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Prospect News home > News index > List of issuers C > Headlines for Calendar > News item

Published on 7/25/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Strategic Accelerated Redemption Securities due August 2013 linked to Brent crude oil futures contract; via Bank of America Merrill Lynch; pricing in July

• 0% Market Index Target-Term Securities due July 2014 linked to the Chinese renminbi/dollar exchange rate measure; via Bank of America Merrill Lynch; pricing in July

• 8% coupon bearing notes due August 2013 linked to Deere & Co. shares; 93% to 97% trigger; via Bank of America Merrill Lynch; pricing in July

• 11% STEP Income Securities due August 2013 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via Bank of America Merrill Lynch; pricing in July

• 0% currency-linked step-up notes due August 2015 tied to an equally weighted basket of a long position in the Mexican peso and the Brazilian real measured against the dollar; via Bank of America Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due September 2013 linked to the Nasdaq 100 index; via Bank of America Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due September 2013 linked to the PHLX Housing Sector index; via Bank of America Merrill Lynch; pricing in July

• Capped Leveraged Index Return Notes due July 2014 linked to the Rogers International Commodity Index - Excess Return; 90% trigger; via Bank of America Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due July 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in July

• Capped Leveraged Index Return Notes due July 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in July

• Market-linked step-up notes due July 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in July

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

• Leveraged Index Return Notes due July 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in July

• Capped Leveraged Index Return Notes due July 2014 linked to S&P 500 index, MSCI EAFE index and MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in July

• 0% autocallable step-up notes due Aug. 7, 2032; via Bank of America Merrill Lynch; settling Aug. 7; Cusip: 06048WMW7

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due Jan. 31, 2014 linked to the Energy Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFW0

• 0% buffered bullish enhanced return notes due Jan. 31, 2014 linked to the Financial Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFV2

• 0% buffered bullish enhanced return notes due Jan. 31, 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFX8

• 8.5% annualized reverse exchangeable notes due Jan. 31, 2013 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFS9

• 7.5% annualized reverse exchangeable notes due Jan. 31, 2013 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFR1

• 0% autocallable reverse exchangeable notes with step-up call price due July 31, 2013 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFP5

• 0% contingent risk absolute return notes due July 31, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RGA7

• 0% contingent risk absolute return notes due July 31, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RGB5

• 7.5% reverse exchangeable notes due Jan. 31, 2013 linked to the iShares Silver Trust; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFU4

• 0% autocallable reverse exchangeable notes with step-up call price due July 31, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFQ3

• 11% reverse exchangeable notes due Jan. 31, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RFT7

• Range accrual notes with contingent downside protection due July 31, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing July 26; Cusip: 06366RDM4

• 0% contingent risk absolute return notes due Aug. 7, 2014 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Aug. 2; Cusip: 06366RGF6

• 0% contingent risk absolute return notes due Aug. 7, 2014 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing Aug. 2; Cusip: 06366RGE9

• 0% contingent risk absolute return notes due Aug. 7, 2014 linked to the PowerShares QQQ Trust, Series 1; via BMO Capital Markets Corp.; pricing Aug. 2; Cusip: 06366RGD1

• 0% contingent risk absolute return notes due Aug. 7, 2014 linked to the S&P 500 index; 66% to 70% trigger; via BMO Capital Markets Corp.; pricing Aug. 2; Cusip: 06366RGC3

BANK OF THE WEST

• Five-year contingent variable income market-linked certificates of deposit linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.

• Six-year contingent variable income market-linked certificates of deposit linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.

• Seven-year contingent variable income market-linked certificates of deposit linked to Altria Group, Inc., Apple Inc., AT&T, Inc., Campbell Soup Co., ConocoPhillips, Eli Lilly & Co., Exelon Corp., Goldcorp Inc., St. Jude Medical Inc. and Valero Energy Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc.

BARCLAYS BANK DELAWARE

• Certificates of deposit due July 28, 2017 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Barclays Capital Inc.; Cusip: 06740AUY3

BARCLAYS BANK PLC

• Notes due July 31, 2018 linked to the common stocks of Apple Inc., CenturyLink, Inc., Darden Restaurants, Inc., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Hewlett Packard Co., New York Community Bancorp, Inc., Northeast Utilities, Inc., Silver Wheaton Corp. and Walgreen Co.; via Barclays Capital Inc.; pricing July 26; Cusip: 06741TCE5

• 18.25% reverse convertible notes due Jan. 31, 2013 linked to Basic Energy Services, Inc. stock; via Barclays Capital; pricing July 26; Cusip: 06741JJ59

• 18.75% reverse convertible notes due Jan. 31, 2013 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing July 26; Cusip: 06741JJ67

• 19.75% reverse convertible notes due Oct. 31, 2012 linked to Clean Energy Fuels Corp. stock; via Barclays Capital; pricing July 26; Cusip: 06741JJ42

