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

Published on 8/15/2012 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Fixed-to-floating notes with a minimum coupon due Aug. 22, 2019; via Bank of America Merrill Lynch; settlement Aug. 22; Cusip: 06048WNA4

• 0% basket-linked notes due Aug. 22, 2018 tied to the best performing of three baskets including different weights of the Dow Jones industrial average, the iBoxx $ Investment Grade Corporate Bond Fund and the SPDR Gold Trust; via Bank of America Merrill Lynch; settlement Aug. 22; Cusip: 06048WNB2

• Income notes due August 2018 linked to the common stocks of Altria Group Inc., Boeing Co., ConAgra Foods, Inc., Darden Restaurants, Inc., Dell Inc., Eaton Corp., Eli Lilly & Co., Hewlett-Packard Co., Home Depot, Inc., Intel Corp., Kellogg Co., Kimberly-Clark Corp., Marathon Oil Corp., Merck & Co. Inc., Microsoft Corp., Philip Morris International, Inc., PPL Corp., Procter & Gamble Corp., Spectra Energy Corp. and Windstream Corp.; via Bank of America Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 2013 linked to the common stock of Apple Inc.; via Bank of America Merrill Lynch; pricing in August

• 0% Currency Market Index Target-Term Securities due August 2015 linked to the Chinese renminbi/dollar exchange rate measure; via Bank of America Merrill Lynch; pricing in August

• 0% enhanced market-linked step-up notes with buffer due August 2015 linked to the Dow Jones industrial average; 90% trigger; via Bank of America Merrill Lynch; pricing in August

• 0% Market Index Target-Term Securities due August 2018 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in August

• Capped Leveraged Index Return Notes due September 2014 linked to the spot price of gold; 90% trigger; via Bank of America Merrill Lynch; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 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 August

• 0% Accelerated Return notes due October 2013 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2013 linked to the NYSE Arca Gold Miners index; via Bank of America Merrill Lynch; pricing in August

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

• 0% Accelerated Return Notes due October 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in August

• 0% market-linked step-up notes due August 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• Capped Leveraged Index Return Notes due August 2014 linked to S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; 90% trigger; via Bank of America Merrill Lynch; pricing in August

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

• Autocallable market-linked step-up notes due August 2015 linked to the S&P 500 index; 95% trigger; via Bank of America Merrill Lynch; pricing in August

• Market-linked step-up notes due August 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

• Autocallable range accrual notes due August 2027 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in August

BANK OF MONTREAL

• 0% contingent risk absolute return notes due Aug. 29, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06366RGS8

• 0% contingent risk absolute return notes due Aug. 29, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Aug. 24; Cusip: 06366RGT6

• 0% contingent risk absolute return notes due Aug. 29, 2014 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGP4

• 0% contingent risk absolute return notes due Aug. 29, 2014 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGN9

• 0% contingent risk absolute return notes due Aug. 29, 2014 linked to the PowerShares QQQ Trust, Series 1; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGM1

• Contingent coupon barrier notes due Aug. 31, 2017 linked to the spot price of silver; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGR0

• 0% contingent risk absolute return notes due Aug. 29, 2014 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGL3

• Range accrual notes with contingent downside protection due Aug. 31, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGJ8

• 0% buffered bullish digital return notes due Aug. 29, 2014 linked to the S&P 500 index and the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Aug. 29; Cusip: 06366RGK5

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2017 linked to the common stocks of AT&T Inc., Duke Energy Corp., Eli Lilly & Co., Goldcorp Inc., Hewlett-Packard Co., Johnson & Johnson, Kellog Co., Mattel, Inc., McDonald's Corp. and Southern Co.; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Aug. 27; Cusip: 06426XEK2

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2019 linked to the common stocks of AT&T Inc., Duke Energy Corp., Eli Lilly & Co., Goldcorp Inc., Hewlett-Packard Co., Johnson & Johnson, Kellog Co., Mattel, Inc., McDonald's Corp. and Southern Co.; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Aug. 27; Cusip: 06426XEM8

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2019 with a minimum annual interest payment linked to the common stocks of AT&T Inc., Duke Energy Corp., Eli Lilly & Co., Goldcorp Inc., Hewlett-Packard Co., Johnson & Johnson, Kellog Co., Mattel, Inc., McDonald's Corp. and Southern Co.; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Aug. 27; Cusip: 06426XEN6

