| Add to balance / Manage account | User: | Log out |
| Prospect News home > News index > List of issuers Calendar > Headlines for 2012 > News item |
Structured Products Calendar
BANK OF AMERICA CORP.
• Step-up callable notes due March 26, 2024; via Bank of America Merrill Lynch; settlement March 26; Cusip: 06048WLE8
• Step-down step-up callable notes due March 29, 2032; via Bank of America Merrill Lynch; settlement March 27; Cusip: 06048WLG3
• Callable capped notes due March 30, 2032 linked to the 30-year and two-year Constant Maturity Swap Rates; via Bank of America Merrill Lynch; settlement March 30; Cusip: 06048WLF5
• Variable coupon notes due April 2017 linked to Altria Group, Inc., Apple Inc., Barrick Gold Corp., Boeing Co., Citigroup Inc., Chesapeake Energy Corp., Cisco Systems, Inc., Eli Lilly and Co., Goldcorp Inc., Intel Corp., MetLife, Inc., Monsanto Co., Pfizer Inc., Union Pacific Corp., Whole Foods Market, Inc. and Wal-Mart Stores, Inc.; via Bank of America Merrill Lynch; pricing in March
• 0% Strategic Accelerated Redemption Securities due April 2013 linked to the crude oil futures contract; via Bank of America Merrill Lynch; pricing in March
• 0% Market Index Target-Term Securities due April 2018 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in March
• 0% Strategic Accelerated Redemption Securities due April 2013 linked to the common stock of Honeywell International Inc.; via Bank of America Merrill Lynch; pricing in March
• 0% currency-linked step-up notes due March 2015 linked to the Indian rupee and Chinese renminbi; via Bank of America Merrill Lynch; pricing in March
• 7.5% STEP Income Securities due April 2013 linked to the common stock of International Paper Co.; via Bank of America Merrill Lynch; pricing in March
• 0% Accelerated Return Notes due May 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in March
• 0% market-linked step-up notes due March 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in March
• 0% Accelerated Return Notes due May 2013 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in March
• 10% STEP Income Securities due April 2013 linked to Ford Motor Co. shares; via Bank of America Merrill Lynch; pricing in April
BANK OF MONTREAL
• 9% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Aflac, Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q4Z7
• 10% annualized reverse exchangeable notes due June 29, 2012 linked to AK Steel Holding Corp. common stock; 70% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q4V6
• 10% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Alcoa Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q4Y0
• 9.5% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Amazon.com, Inc. shares; via BMO Capital Markets Corp.; pricing on March 27; Cusip: 06366Q5A1
• 11% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Baidu, Inc. shares; via BMO Capital Markets Corp.; pricing on March 27; Cusip: 06366Q5D5
• 11% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Baker Hughes Inc. shares; via BMO Capital Markets Corp.; pricing on March 27; Cusip: 06366Q5C7
• 10% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Bank of America Corp. shares; via BMO Capital Markets Corp.; pricing on March 27; Cusip: 06366Q5B9
• 10% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Chicago Bridge & Iron Co. NV shares; via BMO Capital Markets Corp.; pricing on March 27; Cusip: 06366Q5E3
• 9% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Coach, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5F0
• 9.5% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Corning Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5J2
• 9% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Dow Chemical Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5G8
• 12% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Freeport-McMoRan Copper & Gold Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5H6
• 9% annualized reverse exchangeable notes due Sept. 28, 2012 linked to the common stock of Halliburton Co.; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5K9
• 8.5% annualized reverse exchangeable notes due Sept. 28, 2012 linked to the common stock of Harley-Davidson, Inc.; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5L7
• 8.5% annualized reverse exchangeable notes due Sept. 28, 2012 linked to the common stock of Hewlett-Packard Co.; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5M5
• 8.5% annualized reverse exchangeable notes due Sept. 28, 2012 linked to the common stock of International Paper Co.; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5N3
• 7%-10% autocallable reverse exchangeable notes due March 28, 2013 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q2S5
• 0% buffered bullish enhanced return notes due April 5, 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q4L8
• 10% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Las Vegas Sands Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5P8
• 9% annualized reverse exchangeable notes due Sept. 28, 2012 linked to SLM Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5R4
• 8% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Tiffany & Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5S2
• 10% annualized reverse exchangeable notes due Sept. 28, 2012 linked to Transocean Ltd. shares; 80%trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q5Q6
