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Prospect News home > News index > List of issuers Calendar > Headlines for 2012 > News item

Published on 2/6/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Feb. 10, 2016; via Bank of America Merrill Lynch; settlement Feb. 10; Cusip: 06048WKM1

• Step-up callable notes due Feb. 15, 2032; via Bank of America Merrill Lynch; settling Feb. 15; Cusip: 06048WKF6

• Step-down callable notes due Feb. 15, 2032; via Bank of America Merrill Lynch; settling Feb. 15; Cusip: 06048WKE9

• 7% to 9% autocallable yield notes due Feb. 15, 2013 linked to the S&P 500 index and the Russell 2000 index; via Bank of America Merrill Lynch; settling Feb. 15; Cusip: 06048WKL3

• Step-up callable notes due Feb. 16, 2027; via Bank of America Merrill Lynch; settling Feb. 16; Cusip: 06048WKN9

• 0% Market Index Target-Term Securities due February 2017 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in February

• Currency-linked step-up notes due March 2014 linked to the Indian rupee relative to the dollar; via Bank of America Merrill Lynch; pricing in February

• Zero-coupon notes due February 2015 linked to the S&P 500 index; 50% trigger; via Bank of America Merrill Lynch; pricing in February

• 0% lock-in notes due March 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due May 2013 linked to the silver spot price; via Bank of America Merrill Lynch; pricing in February

BANK OF MONTREAL

• 13% annualized reverse exchangeable notes due May 15, 2012 linked to Abercrombie & Fitch Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2C0

• 13% annualized reverse exchangeable notes due May 15, 2012 linked to Arch Coal Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2B2

• 14% annualized reverse exchangeable notes due May 15, 2012 linked to Aruba Networks Inc. shares; via BMO Capital Markets Corp; pricing Feb. 10; Cusip: 06366Q2D8

• 12% annualized reverse exchangeable notes due May 15, 2012 linked to Bank of America Corp. shares; via BMO Capital Markets Corp; pricing Feb. 10; Cusip: 06366Q2E6

• 11% annualized reverse exchangeable notes due May 15, 2012 linked to Baidu, Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2F3

• 12% annualized reverse exchangeable notes due May 15, 2012 linked to Chesapeake Energy Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2G1

• 11% reverse exchangeable notes due May 15, 2012 linked to the common stock of lululemon athletica inc.; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2J5

• 11% reverse exchangeable notes due May 15, 2012 linked to the common stock of MercadoLibre, Inc.; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2K2

• 12% reverse exchangeable notes due May 15, 2012 linked to the common stock of Netflix Inc.; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2L0

• 11% annualized reverse exchangeable notes due May 15, 2012 linked to Salesforce.com, Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2H9

• 9% annualized reverse exchangeable notes due May 15, 2012 linked to Transocean Ltd. shares; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2M8

• 10% annualized reverse exchangeable notes due May 15, 2012 linked to United States Steel Corp. shares; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2P1

• 9% annualized reverse exchangeable notes due May 15, 2012 linked to Wynn Resorts Ltd. shares; via BMO Capital Markets Corp.; pricing Feb. 10; Cusip: 06366Q2N6

• 0.5% currency-linked basket tracking notes due February 2013 linked to the Australian dollar, the Canadian dollar, the New Zealand dollar and the Norwegian krone; via BMO Capital Markets Corp.; pricing in February

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due Feb. 28, 2017 linked to a basket of stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., The Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp., with Advisors Asset Management, Inc. as distributor; pricing Feb. 24; Cusip: 06426XCY4

• Contingent variable-income market-linked certificates of deposit due Feb. 28, 2018 linked to a basket of stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., The Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp., with Advisors Asset Management, Inc. as distributor; pricing Feb. 24; Cusip: 06426XCZ1

• Contingent variable-income market-linked certificates of deposit due Feb. 28, 2019 linked to a basket of stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., The Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp., with Advisors Asset Management, Inc. as distributor; pricing Feb. 24; Cusip: 06426XDC1

