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Structured Products Calendar
BANK OF AMERICA CORP.
• 0% Currency Market Index Target-Term Securities due August 2012 linked to Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi relative to the dollar; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% market participation certificates of deposit due Aug. 26, 2030 based on the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Capped Leveraged Index Return Notes due August 2012 based on the Dow Jones Industrial Average; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Market Index Target-Term Securities due September 2015 linked to Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Capped Leveraged Index Return Notes due September 2012 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 9% one-year coupon-bearing notes linked to the common stock of JPMorgan Chase & Co.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Capped Leveraged Index Return Notes due August 2012 based on the PHLX Gold and Silver Sector index; 85% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Capped Leveraged Index Return Notes due August 2012 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Leveraged Index Return Notes due August 2013 linked to S&P 100 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 53-week 8% coupon-bearing notes linked to the common stock of Apple Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September
• Dual range accrual notes due September 2020 linked to Libor and the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September
• 53-week 0% market-linked step up notes tied to the common stock of Pfizer Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September
• 0% Strategic Return Notes due September 2015 linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in September
BANK OF AMERICA NA
• Six-year variable coupon certificates of deposit linked to the stocks of Abercrombie & Fitch Co., Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., General Electric Co., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Nokia Corp., Reynolds American Inc., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Incapital LLC; pricing in August; Cusip 06051ABY7
BANK OF THE WEST
• Market-linked certificates of deposit due Aug. 27, 2015 linked to the common stocks of Abbott Laboratories, Altria Group, Inc., Apple Inc., Intel Corp., JPMorgan Chase & Co., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Procter & Gamble Co. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Aug. 24; Cusip 06426XAA8
BARCLAYS BANK DELAWARE
• Certificates of deposit due Aug. 27, 2015 linked to the common stocks of Aetna Inc., AK Steel Holding Corp., Amazon.com Inc., American Express Co., Bank of America Corp., Barrick Gold Corp., Chesapeake Energy Corp., Dell Inc., Ford Motor Co., Humana Inc., Mattel, Inc., Mead Johnson Nutrition Co., Netflix, Inc., Newmont Mining Corp., News Corp., Nvidia Corp., SanDisk Corp., Starbucks Corp., Time Warner Cable Inc. and Yahoo! Inc.; via Barclays Capital Inc.; pricing Aug. 24; Cusip 06740ALK3
• Certificates of deposit due Aug. 27, 2015 linked to an equally weighted basket that includes the common shares of Barrick Gold Corp., Research In Motion Ltd. and Sina Corp. and the ADSs of Anheuser-Busch InBev SA/NV, Baidu Inc., LM Ericsson Telephone Co., Nokia Corp., Sony Kabushiki Kaisha, Tata Motors Ltd. and Teva Pharmaceutical Industries Ltd.; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Aug. 24; Cusip 06740ALC2
• Certificates of deposit due Aug. 27, 2015 linked to copper, gasoline RBOB, lead, nickel, palladium, platinum, soybeans, sugar, tin and zinc; via Barclays Capital Inc.; pricing Aug. 24; Cusip 06740ALL1
• 0.5%-1% certificates of deposit due Aug. 27, 2015 linked to gold; via Barclays Capital Inc.; pricing Aug. 24; Cusip 06740ALN7
• Certificates of deposit due Aug. 27, 2015 linked to equal weights of Monsanto Co., Newmont Mining Corp., Time Warner Cable Inc., Abercrombie & Fitch Co., Wells Fargo & Co., Apple Inc., Ford Motor Co., Advanced Micro Devices, Inc., priceline.com Inc. and Office Depot, Inc.; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Aug. 24; Cusip 06740ALJ6
• Certificates of deposit due Aug. 27, 2015 linked to equal weights of Monsanto Co., Newmont Mining Corp., Time Warner Cable Inc., Abercrombie & Fitch Co., Wells Fargo & Co., Apple Inc., Ford Motor Co., Advanced Micro Devices, Inc., priceline.com Inc. and Office Depot, Inc.; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Aug. 24; Cusip 06740ALP2
• Certificates of deposit due Aug. 29, 2013 linked to the Russell 2000 index; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing Aug. 24; Cusip 06740ALH0
• 0.5%-1% certificates of deposit due Aug. 27, 2015 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Aug. 24; Cusip 06740ALM9
BARCLAYS BANK PLC
• 0% performance securities with contingent protection due Aug. 31, 2015 linked to the iShares MSCI EAFE index fund with a 70% weight and the iShares MSCI Emerging Markets index fund with a 30% weight; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 24; Cusip 06740L246