• 10.5% reverse convertible notes due July 30, 2013 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing July 26; Cusip: 06741JK99

• 19% reverse convertible notes due July 30, 2013 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing July 26; Cusip: 06741JJ75

• 0% buffered Super Track notes due Jan. 30, 2014 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing July 26; Cusip: 06741TCK1

• 19% reverse convertible notes due Oct. 31, 2012 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing July 26; Cusip: 06741JJ34

• Annual reset coupon buffered notes due July 31, 2017 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 26; Cusip: 06741TCN5

• 0% Super Track notes due July 30, 2015 linked to the S&P 500 index; 70% trigger; via Barclays Capital Inc.; pricing July 26; Cusip: 06741TCP0

• Notes due July 31, 2017 linked to the S&P GSCI Wheat Index Excess Return, the S&P GSCI Soybean Index Excess Return, the S&P GSCI Silver Index Excess Return, the S&P GSCI Unleaded Gasoline Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Copper Index Excess Return, the S&P GSCI Brent Crude Index Excess Return, the S&P GSCI Zinc Index Excess Return and the S&P GSCI Natural Gas Index Excess Return; via Barclays Capital Inc.; pricing July 26; Cusip: 06741TCD7

• 0% contingent buffer enhanced notes due Aug. 7, 2013 linked to Brent crude oil; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing July 27; Cusip: 06741TDD6

• 8% reverse convertible notes due July 30, 2013 linked to eBay Inc. stock; via Barclays Capital; pricing July 27; Cusip: 06741JJ26

• 0% capped participation notes due Aug. 7, 2013 linked to the performance of gold; via underwriter Barclays Capital Inc. and dealers JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing July 27; Cusip: 06741TDF1

• 8% reverse convertible notes due July 30, 2013 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing July 27; Cusip: 06741JH93

• 0% buffered Super Track digital notes due July 31, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 27; Cusip: 06741TCG0

• 0% return enhanced notes due Aug. 14, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing July 27; Cusip: 06741TDJ3

• 0% buffered return enhanced notes due Aug. 14, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing July 27; Cusip: 06741TDH7

• 0% market plus notes due Feb. 5, 2014 linked to the S&P 500 index; 69.9% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing July 27; Cusip: 06741TDK0

• 8.45% reverse convertible notes due Jan. 31, 2013 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via Barclays Capital; pricing July 27; Cusip: 06741JH85

• 0% contingent buffered return enhanced notes due Aug. 14, 2013 linked to Wells Fargo & Co. shares; 70% trigger; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing July 27; Cusip: 06741TDL8

• Contingent income autocallable securities due Aug. 2, 2013 linked to Schlumberger Ltd. shares; via Barclays Capital Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing July 30; Cusip: 06738G316

• Contingent income autocallable securities due Aug. 2, 2013 linked to the common stock of Schlumberger NV; via Barclays Capital Inc.; pricing July 31; Cusip: 06738G274

• 0% bearish notes due Aug. 8, 2016 linked to the Barclays 10Y Treasury Futures index; via Barclays Capital Inc.; pricing Aug. 2; Cusip: 06741TDC8

• 0% notes due Aug. 7, 2017 linked to the Barclays Voyager II DJ-UBSCI Total Return index; via Barclays Capital Inc.; pricing Aug. 2; Cusip: 06741TDB0

• 15% to 17% reverse convertible notes due Feb. 7, 2013 linked to Best Buy Co., Inc. stock; via Barclays Capital; pricing Aug. 2; Cusip: 06741JK73

• 15% to 17% reverse convertible notes due Feb. 7, 2013 linked to Netflix, Inc. stock; via Barclays Capital; pricing Aug. 2; Cusip: 06741JK81

• 0% buffered Super Track notes due Aug. 7, 2014 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via Barclays Capital Inc.; pricing Aug. 2; Cusip: 06741TCZ8

• 0% buffered Super Track notes due Aug. 7, 2014 linked to the PowerShares QQQ Trust, Series 1; 85% trigger; via Barclays Capital Inc.; pricing Aug. 2; Cusip: 06741TDA2

• 0% buffered Super Track notes due Aug. 7, 2014 linked to the SPDR S&P 500 ETF Trust; 85% trigger; via Barclays Capital Inc.; pricing Aug. 2; Cusip: 06741TCY1

• 0% notes due Aug. 10, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Aug. 7; Cusip: 78008SDL7

• 0% relative performance securities due Aug. 21, 2017 linked to the S&P 500 index and the Barclays US 5Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 16

BMO HARRIS BANK NA

• Annual buffered digital yield generator certificates of deposit due July 31, 2019 linked to common stocks of Altria Group, Inc., Cablevision Systems Corp., Eli Lilly & Co., Goldcorp Inc., Lorillard, Inc., Newmont Mining Corp., Vodafone Group plc, Walgreen Co., Western Refining Inc. and Whirlpool Corp.; via agent BMO Capital Markets Corp. and distributor Advisors Asset Management, Inc.; pricing July 26; Cusip: 05573JHT4

CITIGROUP FUNDING INC.