• Contingent variable income market-linked certificates of deposit due Feb. 28, 2018 linked to the S&P GSCI Cocoa Dynamic Roll Index Excess Return, the S&P GSCI Coffee Dynamic Roll Index Excess Return, the S&P GSCI Cotton Dynamic Roll Index Excess Return, the S&P GSCI Gold Dynamic Roll Index Excess Return, the S&P GSCI Lead Dynamic Roll Index Excess Return, the S&P GSCI Natural Gas Dynamic Roll Index Excess Return, the S&P GSCI Nickel Dynamic Roll Index Excess Return, the S&P GSCI Silver Dynamic Roll Index Excess Return, the S&P GSCI Sugar Dynamic Roll Index Excess Return and the S&P GSCI Zinc Dynamic Roll Index Excess Return; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing Feb. 24; Cusip: 06426XDB3

BARCLAYS BANK PLC

• 0% notes due Feb. 11, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Feb. 7; Cusip: 06738KH79

• 0% autocallable notes due Feb. 11, 2014 linked to the performance of a basket of three currencies (Russian ruble, the Mexican peso and the Turkish lira) relative to the dollar; via Barclays Capital Inc. with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing Feb. 7; Cusip: 06738KN80

• Fixed-rate step-up callable notes due Feb. 15, 2022; via Barclays Capital Inc.; pricing Feb. 10; Cusip: 06738KL74

• 9.75%-11.75% autocallable yield notes due Feb. 22, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Barclays Capital Inc.; pricing Feb. 17; Cusip: 06738KM57

• Notes due Feb. 27, 2015 linked to the common stocks of Apple Inc., AT&T Inc., Google Inc., Intel Corp., McDonald's Corp., Microsoft Corp., Oracle Corp., Pfizer Inc., Procter & Gamble Co. and Wal-Mart Stores, Inc.; via Barclays Capital Inc.; pricing Feb. 24; Cusip: 06738KM81

• 8.25% reverse convertible notes due Feb. 28, 2013 linked to MetLife, Inc. stock; via Barclays Capital; pricing Feb. 24; Cusip: 06741JRN1

• 10% reverse convertible notes due Aug. 31, 2012 linked to Peabody Energy stock; via Barclays Capital; pricing Feb. 24; Cusip: 06741JRL5

• 11% reverse convertible notes due Feb. 28, 2013 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Feb. 24; Cusip: 06741JRM3

• 0% buffered digital plus notes due Aug. 31, 2015 linked to the Dow Jones industrial average; via Barclays Capital Inc.; pricing Feb. 27; Cusip: 06738KM32

• 0% equity-linked notes due Feb. 5, 2018 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc. and Morgan Stanley Smith Barney LLC; pricing Feb. 28; Cusip: 06741L427

• 0% Capped Leveraged Index Return Notes due February 2014 linked to the Dow Jones U.S. Real Estate index; via Bank of America Merrill Lynch; pricing in February

• 0% Strategic Accelerated Redemption Securities due March 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

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

BNP PARIBAS

• Contingent variable income notes due Feb. 29, 2016 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Bristol-Myers Squibb Co., Charles Schwab Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing Feb. 24; Cusip: 05567L3X3

CITIGROUP FUNDING INC.

• 0% buffer notes due Feb. 13, 2014 linked to the SPDR Gold Trust; via Citigroup Global Markets Inc.; pricing Feb. 10; Cusip: 1730T0VX4

• Variable-coupon notes due Feb. 28, 2016 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Motors Co., Halliburton Co., Intel Corp. and Mattel, Inc.; via Citigroup Global Markets Inc.; pricing Feb. 23; Cusip: 1730T0VT3

• 36- to 42-month 0% market-linked notes due 2015 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Feb. 23; Cusip: 1730T0WA3

• 0% Index Leading Stockmarket Return Securities due February 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 23; Cusip: 1730T0WB1

• 7%-9% annualized single observation Equity LinKed Securities due August 22, 2012 linked to Valero Energy Corp.; via Citigroup Global Markets Inc.; pricing Feb. 23; Cusip: 17317U170

• 0% contingent return optimization securities due Feb. 28, 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 17317U196

• 0% trigger performance securities due Feb. 27, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 17317U212

• 0% buffered digital notes due March 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 1730T0VY2

• 0% dual directional trigger Performance Leveraged Upside Securities due Feb. 27, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing Feb. 28; Cusip: 17317U238

• 0% trigger jump securities due February 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 28; Cusip: 17317U220

• 0% Performance Leveraged Upside Securities due April 2013 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February; Cusip: 17317U246

CREDIT SUISSE AG, NASSAU BRANCH

• 5.5%-6.5% callable yield notes due Feb. 11, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 7; Cusip: 22546TLJ8