• 0% market-linked certificates of deposit due Aug. 30, 2019 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Aug. 27; Cusip: 06426XEQ9

• Contingent variable income market-linked certificates of deposit due Aug. 30, 2019 with a minimum annual interest payment linked to the S&P GSCI Cocoa Dynamic Roll Index Excess Return, S&P GSCI Coffee Dynamic Roll Index Excess Return, S&P GSCI Corn Dynamic Roll Index Excess Return, S&P GSCI Cotton Dynamic Roll Index Excess Return, S&P GSCI Gold Dynamic Roll Index Excess Return, S&P GSCI Lead Dynamic Roll Index Excess Return, S&P GSCI Natural Gas Dynamic Roll Index Excess Return, S&P GSCI Nickel Dynamic Roll Index Excess Return, S&P GSCI Silver Dynamic Roll Index Excess Return and S&P GSCI Wheat Dynamic Roll Index Excess Return; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Aug. 27; Cusip: 06426XEP1

BARCLAYS BANK DELAWARE

• Certificates of deposit due Aug. 30, 2018 linked to a basket of common stocks (Apple 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., Southern Copper Corp. and Walgreen Co.); via Barclays; pricing Aug. 27; Cusip: 06740AVH9

• Certificates of deposit due Aug. 30, 2018 linked to the S&P 500 index; via Barclays; pricing Aug. 27; Cusip: 06740AVD8

• 0% certificates of deposit due Aug. 30, 2019 linked to a basket of indexes (S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index); via Barclays; pricing Aug. 27; Cusip: 06740AVL0

• Certificates of deposit due Aug. 30, 2019 linked to a basket of commodity subindexes (S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return); via Barclays; pricing Aug. 27; Cusip: 06740AVM8

• 0% certificates of deposit due Aug. 31, 2017 linked to a basket of currencies relative to the dollar (Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi); via Barclays; pricing Aug. 28; Cusip: 06740AVK2

BARCLAYS BANK PLC

• 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

• 0% notes due Feb. 26, 2014 linked to the Euro Stoxx 50 index; via Barclays (agent) and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC (dealers); pricing Aug. 17; Cusip: 06741TEJ2

• 0% capped market plus notes due Aug. 28, 2013 linked to the price of gold; via Barclays (agent) and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC (dealers); pricing Aug. 17; Cusip: 06741TEE3

• 0% market plus notes due Feb. 26, 2014 linked to the Materials Select Sector SPDR fund, Industrial Select Sector SPDR fund and Energy Select Sector SPDR fund; via Barclays; pricing Aug. 17; Cusip: 06741TEL7

• 7.5%-9.5% autocallable yield notes due Aug. 22, 2013 linked to the Russell 2000 index and the iShares MSCI Brazil index fund; via Barclays; pricing Aug. 17; Cusip: 06741TDW4

• 0% market plus notes due Feb. 26, 2014 linked to the S&P 500 index; via Barclays; pricing Aug. 17; Cusip: 06741TEG8

• 0% return enhanced notes due Aug. 25, 2015 linked to the S&P 500 index; via Barclays Capital Inc. with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 06741TEK9

• Fixed-rate dual range accrual notes due Aug. 24, 2017 linked to Libor; via Barclays; pricing Aug. 21; Cusip: 06741TDX2

• 14% reverse convertible notes due Aug. 30, 2013 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing Aug. 28; Cusip: 06741JN54

• 9.5% reverse convertible notes due Aug. 30, 2013 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing Aug. 28; Cusip: 06741JN62

• Annual reset coupon buffered notes due Aug. 31, 2017 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06741TDZ7

• 0% Super Track notes due Dec. 31, 2015 linked to the S&P 500 index; via Barclays; pricing Aug. 28; Cusip: 06741TEA1

• Notes due Aug. 31, 2016 linked to the S&P GSCI Sugar Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Corn Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Gold Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays Capital Inc.; pricing Aug. 28; Cusip: 06741TDG9

• 14% reverse convertible notes due Feb. 28, 2013 linked to United States Steel Corp. stock; via Barclays Capital; pricing Aug. 28; Cusip: 06741JN47