• 0% market-linked notes due August 2016 linked to the Citi Multi-Asset Systematic Trend (MASTR) US Excess Return index; via Citigroup Global Markets Inc.; pricing July 27; Cusip: 1730T0XX2

• 11.5%-15.5% annualized single observation Equity LinKed Securities due Feb. 21, 2013 linked to the common stock of Las Vegas Sands Corp.; via Citigroup Global Markets Inc.; pricing July 30; Cusip: 17318Q715

• 0% dual directional trigger Performance Leveraged Upside Securities due July 30, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. (underwriter) and Morgan Stanley Smith Barney LLC (distribution); pricing July 30; Cusip: 17318Q681

• 0% lookback trigger Performance Leveraged Upside Securities due July 30, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing July 30; Cusip: 17318Q699

CREDIT SUISSE AG, NASSAU BRANCH

• 0% autocallable buffered return equity securities due July 31, 2014 linked to Caterpillar Inc.; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22546TWQ0

• 0% autocallable securities due July 31, 2015 linked to the Hang Seng China Enterprises index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22546TWG2

• 0% digital payment securities due Jan. 31, 2014 tied to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22546TVY4

• High/low coupon callable yield notes due July 31, 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 July 26; Cusip: 22546TVU2

• 0% digital-plus barrier notes due July 29, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22546TVV0

• 0% Cert Plus securities due July 31, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22546TWH0

• High/low coupon callable yield notes due Oct. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22546TVT5

• 0% notes due Aug. 14, 2013 linked to a weighted basket of three buffered return enhanced components, i.e. the Euro Stoxx 50, Topix and FTSE 100 indexes, and their underlying currencies; via J.P. Morgan Securities LLC and JPMorgan Chase Bank NA; pricing July 27; Cusip: 22546TWV9

• 0% digital-plus barrier notes due Aug. 4, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 27; Cusip: 22546TWD9

• 0% capped knock-out notes due Aug. 14, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing July 27; Cusip: 22546TWU1

• 0% capped knock-out notes due Aug. 14, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing July 27; Cusip: 22546TWW7

• 0% Buffered Accelerated Return Equity Securities due Aug. 5, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546TVZ1

• 0% Buffered Accelerated Return Equity Securities due Aug. 5, 2014 linked to the Russell 2000 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546TWA5

• 11.5%-12.5% callable yield notes due Nov. 4, 2013 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546TVL2

• 0% digital-plus barrier notes due Aug. 3, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546TVX6

• High/low coupon callable yield notes due Nov. 4, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22546TVW8

DEUTSCHE BANK AG, LONDON BRANCH

• Callable step-up fixed-rate notes due July 31, 2030; via Deutsche Bank Securities Inc.; pricing July 26; Cusip: 25152CQB5

• 0% contingent return optimization securities due July 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing July 26; Cusip: 25154X611

• 7%-9% annualized airbag yield optimization notes due Jan. 31, 2013 linked to Abercrombie & Fitch Co. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27; Cusip: 25154X538

• 5.25%-7.25% annualized airbag yield optimization notes due Jan. 31, 2013 linked to Anadarko Petroleum Corp. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27; Cusip: 25154X520

• 0% autocallable securities due Jan. 30, 2014 linked to the performance of the Brazilian real relative to the dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing July 27; Cusip: 2515A1L66

• Contingent coupon securities due Aug. 7, 2013 linked to Brent crude oil futures contracts; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing July 27; Cusip: 2515A1L58

• 7%-9.25% annualized airbag yield optimization notes due Jan. 31, 2013 linked to MGM Resorts International common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27; Cusip: 25154X512

• 7%-9% annualized airbag yield optimization notes due Jan. 31, 2013 linked to SanDisk Corp. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27; Cusip: 25154X496

• 0% review notes due July 30, 2014 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing July 27; Cusip: 2515A1L74

• 7%-9.3% annualized airbag yield optimization notes due Jan. 31, 2013 linked to United States Steel Corp. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27; Cusip: 25154X546

• Fixed-to-floating-rate notes due July 31, 2015 with 2% initial rate; via Deutsche Bank Securities Inc.; settlement July 31; Cusip: 25152CQD1

• Callable step-up fixed-rate notes due Aug. 17, 2024; via Deutsche Bank Securities Inc.; pricing Aug. 14; Cusip: 2515A1PK1