• 7.5%-9.5% callable yield notes due Feb. 11, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 7; Cusip: 22546TLP4

• 0% accelerated return securities due February 2015 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing between Feb. 10 and Feb. 16; Cusip: 22546TMJ7

• High/low coupon callable yield notes due Feb. 21, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 15; Cusip: 22546TLU3

• 7%-9% callable yield notes due Feb. 21, 2013 linked to the S&P 500 index, Russell 2000 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 15; Cusip: 22546TMD0

• 0% digital-plus barrier notes due Feb. 26, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 17; Cusip: 22546TLW9

• 5.75% to 6.75% callable yield notes due May 28, 2013 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities(USA) LLC; pricing Feb. 17; Cusip: 22546TMG3

• 0% digital barrier notes due May 24, 2013 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 17; Cusip: 22546TMF5

• 0% digital barrier notes due March 28, 2013 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 23; Cusip: 22546TLY5

• 7% to 9% annualized callable yield notes due Aug. 28, 2012 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 23; Cusip: 22546TLV1

• High/low coupon callable yield notes due March 5, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TMA6

• 0% digital barrier notes due April 2, 2013 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546TMC2

• 0% callable Cert Plus securities due March 5, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546TLC3

• High/low coupon callable yield notes due March 5, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546TLZ2

DEUTSCHE BANK AG, LONDON BRANCH

• 7%-9.5% trigger yield optimization notes due Feb. 15, 2013 linked to the American Depositary Shares of BHP Billiton Ltd.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 10; Cusip: 25154V888

• 8.1%-10.6% trigger yield optimization notes due Feb. 15, 2013 linked to the common stock of Cypress Semiconductor Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 10; Cusip: 25154V870

• 7.35%-9.85% trigger yield optimization notes due Feb. 15, 2013 linked to the common stock of Fifth Third Bancorp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 10; Cusip: 25154V862

• 8%-10.5% trigger yield optimization notes due Feb. 15, 2013 linked to the common stock of Newfield Exploration Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 10; Cusip: 25154V805

• 0% capped buffered underlying securities due Feb. 25, 2015 linked to S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 80%trigger; via Deutsche Bank Securities Inc.; pricing Feb. 17; Cusip: 2515A1GQ8

• 0% buffered return optimization securities due Feb. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 25154V706

• Autocallable securities due 2015 linked to the iShares MSCI Emerging Markets index fund; via Deutsche Bank Securities Inc.; Cusip: 2515A1GT2

• 0% digital payment securities due 2013 linked to the S&P 500 index; 75% trigger; via Deutsche Bank Securities Inc.; Cusip: 2515A1F22

GOLDMAN SACHS BANK USA

• Contingent-coupon basket-linked certificates of deposit due 2018 linked to the common stocks of Applied Materials, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Best Buy Co., Inc., Cliffs Natural Resources Inc., Corning Inc., Devon Energy Corp., Gap Inc., Ford Motor Co., Forest Laboratories, Inc., Freeport-McMoRan Copper & Gold Inc., Hospira, Inc., JPMorgan Chase & Co., Leucadia National Corp., L-3 Communications Holdings, Inc., Lincoln National Corp., Mosaic Co., Newfield Exploration Co., Peabody Energy Corp. and Western Digital Corp.; via Goldman Sachs & Co. and Incaptial LLC; Cusip: 38143AHU2

• Contingent-coupon basket-linked certificates of deposit due 2019 linked to the common stocks of Altria Group, Inc., Apple Inc., AT&T Inc., Barrick Gold Corp., Intel Corp., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incaptial LLC; Cusip: 38143AJH9

• Variable-coupon basket-linked certificates of deposit due 2019 linked to the common stocks of Altria Group, Inc., Apple Inc., AT&T Inc., Barrick Gold Corp., Intel Corp., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incaptial LLC; Cusip: 38143AJJ5

• 0% equity index-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, the S&P 500 index, the S&P/TSX 60 index and the Topix; via Goldman Sachs & Co. and Incaptial LLC; Cusip: 38143AJG1

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due February 2021; via Goldman Sachs & Co. and Incapital LLC; settlement in February; Cusip: 38143UR37

• 5.5-year 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UP54

• 18- to 21-month 0% leveraged buffered commodity-linked notes tied to the ICE Brent Crude futures contract; 85% trigger; via Goldman Sachs & Co.

