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Prospect News home > News index > List of issuers C > Headlines for Calendar > News item
Published on 12/21/2011 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Dec. 28, 2031; via Bank of America Merrill Lynch; settlement Dec. 28; Cusip: 06048WJY7

• 0% currency-linked step-up notes due December 2013 linked to the Russian ruble, the Indian rupee and the Chinese renminbi; via Bank of America Merrill Lynch; pricing in December

• 0% Accelerated Return Notes due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in December

• 0% Accelerated Return Notes due February 2013 linked to the Consumer Staples Select Sector index; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due March 2013 linked to copper; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 0% Market Index Target-Term Securities due December 2016 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in January

• Coupon-bearing notes due January 2013 linked to the common stock of Exxon Mobil Corp.; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due March 2013 linked to gold; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 9% STEP Income Securities due January 2013 linked to Microsoft Corp. shares; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due December 2013 linked to Rogers International Commodity Index-Excess Return; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 0% autocallable enhanced market-linked step-up notes with buffer due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% lock-in notes due December 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

BANK OF MONTREAL

• 19% reverse exchangeable notes due March 30, 2012 linked to Alcoa Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QM46

• 16% annualized reverse exchangeable notes due March 30, 2012 linked to the common stock of Amazon.com, Inc.; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QP43

• 11% reverse exchangeable notes due March 30, 2012 linked to American Express Co. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QM53

• 9% reverse exchangeable notes due March 30, 2012 linked to Boeing Co. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QM61

• 15% reverse exchangeable notes due March 30, 2012 linked to Caterpillar Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QM79

• 16% reverse exchangeable notes due March 30, 2012 linked to the common stock of CBS Corp.; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QP27

• 12% reverse exchangeable notes due March 30, 2012 linked to the common stock of Citrix Systems, Inc.; via BMO Capital Markets Corp., pricing Dec. 22; Cusip: 06366QM87

• 11% reverse exchangeable notes due March 30, 2012 linked to the common stock of Deere & Co.; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QN86

• 15% annualized reverse exchangeable notes due March 30, 2012 linked to the common stock of Dow Chemical Co.; 70% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QP50

• 10% annualized reverse exchangeable notes due March 30, 2012 linked to the common stock of E. I. DuPont de Nemours and Co.; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QP76

• 13% reverse exchangeable notes due March 30, 2012 linked to the common stock of Electronic Arts Inc.; via BMO Capital Markets Corp., pricing Dec. 22; Cusip: 06366QM95

• 17% reverse exchangeable notes due March 30, 2012 linked to the common stock of Ford Motor Co.; via BMO Capital Markets Corp., pricing Dec. 22; Cusip: 06366QN29

• 9% reverse exchangeable notes due March 30, 2012 linked to the common stock of General Electric Co.; via BMO Capital Markets Corp., pricing Dec. 22; Cusip: 06366QN37

• 15% annualized reverse exchangeable notes due March 30, 2012 linked to International Paper Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QN45

• 10.25% to 12.25% autocallable reverse exchangeable notes due Dec. 30, 2013 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QQ67

• 8% to 10% autocallable reverse exchangeable notes due Dec. 30, 2013 linked to iShares Russell 2000 index fund; 60% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QQ75

• 0% buffered bullish enhanced return notes due Dec. 30, 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QM38

• 16% annualized reverse exchangeable notes due March 30, 2012 linked to the common stock of MercadoLibre, Inc.; 75% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QQ34

• 14% reverse exchangeable notes due March 30, 2012 linked to the common stock of Moody's Corp.; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QN94

• 0% buffered bullish digital return notes due Dec. 30, 2013 linked to the S&P 500 index; 90% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QM20

• 0% buffered bullish enhanced return notes due Dec. 30, 2012 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QQ59

• 0% buffered bullish enhanced return notes due Dec. 30, 2012 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QQ42

• 15% reverse exchangeable notes due March 30, 2012 linked to the common stock of Schlumberger Ltd.; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QP35

• 15% annualized reverse exchangeable notes due March 30, 2012 linked to St. Joe Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QN52

• 12% annualized reverse exchangeable notes due March 30, 2012 linked to the common stock of Whirlpool Corp.; 75% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QP68

• 15% annualized reverse exchangeable notes due March 30, 2012 linked to Whole Foods Market, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QN60

• 16% annualized reverse exchangeable notes due March 30, 2012 linked to Yahoo! Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing Dec. 22; Cusip: 06366QN78

• 21.37%-24.37% reverse exchangeable notes due June 29, 2012 linked to the common stock of Citigroup Inc.; via BMO Capital Markets Corp.; pricing Dec. 27; Cusip: 06366QR66

• 12.4%-15.4% reverse exchangeable notes due June 29, 2012 linked to the common stock of Dover Corp.; via BMO Capital Markets Corp.; pricing Dec. 27; Cusip: 06366QR74

• 0% buffered bullish enhanced return notes due June 28, 2013 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing Dec. 27; Cusip: 06366QR41