GOLDMAN SACHS BANK USA

• Contingent coupon certificates of deposit due 2019 linked to Altria Group, Inc., Amgen Inc., Apple Inc., Barrick Gold Corp., Bristol-Meyers Squibb Co., Intel Corp., McDonald's Corp., PepsiCo, Inc., Southern Co., Inc. and Verizon Communications Inc.; via Goldman Sachs & Co. with Incapital LLC; Cusip: 38143AWC5

• Contingent coupon certificates of deposit due 2018 linked to Altria Group, Inc., Amgen Inc., Apple Inc., Barrick Gold Corp., Bristol-Meyers Squibb Co., Intel Corp., McDonald's Corp., PepsiCo, Inc., Southern Co., Inc. and Verizon Communications Inc.; via Goldman Sachs & Co. with Incapital LLC; Cusip: 38143AWG6

• Variable-coupon basket-linked certificates of deposit due 2019 linked to the common stocks of Altria Group, Inc., Amgen Inc., Apple Inc., Barrick Gold Corp., Bristol-Meyers Squibb Co., Intel Corp., McDonald's Corp., PepsiCo, Inc., Southern Co., Inc. and Verizon Communications Inc.; Cusip: 38143AWD3

• 0% equity index-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average; via Goldman, Sachs & Co. as agent and Incapital LLC as distributor; Cusip: 38143AWH4

GOLDMAN SACHS GROUP, INC.

• 0% leveraged currency-linked notes due Aug. 4, 2014 tied to the Chinese renminbi relative to the dollar; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); pricing July 27; Cusip: 38143U5B3

• Callable step-up fixed-rate notes due August 2027; via Goldman, Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38143U5E7

• Five-year 0.25%-0.75% basket-linked notes linked to the best performing of three baskets each containing different weights 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: 38143U4G3

• 42-month 0% notes linked to the Dow Jones industrial average; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U4E8

• 66-month 0% notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U4D0

• 0% leveraged buffered index-linked notes due in 18 to 21 months tied to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147B604

• 24-month 0% buffered index fund-linked notes tied to the iShares MSCI Emerging Markets index fund; 85% trigger; via Goldman Sachs & Co.; Cusip: 38143U3S8

• 13-month 0% index-linked digital notes tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U3R0

• 18-month 0% leveraged buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U3Q2

• Two-year 0% index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143U4R9

• Two-year 0% index-linked digital notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U4H1

• 2.5-year 0% S&P 500 index-linked medium-term notes; via Goldman Sachs & Co.; Cusip: 38143UY88

• 36-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U4M0

• Five-year buffered annual reset coupon notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U4J7

• Five-year buffered index-linked range accrual notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U4F5

• Five-year 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UY62

• 15-year callable range accrual notes linked to the S&P 500 index; 75% to 80% trigger; via Goldman Sachs & Co.; Cusip: 38143U5D9

HSBC BANK USA, NA

• Annual Income Opportunity certificates of deposit with minimum return due July 31, 2019 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., UnitedHealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40431GY60

• Annual income opportunity certificates of deposit due July 31, 2017 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., Firstenergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Tiffany & Co., Unithealth Group Inc. and Verizon Communications Inc.); via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40431GX53

• Annual income opportunity certificates of deposit due July 31, 2019 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., Conagra Foods Inc., Firstenergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Tiffany & Co., Unithealth Group Inc. and Verizon Communications Inc.); via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40431GX61

HSBC USA INC.

• Income plus notes due July 31, 2019 with 4.5% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 4042K1W58

• Income plus notes due July 31, 2019 with 7.25% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 4042K1W66

• Income plus notes due July 31, 2019 with 11.25% potential coupon linked to the common stocks of Altria Group, Inc., Eli Lilly & Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 4042K1W74

• Head start annual income opportunity notes with auto cap due July 31, 2017 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., ConAgra Foods, Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., Unitedhealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 4042K1W33

• Annual income opportunity notes with auto cap due July 31, 2019 linked to the common stocks of Barrick Gold Corp., Bristol-Myers Squibb Co., ConAgra Foods, Inc., FirstEnergy Corp., Halliburton Co., Intel Corp., PNC Financial Services Group, Inc., Tiffany & Co., Unitedhealth Group Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 4042K1W41

• 0% airbag performance securities due July 31, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing July 26; Cusip: 40433M435

• 0% trigger performance securities due July 31, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing July 26; Cusip: 40433M468

• 0% airbag performance securities due July 29, 2022 linked to the FTSE 100 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (dealer); pricing July 26; Cusip 40433M385

• 0% buffered return optimization securities due July 31, 2014 linked to the S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing July 26; Cusip: 40433M44

• 0% trigger performance securities due July 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing July 26; Cusip: 40433M450