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

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

• 13-month 0% buffered index-linked digital notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UQ61

• 18-month 0% autocallable buffered index-linked notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UQ53

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 20- to 23-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 24-month 0% buffered index-linked digital notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UP62

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 30-month 0% autocallable knock-out equity notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UP54

• Three-year 0% leveraged buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UQ79

• 15-year callable quarterly index-linked range accrual notes tied to the S&P 500 index; 72.5% to 77.5% trigger; via Goldman Sachs & Co.; 38143UR29

• 0% commodity index-linked notes due in 18 to 21 months tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman Sachs & Co.

• 13- to 15-month 0% leveraged index-linked notes tied to the Topix index; via Goldman Sachs & Co.

HSBC BANK USA, NA

• 0% Global Opportunity certificates of deposit due Feb. 28, 2019 linked to the Dow Jones industrial average, Euro Stoxx 50 index and TWSE index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 40431GK24

• Annual income opportunity certificates of deposit with auto cap due Feb. 28, 2019 linked to Amgen Inc., Applied Materials, Inc., Exelon Corp., General Electric Co., Intel Corp., Lorillard, Inc., PepsiCo, Inc., Pfizer Inc., Procter & Gamble Co. and Time Warner Cable Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 40431GK65

• Income Plus certificates of deposit due Feb. 28, 2019 with 3% potential coupon linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 40431GJ59

• Income Plus certificates of deposit due Feb. 28, 2019 with 5% potential coupon linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 40431GJ67

• Income Plus certificates of deposit due Feb. 28, 2019 with 6.25% potential coupon linked to the common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 40431GJ75

• Annual Income Opportunity certificates of deposit with auto cap feature due March 1, 2019 linked to AstraZeneca plc, Encana Corp., General Mills, Inc., Gerdau SA, Home Depot, Inc., Icici Bank Ltd., Randgold Resources Ltd., Taiwan Semiconductor Manufacturing Co., Unilever NV and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40431GJ91

• Annual income opportunity CDs with auto cap due March 1, 2017 linked to the common stocks of Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold, Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40431GJ42

• Annual Income Opportunity certificates of deposit with auto cap feature due March 1, 2018 linked to Dow Chemical Co., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40431GK81

• Head-Start Annual Income Opportunity certificates of deposit with auto cap feature due March 1, 2019 linked to the common stocks of Dow Chemical Co., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; pricing Feb. 24; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40431GJ34

• Annual Income Opportunity certificates of deposit with minimum return due March 1, 2019 linked to Dow Chemical Co., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40431GH93

HSBC USA INC.

• 9% autocallable yield notes due Feb. 14, 2013 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI Brazil index fund; 62.5% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 10; Cusip: 4042K1XH1

• 0% buffered uncapped market participation securities due Jan. 29, 2015 linked to the Dow Jones industrial average; 75% to 80% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1XG3

• 0% buffered performance plus securities due Feb. 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WL3

• 0% buffered performance plus securities due Feb. 25, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WM1

• 0% buffered uncapped market participation securities due Feb. 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WJ8

• 0% buffered uncapped market participation securities due Aug. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WK5

• Annual income opportunity notes with auto cap due March 2, 2015 linked to the common stocks of Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.); via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WX7

• Annual income opportunity notes with auto cap due Feb. 29, 2016 linked to the common stocks of Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.); via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WY5

• Annual income opportunity notes with auto cap due Feb. 28, 2019 linked to the common stocks of Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp, Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.); via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1XA6

• Head start annual income opportunity notes with auto cap due Feb. 28, 2017 linked to the common stocks of Dow Chemical Co., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Goldcorp Inc., Kraft Foods Inc., McDonald's Corp., Paychex, Inc., Raytheon Co., Reynolds American Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WZ2

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WR0

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WQ2

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WS8

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WN9

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 23; Cusip: 4042K1WP4

• 0% buffered return optimization securities due Feb. 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 40433K538

• 0% trigger performance securities due Feb. 28, 2017 linked to the S&P 500 index; HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing Feb. 24; Cusip: 40433K512

• 0% trigger performance securities due Feb. 28, 2022 linked to the S&P 500 index; HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing Feb. 24; Cusip: 40433K496

• 8%-10% autocallable yield notes due March 1, 2013 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 4042K1WV1

• 11%-13% autocallable yield notes due March 1, 2013 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 4042K1WU3

• 0% 50/150 performance notes due March 1, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 4042K1XB4

• 0% performance notes due March 1, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 4042K1XD0

• 0% performance notes due March 1, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 4042K1XC2

• 9.5% coupon-bearing notes due February 2013 linked to the common stock of Chesapeake Energy Corp.; via Bank of America Merrill Lynch; pricing in February

• 8% STEP Income Securities due February 2013 linked to Citigroup, Inc. common stock; via Bank of America Merrill Lynch; pricing in February

JPMORGAN CHASE & CO.

