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Published on 11/24/2015 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% autocallable market-linked step-up notes due November 2018 linked to the common stocks of Barracuda Networks, Inc., FireEye, Inc. and Fortinet, Inc.; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked the common stocks of General Dynamics Corp., Northrop Grumman Corp. and Raytheon Co.; via BofA Merrill Lynch; pricing in November

• 0% Leveraged Index Return Notes due November 2020 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

• 0% Leveraged Index Return Notes due November 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• 0% Market Index Target-Term Securities due November 2018 linked to the Euro Stoxx 50 index; via Merrill Lynch & Co.; pricing in November

• 0% capped Leveraged Index Return Notes due November 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• Autocallable coupon-bearing notes due December 2016 linked to the common stock of Facebook, Inc.; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked to the JPX-Nikkei Index 400; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2017 tied to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

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

• 0% Capped Leveraged Index Return Notes due November 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 14-month 0% Accelerated Return Notes due February 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in December

BANK OF MONTREAL

• 0% notes due Dec. 19, 2016 linked to Raymond James Analysts’ Best Picks for 2016; via BMO Capital Markets Corp.; settling Dec. 15; Cusip: 06366R4N2

BANK OF NOVA SCOTIA

• 9.5% STEP Income Securities due November 2016 linked to Delta Air Lines, Inc. shares; via Bank of America Merrill Lynch; pricing in November

BARCLAYS BANK PLC

• 6%-7% airbag autocallable yield optimization notes due Dec. 2, 2016 linked to Apple Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing Nov. 25; Cusip: 06743T741

• 6%-8% airbag autocallable yield optimization notes due Dec. 2, 2016 linked to Facebook Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing Nov. 25; Cusip: 06743T733

• 6%-8% airbag autocallable yield optimization notes due Dec. 2, 2016 linked to salesforce.com inc. common stock; via UBS Financial Services Inc. and Barclays; pricing Nov. 25; Cusip: 06743T725

• 0% Performance Leveraged Upside Securities due March 3, 2017, linked to the iShares MSCI EAFE exchange-traded fund; via Barclays; pricing Nov. 30; Cusip: 06743T865

• 10% STEP Income Securities due December 2016 linked to the common stock of Biogen Inc.; via Merrill Lynch & Co.; pricing in November

• 0% autocallable market-linked step-up notes due November 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• 0% autocallable market-linked step-up notes due November 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• 0% autocallable market-linked step-up notes due November 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

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

• 0% Accelerated Return Notes due January 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% notes due Dec. 7, 2018 linked to the EquityCompass Share Buyback index; via Barclays; Dec. 4; Cusip: 06741UT79

• Step-up fixed-rate callable notes due Dec. 14, 2018; via Barclays Capital Inc.; pricing Dec. 14; Cusip: 06741UV92

• 18- to 21-month 0% capped leveraged notes linked to the Euro Stoxx 50 index; via Barclays; Cusip: 06741UV50

• 27- to 30-month 0% capped leveraged buffered notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Barclays; Cusip: 06741UU85

CITIGROUP INC.

• 0% buffered Performance Leveraged Upside Securities due Dec. 5, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Nov. 30; Cusip: 17323P306

• 0% buffer securities due Dec. 28, 2020 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Dec. 22; Cusip: 17298C4P0

CREDIT SUISSE AG

• Trigger phoenix autocallable optimization securities due Nov. 30, 2020 linked to Bank of America Corp. common stock; via UBS Financial Services Inc.; pricing Nov. 25; Cusip: 22548J101

• Trigger phoenix autocallable optimization securities due Nov. 30, 2020 linked to Delta Air Lines, Inc. common stock; via UBS Financial Services Inc.; pricing Nov. 25; Cusip: 22548J127

• Trigger phoenix autocallable optimization securities due Nov. 30, 2020 linked to Gilead Sciences Inc. common stock; via UBS Financial Services Inc.; pricing Nov. 25; Cusip: 22548J135

• 0% digital buffered notes due May 27, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 25; Cusip: 22546VPF7

• 0% absolute return barrier securities due Dec. 4, 2019 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPA8

• 0% buffered return equity securities due June 1, 2018 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPJ9