• 10.77%-13.77% reverse exchangeable notes due June 29, 2012 linked to the common stock of Oracle Corp.; via BMO Capital Markets Corp.; pricing Dec. 27; Cusip: 06366QR82

• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due Dec. 28, 2017 linked to a basket of stocks (AT&T Inc., Best Buy Co., Inc., CenturyLink, Inc., Cliffs Natural Resources Inc., Dow Chemical Co., Lockheed Martin Corp., M&T Bank Corp., Newmont Mining Corp., Reynolds American Inc. and Xerox Corp.); via BNP Paribas Securities Corp. (agent) and Advisors Asset Management, Inc. (distributor); pricing Dec. 22; Cusip: 06426XCM0

• Contingent variable-income market-linked certificates of deposit due Dec. 28, 2018 linked to a basket of stocks (AT&T Inc., Best Buy Co., Inc., CenturyLink, Inc., Cliffs Natural Resources Inc., Dow Chemical Co., Lockheed Martin Corp., M&T Bank Corp., Newmont Mining Corp., Reynolds American Inc. and Xerox Corp.); via BNP Paribas Securities Corp; (agent) and Advisors Asset Management, Inc. (distributor); pricing Dec. 22; Cusip: 06426XCQ1

• Contingent variable-income market-linked certificates of deposit due Dec. 28, 2018 linked to a basket of stocks (AT&T Inc., Best Buy Co., Inc., CenturyLink, Inc., Cliffs Natural Resources Inc., Dow Chemical Co., Lockheed Martin Corp., M&T Bank Corp., Newmont Mining Corp., Reynolds American Inc. and Xerox Corp.); via BNP Paribas Securities Corp; (agent) and Advisors Asset Management, Inc. (distributor); pricing Dec. 22; Cusip: 06426XCR9

• Contingent variable-income market-linked certificates of deposit due Dec. 28, 2017 linked to a basket of commodity indexes (S&P GSCI Cocoa 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, S&P GSCI Wheat Dynamic Roll Index Excess Return and S&P GSCI Zinc Dynamic Roll Index Excess Return); via BNP Paribas Securities Corp. (agent) and Advisors Asset Management, Inc. (distributor); pricing Dec. 22; Cusip: 06426XCP3

BARCLAYS BANK DELAWARE

• Certificates of deposit due Dec. 28, 2017 linked to the common stocks of AK Steel Holding Corp., Best Buy Co., Inc., Computer Sciences Corp., Freeport-McMoRan Copper & Gold Inc., Green Mountain Coffee Roasters, Inc., Hewlett-Packard Co., J.C. Penney Co., Inc., Micron Technology, Inc., Safeway Inc. and Staples, Inc.; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 06740ARG6

• Certificates of deposit due Dec. 28, 2018 linked AK Steel Holding Corp., Gannett Co., Inc., Green Mountain Coffee Roasters, Inc., Hewlett-Packard Co., Kimco Realty Corp., Lexmark International, Inc., Morgan Stanley, Nvidia Corp., QEP Resources, Inc. and Staples, Inc.; via Barclays Capital Inc. with Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 06740ARE1

• Certificates of deposit due Dec. 28, 2018 linked to Alpha Natural Resources, Inc., CenturyLink, Inc., Freeport-McMoRan Copper & Gold Inc., Green Mountain Coffee Roasters, Inc., H&R Block, Inc., Lexmark International, Inc., Morgan Stanley, Nvidia Corp., Verizon Communications, Inc. and Wynn Resorts, Ltd.; via Barclays Capital Inc. with Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 06740ARF8

• 0.4%-1% certificates of deposit due Dec. 28, 2017 linked to the S&P 500 index; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 06740ARC5

• Certificates of deposit due Dec. 28, 2017 linked to the S&P GSCI Sugar Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Live Cattle Index Excess Return, S&P GSCI Gold Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Aluminum Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc. (agent) and Advisors Asset Management, Inc. (distributor); pricing Dec. 22; Cusip: 06740ARB7

BARCLAYS BANK PLC

• Notes due Dec. 28, 2015 linked to a basket of 10 commodity indexes (S&P GSCI Sugar Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Corn Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Coffee Index Excess Return, S&P GSCI Gold Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Aluminum Index Excess Return, S&P GSCI Nickel Index Excess Return, S&P GSCI Zinc Index Excess Return); via Barclays Capital Inc.; pricing Dec. 22; Cusip: 06738KB34

• 0% buffered return enhanced notes due Jan. 9, 2013 linked to gold; 85% trigger; via Barclays Capital Inc., JPMorgan Chase Bank, NA and JPMorgan Securities LLC; pricing Dec. 23; Cusip: 06738KE72

• 13% reverse convertible notes due Dec. 28, 2012 linked to Baidu, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQJ1

• 20% reverse convertible notes due March 30, 2012 linked to Bank of America Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQA0

• 0% notes due Dec. 30, 2016 linked to the Barclays Capital Voyager II DJ-UBSCI Total Return index; via Barclays Capital Inc.; pricing Dec. 27; Cusip: 06738KXL0

• 11% reverse convertible notes due June 29, 2012 linked to Caterpillar Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQF9

