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Structured Products Calendar
BANK OF AMERICA CORP.
• Step-up callable notes due April 25, 2022; via Bank of America Merrill Lynch; settlement April 25; Cusip: 06048WLS7
• Step-up callable notes due April 30, 2027; via Bank of America Merrill Lynch; settlement April 30; Cusip: 06048WLT5
• Callable dual range accrual notes due April 30, 2027 linked to six-month Libor and the S&P 500 index; via Bank of America Merrill Lynch; settlement April 30; Cusip: 06048WLZ1
• Callable dual range accrual notes due April 30, 2027 linked to six-month Libor and the S&P 500 index; via Bank of America Merrill Lynch; settlement April 30; Cusip: 06048WMA5
• 0% Strategic Accelerated Redemption Securities due April 2013 linked to the common stock of Chesapeake Energy Corp.; via Bank of America Merrill Lynch; pricing in April
• 0% digital return notes due April 2015 linked to the 30-year Constant Maturity Swap rate; via Bank of America Merrill Lynch; pricing in April
• 0% enhanced market-linked step-up notes with buffer due April 2015 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in April
• 0% Market Index Target-Term Securities due April 2018 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in April
• 0% Capped Leveraged Index Return Notes due April 2014 linked to the Dow Jones U.S. Real Estate index; 90% trigger; via Bank of America Merrill Lynch; pricing in April
• Capped Leveraged Index Return Notes due May 2014 linked to the spot price of gold; 90% trigger; via Bank of America Merrill Lynch; pricing in April
• 9.5% STEP Income Securities due April 2013 linked to Hewlett-Packard Co. common stock; via Bank of America Merrill Lynch; pricing in April
• Currency-linked step-up notes due May 2015 linked to the Indonesian rupiah, Indian rupee and Chinese renminbi; via Bank of America Merrill Lynch; pricing in April
• 0% Strategic Accelerated Redemption Securities due May 2013 linked to iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 95% trigger; via Bank of America Merrill Lynch; pricing in April
• 0% Strategic Accelerated Redemption Securities due May 2013 linked to light sweet crude oil; via Bank of America Merrill Lynch; pricing in April
• 0% Accelerated Return Notes due June 2013 linked to the Nasdaq-100 index; via Bank of America Merrill Lynch; pricing in April
• 0% Strategic Accelerated Redemption Securities due December 2012 linked to the platinum futures contract; via Bank of America Merrill Lynch; pricing in April
• 0% Accelerated Return Notes due June 2013 linked to the Rogers International Commodity Index - Excess Return; via Bank of America Merrill Lynch; pricing in April
• 0% Accelerated Return Notes due June 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in April
• 0% Accelerated Return Notes due April 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in April
• 0% market-linked autocallable notes due April 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 617482K45
• Market-linked step-up notes due April 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in April
• 0% Leveraged Index Return Notes due April 2015 linked to the Technology Select Sector index; 95% trigger; via Bank of America Merrill Lynch; pricing in April
BANK OF MONTREAL
• 0% notes due May 30, 2013 linked to the common stocks of Abbott Laboratories, Chubb Corp., Cincinnati Financial Corp., Coca-Cola Co., Consolidated Edison, Inc., Genuine Parts Co., Kimberly-Clark Corp., McDonald's Corp., McGraw-Hill Cos., Inc., PPG Industries, Inc., Procter & Gamble Co., Stanley Black & Decker Inc., Target Corp., V.F. Corp. and Wal-Mart Stores, Inc.; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7D3
• 10% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Alcoa Inc. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAD2
• 11% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Amazon.com, Inc. shares; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAE0
• 0% notes due May 30, 2013 linked to 15 common stocks selected from the S&P High Yield Dividend Aristocrats index (AT&T Inc., Black Hills Corp., Cincinnati Financial Corp., Consolidated Edison, Inc., HCP, Inc., Kimberly-Clark Corp., Leggett & Platt, Mercury General Corp., Northwest Natural Gas Co., Old Republic International Corp., Piedmont Natural Gas Co. Inc., Pitney Bowes Inc., United Bankshares, Inc., Vectren Corp. and WGL Holdings Inc.); via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q6Y8
• 11% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Baker Hughes Inc. shares; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAF7
• 10% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Cameron International Corp. shares; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAG5
• 10% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Chicago Bridge & Iron Co. NV shares; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAH3
• 9% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Dow Chemical Co. shares; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAJ9
• 14% reverse exchangeable notes due July 30, 2012 linked to the common stock of Clean Energy Fuels Corp.; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7G6
• 11% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Freeport-McMoRan Copper & Gold Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAK6