• 0% digital plus barrier notes due Dec. 5, 2019 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPH3

• Callable contingent income securities due Dec. 4, 2025 linked to the S&P 500 index; via Morgan Stanley & Co. LLC as distributor; pricing Nov. 30; Cusip: 22546VQN9

• High/low coupon callable yield notes due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPK6

• 0% absolute return barrier securities due Dec. 3, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Nov. 30; Cusip: 22546VPL4

• 0% Accelerated Return Notes due January 2017 linked to a basket of indexes; via Credit Suisse International and Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in November

• Autocallable reverse convertible securities due Dec. 6, 2016, linked to the common stock of Alexion Pharmaceuticals, Inc.; via Credit Suisse Securities (USA) LLC; pricing Dec. 1; Cusip: 22546VQ41

• 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 1; Cusip: 22546VNP7

• 0% Buffered Accelerated Return Equity Securities due March 6, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 1; Cusip: 22546VQV1

• 0% leveraged buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 1; Cusip: 22546VMC7

• 8%-10% autocallable reverse convertible securities due Dec. 5, 2016 linked to the class A common stock of Under Armour, Inc.; via Credit Suisse Securities (USA) LLC; pricing Dec. 1; Cusip: 22546VNZ5

• 10%-12% autocallable reverse convertible securities due Dec. 5, 2016 linked to the class A common stock of Under Armour, Inc.; via Credit Suisse Securities (USA) LLC; pricing Dec. 1; Cusip: 22546VQP4

•0% accelerated barrier notes due Jan. 6, 2021 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 31; Cusip: 22546VQZ2

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger performance securities due Nov. 28, 2025 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 25; Cusip: 25190F426

• Trigger phoenix autocallable optimization securities due Nov. 30, 2018 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Nov. 25; Cusip: 25190F459

• 0% Accelerated Return Notes due January 2017 linked to the common stocks of salesforce.com, inc., Apple Inc. and Facebook, Inc.; pricing in November

• 0% buffered digital notes linked to the S&P 500 index due in 24 to 27 months; 85% trigger; via Deutsche Bank Securities Inc.; Cusip: 25152RR54

GOLDMAN SACHS GROUP, INC.

• Trigger phoenix autocallable optimization securities due Nov. 24, 2020 linked to the worst performing of the Euro Stoxx 50 index, the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing Nov. 25; Cusip: 38148X639

• 0% digital notes due Nov. 28, 2018 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Nov. 25; Cusip: 38148THR3

• 0% Performance Leveraged Upside Securities due Dec. 30, 2016 linked to the S&P 500 index; via Goldman Sachs & Co. with Morgan Stanley Wealth Management as dealer; pricing Nov. 25; Cusip: 38148X605

• 0% Performance Leveraged Upside Securities due March 3, 2017 linked to the S&P 500 index; via Goldman Sachs & Co. and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 38148X621

• Callable step-up fixed-rate notes due November 2020; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148TH51

• Callable step-up fixed-rate notes due November 2023; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148THB8

• Callable step-up fixed-rate notes due November 2027; via Goldman Sachs & Co.; pricing in November; Cusip: 38148TGQ6

• Callable step-up fixed-rate notes due November 2030; via Goldman Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38148TH69

• Callable step-up fixed-rate notes due November 2035; via Goldman Sachs & Co.; pricing in November; Cusip: 38148TJE0

• Callable monthly Russell 2000 index-linked range accrual notes due Dec. 8, 2025; via Goldman Sachs & Co.; pricing Dec. 3; Cusip: 38148TJK6

• 0% leveraged buffered notes due Dec. 28, 2017 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Dec. 22; Cusip 38148TJQ3

• 0% index-linked notes due July 3, 2024 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Dec. 28; Cusip 38148TJN0

• 0% Performance Leveraged Upside Securities due Dec. 7, 2018 linked to the Energy Select Sector SPDR fund; via Goldman Sachs & Co.; pricing in December; Cusip: 38148X647

• Five-year 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38148TEL9

• 24- to 27-month 0% leveraged buffered notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Goldman Sachs & Co.

• 0% index-linked notes due 2020 tied to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; Cusip: 38148TJA8

• 0% digital notes due Dec. 30, 2016, linked to the iShares MSCI Emerging Markets exchange-traded fund; via Goldman Sachs & Co.