• 12% annualized reverse exchangeable notes due June 29, 2012 linked to United States Steel Corp. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q4X2
• 10.5% annualized reverse exchangeable notes due June 29, 2012 linked to Weatherford International Ltd. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing March 27; Cusip: 06366Q4W4
• 0% notes due April 30, 2013 linked to 15 common stocks selected from the S&P High Yield Dividend Aristocrats index, i.e. AT&T Inc., Black Hills Corp., Cincinnati Financial Corp., Consolidated Edison, Inc., HCP, Inc., Kimberly-Clark Corp., Leggett & Platt, Mercury General Corp., Northwest Natural Gas Co., Old Republic International Corp., Pitney Bowes Inc., Sysco Corp., United Bankshares, Inc., Vectren Corp. and WGL Holdings Inc.; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366Q4N4
BANK OF THE WEST
• Contingent variable income market-linked certificates of deposit due March 30, 2017 linked to a basket of stocks including 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. as agent and Advisors Asset Management, Inc. as distributor; pricing March 27; Cusip: 06426XDE7
• Contingent variable income market-linked certificates of deposit due March 29, 2018 linked to a basket of stocks including 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. as agent and Advisors Asset Management, Inc. as distributor; pricing March 27; Cusip: 06426XDF4
• Contingent variable income market-linked certificates of deposit due March 29, 2018 linked to a basket of stocks including 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. as agent and Advisors Asset Management, Inc. as distributor; pricing March 27; Cusip: 06426XDG2
• Contingent variable income market-linked certificates of deposit due March 29, 2019 linked to a basket of stocks including 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. as agent and Advisors Asset Management, Inc. as distributor; pricing March 27; Cusip: 06426XDJ6
• Contingent variable income market-linked certificates of deposit due March 29, 2018 linked to a basket of commodity futures indexes including the S&P GSCI Cocoa Dynamic Roll Index Excess Return, S&P GSCI Coffee Dynamic Roll Index Excess Return, S&P GSCI Cotton Dynamic Roll Index Excess Return, S&P GSCI Gold Dynamic Roll Index Excess Return, S&P GSCI Lead Dynamic Roll Index Excess Return, S&P GSCI Natural Gas Dynamic Roll Index Excess Return, S&P GSCI Nickel Dynamic Roll Index Excess Return, S&P GSCI Silver Dynamic Roll Index Excess Return, S&P GSCI Sugar Dynamic Roll Index Excess Return and S&P GSCI Zinc Dynamic Roll Index Excess Return; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 27; Cusip: 06426XDH0
BARCLAYS BANK PLC
• 0% notes due March 27, 2014 linked to the performance of gold; via Barclays Capital; pricing March 23; Cusip: 06738KZ38
• 0% buffered return enhanced notes due April 10, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 23; Cusip: 06738KZ95
• 0% notes due March 28, 2017 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing March 23; Cusip: 06738KZ79
• 16.5% reverse convertible notes due June 29, 2012 linked to Basic Energy Services, Inc. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSH3
• 0% notes due March 30, 2017 linked to the Barclays Capital Voyager III DJ-UBSCI Total Return index; via Barclays Capital Inc.; pricing March 27; Cusip: 06738KY62
• 9.5% reverse convertible notes due March 28, 2013 linked to Carpenter Technology stock; via Barclays Capital; pricing March 27; Cusip: 06741JSF7
• 20% reverse convertible notes due June 29, 2012 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSJ9
• 19% reverse convertible notes due March 28, 2013 linked to InterOil Corp. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSN0
• 11.5% reverse convertible notes due Sept. 28, 2012 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSE0
• 8% reverse convertible notes due March 28, 2013 linked to Prudential Financial, Inc. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSG5
• Annual reset coupon buffered notes due March 31, 2015 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 27; Cusip: 06738KU74
• Annual reset coupon buffered notes due March 31, 2017 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 27; Cusip: 06738KU82
• Notes due March 30, 2016 linked to S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing March 27; Cusip: 06738KU66
• 14.25% reverse convertible notes due Sept. 28, 2012 linked to Seagate Technology stock; via Barclays Capital; pricing March 27; Cusip: 06741JSK6
• 9.5% reverse convertible notes due March 28, 2013 linked to Valero Energy Corp. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSM2
• 14% reverse convertible notes due Sept. 28, 2012 linked to Western Refining, Inc. stock; via Barclays Capital; pricing March 27; Cusip: 06741JSL4
• 0% buffered digital plus notes due Sept. 30, 2015 linked to the Dow Jones industrial average; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KV57
• Step-up callable range accrual notes due April 2, 2027 linked to six-month Libor and the S&P 500 index; via Barclays Capital Inc. and Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 06738KX55
• 0% buffered Super Track digital notes due March 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KV40
• 8.75%-10.75% reverse convertible notes due Oct. 4, 2012 linked to Lincoln National Corp. stock; via Barclays Capital; pricing March 30; Cusip: 06741JSQ3