• 12.5% reverse convertible notes due Dec. 28, 2012 linked to Citigroup Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQH5

_• 15%-17.5% reverse convertible notes due June 29, 2012 linked to Cummins Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQP7

• 12% reverse convertible notes due June 29, 2012 linked to eBay Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JPV5

• 15% reverse convertible notes due June 29, 2012 linked to Halliburton Co. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQD4

• Buffered iSuper Track notes due Dec. 30, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Dec. 27; Cusip: 06738KC90

• 14.5% reverse convertible notes due March 30, 2012 linked to Lululemon Athletica Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JPZ6

• 11.5% reverse convertible notes due March 30, 2012 linked to MetLife, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JPY9

• 14.5% reverse convertible notes due Dec. 28, 2012 linked to MetLife Inc stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JPX1

• 14% reverse convertible notes due June 29, 2012 linked to MGM Resorts International stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQE2

• 15% reverse convertible notes due June 29, 2012 linked to New Gold Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQC6

• 14.5% reverse convertible notes due June 29, 2012 linked to Noble Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JPW3

• 0% buffered Super Track digital notes due July 1, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Dec. 27; Cusip: 06738KD32

• 0% Super Track notes due June 30, 2014 linked to the S&P 500 index; 50% trigger; via Barclays Capital Inc.; pricing Dec. 27; Cusip: 06738KA92

• 14% reverse convertible notes due June 29, 2012 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQB8

• 19% reverse convertible notes due Dec. 28, 2012 linked to Western Refining, Inc. stock; via Barclays Capital; pricing Dec. 27; Cusip: 06741JQG7

• 0% buffered digital plus notes due June 30, 2015 linked to the Dow Jones industrial average; 80% trigger; via Barclays Capital Inc.; pricing Dec. 28; Cusip: 06738KC74

• Annual reset coupon buffered notes due Dec. 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Dec. 28; Cusip: 06738KZX2

• Annual reset coupon buffered notes due Dec. 30, 2016 linked to the S&P 500 index; 80% trigger; via Barclays Capital Inc.; pricing Dec. 28; Cusip: 06738KZY0

• 0% buffered Super Track digital notes due Dec. 31, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Dec. 28; Cusip: 06738KZZ7

• 0% annual autocallable notes due December 2014 linked to the Russell 2000 index; 70% trigger; via Barclays Capital Inc.; pricing in December; Cusip: 06738KC33

• 0% notes due December 2016 linked to the S&P 500 Dynamic Veqtor Mid-Term Total Return index; via Barclays Capital Inc.; pricing in December; Cusip: 06738KC25

• 0% notes due Jan. 6, 2017 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing Jan. 3; Cusip: 06738KE64

• 0% notes due Jan. 12, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Jan. 5; Cusip: 06738KE56

• 0% Strategic Accelerated Redemption Securities due January 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 January

• 0% bear Accelerated Return Notes due June 2012 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in January

• Zero-coupon Capped Leveraged Index Return Notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due December 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

BMO HARRIS BANK NA

• Annual digital yield generator certificates of deposit due Dec. 29, 2017 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., AT&T Inc., Bank of America Corp., Barrick Gold Corp., Caterpillar Inc., Eli Lilly & Co., Ford Motor Co., Lockheed Martin Corp. and Merck & Co. Inc.; via BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 05573JDH4

• Annual digital yield generator certificates of deposit due Dec. 31, 2018 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., AT&T Inc., Bank of America Corp., Barrick Gold Corp., Caterpillar Inc., Eli Lilly & Co., Ford Motor Co., Lockheed Martin Corp. and Merck & Co. Inc.; via BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 05573JDJ0

• Annual digital yield generator PLUS certificates of deposit due Dec. 31, 2018 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., AT&T Inc., Bank of America Corp., Barrick Gold Corp., Caterpillar Inc., Eli Lilly & Co., Ford Motor Co., Lockheed Martin Corp. and Merck & Co. Inc.; via BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing Dec. 22; Cusip: 05573JDU5

• Redeemable range accrual certificates of deposit due Dec. 30, 2026 linked to six-month Libor and the S&P 500 index; via BMO Capital Markets Corp.; pricing Dec. 28; Cusip: 05573JDW1

BNP PARIBAS

• 0% callable Certi+ 200 notes due June 30, 2014 linked to the S&P 500 index; pricing Dec. 22; Cusip: 05567L3S4

CITIBANK, NA

• Callable leveraged fixed-to-inverse floating-rate market-linked certificates of deposit due in 2031; via Citigroup Global Markets Inc.; Cusip: 172986FN6

CITIGROUP FUNDING INC.