• 0% notes due Aug. 29, 2018 based on S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing Aug. 24; Cusip 06740PMM5
• 0% performance securities with contingent protection due Aug. 31, 2015 linked to a basket of the S&P MidCap 400 index and the S&P SmallCap 600 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 24; Cusip 06740L253
• 0% buffered Performance Leveraged Upside Securities due Aug. 29, 2012 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Aug. 25; Cusip 06740L279
• 11% reverse convertible notes due Nov. 30, 2010 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing Aug. 26
• 9% reverse convertible notes due Aug. 31, 2011 linked to Alcoa Inc. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJW7
• 10% reverse convertible notes due Aug. 31, 2011 linked to Alpha Natural Resources, Inc. stock; via Barclays Capital; pricing Aug. 26
• 8.5% reverse convertible notes due Aug. 31, 2011 linked to American Express Co. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJY3
• 8.5% reverse convertible notes due Aug. 31, 2011 linked to Apple Inc. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJX5
• 10.3% reverse convertible notes due Feb. 28, 2011 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing Aug. 26
• 9% reverse convertible notes due Feb. 28, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip 06740PJU1
• 0% double short leverage securities due Aug. 30, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26: Cusip 06740PKE5
• 0% notes due Aug. 30, 2013 linked to the performance of a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHK5
• 11.5% reverse convertible notes due Feb. 28, 2011 linked to Bucyrus International, Inc. stock; via Barclays Capital; pricing Aug. 26
• 10% reverse convertible notes due Feb. 28, 2011 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip 06740PJV9
• 11% reverse convertible notes due Aug. 31, 2011 linked to Carpenter Technology Corp. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKA3
• 8.5% reverse convertible notes due Aug. 31, 2011 linked to Caterpillar Inc. stock; via Barclays Capital; pricing Aug. 26
• 9% reverse convertible notes due Aug. 31, 2011 linked to Citigroup inc. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJZ0
• 12% reverse convertible notes due Nov. 30, 2010 linked to Cliffs Natural Resources Inc. stock; via Barclays Capital; pricing Aug. 26
• 10% reverse convertible notes due Aug. 31, 2011 linked to Consol Energy Inc. stock; via Barclays Capital; pricing Aug. 26
• 13% reverse convertible notes due Nov. 30, 2010 linked to Continental Airlines, Inc. (Class B) stock; via Barclays Capital; pricing Aug. 26
• 14.3% reverse convertible notes due Feb. 28, 2011 linked to Delta Airlines, Inc. stock; via Barclays Capital; pricing Aug. 26
• 9% reverse convertible notes due Aug. 31, 2011 linked to Dow Chemical Co. stock; via Barclays Capital; pricing Aug. 26
• 9.5% reverse convertible notes due Aug. 31, 2011 linked to Eldorado Gold Corp. stock; via Barclays Capital; pricing Aug. 26
• 0% buffered Super Track notes due Sept. 29, 2011 linked to the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJJ6
• 0% buffered Super Track notes due Feb. 28, 2012 linked to the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJC1
• 10.8% reverse convertible notes due Feb. 28, 2011 linked to Fifth Third Bancorp stock; via Barclays Capital; pricing Aug. 26
• 0% buffered Super Track notes due Sept. 29, 2011 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJH0
• 0% buffered Super Track notes due Feb. 28, 2012 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJB3
• 8.5% reverse convertible notes due Aug. 31, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing Aug. 26; Cusip 06740PJT4
• 9.5% reverse convertible notes due Aug. 31, 2011 linked to Foster Wheeler AG stock; via Barclays Capital; pricing Aug. 26
• 10% reverse convertible notes due Feb. 28, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing Aug. 26
• 9% reverse convertible notes due Feb. 28, 2011 linked to Frontier Oil Corp. stock; via Barclays Capital; pricing Aug. 26
• 11.5% reverse convertible notes due Feb. 28, 2011 linked to Genworth Financial, Inc. stock; via Barclays Capital; pricing Aug. 26
• 11.6% reverse convertible notes due Feb. 28, 2011 linked to Goodyear Tire & Rubber Co. stock; via Barclays Capital; pricing Aug. 26
• 9.5% reverse convertible notes due Aug. 31, 2011 linked to International Paper Co. stock; via Barclays Capital; pricing Aug. 26
• 16.25% reverse convertible notes due Feb. 28, 2011 linked to Interoil Corp. stock; via Barclays Capital; pricing Aug. 26
• 0% buffered Super Track notes due Sept. 29, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJF4
• 0% buffered Super Track notes due Feb. 28, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHZ2
• 0% annual autocallable notes due Aug. 29, 2013 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJM9
• 0% buffered Super Track notes due Sept. 29, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJG2
• 0% buffered Super Track notes due Feb. 28, 2012 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJA5