• 0% jump securities due Oct. 3, 2013 linked to the S&P GSCI Grains Index Excess Return; via Barclays Capital Inc. with Morgan Stanley Smith Barney LLC; pricing March 30; Cusip: 06741L294
• 0% Strategic Accelerated Redemption Securities due April 2013 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Bank of America Merrill Lynch; pricing in March
• 0% Accelerated Return Notes due May 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in March
• 0% notes due April 13, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing April 4; Cusip: 06738KX30
BMO HARRIS BANK NA
• Annual digital yield generator certificates of deposit due March 29, 2018 linked to Altria Group Inc., Archer-Daniels-Midland Co., Avon Products Inc., Barrick Gold Corp., Best Buy Co. Inc., Cablevision Systems Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Walgreen Co. and Whirlpool Corp.; via BMO Capital Markets Corp. with Advisors Asset Management, Inc.; pricing March 27; Cusip: 05573JFN9
• Annual digital yield generator certificates of deposit due March 29, 2019 linked to Altria Group Inc., Archer-Daniels-Midland Co., Avon Products Inc., Barrick Gold Corp., Best Buy Co. Inc., Cablevision Systems Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Walgreen Co. and Whirlpool Corp.; via BMO Capital Markets Corp. with Advisors Asset Management, Inc.; pricing March 27; Cusip: 05573JFP4
BNP PARIBAS
• Contingent variable income notes due March 30, 2015 linked to the Brazilian real, Russian ruble, Indian rupee, Chinese renminbi and Turkish new lira; via BNP Paribas Securities Corp.; pricing March 26; Cusip: 05567L4F1
CITIGROUP FUNDING INC.
• 1% market-linked notes linked to the Russell 2000 index due between September 2015 and March 2016; pricing March 26; via Citigroup Global Markets Inc.; pricing March 26
• Noncallable fixed-to-floating-rate notes due March 29, 2016; via Citigroup Global Markets Inc.; pricing March 26; Cusip: 1730T0WQ8
• Fixed-to-floating notes due March 30, 2022 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0WR6
• 0% contingent return optimization securities due March 31 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing March 27; Cusip: 17318Q202
• Noncallable fixed-to-floating-rate notes due April 2, 2016; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 1730T0WU9
• 0% buffered digital plus notes due September 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 1730T0WM7
• 9%-11% annualized single observation Equity LinKed Securities due Sept. 26, 2012 linked to Bank of America Corp. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17317U113
• 0% dual directional trigger Performance Leveraged Upside Securities due March 28, 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17318Q301
• 0% dual directional trigger Performance Leveraged Upside Securities due March 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing March 29; Cusip: 17317U147
• 0% enhanced buffered jump securities due March 27, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing March 29; Cusip: 17317U139
• 0% Performance Leveraged Upside Securities due April 2013 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 29; Cusip: 17317U154
• 0% buffered digital plus notes due April 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 30; Cusip: 1730T0WT2
• 0% buffered digital plus notes due September 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing in March; Cusip: 1730T0WJ4
CREDIT SUISSE AG, NASSAU BRANCH
• 0% notes due April 10, 2013 linked to a weighted basket of three buffered return enhanced components, i.e. the Euro Stoxx 50, Topix and FTSE 100 indexes; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 23
• 0% digital-plus barrier notes due March 31, 2014 linked to the Nasdaq 100 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing March 23; Cusip: 22546TPV7
• 0% digital barrier notes due July 1, 2013 linked to the Russell 2000 index and the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 23; Cusip: 22546TNP2
• 0% digital-plus barrier notes due March 31, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 23
• 0% dual directional capped knock-out notes due April 10, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 23; Cusip: 22546TPY1
• 6.75%-8.75% callable yield notes due July 1, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 23; Cusip: 22546TNR8
• 0% buffered accelerated return equity securities due March 31, 2015 linked to the Russell 2000 index, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing March 26; Cusip: 22546TPH8
• 0% absolute return barrier securities due Sept. 30, 2013 linked to the common stock of Apple, Inc.; via Credit Suisse Securities (USA) LLC; pricing March 27; Cusip: 22546TPG0
• 0% dual directional notes due March 31, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 27; Cusip: 22546TPD7
• 0% buffered return equity securities due March 30, 2015 linked to the SPDR S&P Homebuilders exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 27; Cusip: 22546TPP0
• High/low coupon callable yield notes due March 29, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 27; Cusip: 22546TQA2
• 0% absolute return notes due April 4, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 30; Cusip: 22546TNZ0
• High/low coupon callable yield notes due April 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 April 5; Cusip: 22546TPU9
