Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Strategic Accelerated Redemption Securities due October 2014 linked to a basket of the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via BofA Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

• 0% market-linked step-up notes due October 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• Capped Leveraged Index Return Notes due October 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 0% autocallable market-linked step-up notes due October 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due October 2015 linked to the Merrill Lynch Commodity index eXtra; via BofA Merrill Lynch; pricing in October

BANK OF MONTREAL

• 0% contingent risk absolute return notes due Oct. 15, 2015 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing Oct. 9; Cusip: 06366RRL1

• 0% barrier bullish return notes due Oct. 17, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 9; Cusip: 06366RRK3

• 0% buffered bullish enhanced return notes due Oct. 31, 2016 linked to the iShares China Large-Cap exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RRD9

• 0% buffered bullish enhanced return notes due Oct. 31, 2016 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RRE7

• 4% autocallable cash-settled notes with step-up call price due Oct. 30, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RRF4

• 0% upside booster notes with barrier due Oct. 31, 2018 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RRJ6

• 0% barrier bullish enhanced return notes due Oct. 31, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RRG2

• 0% upside booster notes with barrier due Oct. 31, 2018 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Oct. 28; Cusip: 06366RRH0

BARCLAYS BANK PLC

• 8% reverse convertible notes due Oct. 7, 2014 linked to E*Trade Financial Corp. stock; via Barclays Capital; pricing Oct. 3; Cusip: 06741J4P1

• 0% notes due Oct. 7, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing Oct. 4; Cusip: 06741TJ81

• Contingent income autocallable securities due Oct. 11, 2016 linked to Qualcomm Inc. shares; via Barclays with Morgan Stanley Smith Barney LLC as dealer; pricing Oct. 4; Cusip: 06742E885

• 0% buffered Super Track notes due Oct. 10, 2017 linked to S&P MidCap 400 index and the Russell 2000 index; 75% trigger; via Barclays; pricing Oct. 4; Cusip: 06741TP84

• 0% buffered Super Track notes due Feb. 13, 2018 linked to the S&P 500 index; via Barclays; pricing Oct. 8; Cusip: 06741TL47

• 12% reverse convertible notes due Jan. 14, 2014 linked to Cirrus Logic, Inc. stock; via Barclays Capital; pricing Oct. 9; Cusip: 06741J4M8

• 0% buffered Super Track notes due Oct. 15, 2015 linked to the iShares MSCI EAFE index fund; via Barclays; pricing Oct. 9; Cusip: 06741TP43

• 0% buffered Super Track notes due Oct. 15, 2015 linked to the S&P 500 index; via Barclays; pricing Oct. 9; Cusip: 06741TP50

• 5% callable yield notes Oct. 15, 2021 linked to the Russell 2000 index; 50% trigger; via Barclays; pricing Oct. 11; Cusip: 06741TN45

• Five-year 0% buffered Super Track notes due 2018 linked to S&P 500 index; the iShares MSCI EAFE index fund; the Russell 2000 index and the PowerShares DB Commodity Index Tracking Fund; the iShares iBoxx $ Investment Grade Corporate Bond fund and the iShares MSCI Japan index fund; the Consumer Staples Select Sector SPDR fund, the iShares Dow Jones Select Dividend index fund and the iShares MSCI Emerging Markets index fund; the Health Care Select Sector SPDR fund and the PowerShares QQQ Trust, Series 1; and the iShares Barclays Treasury Inflation Protected Securities Bond fund; 75.5% to 85.5% trigger; via Barclays; Cusip: 06741TYY7

CITIGROUP INC.