• 10% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Halliburton Co. shares; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAL4
• 11% reverse exchangeable notes due July 30, 2012 linked to the common stock of Gilead Sciences, Inc.; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7H4
• 6.5%-9.5% autocallable reverse exchangeable notes due April 30, 2013 linked to the iShares MSCI Emerging Markets index fund; 75% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7A9
• 13.5% reverse exchangeable notes due July 30, 2012 linked to the common stock of lululemon athletica inc.; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7J0
• 12% reverse exchangeable notes due July 30, 2012 linked to the common stock of MercadoLibre, Inc.; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7K7
• 16% reverse exchangeable notes due July 30, 2012 linked to the common stock of Netflix Inc.; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q7L5
• 12% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Silver Wheaton Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAN0
• 0% enhanced return barrier notes due April 30, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q5Y9
• Contingent coupon barrier notes due April 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Q5T0
• 12% annualized reverse exchangeable notes due July 30, 2012 linked to Tesoro Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366Y7M3
• 12% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Transocean Ltd. shares; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAM2
• 14% annualized reverse exchangeable notes due July 30, 2012 linked to United States Steel Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAC4
• 11% annualized reverse exchangeable notes due July 30, 2012 linked to Valero Energy Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAA8
• 13% annualized reverse exchangeable notes due July 30, 2012 linked to Weatherford International Ltd. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAB6
• 10% annualized reverse exchangeable notes due Oct. 30, 2012 linked to Wynn Resorts Ltd. shares; 75% trigger; via BMO Capital Markets Corp.; pricing April 25; Cusip: 06366YAP5
• 9.22% annualized reverse exchangeable notes due Nov. 15, 2012 linked to Intel Corp. common stock; 80% trigger; via BMO Capital Markets Corp.; pricing May 10; Cusip: 06366YAT7
• 8.22% annualized reverse exchangeable notes due Nov. 15, 2012 linked to McKesson Corp. common stock; 85% trigger; via BMO Capital Markets Corp.; pricing May 10; Cusip: 06366YAU4
• 15.84% annualized reverse exchangeable notes due Nov. 15, 2012 linked to National Oilwell Varco Inc. common stock; 75% trigger; via BMO Capital Markets Corp.; pricing May 10; Cusip: 06366YAS9
• 0% buffered bullish notes due Nov. 14, 2012 linked to RBOB gasoline; via BMO Capital Markets Corp.; pricing May 10; Cusip: 06366RAD7
BANK OF THE WEST
• Contingent variable income market-linked certificates of deposit due April 28, 2017 linked to Altria Group, Inc., American Electric Power, AT&T, Inc., Eli Lilly & Co., Lorillard, Inc., Macy's, Inc., Mattel, Inc., Maxim Integrated Products, Silver Wheaton Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing April 25; Cusip: 06426XDL1
• Contingent variable income market-linked certificates of deposit due April 30, 2018 linked to Altria Group, Inc., AT&T, Inc., Banco Santander SA American Depositary Receipts, Eli Lilly & Co., GlaxoSmithKline plc American Depositary Receipts, HSBC Holdings plc American Depositary Receipts, Maxim Integrated Products, Silver Wheaton Corp., Vale SA American Depositary Receipts and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing April 25; Cusip: 06426XDN7
• Contingent variable income market-linked certificates of deposit due April 30, 2018 linked to the common stocks of Altria Group, Inc., American Electric Power, AT&T, Inc., Eli Lilly & Co., Lorillard, Inc., Macy's, Inc., Mattel, Inc., Maxim Integrated Products, Silver Wheaton Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp.; pricing April 25; Cusip: 06426XDM9
• Contingent variable income market-linked certificates of deposit due April 30, 2019 linked to Altria Group, Inc., American Electric Power, AT&T, Inc., Eli Lilly & Co., Lorillard, Inc., Macy's, Inc., Mattel, Inc., Maxim Integrated Products, Silver Wheaton Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing April 25; Cusip: 06426XDQ0
• Contingent variable income market-linked certificates of deposit due April 30, 2019 linked to the common stocks of Altria Group, Inc., American Electric Power, AT&T, Inc., Eli Lilly & Co., Lorillard, Inc., Macy's, Inc., Mattel, Inc., Maxim Integrated Products, Silver Wheaton Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp.; pricing April 25; Cusip: 06426XDR8
• Contingent variable income market-linked certificates of deposit due April 30, 2018 linked to S&P GSCI Cocoa Dynamic Roll Index ER, S&P GSCI Coffee Dynamic Roll Index ER, S&P GSCI Cotton Dynamic Roll Index ER, S&P GSCI Gold Dynamic Roll Index ER, S&P GSCI Lead Dynamic Roll Index ER, S&P GSCI Natural Gas Dynamic Roll Index ER, S&P GSCI Nickel Dynamic Roll Index ER, S&P GSCI Silver Dynamic Roll Index ER, S&P GSCI Sugar Dynamic Roll Index ER and S&PGSCI Zinc Dynamic Roll Index ER; via BNP Paribas Securities Corp. and Advisors Asset Management, Inc.; pricing April 25; Cusip: 06426XDP2