• Noncallable fixed-to-floating notes due Dec. 28, 2014; via Citigroup Global Markets Inc.; pricing Dec. 22; Cusip: 1730T0QV4

• Noncallable fixed-to-floating notes due Dec. 22, 2015; pricing Dec. 22; Cusip: 1730T0QV4

• 0% buffered digital plus notes due May 22, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Dec. 22; Cusip: 1730T0QP7

• 0% Performance Leveraged Upside Securities due June 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Dec. 22; Cusip: 17317U436

• Annual observation coupon notes due Dec. 29, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip: 1730T0QR3

• Annual observation coupon notes due Dec. 29, 2016 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Dec. 27; Cusip: 1730T0QS1

• 11%-13% annualized single observation Equity LinKed Securities due June 20, 2012 linked to Dow Chemical Co. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing in December; Cusip: 17317U410

• 0% jump securities due January 2013 linked to the Philadelphia Oil Service Sector index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; settlement in December; Cusip: 17317U444

• 0% Performance Leveraged Upside Securities due July 24, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17317U378

CREDIT SUISSE AG, NASSAU BRANCH

• 0% digital barrier notes due Jan. 25, 2013 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 22; Cusip: 22546TJX0

• 0% digital barrier notes due Dec. 30, 2015 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22546TJA0

• 10% to 12% callable yield notes due Dec. 31, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22546THY0

• 0% digital barrier notes due Jan. 4, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22546THZ7

• 0% digital barrier notes due Jan. 4, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22546TJY8

• 7.25% to 9.25% autocallable yield notes due Dec. 31, 2012 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 27; Cusip: 22546TJP7

• High/low coupon callable yield notes due Dec. 31, 2012 linked to the S&P 500 index, the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Dec. 27; Cusip: 22546TJB8

• High/low coupon callable yield notes due Dec. 31, 2012 linked to the S&P 500 index and the Russell 2000 index; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 27; Cusip: 22546TJU6

• High/low coupon callable yield notes due Dec. 31, 2012 linked to the S&P 500 index, the Russell 2000 index and the United States Oil Fund, LP; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 27; Cusip: 22546TJT9

• 13% to 16% callable yield notes due Jan. 7, 2013 linked to the S&P 500 index and the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJV4

• High/low coupon callable yield notes due Jan. 7, 2013 linked to the S&P 500 index, the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJW2

• High/low coupon callable yield notes due Jan. 7, 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 Dec. 30; Cusip: 22546TJR3

• 12.75% callable yield notes due Jan. 7, 2013 linked to S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJS1

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped knock-out notes due Jan. 9, 2013 linked to the common stock of Intel Corp. ; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 2515A1FU0

• 0% buffered return enhanced notes due Jan. 9, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 2515A1FT3

• 0% return enhanced notes due Jan. 9, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 2515A1FV8

• 0% capped index knock-out notes due Jan. 9, 2013 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 2515A1FS5

• 0% capped buffered underlying securities due Dec. 30, 2014 linked to S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 80% trigger; via Deutsche Bank Securities Inc.; pricing Dec. 23; Cusip: 2515A1F63

• 0% contingent fixed-payment securities due March 1, 2013 linked to the S&P 500 index and the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Dec. 23; Cusip: 2515A1FK2

• 0% review notes due June 28, 2012 linked to the S&P GSCI Brent Crude Oil Index Excess Return; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Dec. 23; Cusip: 2515A1FR7

• 0% trigger performance securities due Dec. 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 27; Cusip: 25154V300

• 0% trigger performance securities due Dec. 31, 2021 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 27; Cusip: 25154V201

• 0% accelerated return securities due 2014 linked to the Hang Seng China Enterprises index; via Deutsche Bank Securities Inc.; Cusip: 2515A1F30

• 0% digital payment securities due 2013 linked to the S&P 500 index; 75% trigger; via Deutsche Bank Securities Inc.; Cusip: 2515A1F22

EUNITS 2 YEAR U.S. MARKET PARTICIPATION TRUST: UPSIDE TO CAP / BUFFERED DOWNSIDE

• Units of beneficial interest designed to provide returns based on the performance of the S&P 500 Composite Stock Price index; via Eaton Vance Distributors, Inc.; pricing in January

GOLDMAN SACHS BANK, NA

• Contingent coupon certificates of deposit due 2017 linked to Alcoa Inc., American Express Co., Boeing Co., Bank of America Corp., Caterpillar Inc., Cisco Systems, Inc., Chevron Corp., E.I. DuPont de Nemours & Co., Walt Disney Co. General Electric Co., Home Depot Inc., Hewlett-Packard Co., IBM Corp., Intel Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., 3M Co., Merck & Co. Inc., Microsoft Corp., Pfizer Inc., Procter & Gamble Co., AT&T Inc., Travelers Cos. Inc., United Technologies Corp., Verizon Communications Inc., Wal-Mart Stores, Inc. and Exxon Mobil Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADK8

• Contingent coupon certificates of deposit due 2018 linked to AT&T Inc., Cisco Systems, Inc., Hewlett-Packard Co., Intel Corp., Kraft Foods Inc., McDonald's Corp., Merck & Co. Inc., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADN2

• 0% equity-linked certificates of deposit due 2015 linked to the Dow Jones industrial average; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADL6

• 0% equity-linked certificates of deposit due 2016 linked to the S&P 500 index; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADM4

GOLDMAN SACHS GROUP, INC.

