc.; via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing May 23; Cusip: 90270KBU2

• Phoenix autocallable notes due June 10, 2015 linked to the common stock of Pioneer Natural Resources Co.; via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing May 23; Cusip: 90270KBV0

• 0% contingent-return optimization securities due Nov. 30, 2016 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27; Cusip: 90272X224

• 0% trigger performance securities due May 31, 2024 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27; Cusip: 90272X240

• 0% return optimization securities due June 30, 2015 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27; Cusip: 90272X471

• Trigger phoenix autocallable optimization securities due May 31, 2019 linked to Apollo Global Management, LLC shares; 50% to 55% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X513

• Airbag phoenix autocallable notes due Nov. 30, 2015 linked to the common stock of Chipotle Mexican Grill, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X547

• Airbag phoenix autocallable notes due Nov. 30, 2015 linked to the common stock of Community Health Systems, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X554

• 7%-8.75% airbag autocallable yield optimization notes due May 29, 2015 linked to Manitowoc Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X562

• Trigger phoenix autocallable optimization securities due May 31, 2024 linked to the MSCI Emerging Markets index and the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X497

• Airbag phoenix autocallable notes due Nov. 30, 2015 linked to the common stock of Nabors Industries Ltd.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X539

• 8.8%-10.8% airbag autocallable yield optimization notes due May 29, 2015 linked to SunEdison, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X570

• Trigger phoenix autocallable optimization securities due May 31, 2019 linked to Tesoro Corp. shares; 63% to 68% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X521

• 6%-7.6% airbag autocallable yield optimization notes due May 29, 2015 linked to Western Refining, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90272X588

• 0% Performance Leveraged Upside Securities due June 2, 2017 linked to the iShares FTSE China 25 index fund, the iShares MSCI Malaysia ETF, the iShares MSCI Mexico Capped ETF, the iShares MSCI South Korea Capped ETF and the iShares MSCI Taiwan ETF; via UBS Securities LLC with Morgan Stanley Smith Barney as dealer; pricing May 30; Cusip: 90272X372

WELLS FARGO & CO.

• 0% certificates of deposit due May 28, 2021 linked to the Dow Jones industrial average; via Advisors Asset Management, Inc.; pricing May 27; Cusip: 9497482C0

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 7, 2017 linked to a basket of the SPDR S&P 500 ETF trust with a 50% weight, the iShares Russell 2000 ETF with a 20% weight, iShares MSCI EAFE ETF with a 15% weight and iShares MSCI Emerging Markets ETF with a 15% weight; via Wells Fargo Securities LLC; pricing May 30; Cusip: 94986RTX9

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities, LLC; pricing in May; Cusip: 94986RUA7


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