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

• 0% digital notes due Dec. 30, 2016, linked to the Russell 2000 index; via Goldman Sachs & Co.

• 0% digital notes due Dec. 30, 2016 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.

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TEJ4

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38148TJ91

• 0% 36-month leveraged buffered notes linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; 80% trigger; via Goldman Sachs & Co.; Cusip: 38148TGF0

• 0% leveraged buffered notes due 2020 on a basket of two indexes; via Goldman Sachs & Co.; Cusip: 38148TJB6

HSBC USA INC.

• Trigger phoenix autocallable optimization securities due Nov. 30, 2017 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Nov. 25; Cusip: 40434K453

• 0% trigger performance securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; 75% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 40434K586

• 0% trigger autocallable optimization securities due Nov. 30, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 40434K479

• 0% buffered Accelerated Market Participation Securities due Dec. 4, 2017 linked to the common stock of Apple Inc.; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40433UDH6

• 0% buffered Performance Leveraged Upside Securities due Dec. 5, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40434K560

• Contingent income autocallable securities due June 3, 2016 linked to the common stock of Netflix, Inc.; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40434K438

• 0% dual directional trigger Performance Leveraged Upside Securities due Dec. 3, 2021 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Nov. 30; Cusip: 40434K552

• 0% Performance Leveraged Upside Securities due Dec. 3, 2021 based on the S&P 500 index; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 40434K495

• 0% digital dual directional notes due November 2017 linked to the Brazilian real relative to the U.S. dollar; via HSBC Securities (USA) Inc.; pricing in November; Cusip 40433UDM5

• 0% digital dual directional notes due May 2017 linked to the Euro Stoxx 50 index; 85% trigger; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 40433UDE3

• Market-linked step-up notes due December 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• 0% Leveraged Index Return Notes due November 2020 tied to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due November 2018 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in November

• 0% autocallable market-linked step-up notes due November 2020 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% Strategic Accelerated Redemption Securities due December 2016 linked to the S&P 500 index; via Merrill Lynch & Co.; pricing in November

• 0% Accelerated Return Notes due November 2018 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via BofA Merrill Lynch; pricing in November

JPMORGAN CHASE & CO.

• Trigger phoenix autocallable optimization securities due Nov. 28, 2025 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Nov. 25; Cusip: 48127Y268

• 0% uncapped dual directional notes due Nov. 30, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 25; Cusip: 48128GCT5

• Contingent income autocallable securities due Dec. 5, 2018 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48127Y219

• 0% Performance Leveraged Upside Securities due March 3, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48127Y318

• 7.5% to 9.5% autocallable reverse exchangeable notes due Dec. 5, 2016 linked to the common stock of Facebook, Inc.; via J.P. Morgan Securities LLC; pricing Nov. 30; Cusip: 48127YAC6

• 0% capped buffered enhanced participation notes due June 6, 2017 linked to a basket of indexes; via J.P. Morgan Securities LLC; pricing Dec. 1; Cusip: 48128GDN7

• 0% capped buffered enhanced participation equity notes due Nov. 6, 2017 tied to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing Dec. 1; Cusip: 48128GDM9

• Autocallable contingent interest notes due March 6, 2017 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 1; Cusip: 48128GEA4

MORGAN STANLEY

• 0% trigger performance securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; 65% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 61765R875

• Trigger phoenix autocallable optimization securities due Nov. 30, 2018 linked to the lesser performing of the Euro Stoxx 50 index and the S&P 500 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing Nov. 25; Cusip: 61765U233

• 0% dual directional Trigger Performance Leveraged Upside Securities due Dec. 3, 2021 linked to the Euro Stoxx 50; 65% trigger; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U167

• Autocallable Performance Leveraged Upside Securities due Dec. 5, 2017 linked to the Financial Select Sector SPDR Fund; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U225

•0% market-linked notes due Dec. 10, 2020 tied to the Morgan Stanley Exchange-Traded Fund-Multi-Asset Portfolio 2 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U217

• Leveraged CMS curve securities due Nov. 30, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Nov. 30; Cusip: 61760QJC9