• Five-year 0% exchangeable equity-linked notes linked to Apple Inc. common stock; via Goldman Sachs & Co.; pricing in December; Cusip: 38143UJ85

• 3.5-year 0% buffered index-linked digital notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UJ77

• Six-year 0% equity-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UH53

• 13-month 0% leveraged buffered index fund-linked notes tied to the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip: 38143UK67

• 0% leveraged buffered index-linked notes due Dec. 21, 2012 tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38143UK59

• 13- to 15-month 0% buffered equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 13- to 15-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; pricing in December

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

• 24- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

• Three-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UYV7

• Three-year buffered annual reset coupon equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH38

• Five-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UYW5

• Five-year buffered annual reset coupon equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH46

• 10-year callable quarterly index-linked range accrual notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH61

HSBC BANK USA, NA

• Annual income opportunity certificates of deposit with auto cap feature due Dec. 28, 2018 linked to the common stocks of Altria Group Inc., Bank of Montreal, CME Group Inc., eBay Inc., Eli Lilly & Co., Exelon Corp., Maxim Integrated Products, Inc., Monsanto Co., St. Jude Medical Inc. and Sysco Corp.; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 40431GE88

• Income plus certificates of deposit due Dec. 28, 2018 with 3% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 40431GD71

• Income plus certificates of deposit due Dec. 28, 2018 with 5% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 40431GD89

• Income plus certificates of deposit due Dec. 28, 2018 with 6.25% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Johnson & Johnson and Procter & Gamble Co.; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 40431GD97

• Annual income opportunity CDs with auto cap due Dec. 31, 2018 linked to the common stocks of ABB Ltd., Amgen Inc., Baidu, Inc., Barrick Gold Corp., BP plc, Canon Inc., Duke Energy Corp., Ecopetrol SA, Elan Corp. plc, Grupo Televisa SA, HDFC Bank Ltd. and Marvell Technology Group Ltd.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 40431GE62

• Annual income opportunity CDs with auto cap due Dec. 29, 2016 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 40431GE21

• Annual income opportunity CDs with auto cap due Dec. 29, 2017 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 40431GD22

• Annual income opportunity CDs with auto cap due Dec. 31, 2018 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 40431GD48

• Head-start annual income opportunity certificates of deposit with auto cap due Dec. 31, 2018 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 40431GE39

HSBC USA INC.

• 0% buffered Accelerated Market Participation Securities due June 27, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1TP8

• 0% buffered Accelerated Market Participation Securities due June 27, 2013 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1TS2

• Contingent income autocallable securities due Dec. 28, 2012 linked to iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC as distributor; pricing Dec. 22; Cusip: 40433K884

• 0% buffered Accelerated Market Participation Securities due June 27, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1TR4

• 0% buffered Accelerated Market Participation Securities due June 27, 2013 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1TN3

• 0% buffered Accelerated Market Participation Securities due June 27, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1TM5

• 0% buffered Accelerated Market Participation Securities due June 27, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 22; Cusip: 4042K1TQ6

• Annual income opportunity notes with auto cap due Dec. 31, 2018 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1UD3

• Annual income opportunity notes with auto cap due Dec. 29, 2014 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1TD5

• Annual income opportunity notes with auto cap due Dec. 29, 2015 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1TE3

• Head start annual income opportunity notes with auto cap due Dec. 29, 2016 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Mills, Inc., Halliburton Co., Intel Corp. and Mattel, Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 4042K1TU7

• 0% buffered performance plus securities due Dec. 30, 2021 linked to the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 23; Cusip: 40433K744

• 0% contingent return optimization securities due Dec. 31, 2013 linked to the Russell 2000 index; 60% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Dec. 27; Cusip: 40433K835

• 0% return optimization securities due Jan. 31, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing Dec. 27; Cusip: 40433K843

• 10%-13% autocallable yield notes due Jan. 2, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 4042K1TH6

• 13%-16% autocallable yield notes due Jan. 2, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 27; Cusip: 4042K1TJ2

• 0% buffered Accelerated Market Participation Securities due December 2013 linked to the performance of the dollar relative to the euro; via HSBC Securities (USA) Inc.; pricing in December; Cusip: 4042K1UG6

• 0% buffered Accelerated Market Participation Securities due June 2013 linked to the spot price of gold; via HSBC Securities (USA) Inc.; pricing in December; Cusip: 4042K1UB7

• 0% Accelerated Return Notes due February 2013 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% Strategic Accelerated Redemption Securities due January 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in January

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due Dec. 31, 2018 linked to the stocks of Apple, Inc., Amazon.com, Inc., Clorox Co., Goldman Sachs Group, Inc., Lockheed Martin Corp., Lowe's Cos., Inc., Newmont Mining Corp., Pfizer Inc., Philip Morris International Inc. and AT&T, Inc.; via J.P. Morgan Securities (agent) and Incapital LLC (distributor); pricing Dec. 22; Cusip: 48123Y3N4

• Digital contingent coupon certificates of deposit due Dec. 30, 2016 linked to the stocks of Apple, Inc., Amazon.com, Inc., AT&T, Inc., Clorox Co., Goldman Sachs Group, Inc., Lockheed Martin Corp., Lowe's Cos., Inc., Newmont Mining Corp., Pfizer Inc. and Philip Morris International Inc.; via J.P. Morgan Securities (agent) and Incapital LLC (distributor); pricing Dec. 22; Cusip: 48123Y3L8