• 12% reverse convertible notes due Nov. 30, 2012 linked to Western Refining, Inc. stock; via Barclays Capital; pricing Aug. 28; Cusip: 06741JN39

• 11.5% reverse convertible notes due Feb. 28, 2013 linked to Expedia, Inc. stock; via Barclays Capital; pricing Aug. 29; Cusip: 06741JL56

• 9.5% reverse convertible notes due Aug. 30, 2013 linked to MetLife, Inc. stock; via Barclays Capital; pricing Aug. 29; Cusip: 06741JL64

• 11.25% reverse convertible notes due Aug. 30, 2013 linked to Monster Beverage Corp. stock; via Barclays Capital; pricing Aug. 29; Cusip: 06741JL72

• 0% buffered Super Track digital notes due Aug. 29, 2014 linked to the S&P 500 index; via Barclays; pricing Aug. 29; Cusip: 06741TDY0

• 0% buffered Super Track notes due Sept. 8, 2017 linked to S&P 500 index, the iShares MSCI EAFE index fund, the Russell 2000 index, PowerShares DB Commodity Index Tracking Fund, iShares iBoxx $ Investment Grade Corporate Bond Fund, iShares MSCI Japan index fund, Consumer Staples Select Sector SPDR Fund, iShares Dow Jones Select Dividend index fund, iShares MSCI Emerging Markets index fund, Health Care Select Sector SPDR Fund, PowerShares QQQ Trust, Series 1 and iShares Barclays Treasury Inflation Protected Securities Bond Fund; via Barclays Capital Inc.; pricing Sept. 4; Cusip: 06741TEF0

• 0% notes due Sept. 10, 2015 linked to the EquityCompass Share Buyback index; via Barclays; pricing Sept. 7; Cusip: 06741TEB9

CITIBANK, NA

• Callable range accrual certificates of deposit due Aug. 30, 2032 linked to Libor and the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 172986LT6

• Callable fixed-to-inverse-floating-rate market-linked certificates of deposit due Aug. 30, 2032 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 172986LU3

CITIGROUP FUNDING INC.

• Callable step-up coupon notes due Aug. 22, 2027; via Citigroup Global Markets Inc.; pricing Aug. 17; Cusip: 1730T0YF0

• Market-linked coupon notes due August 2015 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Aug. 24; Cusip: 1730T0YG8

• Non-callable fixed-to-floating notes due August 2016; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 1730T0YL7

• 0% buffered digital plus securities due Feb. 26, 2016 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 1730T0YH6

• Buffered range accrual notes linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 27; Cusip: 1730T0YJ2

• Autocallable contingent coupon equity-linked securities due Sept. 5, 2013 linked to Apple Inc. shares; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 1730T0YK9

• 16%-20% single observation Equity LinKed Securities due Feb. 27, 2013 linked to the common stock of Cobalt International Energy, Inc.; via Citigroup Global Markets Inc. (underwriter) and Morgan Stanley Smith Barney LLC (distribution); pricing Aug. 30; Cusip: 17318Q640

• 0% trigger jump securities due August 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Aug. 30; Cusip: 17318Q632

CREDIT SUISSE AG, NASSAU BRANCH

• 0% absolute return barrier securities due Aug. 21, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 16; Cusip: 22546TWT4

• 0% buffered return enhanced notes due Sept. 5, 2013 linked to the Hang Seng, Korea Stock Price 200, Hang Seng China Enterprises, MSCI Taiwan and MSCI Singapore Free indexes and their related currencies; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Aug. 17; Cusip: 22546TXX4

• Knock-out put warrants expiring Aug. 29, 2013 linked to the S&P 500 index; via Barclays; pricing Aug. 21; Cusip: 22546TXW6

• High/low coupon callable yield notes due Nov. 27, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 22; Cusip: 22546TWX5

• 0% digital plus barrier notes due Sept. 1, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22546TXK2

• 0% absolute return barrier securities due Oct. 29, 2014 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Aug. 24; Cusip: 22546TXJ5

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2016 linked to S&P 500 index, the Russell 2000 index and the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; pricing Aug. 24; Cusip: 22546TXL0.