• Leveraged CMS curve securities due Nov. 30, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Nov. 30; Cusip: 61760QJB1

• CMS curve range accrual securities due Nov. 30, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling Nov. 30; Cusip: 61760QJD7

• Contingent income autocallable securities due Dec. 3, 2025 linked to the worst performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61761JQ69

• Contingent income auto-callable securities due Dec. 3, 2020 linked to worst-performing of the S&P 500 index, the FTSE 100 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61761JQ77

• 0% Performance Leveraged Upside Securities due March 3, 2017, linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Nov. 30; Cusip: 61765U209

• 0% leveraged upside capped and fixed percentage buffered downside securities due June 3, 2020 tied to a basket containing SPDR S&P 500 ETF Trust, iShares Russell 2000 ETF, iShares MSCI EAFE ETF, iShares MSCI Emerging Markets ETF, PowerShares DB Commodity Index Tracking Fund and Vanguard REIT ETF; via Morgan Stanley & Co. LLC and Wells Fargo Securities, LLC; pricing Nov. 30; Cusip 61761JN88

• Fixed-to-floating notes due Nov. 10, 2025 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61760QHZ0

• Fixed-to-floating rate notes due Nov. 25, 2025 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61760QJA3

• 0% buffered Performance Leveraged Upside Securities due November 2020 linked to a basket consisting of the S&P 500 and Russell 2000 indexes; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761JQ28

• 0% Performance Leveraged Upside Securities due Dec. 7, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing Dec. 4; Cusip: 61765U241

ROYAL BANK OF CANADA

• 0% contingent return optimization securities due Nov. 30, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Nov. 25; Cusip: 78013C153

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the iShares China Large-Cap exchange-traded fund; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 78013C211

• 0% trigger Performance Leveraged Upside Securities due Dec. 5, 2018 linked to the iShares MSCI Japan index fund; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 78013C237

• 0% trigger jump securities due Jan. 5, 2017 linked to the SPDR S&P Biotech exchange-traded fund; via RBC Capital Markets LLC and Morgan Stanley Wealth Management; pricing Nov. 30; Cusip: 78013C229

• 0% direct investment notes due Jan. 10, 2017 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 3; Cusip: 78012KJL2

• 0% buffered Performance Leveraged Upside Securities due Dec. 20, 2018 linked to the iShares MSCI EAFE exchange-traded fund; via RBC Capital Markets, LLC and Morgan Stanley Wealth Management; pricing Dec. 24; Cusip: 78013C294

• 15- to 18-month 0% leveraged buffered notes linked to the MSCI EAFE index; 90% trigger; via RBC Capital Markets, LLC; Cusip: 78012KJR9

• 25- to 28-month 0% leveraged buffered notes linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78012KJJ7

AB SVENSK EXPORTKREDIT

• 14-month 0% Accelerated Return Notes due February 2017 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in December

UBS AG, LONDON BRANCH

• 0% return optimization securities due Dec. 30, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G590

• 0% trigger return optimization securities due Nov. 30, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G608

• 0% trigger performance securities due Nov. 30, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G616

• Trigger phoenix autocallable optimization securities due Nov. 28, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Nov. 25; Cusip: 90275G822

• Contingent income autocallable securities due Dec. 5, 2019 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing Nov. 30; Cusip: 90275G830

• 0% Performance Leveraged Upside Securities due Jan. 5, 2017 linked to the WisdomTree Japan Hedged Equity Fund; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Nov. 30; Cusip: 90275G772

• 0% Performance Leveraged Upside Securities due March 3, 2017 linked to the WisdomTree Japan Hedged Equity Fund; via UBS Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Nov. 30; Cusip: 90275G780

• 0% capped leveraged buffered notes linked to a basket of indexes; via UBS Securities LLC; pricing Dec. 1; Cusip 90270KFY0

• 0% capped leveraged buffered notes linked to a basket of indexes; via UBS Securities LLC; pricing Dec. 1; Cusip 90270KFZ7

WELLS FARGO & CO.

• 0% enhanced return securities with upside participation to a cap and one-to-one downside exposure linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities, LLC; pricing in November; Cusip: 94986RZZ7

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing in December; Cusip: 94986RA43


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