• Digital contingent coupon certificates of deposit due Dec. 29, 2017 linked to the stocks of Apple, Inc., Amazon.com, Inc., AT&T, Inc., Clorox Co., Goldman Sachs Group, Inc., Lockheed Martin Corp., Lowe's Cos., Inc., Newmont Mining Corp., Pfizer Inc. and Philip Morris International Inc.; via J.P. Morgan Securities (agent) and Incapital LLC (distributor); pricing Dec. 22; Cusip: 48123Y3M6

• Digital contingent coupon certificates of deposit due Dec. 31, 2018 linked to the stocks of Apple, Inc., Amazon.com, Inc., AT&T, Inc., Clorox Co., Goldman Sachs Group, Inc., Lockheed Martin Corp., Lowe's Cos., Inc., Newmont Mining Corp., Pfizer Inc. and Philip Morris International Inc.; via J.P. Morgan Securities (agent) and Incapital LLC (distributor); pricing Dec. 22; Cusip: 48123Y3P9

• Index annual income certificates of deposit due Dec. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Dec. 22; Cusip: 48123Y3A2

• Contingent coupon certificates of deposit due Dec. 31, 2018 linked to the stocks of China Mobile Ltd., Nippon Telegraph and Telephone Corp., Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk., Hitachi Ltd., HSBC Holdings plc, Toyota Motor Corp., Taiwan Semiconductor Manufacturing Co. Ltd. and Yum! Brands, Inc.; ADSs of Icici Bank Ltd. and Baidu, Inc.; via J.P. Morgan Securities (agent) and Incapital LLC (distributor); pricing Dec. 28; Cusip: 48123Y3Q7

JPMORGAN CHASE & CO.

• Digital contingent coupon notes due June 28, 2018 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Bristol-Myers Squibb Co., Colgate-Palmolive Co., General Mills, Inc., Goldman Sachs Group, Inc., Newmont Mining Corp., PepsiCo, Inc., Walgreen Co. and Wal-Mart Stores, Inc.; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VEN6

• 0% currency-linked partial principal at risk securities due Dec. 29, 2014 linked to the performance of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the euro; via J.P. Morgan Securities LLC (agent) and Morgan Stanley Smith Barney LLC (distribution); pricing Dec. 22; Cusip: 48125VFX3

• 0% buffered return enhanced notes due June 28, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VEA4

• Annual income notes due Dec. 31, 2015 contingent on the performance of the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VEF3

• 0% return notes due March 28, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VED8

• 0% return notes due March 28, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VEE6

• 0% buffered return enhanced notes due June 28, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VDZ0

• 0% buffered return enhanced notes due June 28, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VEB2

• 0% buffered return enhanced notes due Dec. 31, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VEC0

• 0% capped index knock-out notes due Jan. 9, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VGR5

• 0% capped index knock-out notes due Jan. 9, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 22; Cusip: 48125VGT1

• 0% notes due Dec. 29, 2017 linked to 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 Dec. 22; Cusip: 48125VEL0

• 10% reverse convertible notes due Dec. 28, 2012 linked to Apple Inc. stock; via JPMorgan; pricing Dec. 27; Cusip: 48125VGS3

• 10% reverse convertible notes due June 29, 2012 linked to Hasbro, Inc. stock; via JPMorgan; pricing Dec. 27; Cusip: 48125VFP0

• 0% buffered return optimization notes due Dec. 31, 2013 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Dec. 27; Cusip: 48126B822

• 0% buffered return optimization notes due Dec. 31, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Dec. 27; Cusip: 48126B830

• 15.5% reverse convertible notes due June 29, 2012 linked to Williams-Sonoma, Inc. stock; via JPMorgan; pricing Dec. 27; Cusip: 48125VFQ8

• 16.55% reverse convertible notes due March 30, 2012 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFA3

• 14.25% reverse convertible notes due June 29, 2012 linked to Amazon.com, Inc. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFE5

• 16% reverse convertible notes due March 30, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFD7

• 12.5% reverse convertible notes due June 29, 2012 linked to Caterpillar Inc. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFJ4

• 12.5% reverse convertible notes due June 29, 2012 linked to Ford Motor Co. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFL9

• 14.25% reverse convertible notes due March 30, 2012 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VEX4

• 15.5% reverse convertible notes due March 30, 2012 linked to MGM Resorts International stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VEY2

• 17.8% reverse convertible notes due March 30, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFB1

• 14% reverse convertible notes due March 30, 2012 linked to Peabody Energy Corp. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFC9

• 13% reverse convertible notes due June 29, 2012 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFK1

• 13% reverse convertible notes due March 30, 2012 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VEZ9

• 17.5% reverse convertible notes due June 29, 2012 linked to Valero Energy Corp. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFF2

• 12.25% reverse convertible notes due June 29, 2012 linked to Wells Fargo & Co. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFH8