• 0% Buffered Accelerated Return Equity Securities due Sept. 3, 2013 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22546TXG1

• 0% Buffered Accelerated Return Equity Securities due Sept. 3, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22546TXH9

• High/low coupon callable yield notes due Aug. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22546TXF3

• Call warrants expiring Aug. 31, 2015 linked to the Hang Seng China Enterprises, Korea Stock Price 200, MSCI Taiwan, Hang Seng and MSCI Singapore Free indexes; via Barclays; pricing Aug. 28; Cusip: 22546TXM8

• 0% digital payment securities due Feb. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22546TXQ9

• High/low coupon callable yield notes due Aug. 30, 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 Aug. 28; Cusip: 22546TXD8

• High/low coupon callable yield notes due Nov. 29, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 28; Cusip: 22546TXE6

• 10.5%-11.5% callable yield notes due Dec. 5, 2013 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22546TWZ0

• High/low coupon callable yield notes due Dec. 5, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22546TWY3

• Capped Leveraged Index Return Notes due August 2014 linked to the S&P 500 index; 90% trigger; via Bank of America Merrill Lynch; pricing in August

DEUTSCHE BANK AG, LONDON BRANCH

• 0% contingent absolute return autocallable optimization securities due Aug. 23, 2013 linked to JDS Uniphase Corp. shares; 60% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 16; Cusip: 25154X454

• 0% contingent absolute return autocallable optimization securities due Aug. 23, 2013 linked to Halliburton Co. shares; 70% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 16; Cusip: 25154X447

• 0% knock-out notes due Feb. 26, 2014 linked to the Euro Stoxx 50 index; via JPMorgan chase Bank, NA and J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 2515A1LC3

• 0% buffered return enhanced notes due Sept. 5, 2013 linked to the S&P 500 index; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 2515A1LE9

• 0% return enhanced notes due Sept. 5, 2013 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 2515A1LD1

• 0% market contribution securities due Aug. 28, 2015 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing Aug. 28; Cusip: 2515A1LA7

• 0% autocallable securities due Aug. 31, 2015 linked to the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Aug. 28; Cusip: 2515A1LB5

• 0% return optimization securities due Sept. 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Aug. 28; Cusip: 25154X488

• 0% step performance securities due Aug. 29, 2014 linked to the S&P 500 index; vai Deutsche Bank Securities with UBS Financial Services Inc.; pricing Aug. 28; Cusip: 25154X470

GOLDMAN SACHS BANK USA

• Autocallable variable contingent coupon certificates of deposit due 2022 linked to basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; Cusip: 38143AYQ2

• Autocallable variable-coupon basket-linked certificates of deposit due 2022 linked to basket of stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. with Incapital LLC as distributor; Cusip: 38143AYR0

• Contingent coupon certificates of deposit due 2017 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYK5

• Contingent coupon certificates of deposit due 2018 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYL3

• Contingent coupon certificates of deposit due 2019 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYG4

• Variable-coupon basket-linked certificates of deposit due 2019 linked to the common stocks of Apple Inc., Barrick Gold Corp., Bristol-Myers Squibb Co., Duke Energy Corp., Google Inc., McDonald's Corp., PepsiCo, Inc., Southern Co., Target Corp. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and distributor Incapital LLC; Cusip: 38143AYH2

• 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. and distributor Incapital LLC; Cusip: 38143AYM1

• 0.25% certificates of deposit due 2019 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; Cusip: 38143AYN9

• Contingent coupon certificates of deposit due 2020 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; Cusip: 38143AYP4

• 0% certificates of deposit due 2017 linked to the S&P 500 index; via Goldman Sachs & Co. with Incapital LLC; Cusip: 38143AXC4

GOLDMAN SACHS GROUP, INC.

• 0% currency-linked notes due Aug. 30, 2013 tied to the Australian dollar relative to the dollar; via Goldman Sachs & Co. with J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 38143U6H9

• Callable step-up fixed-rate notes due August 2020; via Goldman, Sachs & Co. and Incapital LLC; pricing in August; Cusip: 38143U6G1

• Callable step-up fixed-rate notes due August 2027; via Goldman, Sachs & Co. and Incapital LLC; settling in August; Cusip: 38143U6J5

• 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% medium-term notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U5J6

• 72-month 0% notes linked to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143U5H0

• 13-month 0% buffered digital medium-term notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U5S6

• Four-year buffered range accrual medium-term notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U5K3

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

• 18- to 21-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38417B638

• 22- to 25-month 0% leveraged index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.