• 0% Cert Plus securities due April 17, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 12; Cusip: 22546TPQ8
DEUTSCHE BANK AG, LONDON BRANCH
• 0% capped absolute return knock-out notes due April 5, 2013 linked to the Brent crude futures contract; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing March 23; Cusip: 2515A1HM6
• 0% rebalancing tracker notes due March 28, 2017 linked to iShares Barclays Aggregate Bond fund, Deutsche Bank Commodity Harvest-10 USD ERAC index, Deutsche Bank Liquid Commodity Momentum index, Deutsche Bank Commodity Apex 14 Net USD index, Deutsche Bank Commodity Curve Alpha 10 ERAC index, Deutsche Bank Equity Mean Reversion Alpha index, Deutsche Bank Equity Mean Reversion Alpha Index Emerging Markets, Deutsche Bank X-Alpha USD Excess Return index, Deutsche Bank Haven Plus Excess Return index, Deutsche Bank Muni Trends Plus index, Deutsche Bank Global Ascent II USD (Series 2) index and Deutsche Bank Diversified Municipal Arbitrage 2 Plus index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing March 23; Cusip: 2515A1H87
• 0% review notes due April 10, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 23; Cusip: 2515A1HQ
• 0% capped knock-out notes due April 10, 2013 linked to the S&P 500 index; 80% trigger level; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing March 23; Cusip: 2515A1HP9
• 0% capped buffered underlying securities due March 31, 2016 linked to S&P 500 index, Russell 2000 index and iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc.; pricing March 23; Cusip: 2515A1HB0
• 10% annualized airbag yield optimization notes due September 2012 linked to Deckers Outdoor Corp. shares; 78% to 85% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing in March
• 10% annualized airbag yield optimization notes due September 2012 linked to Juniper Networks, Inc. shares; 82% to 89% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing in March
• 10% annualized airbag yield optimization notes due September 2012 linked to Riverbed Technology, Inc. shares; 72% to 79% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing in March
• 10% annualized airbag yield optimization notes due September 2012 linked to Weatherford International Ltd. shares; 81% to 88% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing in March
GOLDMAN SACHS BANK USA
• Contingent-coupon basket-linked certificates of deposit due 2018 linked to the common stocks of Aflac Inc., Altria Group, Inc., AT&T Inc., Eli Lilly & Co., Exelon Corp., Exxon Mobile Corp., Freeport-McMoRan Copper & Gold Inc., Lockheed Martin Corp., Microsoft Corp. and TJX Cos.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); Cusip: 38143ALD5
• 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., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); Cusip: 38143ALJ2
• 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., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); Cusip: 38143ALL7
• 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., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. (agent) and Incapital LLC (distributor); Cusip: 38143ALK9
• Contingent coupon certificates of deposit due 2019 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Gilead Sciences, Inc., Google, Inc. Hewlett-Packard Co., Newmont Mining Corp., PepsiCo, Inc., Southern Co. and Target Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143AMC6
• Contingent coupon certificates of deposit due 2019 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Gilead Sciences, Inc., Google, Inc. Hewlett-Packard Co., Newmont Mining Corp., PepsiCo, Inc., Southern Co. and Target Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143AMB8
• 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. (agent) and Incapital LLC (distributor); Cusip: 38143ALM5
GOLDMAN SACHS GROUP, INC.
• 0% leveraged buffered notes due in 15 to 17 months linked to a basket of 20 stocks (American Electric Power Co., Inc., AT&T Inc., Automatic Data Processing, Inc., Carnival Corp., Coca-Cola Co., Dow Chemical Co., E.I. du Pont de Nemours and Co., Emerson Electric Co., Limited Brands, Inc., Marsh & McLennan Cos., Inc., Mattel, Inc., Nucor Corp., Paychex, Inc., PepsiCo, Inc., PG&E Corp., PPL Corp., Public Service Enterprise Group Inc., Spectra Energy Corp., Verizon Communications Inc. and Williams Cos., Inc.) via Goldman Sachs & Co.
• 42-month 0% buffered index-linked digital notes tied to the Dow Jones industrial average; 80% trigger; via Goldman Sachs & Co.
• 18- to 21-month 0% leveraged equity index fund-linked notes tied to the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.
• 18- to 21-month 0% leveraged index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• 27- to 31-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• 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% index-linked digital notes tied to the S&P 500 index; via Goldman Sachs & Co.
• 18- to 21-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
• 0% leveraged buffered index-linked notes due in 18 to 21 months tied to the S&P 500 index; 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
• 36-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143US69
• 48-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 75% trigger; via Goldman Sachs & Co.; Cusip: 38143UT4
• 0% leveraged buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.