BARCLAYS BANK PLC
• 0% notes due Oct. 30, 2013 linked to the common stocks of Aetna Inc., Cigna Corp., Humana Inc., UnitedHealth Group Inc. and Wellpoint, Inc.; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K4C2
• 18% reverse convertible notes due July 30, 2012 linked to Alpha Natural Resources, Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JA82
• 9.5% to 12% callable yield notes due Oct. 30, 2013 linked to the common stock of Apple Inc.; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K3R0
• 0% Super Track notes due June 28, 2013 linked to the common stock of Apple Inc.; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K3S8
• 13.5% reverse convertible notes due July 30, 2012 linked to Basic Energy Services, Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JA90
• 0% notes due April 30, 2014 linked to the performance of the Brent crude futures contract; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K2N0
• 14.5% reverse convertible notes due Oct. 30, 2012 linked to Cree, Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JB32
• 18.25% reverse convertible notes due April 30, 2013 linked to First Solar, Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JB57
• 15.75% reverse convertible notes due April 30, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JB65
• 12.75% reverse convertible notes due Oct. 30, 2012 linked to Northern Oil and Gas, Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JB40
• 0% buffered Super Track digital notes due Oct. 30, 2013 linked to the Russell 2000 index; 90% trigger; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K3Q2
• Annual reset coupon buffered notes due April 28, 2017 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K3C3
• Notes due April 28, 2016 linked to the 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 Lean Hogs Index Excess Return, S&P GSCI Gold Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing April 25; Cusip: 06738K2J9
• 15% reverse convertible notes due Oct. 30, 2012 linked to Supervalu Inc. stock; via Barclays Capital; pricing April 25; Cusip: 06741JB24
• 8.75% reverse convertible notes due April 30, 2013 linked to Bank of America Corp. stock; via Barclays Capital; pricing April 26; Cusip: 06741JA74
• 10.75% reverse convertible notes due April 30, 2013 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing April 26; Cusip: 06741JA66
• 0% buffered Super Track digital notes due April 30, 2014 linked to the Russell 2000 index; via Barclays Capital; pricing April 26; Cusip: 06738K2V2
• 0% buffered Super Track digital notes due April 30, 2015 linked to the S&P 500 index; via Barclays Capital; pricing April 26; Cusip: 06738K2Y6
• 9.5% reverse convertible notes due Oct. 31, 2012 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing April 26; Cusip: 06741JA58
0% notes due May 1, 2014 linked to the Chinese renminbi; via Barclays Capital Inc., JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing April 27; Cusip: 06738K4E8
• 0% capped market plus notes due May 8, 2013 linked to palladium; via Barclays Capital Inc., JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing April 27; Cusip: 06738K4B4
• 8.7%-10.7% reverse convertible notes due Nov. 2, 2012 linked to Cummins, Inc. stock; via Barclays Capital; pricing April 30; Cusip: 06741JC31
• 0% notes due May 12, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing May 7; Cusip: 06738K2Z3
• Buffered iSuper Track notes due May 15, 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing May 10; Cusip: 06738K3Y5
BMO HARRIS BANK NA
• Annual digital yield generator certificates of deposit due April 28, 2017 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., Avon Products Inc., Barrick Gold Corp., Best Buy Co. Inc., Cablevision Systems Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Walgreen Co. and Whirlpool Corp.; via BMO Capital Markets Corp. and distributor Incapital LLC; pricing April 25; Cusip: 05573JFZ2
• Annual digital yield generator certificates of deposit due April 30, 2019 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., Avon Products Inc., Barrick Gold Corp., Best Buy Co. Inc., Cablevision Systems Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Walgreen Co. and Whirlpool Corp.; via BMO Capital Markets Corp. and distributor Incapital LLC; pricing April 25; Cusip: 05573JGB4
• Semiannual digital yield generator certificates of deposit due April 30, 2018 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., Avon Products Inc., Barrick Gold Corp., Best Buy Co. Inc., Cablevision Systems Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Walgreen Co. and Whirlpool Corp.; via BMO Capital Markets Corp. and distributor Incapital LLC; pricing April 25; Cusip: 05573JGC2
• Semiannual digital yield generator certificates of deposit due April 30, 2019 linked to the common stocks of Altria Group Inc., Archer-Daniels-Midland Co., Avon Products Inc., Barrick Gold Corp., Best Buy Co. Inc., Cablevision Systems Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Walgreen Co. and Whirlpool Corp.; via BMO Capital Markets Corp. and distributor Incapital LLC; pricing April 25; Cusip: 05573JGD0
BNP PARIBAS
• 0% notes due April 28, 2017 linked to the performance of the Morningstar Ultimate Stock-Pickers Target Volatility 7% index; via BNP Paribas Securities; pricing April 25; Cusip: 05567L4L8
CITIGROUP FUNDING INC.