• 0% buffered Super Track notes due Sept. 29, 2011 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJL1
• 0% buffered Super Track notes due Feb. 28, 2012 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJE7
• 10.5% reverse convertible notes due Feb. 28, 2011 linked to Joy Global Inc. stock; via Barclays Capital; pricing Aug. 26
• 8.5% reverse convertible notes due Aug. 31, 2011 linked to JPMorgan Chase & Co. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKB1
• 10.1% reverse convertible notes due Aug. 31, 2011 linked to KeyCorp stock; via Barclays Capital; pricing Aug. 26
• 15.5% reverse convertible notes due Feb. 28, 2011 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing Aug. 26
• 10% reverse convertible notes due Feb. 28, 2011 linked to Lincoln National Corp. stock; via Barclays Capital; pricing Aug. 26
• 0% notes due Aug. 31, 2012 linked to the performance of a basket of three equally weighted currencies including the Malaysian ringgit, the Taiwanese dollar and the South Korean won relative to the U.S. dollar; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKK1
• 13% reverse convertible notes due Feb. 28, 2011 linked to Massey Energy Co. stock; via Barclays Capital; pricing Aug. 26
• 9% reverse convertible notes due Aug. 31, 2011 linked to Noble Corp. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKC9
• 9.75% reverse convertible notes due Aug. 31, 2011 linked to Nokia Corp. (American depositary share) stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKD7
• 15% reverse convertible notes due Feb. 28, 2011 linked to Patriot Coal Corp. stock; via Barclays Capital; pricing Aug. 26
• 10% reverse convertible notes due Feb. 28, 2011 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing Aug. 26
• 10.75% reverse convertible notes due Nov. 30, 2010 linked to Research In Motion Ltd. stock; via Barclays Capital; pricing Aug. 26
• 0% notes due Aug. 31, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHD1
• 0% knock-in Super Track digital notes due Nov. 30, 2011 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKF2
• 0% buffered Super Track digital notes due Aug. 30, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PMG8
• 0% performance-tracking securities due Aug. 30, 2013 linked to the S&P 500 Dynamic Veqtor Total Return index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 26; Cusip 06740C311
• 0% notes due Aug. 31, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHE9
• 0% buffered Super Track notes due Sept. 29, 2011 linked to the SPDR S&P 500 ETF trust; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJK3
• 0% buffered Super Track notes due Feb. 28, 2012 linked to the SPDR S&P 500 ETF trust; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJD9
• 12.1% reverse convertible notes due Feb. 28, 2011 linked to Terex Corp. stock; via Barclays Capital; pricing Aug. 26
• 11.1% reverse convertible notes due Feb. 28, 2011 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing Aug. 26
• 16% reverse convertible notes due Nov. 30, 2010 linked to Trina Solar Ltd. (American depositary shares) stock; via Barclays Capital; pricing Aug. 26
• 11% reverse convertible notes due Feb. 28, 2011 linked to TRW Automotive Holdings Corp. stock; via Barclays Capital; pricing Aug. 26
• 10.5% reverse convertible notes due Feb. 28, 2011 linked to United States Steel Corp. stock; via Barclays Capital; pricing Aug. 26
• 10.5% reverse convertible notes due Feb. 28, 2011 linked to Wynn Resorts, Ltd. stock; via Barclays Capital; pricing Aug. 26
• 11% reverse convertible notes due Feb. 28, 2011 linked to Zions Bancorporation stock; via Barclays Capital; pricing Aug. 26
• 9.5%-11.75% yield optimization notes with contingent protection due Aug. 31, 2012 linked to ArcelorMittal common stock; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 27; Cusip 06740C295
• 9.25%-11.5% yield optimization notes with contingent protection due Aug. 31, 2012 linked to Teck Resources Ltd. common stock; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 27; Cusip 06740C287
• 0% Barclays Perpetual Rolling Open Structure Protecting Equity Returns exchange-traded fund notes due Sept. 3, 2015; via Barclays Capital Inc.; pricing Aug. 31; Cusip 06740PKP0
• 0% ETN+ S&P 500 Dynamic Veqtor exchange-traded notes due 2020 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; Cusip 06740C337
BNP PARIBAS
• 0% conditional high watermark medium-term notes due Aug. 31, 2015 linked to the performance of the S&P 500 index; via BNP Paribas Securities as agent and Advisors Asset Management, Inc. as distributor; pricing Aug. 26; Cusip 05567LL62
CITIBANK, NA
• Market-linked certificates of deposit due Aug. 26, 2016 linked to an equally weighted basket includes the stocks of Amazon.com, Inc., Barrick Gold Corp., Corning Inc., General Mills, Inc., Goldman Sachs Group, Inc., JDS Uniphase Corp., Merck & Co., Inc., Qualcomm Inc., Reynolds American Inc. and Schlumberger Ltd.; via Citigroup Global Markets Inc. and Incapital LLC; pricing Aug. 25; Cusip: 172986CE9
CITIGROUP FUNDING, INC.