• 42-month 2% buffered basket-linked notes linked to the S&P 500 index, the MSCI EAFE index, the S&P MidCap 400 index, the iShares MSCI Emerging Markets index fund, the iShares Dow Jones U.S. Real Estate index fund and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UT92
• 10-year callable monthly range accrual notes tied to the S&P 500 index and six-month Libor; via Goldman Sachs & Co.; Cusip: 38143UT50
• Four-year 0% leveraged buffered basket-linked notes linked to the S&P MidCap 400 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143US28
HSBC BANK USA, NA
• Annual income opportunity CDs with auto cap due March 29, 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 March 26; Cusip: 40431GM89
• Income Plus certificates of deposit due March 29, 2019 with 3% potential coupon linked to common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing March 26; 40431GL98
• Income Plus certificates of deposit due March 29, 2019 with 5% potential coupon linked to common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 40431GM22
• Income Plus certificates of deposit due March 29, 2019 with 6.25% potential coupon linked to common stocks of AT&T Inc., Intel Corp., Kraft Foods Inc., Pfizer Inc. and Reynolds American Inc.; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 40431GM30
• Head-Start Annual Income Opportunity certificates of deposit with auto cap feature due March 29, 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.; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 40431GM71
• Annual income opportunity CDs with auto cap due April 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. Ltd., Unilever NV and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 40431GN39
• Annual income opportunity CDs with auto cap due March 30, 2017 linked to 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 March 27; Cusip: 40431GL31
• Annual income opportunity CDs with auto cap due April 2, 2018 linked to 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 March 27; Cusip: 40431GL64
• Annual Income Opportunity certificates of deposit with minimum return due April 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.; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 40431GL49
• 0% growth opportunity certificates of deposit due April 1, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 40431GN21
HSBC USA INC.
• Annual income opportunity notes with auto cap due March 30, 2015 linked to 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 March 23; Cusip: 4042K1ZA4
• Annual income opportunity notes with auto cap due March 28, 2019 linked 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 March 23; Cusip: 4042K1ZC0
• Head start annual income opportunity notes with auto cap due March 28, 2017 linked to 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 March 23; Cusip: 4042K1ZB2
• 0% best of performance securities due March 30, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1ZW6
• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to gold; 90% trigger; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1ZQ9
• 0% buffered Accelerated Market Participation Securities due March 27, 2014 linked to gold; 90% trigger; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1ZP1
• 0% knock-out buffer notes due April 8, 2013 linked to a basket of equally weighted currencies (Korean won, Mexican peso, Russian ruble) relative to the dollar; via HSBC Securities (USA) Inc. is the underwriter with J.P. Morgan Securities LLC handling distribution; pricing March 23; Cusip: 4042K1B36
• 0% knock-out buffer notes due Sept. 30, 2013 linked to a basket of equally weighted currencies (Korean won, Mexican peso, Russian ruble) relative to the dollar; via HSBC Securities (USA) Inc. is the underwriter with J.P. Morgan Securities LLC handling distribution; pricing March 23; Cusip: 4042K1B44
• 0% buffered uncapped market participation securities due March 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1YZ0
• 0% buffered performance plus securities due March 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1YQ0
• 0% buffered performance plus securities due March 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1YR8
• 6% to 6.5% callable yield notes due April 1, 2013 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing March 23; Cusip: 4042K1A60
• 0% knock-out buffer notes due April 10, 2013 linked to the common stock of Wells Fargo & Co.; via HSBC Securities (USA) Inc. as underwriter with J.P. Morgan Securities LLC as agent; pricing March 23; Cusip: 4042K1A94
• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 4042K1YX5
• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2013 linked to the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 4042K1YW7
• 0% autocallable notes due March 31, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 4042K1ZV8
• 0% buffered Accelerated Market Participation Securities due Oct. 1, 2013 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 4042K1YV9
• 0% peak return participation notes due April 2, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 4042K1ZK2
• Buffered accrual securities due March 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 4042K1ZZ9
• 0% buffered return optimization notes due March 31, 2014 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing March 27; Cusip: 40433K348
• 0% buffered return optimization notes due March 31, 2014 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing March 27
• 0% trigger performance securities due March 31, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 40433K330
• 0% trigger performance securities due March 31, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc. as underwriter with UBS Financial Services Inc. as agent; pricing March 27; Cusip: 40433K348
• 7%-9% autocallable yield notes due April 3, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 4042K1ZG1
• 10%-12% autocallable yield notes due April 3, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 4042K1ZF3
• 0% leveraged buffered uncapped market participation securities due April 1, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc; pricing March 27; Cusip: 4042K1ZJ5
• 0% 50/150 performance notes due April 4, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 4042K1ZH9
• 0% performance notes due March 30, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 27; Cusip: 4042K1ZD8
• Floating-rate notes due April 4, 2022; via HSBC Securities (USA) Inc.; pricing March 29; Cusip: 4042K1A78