• Annual observation coupon notes due April 30, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing April 25
• 0% trigger performance securities due April 30, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 17318Q889
• 0% buffered digital plus notes due October 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing April 26; Cusip: 1730T0WX3
• Non-callable fixed-to-floating notes due May 2, 2016; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 1730T0XD6
• 7%-9% annualized single observation Equity LinKed Securities due Nov. 21, 2012 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17318Q707
• 6.75%-8.75% annualized single observation Equity LinKed Securities due Nov. 21, 2012 linked to Halliburton Co. common stock; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17318Q871
• 0% jump securities due May 30, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17318Q806
• 0% Performance Leveraged Upside Securities due May 2013 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing April 27; Cusip: 17318Q509
• 0% dual directional trigger securities due Nov. 4, 2013 linked to the Energy Select Sector SPDR fund; via Citigroup Global Markets Inc.; pricing April 30; Cusip: 1730T0XC8
CREDIT SUISSE AG, NASSAU BRANCH
• 0% absolute return barrier securities due April 30, 2014 linked to Apple Inc.; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TRF0
• Securities due April 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TQW4
• 10% to 12% callable yield notes due July 30, 2013 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TRJ2
• 4% digital barrier coupon notes due May 2, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TQP9
• 7.5% to 8.5% callable yield notes due July 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TRM5
• 5.5%-6.5% callable yield notes due Oct. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; 62.5% trigger; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TRB9
• 8% callable yield notes due April 30, 2014 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing April 25; Cusip: 22546TPT2
• 7%-8% callable yield notes due Aug. 1, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 26; Cusip: 22546TQV6
• 0% capped knock-out notes due May 15, 2013 linked to the common stock of Citigroup Inc.; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing April 27; Cusip: 22546TRQ6
• Annual coupon CS notes due May 5, 2017 linked to the common stocks of Altria Group, Inc., Amazon.com, Inc., Archer-Daniels-Midland Co., Avon Products, Inc., Charles Schwab Corp., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Valero Energy Corp. and Verizon Communications Inc.; via Credit Suisse Securities (USA) LLC; pricing May 2; Cusip: 22546TQX2
• High/low coupon callable yield notes due May 9, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 4; Cusip: 22546TRL7
DEUTSCHE BANK AG, LONDON BRANCH
• 0% return optimization securities due May 31, 2013 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 25154V474
• 0% market contribution securities due May 21, 2015 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc.; pricing May 17; Cusip: 2515A1JK8
GOLDMAN SACHS BANK USA
• Contingent coupon certificates of deposit due 2019 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Gilead Sciences, Inc., Google, Inc. Hewlett-Packard Co., Newmont Mining Corp., PepsiCo, Inc., Southern Co. and Target Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143APE9
• Contingent coupon certificates of deposit due 2017 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Gilead Sciences, Inc., Google, Inc. Hewlett-Packard Co., Newmont Mining Corp., PepsiCo, Inc., Southern Co. and Target Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143APJ8
• Contingent coupon certificates of deposit due 2017 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Gilead Sciences, Inc., Google, Inc. Hewlett-Packard Co., Newmont Mining Corp., PepsiCo, Inc., Southern Co. and Target Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143APD1
• Contingent coupon certificates of deposit due 2018 linked to Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Gilead Sciences, Inc., Google, Inc. Hewlett-Packard Co., Newmont Mining Corp., PepsiCo, Inc., Southern Co. and Target Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143APH2
• 0% equity-linked certificates of deposit due 2019 linked to equal weights of the Euro Stoxx 50 index, the S&P 500 index, the S&P/TSX 60 index and the Topix; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143APG4
GOLDMAN SACHS GROUP, INC.
• 0% leveraged buffered basket-linked notes due May 15, 2013 linked to three indexes (Euro Stoxx 50 index, Topix index and FTSE 100 index), each converted into dollars; via Goldman Sachs & Co. as underwriter with J.P. Morgan Securities LLC as placement agent; pricing April 27; Cusip: 38143U2Y6
• 0% buffered commodity-linked notes due Nov. 5, 2012 tied to the ICE Brent Crude futures contract; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities (agent); pricing April 27; Cusip: 38143U2T7
• 0% currency-linked notes due May 10, 2013 linked to the Mexican peso relative to the dollar; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities (agent); pricing April 27; Cusip: 38143U2U4
• Callable step-up fixed-rate notes due April 2016 with 2.5% initial rate; via Goldman Sachs & Co. and Incapital LLC; settlement in April; Cusip: 38143U2P5
• Callable step-up fixed-rate notes due April 2021 with 4% initial rate; via Goldman Sachs & Co. and Incapital LLC; settlement in April; Cusip: 38143U2N0
• 42-month 0% buffered index-linked digital notes tied to the Dow Jones industrial average; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U2B6
• 69-month 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U2A8
• 0% buffered equity index fund-linked notes tied to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.; Cusip: 38143UU82
• 36- to 42-month 0% leveraged buffered notes linked to the MSCI All Country World index; via Goldman Sachs & Co.