• 22- to 25-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 24-month 0% buffered digital medium-term notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U5L1

• 24- to 27-month 0% autocallable leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the S&P 500 index, 20% buffer; via Goldman, Sachs & Co.

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

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

• 42- to 48-month 0% buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U5T4

• Five-year buffered annual reset coupon notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143U5M9

• 12-year callable monthly range accrual notes linked to the S&P 500 index and six-month Libor; via Goldman Sachs & Co.; Cusip: 38143U5X5

• 15-year callable quarterly range accrual notes linked to S&P 500 index and six-month Libor; via Goldman Sachs & Co.; Cusip: 38143U6E6

• Two-year 0% index-linked notes tied to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143U5U1

HSBC BANK USA, NA

• Annual Income Opportunity certificates of deposit with step-up auto cap rate due Aug. 28, 2019 linked to the common stocks of Amgen Inc., Applied Materials, Inc., Exelon Corp., General Electric Co., Intel Corp., Lorillard, Inc., PepsiCo, Inc., Pfizer Inc., Procter & Gamble Co. and Time Warner Cable Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 23; Cusip: 40431GZ85

• Income Plus certificates of deposit due Aug. 30, 2019 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 Aug. 27; Cusip: 40431GY94

• Head-Start Annual Income Opportunity certificates of deposit with auto cap feature due Aug. 30, 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 Aug. 27; Cusip: 40431GZ77

• Annual Income Opportunity certificates of deposit due Aug. 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 Aug. 28; Cusip: 40431GZ44

• Annual Income Opportunity certificates of deposit with step-up auto cap rate due Sept. 3, 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 Aug. 28; Cusip: 40431GZ51

• Annual Income Opportunity certificates of deposit with minimum return due Aug. 31, 2020 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 Aug. 28; Cusip: 40431G2A6

HSBC USA INC.

• Annual income opportunity notes with auto cap due Aug. 29, 2019 linked to Apple Inc., Cisco Systems, Inc., Google Inc., International Business Machine Corp., Intel Corp., Microsoft Corp., Oracle Corp., Qualcomm, Inc., AT&T Inc. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12Z5

• 0% buffered uncapped market participation securities due Aug. 27, 2015 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12K8

• 0% digital plus barrier notes due Aug. 31, 2016 linked to the S&P 500 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K13C5

• 0% buffered performance plus securities due Feb. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12G7

• 0% buffered uncapped market participation securities due Aug. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12J1

• 0% buffered performance plus securities due Aug. 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12M4

• 7%-9% autocallable yield notes due Aug. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12H5

• 7%-9% autocallable yield notes due Aug. 30, 2013 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12L6

• 0% leveraged buffered uncapped market participation securities due Aug. 27, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12P7

• 0% buffered uncapped market participation securities due Aug. 27, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip: 4042K12Q5

• 9%-11% autocallable yield notes due Aug. 30, 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 Aug. 24; Cusip: 4042K13A9

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

• Annual income opportunity notes with auto cap due Aug. 30, 2019 linked to the common stocks of 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 Aug. 30, 2018 linked to the Dow Jones industrial average, the Euro Stoxx 50 index and the Taiwan Stock Exchange Capitalization Weighted Stock index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K1Z30

• 0% buffered Accelerated Market Participation Securities due March 4, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K12C6

• 0% buffered Accelerated Market Participation Securities due March 4, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K12B8

• 0% buffered Accelerated Market Participation Securities due March 4, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K12E

• 0% buffered Accelerated Market Participation Securities due March 4, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K12A0

• 0% buffered Accelerated Market Participation Securities due March 4, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 27; Cusip: 4042K12D4

• 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

• Annual income opportunity notes with auto cap due Aug. 30, 2019 linked to Altria Group, Inc., Eli Lilly and Co., Lockheed Martin Corp., Procter & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 4042K12T9

• Income plus notes with minimum coupon due Sept. 3, 2019 linked to Altria Group, Inc., Eli Lilly and Co., Lockheed Martin Corp., Proctor & Gamble Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 4042K12T9

• Annual income opportunity notes due Aug. 31, 2018 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 Aug. 28; Cusip: 4042K13F8