• Callable leveraged CMS spread notes due Oct. 8, 2023 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; pricing Oct. 3; Cusip: 1730T0VK2

• 0% dual directional trigger Performance Leveraged Upside Securities due April 21, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC as dealer; pricing Oct. 18; Cusip: 17321F847

• 0% Accelerated Return Notes due Aug. 2, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Oct. 28; Cusip: 1730T0VL0

CREDIT SUISSE AG

• Contingent coupon callable yield notes due Oct. 10, 2017 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via Barclays; pricing Oct. 2; Cusip: 22547QBY1

• 0% knock-out notes due Oct. 9, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing Oct. 4; Cusip: 22547QBZ8

• 0% accelerated barrier notes due Oct. 25, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 18; Cusip: 22547QBD7

• Contingent coupon callable yield notes Oct. 25, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 18; Cusip: 22547QBE5

• 6.05% callable daily range accrual securities due July 29, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 24; Cusip: 22547QBN5

• Autocallable securities due Oct. 31, 2016 linked to the S&P 500 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QBW5

• High/low coupon callable yield notes due April 30, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QBK1

• Contingent coupon callable yield notes due Oct. 31, 2016 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Oct. 28; Cusip: 22547QBV7

• High/low coupon callable yield notes due Oct. 31, 2014 linked to the U.S. Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 28; Cusip: 22547QBH8

• 0% cert plus securities due Nov. 6, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QBR6

• 0% callable cert plus securities due Nov. 5, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QBL9

• High/low coupon callable yield notes due May 5, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 31; Cusip: 22547QBJ4

• 0% Strategic Accelerated Redemption Securities due October 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

• 0% buffered return equity securities due March 13, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; Cusip: 22547QA89

CREDIT SUISSE AG, LONDON BRANCH

• 0% leveraged buffered index-linked notes tied to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing in October; Cusip: 22547QBB1

EAST WEST BANK

• Callable fixed-to-floating CMS spread certificates of deposit due Oct. 4, 2033 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via RBC Capital Markets Corp. with Advisors Asset Management, Inc.; Cusip: 27579TPR5

GOLDMAN SACHS GROUP, INC.

• 0% trigger notes due April 8, 2015 linked to the S&P 500 index; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 38147QXE1

• Callable step-up fixed-rate notes due October 2028; via Goldman Sachs & Co. and Incapital LLC; pricing in October; Cusip: 38147QVS2

• 15-year callable quarterly CMS spread-linked notes linked to the 30-year and five-year Constant Maturity Swap rates; via Goldman Sachs & Co.; Cusip: 38147QWS1

• 18- to 21-month 0% leveraged notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 0% leveraged notes linked to the Euro Stoxx 50 index due in 18 to 21 months; via Goldman Sachs & Co.

• 0% notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged notes linked to the Euro Stoxx 50 index due in 31 to 34 months; via Goldman Sachs & Co.

• 0% leveraged buffered notes due 2018 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QRA6

• 26-month 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund; 90% trigger; via Goldman, Sachs & Co.; Cusip: 38147QYE0

• 0% leveraged notes tied to the MSCI EAFE index due in 25 to 28 months; 90% trigger; via Goldman Sachs & Co.

• 13- to 24-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.

• 24-month 0% autocallable buffered notes linked to the Russell 2000 index; 85% trigger; via Goldman Sachs & Co.; Cusip: 38147QFA9

• 0% leveraged buffered notes due in 24-27 months linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QAE6

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

• 0% index-linked notes due 2015 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QUE4

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

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

• 24-month 0% autocallable leveraged buffered notes linked to the S&P Banks Select Industry index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered notes linked to the S&P Banks Select Industry index; via Goldman Sachs & Co.

HSBC USA INC.

• Contingent income barrier notes due Oct. 25, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Oct. 18; Cusip: 40432XM81

• 0% buffered uncapped market participation securities with lock-in floor due Sept. 27, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; settling Oct. 25; Cusip: 40432XM99

• 0% uncapped Accelerated Market Participation Securities due Oct. 30, 2015 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 40432XLV1

• 0% leveraged buffered uncapped market participation securities due Oct. 31, 2016 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 40432XLU3

• 0% 50/150 performance securities due Oct. 30, 2019 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 40432XLX7

• 0% leveraged buffered uncapped market participation securities due Oct. 30, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Oct. 25; Cusip: 40432XLW9