• 24- to 26-month 0% buffered notes linked to a basket containing the MSCI EAFE index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UU41
• 18-month 0% autocallable buffered index-linked notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143UQ53
• 19- to 21-month 0% currency-linked notes tied to the Russian ruble, the Chinese renminbi, the Mexican peso and the Korean won, each with a 15% weight, as well as the Brazilian real, the Indian rupee, the Turkish lira and the Indonesian rupiah, each with a 10% weight, relative to the dollar; via Goldman Sachs & Co.
• 24-month 0% index-linked knock-out notes linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via Goldman, Sachs & Co.; Cusip: 38143U2Q3
• 24-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U2R1
• 30- to 33-month 0% leveraged buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.
• 36-month 0% buffered notes linked to S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U2C4
• 36- to 39-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.
• 48-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UT43
• Five-year 0% buffered index-linked range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UU66
• 10-year callable monthly range accrual notes linked to the S&P 500 index and six-month Libor; via Goldman Sachs & Co.; Cusip: 38143U2M2
• 0% five-year basket-linked notes linked to the best performing of three baskets containing different combinations of the currency component (Brazilian real, British pound, euro and Japanese yen), the S&P GSCI Excess Return index, the equity component (S&P 500 index, Euro Stoxx 50 index, Topix index and iShares MSCI Emerging Markets index fund) and the iShares Barclays 7-10 Year Treasury bond fund; via Goldman Sachs & Co.; Cusip 38143U2S9
HSBC BANK USA, NA
• Annual income opportunity notes with auto cap due May 1, 2017 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Pfizer Inc., Ralph Lauren Corp., Silver Wheaton Corp. and Mosaic Co.; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40431GP78
• Annual income opportunity notes with auto cap due April 30, 2019 linked to American Electric Power Co., AT&T Inc., Biogen Idec Inc., Kimberly-Clark Corp., Lockheed Martin Corp., Maxim Integrated Products, Pfizer Inc., Ralph Lauren Corp., Silver Wheaton Corp. and Mosaic Co.; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40431GP52
• Annual Income Opportunity certificates of deposit with auto cap feature due April 30, 2019 linked to a global industry titans basket, including AstraZeneca plc, Encana Corp., General Mills, Inc., Gerdau SA, Home Depot, Inc., Icici Bank Ltd., Randgold Resources Ltd., Taiwan Semiconductor Manufacturing Co., Unilever NV and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing April 25; Cusip: 40431GQ36
HSBC USA INC.
• 0% buffered return optimization securities due April 30, 2014 linked to the iShares MSCI Emerging Markets Index Fund; 73%-78% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing April 25; Cusip: 40433K140
• 0% contingent return optimization securities due April 30, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing April 25; Cusip: 40433K165
• 0% trigger autocallable optimization securities due April 28, 2017 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing April 26; Cusip: 40433M872
• 0% trigger autocallable optimization securities due April 28, 2017 linked to the iShares Russell 2000 index fund; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing April 26; Cusip: 40433M864
• Fixed-to-floating notes due May 2, 2022; via HSBC Securities (USA) Inc.; pricing April 27; Cusip: 4042K1G72
• 0% currency-linked trigger jump securities due May 2, 2014 linked to Brazilian real, Australian dollar, Russian ruble and Canadian dollar, euro, U.S. dollar and the Japanese yen; 90% trigger; via HSBC Securities (USA) Inc. and Morgan Stanley Smith Barney LLC; pricing April 27; Cusip: 4042K1E74
• 0% Strategic Accelerated Redemption Securities due May 2013 linked to the common stock of JPMorgan Chase & Co.; via Bank of America Merrill Lynch; pricing in April
• 0% Accelerated Return Notes due June 2013 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in April
• 0% digital notes due Nov. 12, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 4; Cusip: 4042K1H30
JPMORGAN CHASE BANK, NA
• Digital contingent coupon certificates of deposit due April 30, 2018 linked to Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing April 25; Cusip: 48124JBH0
• Digital contingent coupon certificates of deposit due April 28, 2017 linked to Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing April 25; Cusip: 48124JBG2
• Digital contingent coupon certificates of deposit due April 30, 2019 linked to Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing April 25; Cusip: 48124JBJ6
• Digital contingent coupon certificates of deposit due April 30, 2019 linked to Altria Group, Inc., Clorox Co., Duke Energy Corp., Goldcorp Inc., Hasbro, Inc., Kellogg Co., Lockheed Martin Corp., Lorillard, Inc., PepsiCo, Inc. and Sysco Corp.; via J.P. Morgan Securities LLC and Incapital LLC; pricing April 25; Cusip: 48124JBK3
• 0% certificates of deposit due Oct. 31, 2018 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via J.P. Morgan Securities LLC and Incapital LLC; pricing April 25; Cusip: 48124JAP3
• 0% certificates of deposit due Oct. 31, 2018 linked to the JPMorgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing April 25; Cusip: 48124JAW8
• 0% certificates of deposit due Oct. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing April 25; Cusip: 48124JBC1
• 0% certificates of deposit due April 30, 2018 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC as distributor; pricing April 25; Cusip: 48124JAT5
JPMORGAN CHASE & CO.