• 0% airbag performance securities due July 31, 2017 linked to the S&P 500 index; 50% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing July 26; Cusip: 40433M393

• 0% 50/150 performance notes due July 31, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 4042K1X65

• 6% to 7.8% trigger yield optimization notes due July 31, 2014 linked to Bank of America Corp. shares; 50% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing July 27; Cusip: 40433M377

• 0% trigger autocallable optimization securities due July 31, 2017 linked to the iShares MSCI Emerging Markets index fund; 65% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing July 27; Cusip: 40433M344

• 5% to 6% trigger yield optimization notes due July 31, 2014 linked to Microsoft Corp. shares; 70% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing July 27; Cusip: 40433M369

• 0% digital-plus barrier notes due Aug. 3, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 27; Cusip: 4042K1Y23

• 0% trigger autocallable optimization securities due July 31, 2017 linked to the SPDR S&P 500 ETF Trust; 70% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing July 27; Cusip: 40433M351

• 7% to 9% autocallable yield notes due Aug. 6, 2013 linked to the S&P 500 index and the Russell 2000 index; 60% trigger; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 4042K1Y56

• 10% to 12% autocallable yield notes due Aug. 6, 2013 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Russell 2000 index; 60% trigger; via HSBC Securities (USA) Inc.; pricing July 31; Cusip: 4042K1Y64

• 0% performance notes due July 31, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing in July; Cusip: 4042K1Z63

• Annual income opportunity notes with auto cap due Aug. 30, 2019 linked to a basket of 10 common stocks (American Electric Power Co., Inc., Polo Ralph Lauren Corp., Biogen Idec Inc., Kimberly-Clark Corp., AT&T Inc., Lockheed Martin Corp., Mosaic Co., Maxim Integrated Products, Inc., Pfizer Inc. and Silver Wheaton Corp.); via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K1Z55

• 0% averaging notes due Feb. 28, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K1Z48

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due July 31, 2017 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 with Incapital LLC; pricing July 26; Cusip: 48124JFT0

• Digital contingent coupon certificates of deposit due July 31, 2018 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 with Incapital LLC; pricing July 26; Cusip: 48124JFU7

• Digital contingent coupon certificates of deposit due July 31, 2019 linked to the common stocks of Altria Group, Inc., Clorox Corp., 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 with Incapital LLC; pricing July 26; Cusip: 48124JFV5

• 0% certificates of deposit due July 31, 2019 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD); via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing July 26; Cusip: 48124JFD5

• 0% certificates of deposit due July 31, 2019 linked to the JPMorgan Asia-Pacific Equity Rotator 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48124JFC7

• 0% certificates of deposit due July 31, 2019 linked to the JPMorgan ETF Efficient 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48124JEZ7

• 0% certificates of deposit due Jan. 31, 2019 linked to the JPMorgan Optimax Market-Neutral index; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing July 26; Cusip: 48124JFF0

JPMORGAN CHASE & CO.

• 0% trigger digital optimization securities due July 30, 2015 linked to the performance of a basket of currencies (Brazilian real, the Russian ruble, the Indian rupee, the Chinese renminbi and the Mexican peso) relative to the dollar; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 26; Cusip: 46637G439

• 0% buffered return enhanced notes due Jan. 31, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VN97

• 0% buffered return enhanced notes due July 31, 2014 linked to the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP46

• 0% buffered return enhanced notes due Jan. 31, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP20

• 0% notes due July 29, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VN63

• 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 July 26; Cusip: 48125VN71

• 0% notes due July 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VQ45

• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due July 29, 2016; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP61

• Annual income notes contingent on the performance of the JPMorgan ETF Efficiente 5 index due July 31, 2018; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP79

• 0% return notes due Oct. 31, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP53

• 0% return notes due July 31, 2014 linked to the J.P. Morgan Strategic Volatility index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VQ52

• 10%-12% autocallable yield notes due July 31, 2013 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP95

• 0% buffered return enhanced notes due Jan. 31, 2014 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VN89

• 0% buffered return enhanced notes due Jan. 31, 2014 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP38

• 7%-9% autocallable yield notes due July 31, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VP87

• 10%-12% autocallable yield notes due July 31, 2013 linked to the SPDR S&P Metals & Mining exchange-traded fund, S&P 500 index and Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48125VQ29

• Contingent coupon notes due Aug. 1, 2017 linked to the common stocks of Altria Group, Inc., Coca-Cola Co., ConocoPhillips, Exxon Mobil Corp., General Electric Co., General Mills, Inc., International Business Machines Corp., Johnson & Johnson, Kraft Foods Inc., McDonald's Corp., Merck & Co., Inc., PepsiCo, Inc., Pfizer Inc., Proctor & Gamble Co. and Walt Disney Co.; via J.P. Morgan Securities; pricing July 27; Cusip: 48125VR36