• Annual income opportunity notes with auto cap due Sept. 3, 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 Aug. 28; Cusip: 4042K12R3

• Head start annual income opportunity notes with step-up auto cap due Aug. 31, 2018 linked to BarrickGold 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 Aug. 28; Cusip: 4042K12S1

• 0% contingent return optimization securities due Aug. 29, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing Aug. 28; Cusip: 40433M310

• 0% trigger performance securities due Aug. 31, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc. (underwriter) and UBS Financial Services Inc. (agent); pricing Aug. 28; Cusip: 40433M328

• 0% 50/150 performance securities due Aug 31, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Aug. 28; Cusip: 4042K12N2

• 0% airbag performance securities due Aug. 31, 2017 linked to the SPDR S&P 500 ETF trust; via underwriter HSBC Securities (USA) LLC and dealer UBS Financial Services Inc.; pricing Aug. 28; Cusip: 40433M286

• 7.5% coupon-bearing notes due August 2013 linked to the common stock of Qualcomm Inc.; via Bank of America Merrill Lynch; pricing in August

• 7% coupon-bearing notes due August 2013 linked to the common stock of Starbucks Corp.; via Bank of America Merrill Lynch; pricing in August

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due Aug. 31, 2018 linked to the common stocks of Avon Products, Inc., Bristol-Meyers Squibb Co., Goldcorp Inc., General Mills, Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co., Tiffany & Co., Verizon Communications Inc. and Whirlpool Corp.; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 28; Cusip: 48124JGX0

• Digital contingent coupon certificates of deposit due Aug. 30, 2019 linked to the common stocks of Avon Products, Inc., Bristol-Meyers Squibb Co., Goldcorp Inc., General Mills, Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co., Tiffany & Co., Verizon Communications Inc. and Whirlpool Corp.; via agent J.P. Morgan Securities LLC and distributor Incapital LLC; pricing Aug. 28; Cusip: 48124JGY8

• 0% certificates of deposit due Aug. 30, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48124JGL6

• 0% certificates of deposit due Aug. 30, 2019 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48124JGJ1

JPMORGAN CHASE & CO.

• Trigger phoenix autocallable optimization securities due Aug. 22, 2013 linked to CNH Global NV shares; 60% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48126E776

• Trigger phoenix autocallable optimization securities due Aug. 22, 2013 linked to Coach Inc. shares; 65% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48126E768

• 0% notes due Aug. 21, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48125V2P4

• Trigger phoenix autocallable optimization securities due Aug. 22, 2013 linked to Harley-Davidson Inc. shares; 70% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48126E784

• 0% capped leveraged buffered index-linked notes due Feb. 21, 2014 tied to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Aug. 16; Cusip: 48125V3B4

• Autocallable contingent interest notes due Sept. 5, 2013 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 48125V3D0

• Autocallable contingent interest notes due Sept. 5, 2013 linked to Vale SA American Depositary Shares; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 17; Cusip: 48125V3C2

• 0% trigger digital optimization securities due Aug. 25, 2015 linked to Brazilian real, the Russian ruble, the Indian rupee, the Chinese renminbi and the Mexican peso; 85% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing Aug. 20; Cusip: 48126E792

• 7% autocallable yield notes due Aug. 27, 2013 linked to the lesser performing of the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 22; Cusip: 48125V3H1

• 6.5%-7.5% single observation callable yield notes due Dec. 3, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 24; Cusip: 48125V2J8

• Fixed-to-floating notes due Aug. 30, 2017; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 448125VJ84

• Callable fixed-rate step-up notes due Aug. 30, 2022; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VJ76

• Callable fixed-rate step-up notes due Aug. 30, 2032; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VJ68

• 0% buffered return enhanced notes due Feb. 28, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY53

• 0% buffered return enhanced notes due Aug. 29, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY87

• 0% buffered return enhanced notes due Feb. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY61

• 0% notes due Aug. 31, 2018 linked to the J.P. Morgan Alternative Index Multi-Strategy 5 (USD; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VX88

• 0% notes due Aug. 31, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY20

• 0% notes due Aug. 31, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc. pricing Aug. 28; Cusip: 48125VY38

• 0% notes due Aug. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125V2G4

• 9%-11% autocallable yield notes due May 31, 2013 linked to the Market Vectors Gold Miners exchange-traded fund, the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125V2B5