• Callable fixed-rate step-up notes due April 30, 2032; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VUK4
• Digital contingent coupon notes due April 30, 2018 linked to the common stocks of Altria Group, Inc., Barrick Gold Corp., CenturyLink, Inc., Kinross Gold Corp., Lorillard, Inc., Mead Johnson Nutrition Co., PG&E Corp., Time Warner Cable Inc., Verizon Communications Inc. and Walgreen Co.; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTN0
• 0% buffered return enhanced notes due Oct. 31, 2013 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTC4
• 0% buffered return enhanced notes due April 30, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTF7
• 10%-11% autocallable yield notes due April 30, 2013 linked to the iShares MSCI EAFE index fund and the Market Vectors Gold Miners Exchange Traded Fund; 65% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTR1
• 0% notes due Oct. 30, 2015 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 48125VTL4
• 0% notes due July 29, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 48125VTK6
• 0% notes due April 30, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTP5
• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due April 29, 2016; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTH3
• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due April 30, 2018; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTJ9
• 0% return notes due July 31, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTG5
• 0% return notes due July 31, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VVA5
• 0% capped leveraged buffered index-linked notes due Oct. 27, 2014 tied to the MSCI EAFE index; via J.P. Morgan Securities LLC; settlement April 25; Cusip: 48125VVK3
• 10% upside autocallable single observation reverse exchangeable notes due April 30, 2013 linked to Royal Caribbean Cruises Ltd. shares; 60% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VVR8
• 10%-11% autocallable yield notes due April 30, 2013 linked to the Russell 2000 index and the Market Vectors Gold Miners Exchange Traded Fund; 65% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTQ3
• 0% buffered return enhanced notes due Oct. 31, 2013 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTB6
• 5% autocallable yield notes due April 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VWE6
• 0% buffered return enhanced notes due Oct. 31, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VTE0
• Callable variable-rate range accrual notes due April 30, 2027 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 48125VUH1
• 9% reverse convertible notes due Oct. 31, 2012 linked to Amazon.com, Inc. stock; via JPMorgan; pricing April 26; Cusip: 48125VVY3
• 0% contingent absolute return autocallable optimization securities due May 3, 2013 linked to Apache Corp. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing April 26; Cusip: 46637G751
• 0% contingent absolute return autocallable optimization securities due May 3, 2013 linked to Apple Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing April 26; Cusip: 46637G728
• 15% reverse convertible notes due July 31, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing April 26; Cusip: 48125VVZ0
• 0% contingent absolute return autocallable optimization securities due May 3, 2013 linked to Citigroup Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing April 26; Cusip: 46637G744
• 11.25% reverse convertible notes due Oct. 31, 2012 linked to Halliburton Co. stock; via JPMorgan; pricing April 26; Cusip: 48125VVW7
• 15% reverse convertible notes due Oct. 31, 2012 linked to Lululemon Athletica Inc. stock; via JPMorgan; pricing April 26; Cusip: 48125VVV9
• 21% reverse convertible notes due July 31, 2012 linked to Molycorp, Inc. stock; via JPMorgan; pricing April 26; Cusip: 48125VWA4
• 18% reverse convertible notes due July 31, 2012 linked to Netflix, Inc. stock; via JPMorgan; pricing April 26; Cusip: 48125VVU1
• 17% reverse convertible notes due Oct. 31, 2012 linked to Peabody Energy Corp. stock; via JPMorgan; pricing April 26; Cusip: 48125VVX5
• 0% contingent absolute return autocallable optimization securities due May 3, 2013 linked to SanDisk Corp. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing April 26; Cusip: 46637G736
• 11.5%-13.5% autocallable yield notes due May 1, 2013 linked to the SPDR S&P Metals & Mining exchange-traded fund, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing April 26; Cusip: 48125VWF3
• 19% reverse convertible notes due July 31, 2012 linked to United States Steel Corp. stock; via JPMorgan; pricing April 26; Cusip: 48125VVT4
• 0% digital notes due May 15, 2013 linked to the common stock of Apple Inc.; via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48125VWH9
• Autocallable contingent interest notes due May 15, 2013 linked to the common stock of Citigroup Inc.; via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48125VWJ5
• 0% capped buffered return enhanced notes due May 15, 2013 linked to three buffered return enhanced components and their related currencies (Euro Stoxx 50 index, FTSE 100 index and Topix index; euro, pound and yen); via J.P. Morgan Securities LLC; pricing April 27; Cusip: 48125VWK2
• Contingent income autocallable securities due May 2, 2013 linked to General Electric Co. shares; 80% trigger; via JPMorgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing April 27; Cusip: 46637G769
• 8.85% reverse convertible notes due Nov. 16, 2012 linked to Emerson Electric Co. stock; via JPMorgan; pricing May 10; Cusip: 48125VWB2
• 0% dual directional knock-out buffered equity notes due May 15, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48125VWC0
LLOYDS TSB BANK PLC