• 0% Leading Stockmarket Return Securities due Aug. 28, 2012 linked to the price of gold; via Citigroup Global Markets Inc.; pricing Aug. 26; Cusip: 17308CPV2
• Fixed-coupon mandatorily callable notes due Aug. 30, 2013 linked to the iShares MSCI Brazil index fund; via Citigroup Global Markets Inc.; pricing in August; Cusip 17316G701
• Callable notes due Aug. 30, 2025 with contingent coupon based on S&P 500 index; via Citigroup Global Markets Inc.; pricing in August; Cusip 17308CPY6
CREDIT SUISSE AG, NASSAU BRANCH
• 11%-12.75% annualized callable yield notes due Aug. 31, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip 22546EYC2
• 16.5% high/5% low coupon callable yield notes due Aug. 31, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip 22546EXV1
• Performance yield notes due Feb. 29, 2012 linked to the worst performing of the S&P 500 index, the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip 22546EXT6
• 8%-10% bearish callable yield notes due Aug. 31, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip 22546EXW9
• 9%-11% callable yield notes due Aug. 31, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip 22546EYB4
• 0% CS global basket notes due Aug. 31, 2016 linked to SPDR S&P 500 ETF trust, the iShares Barclays 20+ Year Treasury Bond fund and the SPDR Gold trust; via Credit Suisse Securities (USA) LLC; pricing Aug. 26; Cusip 22546EXU3
• 19% high/5% low coupon callable yield notes due Sept. 6, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip 22546EXR0
• 9%-11% callable yield notes due Sept. 6, 2011 based on the performance of the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip 22546EYM0
• Performance yield notes due March 5, 2012 linked to the worst performing of the S&P 500 index, the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip 22546EXP4
• 9.5%-11.5% bearish callable yield notes due Sept. 6, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip 22546EXS8
• 9.25%-11.25% callable yield notes due Sept. 6, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip 22546EXZ2
• 0% CS global basket notes due Sept. 3, 2015 linked to the best performing of three baskets, consisting of the SPDR S&P 500 ETF Trust, the iShares Barclays 20+ Year Treasury Bond Fund and the SPDR Gold Trust; via Credit Suisse Securities (USA) LLC; pricing Aug. 31; Cusip 22546EXQ2
• 0% Buffered Accelerated Return Equity Securities due Sept. 24, 2012 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Sept. 17; Cusip 22546EXF6
• 0% Buffered Accelerated Return Equity Securities due Sept. 24, 2012 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 17; Cusip 22546EXG4
• 8%-10% callable yield notes due Sept. 26, 2011 linked to the performance of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Sept. 17; Cusip 22546EYP3
DEUTSCHE BANK AG, LONDON BRANCH
• 0% capped Buffered Underlying Securities due Aug. 31, 2012 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Deutsche Bank Securities Inc.; pricing Aug. 26; Cusip 2515A05Z2
• 8.25%-10.75% yield optimization notes with contingent protection due Aug. 31, 2011 linked to the common stock of CME Group, Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 27; Cusip 25154N274
• 8.75%-11.25% yield optimization notes with contingent protection due Aug. 31, 2011 linked to the common stock of Halliburton Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 27; Cusip 25154N282
• 8%-10.25% yield optimization notes with contingent protection due Aug. 31, 2011 linked to the common stock of JPMorgan Chase & Co.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 27; Cusip 25154N290
• 0% return enhanced securities due Sept. 15, 2015 linked to the Deutsche Bank Commodity Booster - Dow Jones - UBS 14 TV Index Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 10; Cusip 2515A06L2
EKSPORTFINANS ASA
• 0% Strategic Accelerated Redemption Securities due September 2011 linked to the iShares MSCI Brazil index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% Strategic Accelerated Redemption Securities due February 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September
GOLDMAN SACHS GROUP, INC.
• Three-year 8.75%-9.5% currency-linked notes tied to the Brazilian real relative to the dollar; via Goldman, Sachs & Co.
• Seven-year 0% equity index-linked notes tied to the Dow Jones Industrial Average; via Goldman, Sachs & Co.; Cusip 38143UKX8
• 18- to 21-month 0% buffered index-linked notes tied to the MSCI All Country World index; via Goldman, Sachs & Co.
• 18- to 21-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.
• 24- to 25-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman, Sachs & Co.; Cusip 38143ULR0
• 12- to 13-month 0% leveraged index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.
• 0% index-linked trigger notes due March 5, 2012 linked to the S&P 500 index; via Goldman, Sachs & Co. and JPMorgan as co-agent
• 23- to 27-month 0% leveraged index-linked notes based on S&P 500 index; via Goldman, Sachs & Co.
• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.
• Callable quarterly range accrual notes due 15 years after issue linked to the S&P 500 index; via Goldman, Sachs & Co.
• 15-year callable quarterly range accrual notes based on S&P 500 index; 77.5% to 82.5% trigger; via Goldman, Sachs & Co.
HARRIS NA
• Principal-protected digital contingent semiannual payout certificates of deposit due Aug. 31, 2015 linked to an equally weighted basket of common stocks including Altria Group, Inc., Apple Inc., Barrick Gold Corp., Coca-Cola Co., ConocoPhillips, McDonald?s Corp., Merck & Co., Inc., Verizon Communications Inc., Wal-Mart Stores, Inc. and Wells Fargo & Co.; via Incapital LLC as distributor; pricing Aug. 26; Cusip 41456TJC4
• Principal-protected digital contingent annual payout certificates of deposit due Aug. 31, 2016 linked to the common stocks of Altria Group, Inc., Apple Inc., Barrick Gold Corp., Coca-Cola Co., ConocoPhillips, Merck & Co., Inc., McDonald's Corp., Verizon Communications Inc., Wal-Mart Stores Inc. and Wells Fargo & Co.; via distributor Incapital LLC; pricing Aug. 26; Cusip 41456TJJ9
• Principal-protected digital contingent annual payout certificates of deposit due Aug. 29, 2014 linked to the common stocks of Altria Group, Inc., Barrick Gold Corp., Caterpillar Inc., Coca-Cola Co., Home Depot, Inc., Intel Corp., JPMorgan & Chase Co., McDonald's Corp., Merck & Co., Inc. and Verizon Communications Inc.; via distributor Incapital LLC; pricing Aug. 26; Cusip 41456TJG5
• Principal-protected certificates of deposit due Aug. 31, 2015 inversely linked to the performance of the Barclays 7-10 Year Treasury index; via Incapital LLC as distributor; pricing Aug. 26; Cusip
41456THZ5
• Principal-protected certificates of deposit due Aug. 31, 2016 linked to the iShares Dow Jones Select Dividend index fund; via Incapital LLC as distributor; pricing Aug. 26; Cusip 41456TJE0
HSBC BANK USA, NA
• 0% barrier rebate certificates of deposit due Aug. 28, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip 40431GDH9