• 10%-12% autocallable yield notes due Aug. 30, 2013 linked to the lesser performing of the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VZ78

• 0% buffered return enhanced notes due Feb. 28, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY46

• 10.5%-12.5% autocallable yield notes due Aug. 30, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125V2C3

• 0% buffered return enhanced notes due Feb. 28, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY79

• 0% buffered return enhanced notes due Aug. 29, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VY95

• 7%-9% autocallable yield notes due Aug. 30, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VZ60

• 8%-10% autocallable yield notes due Aug. 30, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125V2A7

• 11%-13% autocallable yield notes due Aug. 30, 2013 linked to the S&P 500 index, the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via J.P. Morgan Securities LLC; pricing Aug. 28; Cusip: 48125VZ86

MORGAN STANLEY

• 0% buffered jump securities due Aug. 31, 2016 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W59

• 0% market-linked notes due Aug. 31, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W75

• 0% commodity-linked notes due Aug. 31, 2018 linked to the price of gold; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482P24

• 0% buffered jump securities due August 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 61755S495

• 0% buffered jump securities due Aug. 29, 2014 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W67

• 0% market-linked notes due Aug. 31, 2017 linked to the Morgan Stanley ETF-Map Index (Excess Return); via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W83

• Contingent income securities due Aug. 31, 2020 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W42

• Autocallable securities with contingent coupon due Aug. 31, 2022 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W26

• Market-linked autocallable step-up notes due Aug. 31, 2027 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482X25

• Market-linked autocallable notes due Aug. 31, 2032 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482V84

• Contingent income securities due Aug. 31, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Aug. 28; Cusip: 617482W34

• 0% commodity-linked partial principal at risk securities due Aug. 30, 2016 linked to the performance of gold; via Morgan Stanley & Co. LLC; pricing Aug. 29; Cusip: 617482P32

• Market-linked autocallable step-up notes due Aug. 31, 2032 linked to the S&P 500 index; via Morgan Stanley& Co. LLC; pricing Aug. 29; Cusip: 617482X41

• Fixed-to-floating-rate notes due Sept. 1, 2019 with 5% initial rate; via Morgan Stanley & Co. LLC; settlement Aug. 31; Cusip: 61760QBV5

• 0% dual directional trigger Performance Leveraged Upside Securities due February 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61755S560

• 0% market-linked notes with past performance adjusted contingent coupon based on the value of the Morgan Stanley ETF-Map Index (Excess Return); via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61755S511

• Contingent income autocallable securities due August 2019 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 617482X33

• 0% Outperformance Performance Leveraged Upside Securities due February 2014 based on the performance of the S&P 100 index relative to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61755S545

• 0% dual directional trigger Performance Leveraged Upside Securities due August 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61755S503

• 0% Performance Leveraged Upside Securities due September 2013 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61755S487

• 0% market-linked notes due between August 2017 and October 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in August; Cusip: 61755S552

• Contingent income autocallable securities due August 2013 linked to Wells Fargo & Co. shares; 80% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Smith Barney LLC; pricing in August; Cusip: number: 61755S479

ROYAL BANK OF CANADA

• 7.6%-9.6% annualized airbag yield optimization notes due Feb. 25, 2013 linked to Assured Guaranty Ltd.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 16; Cusip: 78008W131

• 6%-8% annualized airbag yield optimization notes due Feb. 25, 2013 linked to F5 Networks, Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 16; Cusip: 78008W149

• 7%-9% annualized airbag yield optimization notes due Feb. 25, 2013 linked to Kinross Gold Corp.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 16; Cusip: 78008W156

• 7.65%-10.15% annualized airbag yield optimization notes due Feb. 25, 2013 linked to Skyworks Solutions, Inc.; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 16; Cusip: 78008W164

• Senior fixed-rate step-up callable notes due Aug. 24, 2023; via RBC Capital Markets, LLC; pricing Aug. 21; Cusip: 78008SET9

• 6%-7.5% coupon notes due Feb. 28, 2013 linked to Apple Inc. common stock; via Citigroup Global Markets Inc. and RBC Capital Markets, LLC; pricing Aug. 24; Cusip: 78008SFE1

• 0% absolute return barrier notes due March 5, 2014 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78008SFJ0