• Floating-rate notes due April 4, 2022; via HSBC Securities (USA) Inc.; pricing March 29; Cusip: 4042K1A78
• Autocallable yield notes due April 3, 2013 linked to the Russell 2000 index, the iShares MSCI Brazil index fund and the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 29; Cusip: 4042K1A52
• 0% buffered Performance Leveraged Upside Securities due April 3, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via HSBC Securities (USA) Inc. and Morgan Stanley Smith Barney LLC;
pricing March 29; Cusip: 40433K264
• 0% performance notes due April 4, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 30; Cusip: 4042K1ZE6
• 0% performance notes due April 4, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities(USA) Inc.; pricing March 30; Cusip: 4042K1ZE6
• 0% Accelerated Return Notes due May 2013 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in March
• 0% Accelerated Return Notes due May 2013 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in March
• 0% Leveraged Index Return Notes due March 2015 linked to the S&P 100 index; via Bank of America Merrill Lynch; pricing in March
• 0% Accelerated Market Participation Securities due June 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in March; Cusip: 4042K1YG2
• 0% Capped Leveraged Index Return Notes due March 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in March
• Market-linked step-up notes due March 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in March
JPMORGAN CHASE BANK, NA
• 0% certificates of deposit due Sept. 28, 2018 linked to the JPMorgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing March 27; Cusip: 48123Y6V3
• 0% certificates of deposit due Sept. 28, 2018 linked to the JPMorgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 27; Cusip: 48123Y6T8
• 0% certificates of deposit due Sept. 28, 2018 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 27; Cusip: 48123Y6X9
• 0% certificates of deposit due Sept. 28, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 27; Cusip: 48123Y7C4
• Contingent coupon market-linked certificates of deposit due April 2, 2019 linked to WTI crude oil, gasoline RBOB, gold, palladium, copper, nickel, the S&P GSCI Sugar Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Wheat Index Excess Return and the S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities LLC; pricing March 29; Cusip: 48123Y6S0
• Callable accrual certificates of deposit due March 30, 2027 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC; settlement March 30; Cusip: 48124JAF5
JPMORGAN CHASE & CO.
• Callable fixed-rate step-up notes due March 28, 2027; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VQM5
• Fixed-to-floating notes due March 28, 2019; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VQP8
• 0% dual directional buffered equity notes due April 10, 2013 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VSK7
• 0% notes due April 10, 2013 linked to a weighted basket of three buffered return enhanced components, i.e. the Euro Stoxx 50, Topix and FTSE 100 indexes; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VSM3
• 0% return notes due March 30, 2015 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VSH4
• Callable variable-rate range accrual notes due March 30, 2027 linked to Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VUC2
• 0% review notes due April 10, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VSJ0
• Autocallable contingent interest notes due April 10, 2013 linked to the common stock of Wells Fargo & Co.; via J.P. Morgan Securities LLC; pricing March 23; Cusip: 48125VSL5
• Digital contingent coupon notes due March 29, 2018 linked to the common stocks of Altria Group, Inc., Barrick Gold Corp., CenturyLink, Inc., Kinross Gold Corp., Lorillard, Inc., Mead Johnson Nutrition Co., PG&E Corp., Time Warner Cable Inc., Verizon Communications Inc. and Walgreen Co.; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VQA1
• 0% buffered return enhanced notes due March 31, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPX2
• 0% buffered return enhanced notes due Sept. 30, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPP9
• 0% buffered return enhanced notes due Sept. 30, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPQ7
• 0% notes due Sept. 30, 2015 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing March 27; Cusip: 48125VPW4
• 0% notes due June 30, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing March 27; Cusip: 48125VPV6
• Annual income notes due March 31, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPT1
• Annual income notes due March 29, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing March 27; Cusip 48125VPU8
• 0% return notes due June 28, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPS3
• 0% buffered return enhanced notes due Sept. 30, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPN4
• 0% buffered return enhanced notes due Sept. 30, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 27; Cusip: 48125VPR5
• 0% notes due Sept. 28, 2018 linked to a basket of 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 March 27; Cusip: 48125VPZ7
• 19.75% reverse convertible notes due June 29, 2012 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125VRX0
• 11.5% reverse convertible notes due Sept. 28, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125VSE1
• 12% reverse convertible notes due June 29, 2012 linked to F5 Networks Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125VRZ5
• 12% reverse convertible notes due Sept. 28, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125VSC5
• 15.75% reverse convertible notes due June 29, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125VRY8
• 14.5% reverse convertible notes due Sept. 28, 2012 linked to Peabody Energy Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125VSD3
• 15% reverse convertible notes due June 29, 2012 linked to Research In Motion Ltd. stock; via JPMorgan; pricing March 28; Cusip: 48125VSA9
• 17% reverse convertible notes due Sept. 28, 2012 linked to United States Steel Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125VSB7
LLOYDS TSB BANK PLC
• Callable step-up fixed-rate notes due April 12, 2027; via Barclays Capital Inc.; pricing April 3; Cusip: 5394E8AL3
• Senior fixed-to-floored floating notes due April 13, 2015; via Barclays Capital Inc.; pricing April 4; Cusip: 5394E8AM1
MORGAN STANLEY
• 0% commodity-linked notes due March 29, 2018 tied to the Dow Jones-UBS Commodity index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482M68