• 15.2% reverse convertible notes due June 29, 2012 linked to Yamana Gold Inc. stock; via JPMorgan; pricing Dec. 28; Cusip: 48125VFG0

• 11% principal-at-risk yield notes linked to the S&P GSCI Brent Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing in December

• Range accrual notes linked to the S&P GSCI Brent Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing in December

• 0% notes due Dec. 30, 2016 linked to the S&P 500 index, Dow Jones industrial average, Dow Jones-UBS Commodity index and iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; Cusip: 48125VEM8

MORGAN STANLEY

• 10%-14% Equity Linked Securities due June 25, 2012 linked to Cummins Inc. common stock; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 61760T223

• 0% commodity-linked notes due Dec. 28, 2016 linked to the Dow Jones-UBS Commodity index; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482L36

• 0% trigger Performance Leveraged Upside Securities due Dec. 28, 2015 linked to the Dow Jones-UBS Commodity index; 65% trigger; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482K94

• 0% commodity-linked notes due Dec. 28, 2015 linked to gold; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482L28

• 0% buffered jump securities due Dec. 27, 2013 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482E42

• Contingent coupon range accrual notes due Dec. 28, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482E67

• 0% equity-linked notes due Dec. 28, 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482E59

• Contingent coupon range accrual notes due Dec. 28, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Dec. 23; Cusip: 617482E83

• Leveraged CMS curve and S&P 500 index-linked notes due Dec. 27, 2026; via Morgan Stanley & Co. LLC; settlement Dec. 27; Cusip: 61745E3T6

• 0% Commodity Leading Stockmarket Return Securities due January 2014 linked to gold; via Morgan Stanley & Co. Inc.; pricing in December; Cusip: 617482L51

• 0% jump securities due December 2013 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing December; Cusip: 61760T272

• Contingent income autocallable securities due January 2013 linked to the common stock of MetLife, Inc.; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T322

• 0% market-linked notes due December 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T249

• 0% trigger jump securities due December 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T231

• 0% trigger jump securities due December 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T280

• 0% trigger jump securities due January 2016 linked to the price of gold; 65% trigger; via Morgan Stanley & Co. LLC is the agent and Morgan Stanley Smith Barney LLC; pricing in January; Cusip: 617482L44

ROYAL BANK OF CANADA

• 0% buffered bullish enhanced return notes due June 28, 2013 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets, LLC; pricing Dec. 27; Cusip: 78008TC36

• 0% contingent return optimization securities due Dec. 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Dec. 27; Cusip: 78010W269

• 10.5% reverse convertible notes due March 30, 2012 linked to Agilent Technologies, Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TD43

• 11% reverse convertible notes due March 30, 2012 linked to Alcoa Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TD50

• 8.3% to 11.3% annualized airbag yield optimization notes due June 29, 2012 linked to Alpha Natural Resources, Inc. shares; 50% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78010V691

• 15% reverse convertible notes due March 30, 2012 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TD68

• Trigger phoenix autocallable optimization securities due Dec. 31, 2012 linked to Amazon.com, Inc. common stock; 60% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78010V675

• 16% reverse convertible notes due March 30, 2012 linked to Baker Hughes Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TD76

• 13% reverse convertible notes due March 30, 2012 linked to eBay Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TD84

• 14.25% reverse convertible notes due March 30, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TD92

• 15% reverse convertible notes due March 30, 2012 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE26

• 16% reverse convertible notes due March 30, 2012 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE34

• 9.1% to 12.1% annualized airbag yield optimization notes due June 29, 2012 linked to Halliburton Co. shares; 75% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78010V709

• 0% buffered bullish booster notes due Dec. 31, 2013 linked to the iShares Silver Trust; 90% trigger; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008TZX5

• 11% reverse convertible notes due March 30, 2012 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE42

• 11.5% reverse convertible notes due March 30, 2012 linked to Noble Corp. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE59

• Trigger phoenix autocallable optimization securities due Dec. 31, 2012 linked to of Potash Corp. of Saskatchewan Inc. common stock; 65% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78010V683

• 0% buffered bullish enhanced return notes due June 28, 2013 linked to the Russell 2000 index; 90% trigger; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008TZT4.

• 0% buffered bullish digital notes due Dec. 31, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008TD27

• 0% buffered bullish booster notes due Dec. 31, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008TZZ0

• 0% buffered bullish booster notes due Dec. 31, 2013 linked to the S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008TZR8

• 0% buffered bullish enhanced return notes due June 28, 2013 linked to the S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78008TZS6

• 14% reverse convertible notes due March 30, 2012 linked to Schlumberger Ltd. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE67

• 13% reverse convertible notes due March 30, 2012 linked to Wells Fargo & Co. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE75

• 12% reverse convertible notes due March 30, 2012 linked to Whirlpool Corp. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE83

• 13.75% reverse convertible notes due March 30, 2012 linked to Wynn Resorts Ltd. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TE91

• 8% to 11% annualized airbag yield optimization notes due June 29, 2012 linked to United Continental Holdings, Inc. shares; 70% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Dec. 28; Cusip: 78010V717