• 0% buffered bullish enhanced return notes due Sept. 3, 2014 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78008SFS0

• Bullish barrier return notes with digital coupon due Oct. 3, 2013 linked to the S&P 500 index; 85% trigger; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78008SFH4

• 0% buffered return optimization securities due Aug. 29, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78008D786

• Barrier range accrual notes due Nov. 30, 2017 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Aug. 28; Cusip: 78008SFT8

• 0% jump securities due March 2013 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC (agent) and Morgan Stanley Smith Barney LLC (distribution); pricing Aug. 30; Cusip: 78008D752

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due Sept. 5, 2014 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008SFN1

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due March 5, 2014 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008SFM3

• 0% growth securities with leveraged capped upside and fixed percentage buffered downside due Dec. 5, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008SFP6

• 0% autocallable access securities with fixed percentage buffered downside due Sept. 5, 2014 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008SFL5

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 6, 2017 linked to 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; pricing in August; Cusip: 78008SGJ9

• 0% bear Strategic Accelerated Redemption Securities due February 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in August

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

• 0% autocallable access securities with fixed percentage buffered downside due Sept. 5, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in August; Cusip: 78008SFK7

• 0% direct investment notes due Oct. 10, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Sept. 6; Cusip: 78008SFQ4

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

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI EAFE index fund due in 18 to 21 months; 90% trigger; via Goldman Sachs & Co.

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

ROYAL BANK OF SCOTLAND

• 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

• Callable daily range accrual notes due Aug. 31, 2027 linked to the S&P 500 index; via agent SG Americas Securities, LLC and distributor Advisors Asset Management, Inc.; pricing Aug. 27; Cusip: 78423ECF9

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due October 2013 linked to the PHLX Oil Service Sector index; via Bank of America Merrill Lynch; pricing in August

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

UBS AG, JERSEY BRANCH

• Callable step-up fixed-rate notes due Aug. 23, 2017; via UBS Securities LLC; pricing Aug. 20; Cusip: 90261JKN2

• Callable step-up fixed-rate notes due Aug. 23, 2027; via UBS Securities LLC; pricing Aug. 20; Cusip: 90261JKP7

UBS AG, LONDON BRANCH

• 0% trigger phoenix autocallable optimization securities due Aug. 22, 2017 linked to Freeport-McMoRan Copper & Gold Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 16; Cusip: 90269V165

• 0% trigger phoenix autocallable optimization securities due Aug. 22, 2017 linked to Hess Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 16; Cusip: 90269V157

• 0% trigger phoenix autocallable optimization securities due Aug. 22, 2017 linked to the iShares Russell 2000 index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 16; Cusip: 90269V173

• 0% capped index knock-out notes due Sept. 5, 2013 linked to the S&P 500 index; via UBS Investment Bank (underwriter) and JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC (dealers); pricing Aug. 17; Cusip: 902674LF5

• Contingent income autocallable securities due Feb. 24 2014 linked to Cobalt International Energy, Inc. shares; 65% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing Aug. 21

• 0% contingent return optimization securities due Aug. 29, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 28; Cusip: 90268U838

• 0% trigger performance securities due Aug. 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 29; Cusip: 90268U846

UNION BANK, NA

• 0% quarterly capped return market-linked certificates of deposit due Aug. 31, 2017 linked to the Russell 2000 index; via agent UnionBanc Investment Services, LLC and distributor Advisors Asset Management, Inc.; pricing Aug. 28; Cusip: 90521AKJ6

WELLS FARGO & CO.

• 0% market-linked certificates of deposit due Aug. 31, 2018 linked to Brazilian real, Russian ruble, Indian rupee and Singapore dollar; via distributor Incapital LLC; pricing Aug. 27; Cusip: 949748R90

• Access securities with contingent coupon and contingent downside due August 2027 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in August; Cusip: 94986RLC3

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 2017 linked to 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 September; Cusip: 94986RLA7

• 1% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 2018 linked to the S&P 500 index; via Wells Fargo Securities LLC; settlement in September; Cusip: 94986RLB5

• 0% growth securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 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 September; Cusip: 94986RKZ3

• Mandatorily exchangeable securities with capped upside and contingent buffered downside due 2014 linked to the common stock of Ford Motor Co.; via Wells Fargo Securities, LLC

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