• Barrier multi-coupon opportunity certificates of deposit due Aug. 28, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip 40431GCN7
• Barrier multi-coupon opportunity certificates of deposit due Aug. 28, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip 40431GCR8
• Barrier multi-coupon opportunity certificates of deposit due Aug. 27, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. and Advisors Asset Management, Inc.; pricing Aug. 23; Cusip 40431GDQ9
• 0% knock-out barrier certificates of deposit due Aug. 28, 2014 based on S&P 500 index; 135%-145% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip 40431GDP1
• 0% knock-out barrier certificates of deposit due Aug. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip 40431GCP2
• Annual income opportunity certificates of deposit due Aug. 29, 2016 linked to the shares of Anglogold Ashanti Ltd., Baidu Inc., Check Point Software Technologies Ltd., Gold Fields Ltd., Harmony Gold Mining Co. Ltd., Icici Bank Ltd., Infosys Technologies Ltd., Mobile Telesystems OJSC, Tata Motors Ltd., Teva Pharmaceutical Industries Ltd., Turkcell Iletisim Hizmetleri AS and Yingli Green Energy Holding Co. Ltd.; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 40431GCT4
• 0% certificates of deposit with minimum return due Aug. 30, 2017 linked to the Euro Stoxx 50, Hang Seng index and S&P 500 indexes; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 40431GDB2
• 0% certificates of deposit with minimum return due Aug. 30, 2017 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip 40431GCZ0
• Annual income opportunity certificates of deposit with auto cap feature due Aug. 31, 2016 linked to the shares of Amgen Inc., Astrazeneca plc, Barrick Gold Corp., Credit Suisse Group, Ebay Inc., Nike Inc., Petrochina Co. Ltd., Research In Motion Ltd., SAP AG, Sony Corp., UBS AG and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip 40431GCU1
• Annual income opportunity certificates of deposit with auto cap feature due Aug. 31, 2015 linked to the common stocks of Applied Materials Inc., Biogen Idec Inc., Dominion Resources Inc., Ford Motor Co., Las Vegas Sands Corp., McDonald's Corp., Newmont Mining Corp., Nucor Corp., Procter & Gamble Co., PNC Financial Services Group Inc., Sandisk Corp. and Valero Energy Corp.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip 40431GDC0
• Annual income opportunity certificates of deposit with auto cap feature due Aug. 31, 2016 linked to the common stocks of Applied Materials Inc., Biogen Idec Inc., Dominion Resources Inc., Ford Motor Co., Las Vegas Sands Corp., McDonald's Corp., Newmont Mining Corp., Nucor Corp., Procter & Gamble Co., PNC Financial Services Group Inc., Sandisk Corp. and Valero Energy Corp.; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip 40431GCW7
HSBC USA INC.
• 0% Accelerated Market Participation Securities due Sept. 29, 2011 linked to the iShares FTSE/Xinhua China 25 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04D4
• 0% Accelerated Market Participation Securities due Nov. 30, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04G7
• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04K8
• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04P7
• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04L6
• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04Q5
• 0% Accelerated Market Participation Securities due Sept. 29, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04C6
• 0% Accelerated Market Participation Securities due Nov. 30, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04F9
• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04J1
• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04N2
• 0% Accelerated Market Participation Securities due Sept. 29, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04B8
• 0% Accelerated Market Participation Securities due Nov. 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04E2
• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04H5
• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04M4
• 0% autocallable notes due Aug. 30, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip 4042K04R3
• Annual income opportunity securities with auto cap due Aug. 29, 2013 linked to the shares of Amgen Inc., Astrazeneca plc, Barrick Gold Corp., Credit Suisse Group Corp., Ebay Inc., Nike Inc., Petrochina Co. Ltd., Research In Motion Ltd., SAP AG, Sony Corp., UBS AG and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Aug. 26; Cusip 4042K04U6
• 0% return optimization securities with contingent protection due Aug. 31, 2012 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing Aug. 26; Cusip 40432R716
• 0% return optimization securities with contingent protection due Aug. 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Aug. 26; Cusip 40432R724
• 0% best of performance notes due Sept. 5, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip 4042K04S1
• 0% buffered Accelerated Market Participation Securities due February 2012 based on iShares MSCI Canada index fund, the iShares MSCI Australia index fund and the iShares MSCI Brazil index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing in August; Cusip 4042K03J2
JPMORGAN CHASE BANK, NA
• Leveraged and capped contingent coupon certificates of deposit due Aug. 31, 2016 linked to the common stocks of Amazon.com, Inc., Barrick Gold Corp., General Mills, Inc., Merck & Co., Inc., Molson Coors Brewing Co., Qualcomm Inc., Reynolds American Inc., Schlumberger NV, Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Aug. 24; Cusip 48123YNR3
• 0% commodity-linked certificates of deposit due Aug. 31, 2015 based on JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc. and Incapital LLC as distributor; pricing Aug. 24; Cusip 48123YND4
• Contingent coupon certificates of deposit due Aug. 31, 2016 linked to the stocks of Abbott Laboratories, Altria Group, Inc., Amazon.com, Inc., Berkshire Hathaway Inc., Bristol-Myers Squibb Co., Campbell Soup Co., Dow Chemical Co., Goldcorp Inc., Qualcomm Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Aug. 26; Cusip 48123YNP7
• Digital contingent coupon certificates of deposit due Aug. 31, 2016 linked to the stocks of Abbott Laboratories, Amazon.com, Inc., American Express Co., Barrick Gold Corp., Bristol-Myers Squibb Co., CVS Caremark Corp., Dow Chemical Co., Intel Corp., Reynolds American Inc. and Whole Foods Market, Inc.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing Aug. 26; Cusip 48123YNT9
• 0% certificates of deposit due Feb. 28, 2017 linked to the MSCI World index, the JPMorgan GBI Global Bond Index Total Return hedged in dollars, the Dow Jones-UBS Commodity index and the Japanese yen against the dollar; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48123YNS1
• Callable six-month Libor and S&P 500 index accrual certificates of deposit due Aug. 27, 2025; via J.P. Morgan Securities Inc. as agent and Incapital LLC as distributor; settling Aug. 27; Cusip 48123YNX0
JPMORGAN CHASE & CO.
