Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Market Index Target-Term Securities due March 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due March 2015 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due June 2014 linked to the Merrill Lynch Commodity index eXtra Energy Excess Return; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due June 2014 linked to the Merrill Lynch Commodity Index eXtra Precious Metals Plus - Excess Return; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

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

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

BANK OF MONTREAL

• Fixed-to-floating-rate notes due April 3, 2020; via BMO Capital Markets Corp.; pricing in March; Cusip: 06366RMN2

• Redeemable step-up coupon notes due April 3, 2028, via BMO Capital Markets Corp.; pricing in March; Cusip: 06366RMP7

• 0% autocallable barrier notes with contingent coupon due April 29, 2016 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RND3

• 0% autocallable barrier notes with step-up call price due April 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366RNC5

BARCLAYS BANK PLC

• Callable contingent quarterly payment notes due April 2, 2018 linked to the Russell 2000 index and the iShares MSCI EAFE index fund; via Barclays; pricing March 27; Cusip: 06741TRM1

• Capped callable steepener notes due March 28, 2033 linked to the 30-year Constant Maturity Swap rate and the five-year CMS rate; via Barclays; settling March 28; Cusip: 06741TRP4

• Callable fixed-rate dual range accrual notes due March 28, 2028 linked to six-month Libor and the S&P 500 index; via Barclays; settlement March 28; Cusip: 06741TQC4

• 0% Performance Leveraged Upside Securities due May 1, 2014 linked to the Topix index; via Barclays with Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 06742C590

• Contingent income autocallable securities due April 4, 2016 linked to the common stock of Transocean Ltd.; via Barclays with Morgan Stanley Smith Barney LLC as dealer; pricing March 28; Cusip: 06742C582

• 0% Strategic Accelerated Redemption Securities due October 2013 linked to the Brent crude oil futures contract; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2014 linked to Citigroup Inc., JPMorgan Chase & Co. and Goldman Sachs Group, Inc.; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due April 2015 linked to the gold spot price; via BofA Merrill Lynch; pricing in March

• 0% Currency Market Index Target-Term Securities due March 2015 linked to the Indian rupee relative to the euro; via BofA Merrill Lynch; pricing in March

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

• Capped Leveraged Index Return Notes due March 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in March

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

• 0% notes due April 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing April 5; Cusip: 06741TQQ3

CITIGROUP INC.

• 0% trigger Performance Leveraged Upside Securities due April 1, 2015 linked to Apple Inc. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 173095761

• 0% buffered digital plus securities due March 30, 2017 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0RY7

• 0% buffered digital plus securities due March 30, 2017 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0SA8

• 0% dual directional trigger Performance Leveraged Upside Securities due March 31, 2016 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 173095852

• 11%-13% annualized single observation Equity LinKed Securities due Oct. 3, 2013 linked to United States Steel Corp.; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 173095753

CREDIT SUISSE AG, NASSAU BRANCH

• High/low coupon callable yield notes due Oct. 2, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 27; Cusip: 22546T4B4

• Daily range accrual securities due April 4, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2W0

• High/low coupon callable yield notes due Oct. 3, 2014 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 March 28; Cusip: 22546T2P5

• High/low coupon callable yield notes due Oct. 3, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2M2

• 0% digital plus barrier notes due April 3, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2Q3

• 0% PLUS due May 1, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Citigroup Global Markets Inc.; pricing March 28; Cusip: 22539T779

• 5% to 5.5% callable yield notes due April 3, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546TZ61

• 0% autocallable buffered return equity securities due April 4, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2S9

• 0% accelerated return securities linked to a basket of the Hang Seng China Enterprises index, the MSCI Taiwan index, the Hang Seng index, the MSCI Singapore Free index and iShares MSCI Emerging Markets index fund; via Barclays; pricing in March; Cusip: 22546T4K4

• 25- to 27-month 0% buffered enhanced participation equity securities linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing in March; Cusip: 22546T4F5

• 0% Accelerated Return notes linked to the S&P 500 index; via Barclays; pricing in March; Cusip: 22546T3G4

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

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

• High/low coupon callable yield notes due April 10, 2015 linked to the S&P 500 index, the Dow Jones industrial average and the Nasdaq 100 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing April 5; Cusip: 22546T3B5

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger performance securities due March 29, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.

GOLDMAN SACHS GROUP, INC.

• Fixed-to-floating-rate notes due April 2023; via Goldman Sachs & Co.; settling in April; Cusip: 38141GRB2

• Callable step-up fixed-rate notes due October 2023; via Goldman Sachs & Co. and Incapital LLC; settling in April; Cusip: 38141GRF3

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

• 0% leveraged buffered notes due in 36 to 40 month linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GPM0

• 0% buffered index-linked notes due in five years linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the MSCI EAFE index due in 24 to 27 months; via Goldman Sachs & Co.