• Callable range accrual notes due April 27, 2027 linked to the S&P 500 index and six-month Libor; via Morgan Stanley & Co. LLC; settlement April 27; Cusip: 5394E8AQ2
MORGAN STANLEY
• 0% dual directional trigger Performance Leveraged Upside Securities due April 30, 2014 linked to Apple Inc. common stock; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482J54
• Contingent coupon currency-linked notes due April 28, 2017 linked to equal weights of the Australian dollar, Brazilian real, Canadian dollar and Russian ruble relative to the U.S. dollar; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482SM7
• 0% buffered jump securities due Oct. 28, 2016 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482J39
• 0% market-linked notes due April 28, 2017 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482J62
• 0% market-linked notes due April 28, 2017 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC is the agent, and UBS Financial Services Inc.; pricing April 25; Cusip: 617482J96
• 0% buffered return optimization securities due April 30, 2015 linked to the Dow Jones-UBS Commodity index; 85% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 61760T736
• 0% jump notes due April 30, 2018 linked to the performance of gold; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482N26
• 0% buffered return optimization securities due April 30, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; pricing April 25; Cusip: 61760T686
• 0% market-linked notes due Oct. 30, 2015 based on the quarterly capped performance of the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482J47
• Non-callable contingent coupon notes due April 30, 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing April 25; Cusip: 617482K29
• 0% buffered return optimization securities due April 30, 2014 linked to the Technology Select Sector SPDR fund; 90% trigger; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 25; Cusip: 61760T694
• Trigger phoenix autocallable optimization securities due April 28, 2017 linked to American Express Co. common stock; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 26; Cusip: 61760T876
• Trigger phoenix autocallable optimization securities due April 28, 2017 linked to CVS Caremark Corp. common stock; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 26; Cusip: 61755S123
• Trigger phoenix autocallable optimization securities due April 28, 2017 linked to Deere & Co. common stock; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 26; Cusip: 61755S115
• Trigger phoenix autocallable optimization securities due April 28, 2017 linked to Qualcomm Inc. common stock; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing April 26; Cusip: 61760T884
• Fixed-to-floating notes due April 30, 2017; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; settlement April 30; Cusip: 61760QBA1
• Fixed-to-floating-rate securities due April 30, 2017 denominated in Australian dollars and payable in U.S. dollars; via Morgan Stanley & Co. LLC; settlement April 30; Cusip: 61760QAZ7
• Leveraged CMS curve and S&P 500 index-linked notes due April 30, 2032 tied to 30-year Constant Maturity Swap rate over the two-year CMS rate; via Morgan Stanley & Co. LLC; settlement April 30; Cusip: 61760QAW4
• Contingent income autocallable securities due May 2013 linked to the common stock of Caterpillar Inc.; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61755S131
• 0% buffered performance securities due April 2014 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing in April; Cusip: 61760T850
• Contingent income autocallable securities due April 2013 linked to Broadcom Corp. common stock; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760T637
• 0% currency-linked notes due April 2015 linked to equal weights of the Canadian dollar, Mexican peso and U.S. dollar relative to the euro; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 617482SL9
• Contingent income autocallable securities due April 2015 linked to CBS Corp. shares; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in April; Cusip: 61760T868
• 0% dual directional buffered Performance Leveraged Upside Securities due April 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; 85% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in April; Cusip: 61760T801
• 0% buffered jump securities due October 2015 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760T652
• 0% market-linked autocallable notes due April 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 617482K45
• 0% dual directional trigger Performance Leveraged Upside Securities due April 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760T645
• Contingent coupon range accrual notes due April 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 617482K37
• 0% buffered Performance Leveraged Upside Securities due April 2014 linked to S&P 500 index, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 90% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in April; Cusip: 61760T819
• 0% market-linked notes due April 2017 linked to the S&P 500 Daily Risk Control 10% Index Excess Return; via Morgan Stanley & Co. LLC; pricing in April; Cusip: 61760T660
ROYAL BANK OF CANADA
• 0% buffered bullish enhanced return notes due May 31, 2013 linked to the Russell 2000 index; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008T4L5
• 0% buffered bullish return notes due July 31, 2013 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008T4K7
• 0% buffered bullish return notes due April 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008T4B7
• 0% buffered bullish knock-out notes due April 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008T4N1
• 0% buffered bullish return notes due Oct. 30, 2015 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing April 25; Cusip: 78008T4C5