• 20% reverse convertible notes due Aug. 10, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing Feb. 7; Cusip: 48125VMQ0

• 0% buffered return enhanced notes due Feb. 13, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 8; Cusip: 48125VMR8

• 15.25% reverse convertible notes due May 17, 2012 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMF4

• 14% reverse convertible notes due Aug. 17, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VML1

• 11.75% reverse convertible notes due Aug. 17, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMK3

• 12.25% reverse convertible notes due Aug. 17, 2012 linked to Goodyear Tire & Rubber Co. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMN7

• 11% reverse convertible notes due Aug. 17, 2012 linked to Halliburton Co. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMM9

• 19.5% reverse convertible notes due May 17, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMG2

• 16.25% reverse convertible notes due May 17, 2012 linked to Research In Motion Ltd. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMJ6

• 14% reverse convertible notes due May 17, 2012 linked to United States Steel Corp. stock; via JPMorgan; pricing Feb. 13; Cusip: 48125VMH0

• Callable fixed-rate step-up notes due Feb. 23, 2027; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip: 48125VLE8

• 0% autocallable dual directional notes due Feb. 28, 2013 linked to the first nearby month futures contract for Brent crude oil; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip: 48125VLB4

• Range accrual notes due Feb. 28, 2027 linked to the six-month Libor rate and the S&P 500 index; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Feb. 23; Cusip: 48125VLD0

• Digital contingent coupon notes due Feb. 28, 2018 linked to Barrick Gold Corp., CenturyLink, Inc., Kinross Gold Corp., Lorillard, Inc., Mead Johnson Nutrition Co., Altria Group, Inc., PG&E Corp., Time Warner Cable Inc., Verizon Communications Inc. and Walgreen Co.; via J.P. Morgan Securities LLC; pricing on Feb. 24; Cusip: 48125VME7

• 0% buffered return enhanced notes due Aug. 30, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLS7

• 0% buffered return enhanced notes due Aug. 30, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLT5

• 0% notes due Feb. 29, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VMA5

• Annual income notes due Feb. 29, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLX6

• Annual income notes due Feb. 28, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLY4

• Annual income notes due Feb. 27, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLZ1

• 0% return notes due May 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLW8

• 0% buffered return enhanced notes due Aug. 30, 2013 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLR9

• 0% buffered return enhanced notes due Aug. 30, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLU2

• 0% buffered return enhanced notes due Feb. 28, 2014 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLV0

• 0% notes due Feb. 28, 2018 linked to the S&P 500 index, the Dow Jones industrial average, the Dow Jones - UBS Commodity index and the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VMC1

• 0% notes due Feb. 28, 2018 linked to the S&P 500 Dividend Aristocrats Daily Risk Control 8% Excess Return index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VMD

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Aug. 31, 2018 linked to the JPMorgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 22; Cusip: 48123Y5W2

• Digital contingent coupon certificates of deposit due Feb. 28, 2017 linked to the common stocks of Altria Group, Inc., CenturyLink, Inc., General Mills, Inc., Goldcorp Inc., Lorillard, Inc., Newmont Mining Corp., PepsiCo, Inc., PG&E Corp., Target Corp. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y6D3

• Digital contingent coupon certificates of deposit due Feb. 28, 2018 linked to the common stocks of Altria Group, Inc., CenturyLink, Inc., General Mills, Inc., Goldcorp Inc., Lorillard, Inc., Newmont Mining Corp., PepsiCo, Inc., PG&E Corp., Target Corp. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y6E1

• Digital contingent coupon certificates of deposit due Feb. 28, 2019 linked to the common stocks of Altria Group, Inc., CenturyLink, Inc., General Mills, Inc., Goldcorp Inc., Lorillard, Inc., Newmont Mining Corp., PepsiCo, Inc., PG&E Corp., Target Corp. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y6F8