• 12% reverse convertible notes due Jan. 31, 2013 linked to Bank of America Corp. stock; via JPMorgan; pricing July 27; Cusip: 48125VT67

• 0% trigger digital optimization securities due July 30, 2015 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 27; Cusip: 48126E842

• 9.25% reverse convertible notes due July 31, 2013 linked to Caterpillar Inc. stock; via JPMorgan; pricing July 27; Cusip: 48125VT91

• 0% capped single observation knock-out notes due Aug. 14, 2013 linked to the common stock of Citigroup Inc.; via J.P. Morgan Securities LLC; pricing July 27; Cusip: 48125VV72

• 0% contingent absolute return autocallable optimization securities due Aug. 2, 2013 linked to CSX Corp. shares; 75% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 27; Cusip: 46637G413

• 10% reverse convertible notes due July 31, 2013 linked to Dow Chemical Co. stock; via JPMorgan; pricing July 27; Cusip: 48125VU40

• 0% contingent absolute return autocallable optimization securities due Aug. 2, 2013 linked to Goldman Sachs Group, Inc. shares; 70% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 27; Cusip: 46637G397

• 8.5% reverse convertible notes due July 31, 2013 linked to Goldman Sachs Group, Inc. stock; via JPMorgan; pricing July 27; Cusip: 48125VU32

• 9.25% reverse convertible notes due Jan. 31, 2013 linked to Halliburton Co. stock; via JPMorgan; pricing July 27; Cusip: 48125VT59

• 0% return notes due Oct. 31, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing July 27; Cusip 48125VQ37

• Contingent income autocallable securities due Aug. 1, 2013 linked to the common stock of MetLife, Inc.; via J.P. Morgan Securities LLC, distribution through Morgan Stanley Smith Barney LLC; pricing July 27; Cusip: 46637G389

• 0% contingent absolute return autocallable optimization securities due Aug. 2, 2013 linked to Mosaic Co. shares; 70% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 27; Cusip: 46637G421

• 12% reverse convertible notes due Jan. 31, 2013 linked to salesforce.com inc. stock; via JPMorgan; pricing July 27; Cusip: 48125VT83

• 8.5% reverse convertible notes due July 31, 2013 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via JPMorgan; pricing July 27; Cusip: 48125VU24

• 7%-8.5% single observation callable yield notes due Nov. 3, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 27; Cusip: 48125VN55

• 11% reverse convertible notes due Jan. 31, 2013 linked to Valero Energy Corp. stock; via JPMorgan; pricing July 27; Cusip: 48125VT75

• 0% capped dual directional buffered equity notes due Aug. 7, 2013 linked to Apple Inc. shares; 78.65% trigger; via J.P. Morgan Securities LLC; pricing Aug. 2

• 12.9% to 15.9% annualized reverse convertible notes due Feb. 7, 2013 linked to Caterpillar Inc. shares; 80% trigger; via JPMorgan; pricing Aug. 2; Cusip: 48125VU65

• 16.5% to 19.5% annualized reverse convertible notes due Feb. 7, 2013 linked to Cummins Inc. shares; 80% trigger; via JPMorgan; pricing Aug. 2; Cusip: 48125VU73

• 12.9% to 15.9% annualized reverse convertible notes due Feb. 7, 2013 linked to Ingersoll-Rand plc shares; 75% trigger; via JPMorgan; pricing Aug. 2; Cusip: 48125VU57

MORGAN STANLEY

• 0% market-linked notes due July 31, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482T95

• 0% market-linked notes due Jan. 29, 2016 linked to the Morgan Stanley ETF-Map Index (Excess Return); via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482U28

• Contingent income securities due July 31, 2015 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482U85

• 0% market-linked autocallable step-up notes due July 30, 2032 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482U51

• 0% buffered jump securities due Jan. 31, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482T79

• Buffered autocallable securities with contingent coupon due July 29, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482U69

• Contingent income securities due July 31, 2018 linked to the S&P 500 index; via Morgan Stanley & Co., LLC; pricing July 26; Cusip: 617482U93

• 0% market-linked notes due July 29, 2016 tied to the quarterly capped performance of the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482U36

• 0% market-linked autocallable step-up notes due July 30, 2027 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing July 26; Cusip: 617482U44

• 0% market-linked autocallable notes due July 30, 2032 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing July 27; Cusip: 617482V50

• Senior floating-rate notes due Aug. 1, 2014 linked to the 10-year Constant Maturity Treasury rate; via Morgan Stanley & Co. LLC; settlement July 31; Cusip: 61760QBT0

• Fixed-to-floating-rate notes due Aug. 2, 2019 with 7% initial rate; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61760QBR4