• 0% buffered Performance Leveraged Upside Securities due Aug. 29, 2012 linked to S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 25; Cusip 46634E155
• 0% buffered return enhanced notes due March 1, 2012 based on S&P 500 index; 95% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 25; Cusip 48124AZM2
• 15.75% reverse convertible notes due Nov. 30, 2010 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing Aug. 26
• 10.5% reverse convertible notes due Aug. 31, 2011 linked to American Express Co. stock; via JPMorgan; pricing Aug. 26
• 9% upside auto callable single observation reverse exchangeable notes due Aug. 31, 2011 linked to the common stock of Apple Inc.; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AYA9
• 16% reverse convertible notes due Feb. 28, 2011 linked to Arch Coal, Inc. stock; via JPMorgan; pricing Aug. 26
• 10.75% reverse convertible notes due Feb. 28, 2011 linked to Bank of America Corp. stock; via JPMorgan; pricing Aug. 26
• 12.5% reverse convertible notes due Feb. 28, 2011 linked to Ford Motor Co. stock; via JPMorgan; pricing Aug. 26
• 13% reverse convertible notes due Feb. 28, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing Aug. 26
• 0% buffered return enhanced notes due Feb. 29, 2012 linked to iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXS1
• 0% principal-protected notes due Aug. 29, 2014 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AZC4
• 21% reverse convertible notes due Nov. 30, 2010 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing Aug. 26
• 0% semiannual review notes due Feb. 29, 2012 linked to Market Vectors Gold Miners exchange-traded fund; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXY8
• 0% semiannual review notes due Feb. 29, 2012 linked to Market Vectors Gold Miners exchange-traded fund; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXZ5
• 11.5% reverse convertible notes due Aug. 31, 2011 linked to Peabody Energy Corp. stock; via JPMorgan; pricing Aug. 26
• 0% buffered return enhanced notes due Feb. 29, 2012 linked to Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXT9
• 0% buffered return enhanced notes due Feb. 29, 2012 linked to S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXU6
• 0% buffered return enhanced notes due Aug. 31, 2012 linked to S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXV4
• 10%-13% callable yield notes due Aug. 31, 2011 linked to S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXX0
• 10%-13% annualized callable yield notes due Feb. 28, 2011 linked to S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AXW2
• 6% annualized callable yield notes due Aug. 31, 2011 linked to S&P 500 index; 70% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 22546EYD0
• 9.5% reverse convertible notes due Aug. 31, 2011 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via JPMorgan; pricing Aug. 26
• 15.5% reverse convertible notes due Nov. 30, 2010 linked to Sprint Nextel Corp. stock; via JPMorgan; pricing Aug. 26
• 13% upside auto callable single observation reverse exchangeable notes due Aug. 31, 2011 linked to the shares of Transocean Ltd.; via J.P. Morgan Securities Inc.; pricing Aug. 26; Cusip 48124AZF7
• 12.25% reverse convertible notes due Nov. 30, 2010 linked to United States Steel Corp. stock; via JPMorgan; pricing Aug. 26
• 10% reverse convertible notes due Aug. 31, 2011 linked to Wells Fargo & Co. stock; via JPMorgan; pricing Aug. 26
MORGAN STANLEY
• 9%-11% Equity LinKed Securities due Feb. 22, 2011 linked to the common stock of Baker Hughes Inc.; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip 61759G620
• 0% equity-linked notes due Aug. 25, 2016 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip 61759G612
• 0% buffered Performance Leveraged Upside Securities due June 2012 linked to a basket consisting of the S&P 500 index, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing Aug. 25
• 7%-9% Equity LinKed Securities due Feb. 22, 2011 linked to the common stock of Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip 61759G638
• 11% to 14% annualized Equity LinKed Securities due April 2011 linked to the common stock of Bank of America Corp.; via Morgan Stanley & Co. Inc.; pricing in August; Cusip: 61759G745
• Leveraged CMS curve and S&P 500 index-linked callable notes due Aug. 25, 2025; via Morgan Stanley & Co. Inc.; pricing in August; Cusip 61745E4W8
• 10% to 13% annualized Equity LinKed Securities due April 2011 linked to the common stock of JPMorgan Chase & Co.; via Morgan Stanley & Co. Inc.; pricing in August; Cusip: 61759G737
• Callable notes with contingent coupon due August 2020 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in August; Cusip 617482NB6
• 8% to 11% annualized commodity Equity LinKed Securities due April 2011 linked to the S&P GSCI Brent Crude Index-Excess Return; via Morgan Stanley & Co. Inc.; pricing in August; Cusip: 617482NC4
• 0% autocallable securities due August 2013 linked to Wells Fargo & Co. common stock; via Morgan Stanley & Co. Inc.; pricing in August; Cusip 61759G729
ROYAL BANK OF CANADA