• 18.75% reverse convertible notes due March 30, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TF25

• 13% reverse convertible notes due March 30, 2012 linked to Yahoo! Inc. stock; via RBC Capital Markets Corp.; pricing Dec. 28; Cusip: 78008TF33

• Redeemable step-up notes due Dec. 30, 2032; via RBC Capital Markets, LLC; settlement Dec. 30; Cusip: 78008TC69

• 0% autocallable access securities with fixed percentage buffered downside due Jan. 3, 2014 linked to the iShares Russell 2000 index fund via Wells Fargo Securities, LLC; via RBC Capital Markets, LLC; pricing in December; Cusip: 78008TZW7

• 14- to 16-month 0% buffered equity index-linked notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; pricing in December

• 0% growth securities capped upside and fixed percentage buffered downside due July 6, 2015 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in December; Cusip: 78008TZU1

• 0% direct investment notes due Feb. 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Jan. 5; Cusip: 78008TZY3

• 0% autocallable access securities with fixed percentage buffered downside due Jan. 3, 2014 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; settlement in January; Cusip: 78008TZV9

• 18- to 21-month 0% leveraged buffered equity index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• 0% digital notes with fixed buffer due Jan. 3, 2014 linked to the S&P 500 index; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009PCH2

• 0% market-linked principal-protected notes due July 3, 2017 linked to the S&P 500 index; via RBS Securities Inc.; pricing Dec. 28; Cusip: 78009PCG4

AB SVENSK EXPORTKREDIT

• 0% trigger Performance Leveraged Upside Securities due Dec. 28, 2015 linked to the Dow Jones-UBS Commodity index; 65% trigger; via Morgan Stanley & Co. LLC; pricing Dec. 22; Cusip: 617482K94

• 0% Accelerated Return Notes due March 2013 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in December

• 0% Accelerated Return Notes due February 2013 linked to the Rogers International Commodity Index-Excess Return; via Bank of America Merrill Lynch; pricing in January

UBS AG, JERSEY BRANCH

• Buffered return optimization securities due Dec. 27, 2013 linked to the price of gold; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 21; Cusip: 902641562

UBS AG, LONDON BRANCH

• 0% trigger performance securities due Dec. 30, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 27; Cusip: 90267T444

• 0% trigger autocallable optimization securities due Dec. 30, 2016 linked to the iShares Russell 2000 index fund; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 28; Cusip: 90267U847

• 0% trigger autocallable optimization securities due Dec. 30, 2016 linked to the SPDR S&P MidCap 400 ETF Trust; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 28; Cusip: 90267U839

• 0% trigger autocallable optimization securities due Dec. 30, 2016 linked to the SPDR S&P 500 ETF Trust; 60% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 28; Cusip: 90267U854

• Callable step-up fixed-rate notes due Dec. 29, 2016 with 3% initial rate; via UBS Investment Bank; settlement Dec. 29; Cusip: 90261JHV8

• Callable step-up fixed-rate notes due Jan. 13, 2027; via UBS Investment Bank; settling Jan. 13; Cusip: 90261JJS3

UNION BANK, NA

• 0% quarterly capped return market-linked certificates of deposit due Dec. 29, 2014 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC; pricing Dec. 22; Cusip: 90521AHS0

• 0% quarterly capped return market-linked certificates of deposit due Dec. 30, 2015 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Dec. 27; Cusip: 90521AHP6

• 0% market-linked certificates of deposit due Dec. 30, 2016 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Dec. 28; Cusip: 90521AHQ4

• 0% quarterly capped return market-linked certificates of deposit due June 30, 2014 linked to the Dow Jones-UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Dec. 28; Cusip: 90521AHN1

WELLS FARGO BANK NA

• 0% barrier return rebate certificates of deposit due June 29, 2018 linked to the S&P 500 index; via Incapital LLC as distributor; pricing Dec. 22; Cusip: 949748M46

• Contingent annual interest certificates of deposit due Dec. 29, 2017 linked to a basket of the common stocks of Amazon.com, Inc., American Express Co., Apple Inc., AT&T Inc., Bristol-Myers Squibb Co., CenturyLink, Inc., Dow Chemical Co., Exelon Corp., General Electric Co., General Mills, Inc., Home Depot, Inc., Johnson & Johnson, JPMorgan Chase & Co., Microsoft Corp., Monsanto Co., Newmont Mining Corp., Occidental Petroleum Corp., Procter & Gamble Co., Schlumberger NV and United Parcel Service, Inc.; via Incapital LLC as distributor; pricing Dec. 23; Cusip: 949748M38

WELLS FARGO & CO.

• Market-linked notes due July 2018 tied to the Dow Jones industrial average; via Wells Fargo Securities, LLC; pricing in December; Cusip: 94986RGS4

• 0% growth securities due July 2014 linked to the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund and the SPDR S&P MidCap 400 ETF trust; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RGR6

• 0% growth securities due July 2016 linked to SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund, the iShares Russell 2000 index fund and the iShares MSCI Emerging Markets index fund; 80% trigger; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RGQ8


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