• 0% Index Leading Stockmarket Return Securities due Aug. 2, 2015 linked to the Brazilian real relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in July; Cusip: 617482SQ8

• 0% buffered Performance Leveraged Upside Securities due August 2013 linked to corn, soybeans and wheat; 85% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Smith Barney LLC; pricing in July; Cusip: 617482N91

• 0% dual directional trigger Performance Leveraged Upside Securities due July 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61755S438

• Market-linked notes with past performance-adjusted contingent coupon due July 2015 linked to the Morgan Stanley ETF-Map index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61755S446

• 0% market-linked notes due July 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61755S412

• 0% Performance Leveraged Upside Securities due August 2013 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61755S420

• Senior fixed-to-floating notes due Aug. 2, 2019; via Morgan Stanley & Co. LLC; settlement Aug. 2; Cusip: 61760QBR4

ROYAL BANK OF CANADA

• 0% autocallable buffered bullish return notes due July 31, 2014 linked to Cisco Systems, Inc.; via RBC Capital Markets, LLC; pricing July 26; Cusip: 78008SDK9

• 0% return optimization securities due Aug. 30, 2013 linked to the S&P 500 index; via Financial Services Inc. and RBC Capital Markets, LLC; pricing July 26; Cusip: 78008D612

• Buffered autocallable optimization securities due Aug. 2, 2013 linked to the S&P 500 index; 95% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing July 26; Cusip: 78008D729

• 0% bullish barrier enhanced return notes due Jan. 30, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing July 26; Cusip: 78008SDL7

• 0% buffered bullish return notes due July 31, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing July 26; Cusip: 78008SDH6

• Redeemable step-up notes due July 27, 2033; via RBC Capital Markets, LLC; settlement July 27; Cusip: 78008SDV5

• Floating-rate notes due July 27, 2016; via RBC Capital Markets, LLC; settlement July 27; Cusip: 78008SDU7

• 8.25% reverse convertible notes due Jan. 30, 2013 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEB8

• 9.25% reverse convertible notes due Jan. 30, 2013 linked to Baker Hughes Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEC6

• 9% reverse convertible notes due Jan. 30, 2013 linked to Caterpillar Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SED4

• 10% reverse convertible notes due Oct. 31, 2012 linked to Citigroup Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SDW3

• 10.5% reverse convertible notes due Oct. 31, 2012 linked to Cummins Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SDX1

• 10% reverse convertible notes due Oct. 31, 2012 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SDY9

• Trigger phoenix autocallable optimization securities due Jan. 31, 2014 linked to the iShares Russell 2000 index fund; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing July 27; Cusip: 78008D737

• 12.25% reverse convertible notes due Oct. 31, 2012 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SDZ6

• 9% reverse convertible notes due Jan. 30, 2013 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEE2

• 10% reverse convertible notes due Jan. 30, 2013 linked to Hewlett-Packard Co. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEF9

• 9.25% reverse convertible notes due Jan. 30, 2013 linked to Mosaic Co. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEG7

• Trigger phoenix autocallable optimization securities due Jan. 31, 2014 linked to the SPDR S&P 500 ETF trust; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing July 27; Cusip: 78008D745

• 16.5% reverse convertible notes due Oct. 31, 2012 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEA0

• 8% reverse convertible notes due Jan. 30, 2013 linked to Whole Foods Market, Inc. stock; via RBC Capital Markets Corp.; pricing July 27; Cusip: 78008SEH5

• Fixed-to-floating notes due July 31, 2017; via RBC Capital Markets, LLC; settlement July 31; Cusip: 78008SDJ2

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

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due Nov. 4, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in July; Cusip: 78008SDR4

• 0% autocallable access securities with fixed percentage buffered downside due Aug. 4, 2014 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in July; Cusip: 78008SDP8

• 0% autocallable access securities with fixed percentage buffered downside due Aug. 4, 2014 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; pricing in July; Cusip: 78008SDN3

• 0% growth securities with capped leveraged upside and fixed percentage buffered downside due Aug. 4, 2014 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in July; Cusip: 78008SDQ6

• 0% Accelerated Return Notes due September 2013 linked to the S&P 100 index; via Bank of America Merrill Lynch; pricing in July

• 0% growth securities - leveraged upside participation to a cap and fixed percentage buffered downside due Feb. 2, 2016 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; pricing in July; Cusip: 78008SDS2

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

• 14% to 18% annualized reverse convertible notes due Feb. 7, 2013 linked to Freeport-McMoRan Copper & Gold Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 2; Cusip: 78008SEJ1

• 0% buffered bullish enhanced return notes due Aug. 7, 2014 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets, LLC; pricing Aug. 2; Cusip: 78008SEL6

• 18.25% to 22.25% annualized reverse convertible notes due Feb. 7, 2013 linked to Pioneer Natural Resources Co. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Aug. 2; Cusip: 78008SEK8