• 14.5% reverse convertible notes due Nov. 30, 2010 linked to Allegheny Technologies, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 12.25% reverse convertible notes due Feb. 28, 2011 linked to American Express Co. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 14.5% reverse convertible notes due Nov. 30, 2010 linked to Arch Coal Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 12.25% reverse convertible notes due Feb. 28, 2011 linked to Bank of America Corp. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 18.5% reverse convertible notes due Nov. 30, 2010 linked to Continental Airlines, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 13.75% reverse convertible notes due Nov. 30, 2010 linked to Consol Energy Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 19% reverse convertible notes due Nov. 30, 2010 linked to DryShips Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 16.5% reverse convertible notes due Nov. 30, 2010 linked to Fifth Third Bancorp stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 15.25% reverse convertible notes due Nov. 30, 2010 linked to First Solar, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 13.25% reverse convertible notes due Feb. 28, 2011 linked to Ford Motor Co. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 15.25% reverse convertible notes due Nov. 30, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 19.75% reverse convertible notes due Nov. 30, 2010 linked to Fuel Systems Solutions Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 14.5% reverse convertible notes due Nov. 30, 2010 linked to Garmin Ltd. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 19% reverse convertible notes due Nov. 30, 2010 linked to Genworth Financial Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 0% bullish digital notes due Aug. 31, 2012 linked to the spot price of gold; via RBC Capital Markets Corp.; pricing Aug. 26; Cusip 78008KFW8
• 9.25% reverse convertible notes due Feb. 28, 2011 linked to Goldman Sachs Group, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 14.5% reverse convertible notes due Nov. 30, 2010 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 14.5% reverse convertible notes due Nov. 30, 2010 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 17% reverse convertible notes due Nov. 30, 2010 linked to Hartford Financial Services Group, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 10.25% reverse convertible notes due Feb. 28, 2011 linked to JPMorgan Chase & Co. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 14.75% reverse convertible notes due Nov. 30, 2010 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 18.5% reverse convertible notes due Nov. 30, 2010 linked to KeyCorp stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 16% reverse convertible notes due Nov. 30, 2010 linked to Las Vegas Sands Corp. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 15% reverse convertible notes due Nov. 30, 2010 linked to Lincoln National Corp. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 24% reverse convertible notes due Nov. 30, 2010 linked to McMoRan Exploration Co. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 15.5% reverse convertible notes due Nov. 30, 2010 linked to MercadoLibre Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 19.5% reverse convertible notes due Nov. 30, 2010 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 15.5% reverse convertible notes due Nov. 30, 2010 linked to Northern Oil and Gas, Inc. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 14.75% reverse convertible notes due Nov. 30, 2010 linked to Research In Motion Ltd. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 0% buffered bullish booster notes due Aug. 29, 2014 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 26; Cusip 78008KFY4
• 15.5% reverse convertible notes due Nov. 30, 2010 linked to Starwood Hotels & Resorts Worl; Cusip: 78008KGP2
• 17% reverse convertible notes due Nov. 30, 2010 linked to Titanium Metals Corp. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 18.5% reverse convertible notes due Nov. 30, 2010 linked to Transocean Ltd. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 16.25% reverse convertible notes due Nov. 30, 2010 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 16.5% reverse convertible notes due Nov. 30, 2010 linked to Wynn Resorts Ltd. stock; via RBC Capital Markets Corp.; pricing Aug. 26
• 0% direct investment notes due Oct. 11, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Sept. 3; Cusip 78008KFN8
ROYAL BANK OF SCOTLAND NV
• 10.75% reverse convertible notes due Aug. 31, 2011 linked to American Express Co. stock; via RBS Securities Inc.; pricing Aug. 26; Cusip: 78009KLM2
• 12% reverse convertible notes due Feb. 28, 2011 linked to Bank of America Corp. stock; via RBS Securities Inc.; pricing Aug. 26
• 10% reverse convertible notes due Aug. 31, 2011 linked to Caterpillar Inc. stock; via RBS Securities Inc.; pricing Aug. 26; Cusip: 78009KLN0
• 11% reverse convertible notes due Nov. 30, 2010 linked to Consol Energy Inc. stock; via RBS Securities Inc.; pricing Aug. 26
• 10.5% reverse convertible notes due Feb. 28, 2011 linked to Dow Chemical Co. stock; via RBS Securities Inc.; pricing Aug. 26
• 12% reverse convertible notes due Feb. 28, 2011 linked to Freeport McMoRan Copper & Gold Inc. stock; via RBS Securities Inc.; pricing Aug. 26
• 14.75% reverse convertible notes due Nov. 30, 2010 linked to Goodyear Tire & Rubber Co. stock; via RBS Securities Inc.; pricing Aug. 26
• 13.25% reverse convertible notes due Feb. 28, 2011 linked to International Paper Co. stock; via RBS Securities Inc.; pricing Aug. 26