• Contingent coupon certificates of deposit due Feb. 28, 2019 linked to the common stocks of Altria Group, Inc., CenturyLink, Inc., General Mills, Inc., Goldcorp Inc., Lorillard, Inc., Newmont Mining Corp., PepsiCo, Inc., PG&E Corp., Target Corp. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y6G6

• Certificates of deposit due Aug. 31, 2018 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y5N2

• Certificates of deposit due Aug. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y5R3

• Certificates of deposit due Aug. 31, 2018 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing Feb. 24; Cusip: 48123Y5L6

LLOYDS TSB BANK PLC

• Fixed-rate step-up callable notes due Feb. 17, 2027; via Bank of America Merrill Lynch; pricing Feb. 10; Cusip: 5394E8AK5

MORGAN STANLEY

• Australian dollar-denominated fixed-rate step-up securities due Feb. 13, 2017; via Morgan Stanley & Co. International plc; settling Feb. 13; ISIN: XS0741298110

• Fixed-to-floating notes due Feb. 15, 2019 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settling Feb. 15; Cusip: 61745E6T3

• Range accrual notes due Feb. 15, 2020 linked to the S&P 500 index and six-month Libor; via Morgan Stanley & Co. LLC; settling Feb. 15; Cusip: 61745E6Z9

• 0% buffered jump securities due Aug. 29, 2016 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 617482F82

• 0% market-linked notes due Feb. 28, 2019 linked to the Dow Jones industrialaverage; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 617482F90

• 0% buffered Performance Leveraged Upside Securities due Feb. 28, 2014 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 617482G24

• 0% commodity-linked notes due Feb. 28, 2018 linked to the price of gold; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 617482M27

• Senior fixed-rate step-up securities due Feb. 28, 2017 denominated in Indian rupees and payable in dollars; via Morgan Stanley & Co. LLC; settlement on Feb. 28; Cusip: 61745E7M7

• Leveraged CMS curve and S&P 500 index-linked notes due Feb. 28, 2032; via Morgan Stanley & Co. LLC; settling Feb. 28; Cusip: 61745E7F2

• Contingent income autocallable securities due February 2013 linked to Amazon.com, Inc. shares; 80% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in February; Cusip: 61760T454

• 6%-8% annualized Equity LinKed Securities due August 2012 linked to Baker Hughes Inc. shares; 80% trigger; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760T447

• 0% market-linked notes due February 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760T439

• 0% jump securities due February 2014 linked to the iShares FTSE China 25 index fund; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760T462

• Contingent income autocallable securities due February 2013 linked to JPMorgan Chase & Co. shares; 75% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in February; Cusip: 61760T421

ROYAL BANK OF CANADA

• 12% reverse convertible notes due May 15, 2012 linked to Akamai Technologies, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TP57

• 16.25% reverse convertible notes due May 15, 2012 linked to AK Steel Holding Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TP65

• 10% reverse convertible notes due Aug. 15, 2012 linked to Alcoa Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ98

• 11% reverse convertible notes due May 15, 2012 linked to Cabot Oil & Gas Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ23

• 12.5% reverse convertible notes due May 15, 2012 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TP99

• 10.25% reverse convertible notes due May 15, 2012 linked to Citigroup Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TP81

• 10.5% reverse convertible notes due May 15, 2012 linked to Denbury Resources Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ31

• 10% reverse convertible notes due May 15, 2012 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ49

• 12.25% reverse convertible notes due Aug. 15, 2012 linked to Las Vegas Sands Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TR22

• 14.5% reverse convertible notes due May 15, 2012 linked to MGM Resorts International stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ56

• 12% reverse convertible notes due May 15, 2012 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ64

• 12.25% reverse convertible notes due May 15, 2012 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TP73

• 11.75% reverse convertible notes due May 15, 2012 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ72

• 11.5% reverse convertible notes due Aug. 15, 2012 linked to Transocean Ltd. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TR30

• 12% reverse convertible notes due May 15, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 10; Cusip: 78008TQ80

• Fixed-to-floating notes due Feb. 15, 2019; via RBC Capital Markets, LLC; settling Feb. 15; Cusip: 78008TN67

• 0% autocallable access securities with fixed percentage buffered downside due March 3, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in February; Cusip: 78008TP32

• 0% direct investment notes due April 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing March 5; Cusip: 78008TR71

• 13- to 15-month 0% buffered index-linked notes tied to the Russell 2000 index; 90% trigger; via Goldman Sachs & Co.