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

• 0% leveraged buffered notes linked to the S&P 500 index due in 18 to 21 months; via Goldman Sachs & Co.

• 0% leveraged buffered index-linked notes due March 3, 2015 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GPS7

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

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

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147H486

• 0% leveraged notes linked to the S&P 500 index due in 24 to 27 months; via Goldman Sachs & Co.

• 25- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 26- to 30-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 42- to 48-month 0% leveraged buffered notes linked to the S&P 500 index due in 42 to 48 months; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U7U9

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GPL2

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

• 0% index-linked trigger notes linked to the S&P 500 index; 60% trigger; via Goldman Sachs & Co.; Cusip: 38141GRJ5

• 0% leveraged buffered notes linked to the S&P 500 index, Russell 2000 index and S&P MidCap 400 index; via Goldman Sachs & Co.; Cusip: 38141GQT4

• 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.

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

HSBC USA INC.

• 0% knock-out buffer notes due April 14, 2014 linked to the Brazilian real relative to the dollar; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40432XD65

• 0% jump securities due May 5, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 40433T190

• 0% buffered jump securities due April 3, 2017 linked to S&P 500 index, the Euro Stoxx 50 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney; pricing March 28; Cusip: 40433T141

• 5.25%-7.25% autocallable yield notes due Oct. 3, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40432XD40

• Zero-coupon callable accreting notes due March 2043; via HSBC Securities (USA) Inc.; settlement in March; Cusip: 40432XAP6

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

• Floating-rate notes due April 4, 2023; via HSBC Securities (USA) Inc.; settlement April 4; Cusip: 40432XD57

• Annual income opportunity notes due April 24, 2019 linked to Altria Group, Inc., Bristol-Myers Squibb Co., CME Group Inc., Cisco Systems, Inc., Kinder Morgan Energy Partners, LP, Lockheed Martin Corp., Maxim Integrated Products, Inc., McDonald's Corp., Monsanto Co. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing April 19; Cusip: 40432XBJ9

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due April 16, 2014 linked to the common stock of Bank of America Corp.; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48126DG52

• Autocallable contingent interest notes due April 16, 2014 linked to the common stock of eBay Inc.; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48126DG37

• 0% Performance Leveraged Upside Securities due May 1, 2014 linked to the iShares MSCI Brazil Capped index fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48124B642

• Autocallable contingent interest notes due April 16, 2014 linked to the class A common stock of Lennar Corp.; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48126DG45

• 0% capped buffered enhanced participation equity notes due April 16, 2014 linked to the MSCI EAFE index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48126DG60

• 0% capped index knock-out buffered equity notes due April 16, 2014 linked to the S&P 500 index; 80% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48126DG29

• Callable contingent interest notes due Oct. 5, 2015 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 60% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48126DG86

• Annual income contingent coupon notes due April 30, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 19; Cusip: 48126DF46

MORGAN STANLEY

• Fixed-to-floating notes due March 28, 2028; via Morgan Stanley & Co. LLC; settlement March 28; Cusip: 61760QCM4

• Contingent income autocallable securities due April 2016 linked to the common stock of American Express Co. and MasterCard Inc.; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M805

• 0% jump securities due March 2015 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M722

• 0% buffered Performance Leveraged Upside Securities due March 2015 linked to the performance of Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 6174824B7

• Contingent income autocallable securities due April 2016 linked to Limited Brands, Inc.; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M789

• 0% buffered Performance Leveraged Upside Securities due September 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M698

• 0% lookback entry Performance Leveraged Upside Securities due March 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M706

• 0% trigger jump securities with conditional observation due March 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M714

• Contingent income securities due April 2028 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761JEK1

• Contingent income autocallable securities due April 2018 linked to the worst performing of the S&P 500 index, the Euro Stoxx 50 index and the Topix index; 55% trigger; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761JEH8

ROYAL BANK OF CANADA

• Redeemable step-up notes due March 28, 2033; via RBC Capital Markets, LLC; settlement March 28; Cusip: 78008SVX1

• 7.25%-9.25% Equity LinKed Securities due October 2013 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via RBC Capital Markets, LLC with distribution through Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 78008D323

• 0% direct investment notes due May 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing April 3; Cusip: 78008SD94

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

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI EAFE index fund; 90% trigger; via Goldman Sachs & Co.

AB SVENSK EXPORTKREDIT

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

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due March 31, 2016 linked to the common stocks of Goldman Sachs Group, Inc. and Wells Fargo & Co.; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 90271B777

WELLS FARGO & CO.

• 0% upside participation equity-linked notes due April 7, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RNV9

• 0% upside participation ETF-linked notes due April 7, 2020 linked to the SPDR S&P 500 ETF Trust, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RNU1

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