• Barclays’ notes on S&P MidCap 400 offer alternative, more volatile equity play, says analyst
• Morgan Stanley’s $10.32 million notes on Euro Stoxx 50 signal renewed bullishness on Europe

• Bank of Scotland’s reverse exchangeables on MetLife offer high coupon but heavy loss potential
• Barclays’ buffered Super Track notes on currency basket seen as bullish play on commodities
• HSBC’s buffered AMPS tied to basket of three country ETFs a play on global growth, source says
• Svensk’s $10 million commodity notes tied to Dow Jones – UBS index: attractive but complex
• UBS’ 10.03% yield optimization notes linked to Intel offer high coupon, added protection

• Bank of America’s $44 million callable notes linked to CMS rates appeal to yield-seekers
• Bank of America’s five-year protected Mitts on Dow Industrials are competitive, analyst says
• Barclays to tap appetite for volatility deals with ETN+ notes linked to S&P 500 Dynamic Veqtor
• Barclays’ performance securities tied to two indexes a bet on V-shaped recovery, adviser says
• JPMorgan’s $24.22 million 15.2% notes on International Paper well bid due to coupon, technicals

• Barclays’ 9.5% reverse convertibles linked to Apple offer yield, reasonable risk, analyst says
• Citigroup’s callable notes on MSCI Brazil ETF: attractive coupon, protection for mild bears
• Deutsche Bank’s S&P plus tracker notes on S&P, Emerald to offer hedge, arbitrage on volatility
• Morgan Stanley’s CMT floaters backed by Altria notes feature trust entity issuer, swap payout

• Barclays’ buffered notes on Technology Select SPDR are for cautious investors bullish on tech
• BNP Paribas’ high watermark notes on S&P 500 introduce innovative return-enhancement feature
• Credit Suisse’s CS global basket notes on three baskets help navigate all markets, source says
• Harris CDs on Dow Jones Select Dividend ETF offer high call premium, straightforward structure
• HSBC’s annual income opportunity notes on nine ADSs offer tech exposure, 8.75% annual cap

• Bank of America’s capped leveraged notes linked to global index basket are for moderate bulls
• Barclays’ notes on Pimco High Yield fund one of very few mutual fund-linked deals, sources say
• Citigroup’s strategic market access notes linked to energy-related MLPs are non-ETN novelty
• JPMorgan’s $14.18 million capped leveraged floaters on 10-year CMS rate: hedge with high hurdle
• Morgan Stanley’s $25 million range accrual notes on S&P 500 show yield risk, attractive call

• Barclays’ ETN+ Inverse on Short-Term VIX index: first foray into short volatility strategies
• Goldman Sachs’ leveraged buffered notes tied to MSCI EAFE offer good terms, risky underlying
• JPMorgan’s daily liquidity notes on Dow Jones-UBS Corn offer early redemption, seen as costly
• RBC’s 20.75% reverse convertibles linked to Delta Air show risk despite low 65% barrier price
• RBC’s autocallable notes on Energy Select Sector SPDR give bulls high call premium, buffer

• Bank of America’s Stars linked to SPDR Euro Stoxx 50 ETF for neutral investors, moderate bulls
• Barclays’ $26.58 million leveraged notes on Asian indexes offer high cap, volatile underlying
• Credit Suisse’s $4 million notes on iShares MSCI Brazil for bulls seeing short-term correction
• Morgan Stanley’s $6.51 million knock-out notes on gold: for cautious bulls fearing resistance
• RBC’s notes tied to EquityCompass strategy take emotions out of equity allocation decision

• Barclays’ autocallables on Dow Jones U.S. Real Estate fund: macro bet with high call premium
• Barclays’ double short leverage notes on 30Y Treasury index seen as contrarian; term matters
• HSBC’s AMPS linked to iShares FTSE/Xinhua China 25 offer enhanced return potential, high cap
• UBS’ 2x leveraged E-Tracs on Alerian MLP Infrastructure: first MLP ETNs to offer leverage

• Bank of America’s $30.88 million leveraged notes on Rogers Commodity offer hedge for bears
• JPMorgan’s $17.41 million 12.85% notes on MetLife via UBS reflect strong interest in financials
• Merrill’s leveraged notes on Russell 2000 for Svensk are a mildly bullish play on small caps
• UBS’ $58.2 million notes tied to JPMorgan seen as providing timely access to financial sector