• 0% direct investment notes due Sept. 10, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Aug. 3; Cusip: 78008SDG8

• 15- to 17-month 0% buffered equity index-linked notes tied to the MSCI EAFE index; 85% trigger; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND

• 0% digital notes with fixed buffer due Jan. 29, 2016 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing July 27; Cusip: 78009PDA6

• 0% digital notes with fixed buffer due July 31, 2014 linked to the S&P 500 index; via RBS Securities Inc.; pricing July 27; Cusip: 78009PCZ2

• Annual reset coupon notes with fixed buffer due Aug. 1, 2017 linked to the S&P 500 index; via RBS Securities Inc.; pricing July 27: Cusip: 78009PDB4

• 0% capped enhanced participation notes with fixed buffer due Aug. 29, 2016 linked to the S&P 500 index; 80% trigger; via RBS Securities Inc.; pricing Aug. 24; Cusip: 78009PDC2

SG STRUCTURED PRODUCTS, INC.

• Callable capped notes due July 30, 2032 linked to the 30-year and two-year Constant Maturity Swap Rates; via SG Americas Securities, LLC; pricing July 26; Cusip: 78423EBR4

SUNTRUST BANKS, INC.

• Fixed-to-floating-rate notes due July 31, 2015; via SunTrust Robinson Humphrey, Inc.; pricing July 26; Cusip: 86802WAM0

• Fixed-to-floating-rate notes due July 31, 2017; via SunTrust Robinson Humphrey, Inc.; pricing July 26; Cusip: 86802WAN8

AB SVENSK EXPORTKREDIT

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

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

UBS AG, LONDON BRANCH

• 0% buffered return optimization securities due July 31, 2014 linked to Devon Energy Corp., Halliburton Co., Occidental Petroleum Corp. and Southwestern Energy Corp.; 85% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90268U606

• 0% trigger performance securities due July 29, 2022 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90268U630

• Buffered return optimization securities due July 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90268U663

• 0% contingent return optimization securities due July 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90268U671

• 0% trigger performance securities due July 31, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90268U655

• 0% trigger performance securities due July 29, 2022 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 26; Cusip: 90268U648

• 0% Performance Leveraged Upside Securities due Sept. 5, 2013 linked to Anadarko Petroleum Corp., Apple Inc., Calpine Corp., Honeywell International Inc., JPMorgan Chase & Co., Kraft Foods Inc., Marsh & McLennan Cos., Inc., Penn National Gaming, Inc., Thermo Fisher Scientific Inc., United Technologies Corp., UnitedHealth Group Inc., V.F. Corp., Visa Inc., Watson Pharmaceuticals, Inc. and Williams Cos., Inc.; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing July 30; Cusip: 90268U721

• 0% buffered Performance Leveraged Upside Securities due Feb. 4, 2014 linked to the iShares MSCI Emerging Markets index fund; via UBS Securities LLC; pricing July 30; Cusip: 90268U598

UNION BANK, NA

• Market-linked certificates of deposit due July 31, 2017 linked to the Australian dollar, the Brazilian real, the Canadian dollar and the Norwegian krone; via UnionBanc Investment Services, LLC with Incapital LLC; pricing July 26; Cusip: 90521AKD9

WELLS FARGO & CO.

• Step-up callable notes due Aug. 2, 2027; via Wells Fargo Securities, LLC; pricing July 26; Cusip: 94986RKV2

• Contingent annual interest market-linked certificates of deposit due July 30, 2019 linked to gasoline futures, nickel, gold, silver, zinc, the S&P GSCI Brent Crude Oil Index Excess Return, the S&P GSCI Livestock Index Excess Return, the S&P GSCI Wheat Index Excess Return, the S&P GSCI Corn Index Excess Return and the S&P GSCI Sugar Index Excess Return; pricing July 26; Cusip: 949748R58

• 0% market-linked notes due August 2019 linked to the Dow Jones industrial average; via Wells Fargo Securities LLC; settlement in August; Cusip: 94986RKN0

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due February 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities LLC; settlement in August; Cusip: 94986RKQ3

• 1% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due February 2017 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities LLC; settlement in August; Cusip: 94986RKT7

• 1% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due February 2018 linked to the S&P 500 index; via Wells Fargo Securities LLC; settlement in August; Cusip: 94986RKU4

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due February 2017 linked to the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in August; Cusip: 94986RKS9

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due February 2015 linked to the SPDR S&P 500 ETF trust, the SPDR S&P MidCap 400 ETF Trust and the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; settlement in August; Cusip: 94986RKP5

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due May 2016 linked to the Vanguard REIT exchange-traded fund; via Wells Fargo Securities LLC; settlement in August; Cusip: 94986RKR1

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