• 10% reverse convertible notes due Oct. 30, 2012 linked to Apple Inc. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5C4
• 12.25% reverse convertible notes due July 30, 2012 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T4Y7
• 11% reverse convertible notes due Oct. 30, 2012 linked to Cummins Inc. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5D2
• 10% reverse convertible notes due July 30, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T4Z4
• 12.75% reverse convertible notes due July 30, 2012 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5A8
• 10.25% reverse convertible notes due Oct. 30, 2012 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5E0
• 13% reverse convertible notes due Oct. 30, 2012 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5F7
• 11.5% reverse convertible notes due July 30, 2012 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T4X9
• 10% reverse convertible notes due July 30, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5B6
• 12.5% reverse convertible notes due Oct. 30, 2012 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing April 26; Cusip: 78008T5G5
• Redeemable step-up notes due April 30, 2024; via RBC Capital Markets, LLC; settlement April 30; Cusip: 78008T4S0
• Redeemable CMS10 range accrual notes due April 30, 2032; via RBC Capital Markets, LLC; settlement April 30; Cusip: 78008T4T8
• 0% Accelerated Return Notes due June 2013 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in April
• 0% growth securities with capped upside and fixed percentage buffered downside due Aug. 2, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in April; Cusip: 78008T4J0
• 0% autocallable access securities with fixed percentage buffered downside due May 2, 2014 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in April; Cusip: 78008T4F8
• 0% growth securities with capped upside and fixed percentage buffered downside due Aug. 2, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in April; Cusip: 78008T4H4
• 0% Strategic Accelerated Redemption Securities due May 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in April
• 0% direct investment notes due June 10, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing May 3; Cusip: 78008T4E1
• 8%-13% reverse convertible notes due Nov. 15, 2012 linked to United Technologies Corp. shares; via RBC Capital Markets, LLC; pricing May 10; Cusip: 78008T5K6
• 0% absolute return barrier notes due May 14, 2014 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing May 10; Cusip: 78008T5J9
• 0% autocallable access securities with fixed percentage buffered downside due May 2, 2014 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; Cusip: 78008T4G6
ROYAL BANK OF SCOTLAND PLC
• Variable-income notes due April 30, 2018 linked to a the common stocks of Altria Group, Inc., Apple Inc., AT&T Inc., Avon Products, Inc., Bristol-Myers Squibb Co., Colgate-Palmolive Co., Emerson Electric Co., Lockheed Martin Corp., Verizon Communications Inc. and Walgreen Co.; via RBS Securities Inc.; pricing April 25; Cusip: 78009PCU3
• 0% digital notes with fixed buffer due April 30, 2015 linked to the S&P 500 index; via RBS Securities Inc.; pricing April 25; Cusip: 78009PCT6
• 0% digital notes with fixed buffer due Oct. 30, 2015 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing April 26; Cusip: 78009PCS8
SUNTRUST BANKS, INC.
• Fixed-to-floating notes due April 30, 2017; via SunTrust Robinson Humphrey, Inc.; pricing April 25; Cusip: 86802WAJ7
• Fixed-to-floating-rate notes due May 1, 2017; via SunTrust Robinson Humphrey, Inc.; pricing April 25; Cusip: 86802WAJ7
UBS AG, LONDON BRANCH
• 0% exchange-traded access securities due April 30, 2042 linked to the Dow Jones-UBS Commodity Index 2-4-6 Forward Blend Total Return; via UBS Securities LLC; pricing April 25; Cusip: 90267L201
• 0% contingent return optimization securities due April 30, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 9026M0556
• 0% trigger performance securities due April 28, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 25; Cusip: 9026M0549
• Contingent income autocallable securities due May 7, 2013 linked to Brent crude oil; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing April 27; Cusip: 902674HM5
• 6.25%-6.8% reverse convertible securities due April 2013 linked to the SPDR Gold Trust; via UBS Securities LLC; pricing in April; Cusip: 902674HN3
WELLS FARGO BANK, NA
• 0.5% quarterly capped certificates of deposit due Oct. 31, 2017 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing April 25; Cusip: 949748P27
WELLS FARGO & CO.
• 0% growth securities with capped upside and fixed percentage buffered downside due Oct. 30, 2013 linked to the MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing April 25; Cusip: 94986RJL6
• Capped floating-rate notes due May 8, 2015; via Wells Fargo Securities, LLC; pricing April 30; Cusip: 94986RJN2
• 0% market-linked notes due November 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; pricing in April; Cusip: 94986RJH5
• 0% market-linked notes due November 2016 linked to the Australian dollar, Norwegian krone and Canadian dollar; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RJJ1
• 0% growth securities with upside participation and buffered downside due November 2015 linked to the SPDR S&P 500 ETF Trust, SPDR S&P MidCap 400 ETF Trust and the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RJF9
• 0% growth securities with upside participation and buffered downside due November 2016 linked to the SPDR S&P 500 ETF Trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 80% trigger; via Wells Fargo Securities, LLC; settlement in May; Cusip: 94986RJG7
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