• 14.75% reverse convertible notes due Nov. 30, 2010 linked to Joy Global Inc. stock; via RBS Securities Inc.; pricing Aug. 26; Cusip
• 10.25% reverse convertible notes due Feb. 28, 2011 linked to JPMorgan Chase & Co. Inc. stock; via RBS Securities Inc.; pricing Aug. 26
• 16% reverse convertible notes due Nov. 30, 2010 linked to Las Vegas Sands Corp. stock; via RBS Securities Inc.; pricing Aug. 26
• 13.75% reverse convertible notes due Feb. 28, 2011 linked to Netflix, Inc. stock; via RBS Securities Inc.; pricing Aug. 26
• 11% reverse convertible notes due Feb. 28, 2011 linked to Research In Motion Ltd. stock; via RBS Securities Inc.; pricing Aug. 26
• Annual reset coupon securities due Aug. 31, 2015 linked to the S&P 500 index; via RBS Securities Inc.; pricing Aug. 26; Cusip 78009KLH3
• 14.25% reverse convertible notes due Nov. 30, 2010 linked to United States Steel Corp. stock; via RBS Securities Inc.; pricing Aug. 26
• 10% reverse convertible notes due Feb. 28, 2011 linked to Wells Fargo & Co. stock; via RBS Securities Inc.; pricing Aug. 26
AB SVENSK EXPORTKREDIT
• 0% enhanced growth securities with leveraged upside and buffered downside due Sept. 9, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in August
• 0% Accelerated Return Notes due October 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August
• 0% enhanced growth securities with capped upside due Sept. 7, 2012 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in August
• 14-month 0% Accelerated Return Notes linked to the Financial Select Sector Index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September
• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September
UBS AG, JERSEY BRANCH
• 0% return optimization securities with contingent protection due Aug. 30, 2013 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Securities LLC; pricing Aug. 26; Cusip 902669183
• 0% return optimization securities due in 2012 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing in August
UBS AG, LONDON BRANCH
• 10% reverse convertible notes due Aug. 31, 2011 linked to Caterpillar Inc. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Aug. 26; Cusip 902674BP4
• 13.15% reverse convertible notes due Feb. 28, 2011 linked to Dow Chemical Co. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Aug. 26; Cusip 902674BQ2
• 0% optimization securities with contingent return due Feb. 29, 2012 linked to a basket of the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Securities LLC; pricing Aug. 26; Cusip 90267C607
• 0% performance securities with contingent protection due Aug. 30, 2013 linked the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip 90267C649
• 15.9% reverse convertible notes due Nov. 30, 2010 linked to Netflix Inc. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Aug. 26; Cusip 902674BR0
• 0% performance securities with contingent protection due Aug. 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip 90267C631
• 0% performance securities with contingent protection due Aug. 31, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip 90267C706
• 0% performance allocation securities due Aug. 31, 2015 linked to the best performing among three global equity portfolios each containing different weights of the SPDR S&P 500 ETF trust, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 26; Cusip 90267C656
• 10.75% to 13.5% yield optimization notes with contingent protection due Feb. 28, 2011 based on Corning Inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 27; Cusip 90267C722
• 9% to 11.5% yield optimization notes with contingent protection due Feb. 28, 2011 based on Federal Express Corp. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 27; Cusip 90267C730
UNION BANK, NA
• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Feb. 25, 2014 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 23; Cusip 90521ACK2
• Zero-coupon principal-protected capped return market-linked certificates of deposit due Aug. 30, 2017 linked to gold; via UnionBanc Investment Services, LLC as agent and Advisors Asset Management, Inc. as distributor; pricing Aug. 25; Cusip 90521ACN6
WELLS FARGO BANK, NA
• 0% Market-linked certificates of deposit due Feb. 27, 2015 based on Australian dollar, Brazilian real, Canadian dollar and Norwegian krone relative to U.S. dollar; via Incapital LLC; pricing Aug. 24; Cusip 949748ZL4
• 0% Market-linked certificates of deposit due Aug. 31, 2016 based on SGI WISE U.S. index; via Incapital LLC and Advisors Asset Management, Inc.; pricing Aug. 24; Cusip 949748ZK6
WELLS FARGO & CO.
• 0% access securities with upside participation and contingent downside protection due Aug. 29, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing Aug. 24; Cusip 94986RAS0
• 0% enhanced growth securities due March 2014 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in September; Cusip 94986RAM3
• 0% enhanced growth securities due September 2012 based on the performance of the Russell 2000 index; via Wells Fargo Securities, LLC; settling in September; Cusip 94986RAL5
• 0% enhanced growth securities due September 2014 based on the the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settling in September; Cusip 94986RAN1
• 0% enhanced growth securities due September 2015 linked to the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in September; Cusip 94986RAR2
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