• 13- to 15-month 0% buffered equity index-linked notes due 2013 tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• Callable fixed-rate step-up notes due Feb. 21, 2019; via RBS Securities Inc.; pricing Feb. 10; Cusip: 78011PAC1

• Variable-income notes due Feb. 28, 2017 linked to the common stocks of Altria Group, Inc., American Electric Power Co., Inc., AT&T Inc., Avon Products, Inc., Bristol-Myers Squibb Co., Entergy Corp., Lockheed Martin Corp., Pfizer Inc., Southern Co. and Verizon Communications Inc.; pricing Feb. 24; via RBS Securities Inc.; Cusip: 78009PCN9

• 0% digital notes with fixed buffer due Sept. 1, 2015 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing Feb. 27; Cusip: 78009PCM1

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due April 2013 linked to the Dow Jones-UBS Agriculture Sub-Index-Excess Return; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2013 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in February

UBS AG, JERSEY BRANCH

• 0% return optimization securities due Aug. 15, 2013 linked to the gold spot price; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 902669399

• 0% return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24; Cusip: 90267Y443

UBS AG, LONDON BRANCH

• 0% trigger autocallable optimization securities due Feb. 16, 2017 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 9026M0127

• 0% trigger autocallable optimization securities due Feb. 16, 2017 linked to the iShares Russell 2000 index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 9026M0135

• 0% trigger autocallable optimization securities due Feb. 16, 2017 linked to the iShares Silver Trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 9026M0119

• Trigger phoenix autocallable optimization securities due Feb. 14, 2013 linked to Nasdaq OMX Group, Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 9026M0168

• Trigger phoenix autocallable optimization securities due Feb. 14, 2013 linked to Rio Tinto plc American Depositary Shares; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 9026M0150

• Trigger phoenix autocallable optimization securities due Feb. 14, 2013 linked to Yahoo! Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 10; Cusip: 9026M0143

• 0% contingent return optimization securities due Feb. 8, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24; Cusip: 90267Y435

UNION BANK, NA

• Market-linked certificates of deposit due Feb. 27, 2017 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi, all relative to the dollar; via UnionBanc Investment Services, LLC (agent) and Incapital LLC (distributor); pricing Feb. 22; Cusip: 90521AJC3

• Market-linked certificates of deposit due Feb. 29, 2016 linked to the S&P 500 index; via UnionBanc Investment Serices, LLC (agent) and Incapital LLC (distributor); pricing Feb. 22; Cusip: 90521AJB5

• Market-linked certificates of deposit due Aug. 27, 2014 linked to the Dow Jones-UBS Commodity index; via UnionBanc Investment Serices, LLC (agent) and Advisors Asset Management, Inc. (distributor); pricing Feb. 23; Cusip: 90521AJA7

WELLS FARGO & CO.

• Fixed-to-floating notes due Feb. 15, 2017; via Wells Fargo Securities, LLC; pricing Feb. 10; Cusip: 94986RHH7

• 0% market-linked notes due September 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settling in March; Cusip: 94986RHG9

• 0% growth securities with capped upside and fixed percentage buffered downside due September 2015 linked to the Dow Jones - UBS Commodity index; 85% trigger; via Wells Fargo Securities, LLC; settling in March; Cusip: 94986RHK0

• 0% growth securities with capped upside and fixed percentage buffered downside due September 2015 linked to the Financial Select Sector SPDR fund; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RHL8

• 0% growth securities with capped upside and fixed percentage buffered downside due September 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in March; Cusip: 94986RHD6

• 0% growth securities with capped upside and fixed percentage buffered downside due September 2015 linked to the S&P 500 index; 85% trigger; via Wells Fargo Securities, LLC; settling in March; Cusip: 94986RHJ3

• 0% growth securities due September 2014 linked to SPDR S&P 500 ETF trust, the S&P MidCap 400 ETF Trust and the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; settling in March; Cusip: 94986RHE4

WELLS FARGO BANK, NA

• Market-linked certificates of deposit due Feb. 28, 2018 linked to the Brazilian real, Russian ruble, Indian rupee and Australian dollar, all relative to the dollar; via distributor Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 949748N2

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