• 0% buffered return optimization securities due March 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc., with UBS Financial Services Inc. as dealer; pricing March 27; Cusip: 61760T520
• 0% buffered jump securities due Sept. 30, 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482G65
• Buffered securities with contingent coupon due March 30, 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482G99
• 0% dual directional trigger securities due April 30, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482H72
• 0% market-linked notes due Sept. 30, 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482G81
• 0% market-linked notes due March 29, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482G73
• 0% market-linked autocallable notes due March 30, 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 27; Cusip: 617482H56
• Fixed-to-floating notes due March 30, 2019 linked to the Consumer Price Index; via Morgan Stanley & Co. LLC; pricing March 30; Cusip: 61760QAH7
• CMS curve and S&P 500 index-linked range accrual notes due March 30, 2032; via Morgan Stanley & Co. LLC; settlement March 30; Cusip: 61760QAN4
• Leveraged CMS curve and S&P 500 index-linked notes due March 30, 2027; via Morgan Stanley & Co. LLC; settlement March 30; Cusip: 61760QAQ7
• Leveraged CMS curve and S&P 500 index-linked notes due March 30, 2027; via Morgan Stanley & Co. LLC; settlement March 30; Cusip: 61760QAP9
• Leveraged CMS curve and S&P 500 index-linked notes due March 30, 2032; via Morgan Stanley & Co. LLC; settlement March 30; Cusip: 61760QAK0
• 0% dual directional trigger securities due March 2014 linked to Apple Inc. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61760T587
• 0% commodity Lasers due May 2013 linked to Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 617482M92
• 0% currency-linked jump securities due April 2013 based on the performance of a long emerging markets currency basket (Brazilian real, Mexican peso, Indian rupee, South Korean won, Turkish lira, Russian ruble and South African rand) and a short developed markets currency basket (euro, Japanese yen and dollar); via Morgan Stanley & Co. LLC; pricing in March; Cusip: 617482SJ4
• 0% dual directional trigger Performance Leveraged Upside Securities due March 2014 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61760T595
• Contingent income autocallable securities due March 2013 linked to the common stock of MetLife, Inc.; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61760T504
• 0% market-linked notes due between December 2015 and June 2016 linked to the S&P 500 Daily Risk Control 10% Index Excess Return; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61760T512
• 0% market-linked autocallable notes due April 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 617482H64
ROYAL BANK OF CANADA
• 0% direct investment notes due May 2, 2013 linked to the shares of Aegion Corp., Agilent Technologies, Inc., Air Products and Chemicals, Inc., Calgon Carbon Corp., Church & Dwight Co., Inc., Companhia de Saneamento Basico do Estado de Sao Paulo - Sabesp, Deere & Co., Ecolab Inc., Gardner Denver, Inc., Itron, Inc., Lindsay Corp., Masco Corp., Micron Technology, Inc., Pentair, Inc., Whirlpool Corp., Xylem Inc., Badger Meter, Inc., Federal Signal Corp., Layne Christensen Co. and Kabushiki Kaisha Kubota; via RBC Capital Markets, LLC; pricing March 27; Cusip: 78008TW83
• 0% buffered bullish enhanced return notes due July 31, 2013 linked to the Russell 2000 index; via RBC Capital Markets, LLC; pricing March 27; Cusip: 78008T2A1
• 0% buffered bullish booster notes due Oct. 2, 2014 linked to the Russell 2000 index; 85% trigger; via RBC Capital Markets, LLC; pricing March 27; Cusip: 78008T2F0
• 0% buffered bullish enhanced return notes due April 30, 2013 linked to the S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing March 27; Cusip: 78008TZ98
• 0% bullish barrier enhanced return notes due April 30, 2013 linked to the S&P 500 index; 75% trigger; via RBC Capital Markets, LLC; pricing March 27; Cusip: 78008TZ72
• 0% return optimization securities due April 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing March 27; Cusip: 78008C788
• 0% bullish barrier enhanced return notes due March 31, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing March 27; Cusip: 78008TZ80
• 10.25% reverse convertible notes due Sept. 28, 2012 linked to Broadcom Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2W3
• 10.5% reverse convertible notes due Sept. 28, 2012 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2U7
• 10.25% reverse convertible notes due June 29, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2Q6
• 9.5% reverse convertible notes due Sept. 28, 2012 linked to General Motors Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2V5
• 10% reverse convertible notes due June 29, 2012 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2N3
• 10.15% reverse convertible notes due Sept. 28, 2012 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2T0
• 10% reverse convertible notes due June 29, 2012 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2S2
• 12% reverse convertible notes due June 29, 2012 linked to Tesoro Corp stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2M5
• 12.25% reverse convertible notes due June 29, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2L7
• 10% reverse convertible notes due June 29, 2012 linked to Valero Energy Corp stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2R4
• 10% reverse convertible notes due June 29, 2012 linked to Whirlpool Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008T2P8
• 0% jump securities due October 2012 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC and Morgan Stanley Barney LLC; pricing in March; Cusip: 78008C770
• 0% growth securities with capped upside and fixed percentage buffered downside due July 3, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in March; Cusip: 78008TX66
• 0% autocallable access securities with fixed percentage buffered downside due April 3, 2014 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in March; Cusip: 78008TX58
• 0% autocallable access securities with fixed percentage buffered downside due April 3, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in March; Cusip: 78008TW91
• 0% direct investment notes due May 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing April 4; Cusip: 78008TZ56
• 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.
ROYAL BANK OF SCOTLAND PLC
• 0% enhanced participation notes with fixed buffer due April 9, 2015 linked to the S&P 500 index; 90% trigger; via RBS Securities Inc.; pricing April 3; Cusip: 78009PCR0
AB SVENSK EXPORTKREDIT
• 0% Accelerated Return Notes due June 2013 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in March
• 0% Accelerated Return Notes due May 2013 linked to the Rogers International Commodity Index-Excess Return; via Bank of America Merrill Lynch; pricing in March
UBS AG, JERSEY BRANCH
• Fixed-to-floating notes due March 30, 2017; via UBS Investment Bank; pricing March 27; Cusip: 90261JJJ3
• Callable step-up fixed-rate notes due April 13, 2022; via UBS Securities LLC; settlement April 13; Cusip: 90261JJH7
UBS AG, LONDON BRANCH
• Contingent absolute return autocallable optimization securities due April 2, 2013 linked to Brent Crude futures contracts; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 23; Cusip: 9026M0465
• 0% buffered return optimization securities due April 1, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 27; Cusip: 9026M0416
• 0% contingent return optimization securities due March 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 27; Cusip: 9026M0317
• 0% trigger performance securities due March 31, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 27; Cusip: 9026M0291
• 0% trigger performance securities due March 31, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 27: Cusip: 9026M0309
• 0% trigger autocallable optimization securities due March 31, 2017 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 9026M0507
• 0% trigger autocallable optimization securities due March 31, 2017 linked to the iShares Russell 2000 index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 9026M0523
• 0% trigger autocallable optimization securities due March 31, 2017 linked to the SPDR S&P Metals & Mining exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 9026M0515
UNION BANK, NA
• Market-linked certificates of deposit due March 30, 2017 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC; pricing March 27; Cusip: 90521AJJ8
• 0% quarterly capped return market-linked certificates of deposit due March 30, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and Incapital LLC; pricing March 27; Cusip: 90521AJG4
• 0% market-linked certificates of deposit due March 30, 2017 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via UnionBanc Investment Services, LLC and Incapital LLC; pricing March 28; Cusip: 90521AJH2
WELLS FARGO BANK, NA
• 0% barrier return rebate certificates of deposit due Sept. 28, 2018 linked to the Russell 2000 index; via Incapital LLC; pricing March 23; Cusip: 949748N78
WELLS FARGO & CO.
• 0% optionally exchangeable securities due March 2019 exchangeable for the common stock of Apple Inc; via Wells Fargo Securities LLC; pricing in March; Cusip: 94986RJC6
• 0% optionally exchangeable securities due March 2019 exchangeable for the common stock of Caterpillar Inc.; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RJB8
• 0% market-linked notes due October 2016 linked to the Australian dollar, the Norwegian krone and the Canadian dollar; via Wells Fargo Securities, LLC; settlement in April; Cusip: 94986RHY0
• 0% market-linked notes due October 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in April; Cusip: 94986RHX2
• 0% growth securities with capped upside and fixed percentage buffered downside due October 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in April; Cusip: 94986RHU8
• 0% growth securities due September 2014 linked to the S&P 500 ETF trust, the iShares Russell 2000 index fund and the S&P MidCap 400 ETF Trustt; via Wells Fargo Securities, LLC; settlement in April; Cusip: 94986RHW4
• 0% growth securities due October 2016 linked to the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in April; Cusip: 94986RHW4
© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere.
For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.