• Autocallable barrier notes with step-up call price due Oct. 31, 2016 linked to the Russell 2000 index; via BMO Capital Markets Corp., pricing Oct. 28; Cusip: 06366RRN7

• Leveraged Index Return Notes due October 2018 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in October

• 0% Market Index Target-Term Securities due October 2020 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in October

• 0% performance plus securities due October 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing in October; Cusip: 40432XLH2

• 0% Performance Leveraged Upside Securities due October 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing in October; Cusip: 40433X118

JPMORGAN CHASE & CO.

• Fixed-to-floating notes due Oct. 9, 2028; via J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 48126D7L7

• Contingent income autocallable securities due Oct. 7, 2016 linked to Apple Inc. shares; via J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 48126H282

• 0% return notes due Oct. 22, 2014 linked the common stocks Bank of America Corp., Costco Wholesale Corp., D.R. Horton, Inc., Home Depot, Inc., KB Home, KeyCorp, Lowe's Cos., Inc., Lennar Corp., PulteGroup, Inc., Owens Corning, Stanley Black & Decker, Inc., SunTrust Banks, Inc., Target Corp., USG Corp. and Wells Fargo & Co.; pricing Oct. 4; Cusip: 48126NWL7

• Range accrual floating-rate notes due Oct. 9, 2018 linked to Libor and the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 48126NST5

• Callable variable-rate range accrual notes due Oct. 9, 2028 linked to six-month Libor and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 4; Cusip: 48126D7M5

• 14.9% reverse convertible notes due Jan. 14, 2014 linked to Cliffs Natural Resources Inc. stock; via JPMorgan; pricing Oct. 9; Cusip: 48126NVK0

• 7.55% reverse convertible notes due April 14, 2014 linked to Coach, Inc. stock; via JPMorgan; pricing Oct. 9; Cusip: 48126NVM6

• 0% capped buffered equity notes due Oct. 15, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 9; Cusip: 48126NVP9

• 0% capped dual directional knock-out buffered notes due Oct. 14, 2016 linked to the iShares 20+ Year Treasury Bond exchange-traded fund; 60% trigger; via J.P. Morgan Securities LLC; pricing Oct. 9; Cusip: 48126NVN4

• 13.6% reverse convertible notes due Jan. 14, 2014 linked to J.C. Penney Co., Inc stock; via JPMorgan; pricing Oct. 9; Cusip: 48126NVJ3

• 13.55% reverse convertible notes due Jan. 14, 2014 linked to Lennar Corp. stock; via JPMorgan; pricing Oct. 9; Cusip: 48126NVL8

• Notes due Oct. 19, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 11; Cusip: 48126NWR4

• Fixed-to-floating rate leveraged CMS curve and S&P 500 index-linked notes due Oct. 23, 2028; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; settling Oct. 23; Cusip: 48126D7K9

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVV6

• 7% to 9% autocallable yield notes due Oct. 31, 2014 linked to the iShares MSCI Emerging Markets exchange-traded fund and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVT1

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVW4

• 0% return notes due Jan 30, 2015 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVZ7

• 0% capped buffered return enhanced notes due Oct. 30, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVY0

• 0% capped buffered return enhanced notes due Oct. 30, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVX2

• 5.25% to 7.25% autocallable yield notes due Oct. 31, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVS3

• 6.25% to 8.25% autocallable yield notes due Oct. 31, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Oct. 28; Cusip: 48126NVR5

• 0% buffered Performance Leveraged Upside Securities due Dec. 4, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Oct. 31; Cusip: 48126H266

• 0% Performance Leveraged Upside Securities due Dec. 4, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Oct. 31; Cusip: 48126H274

MORGAN STANLEY

• 0% lock-in buffered securities due Oct. 31, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JMD8

• Contingent income securities due Oct. 31, 2028 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JMB2

• Contingent income securities due Oct. 31, 2028 linked to S&P 500 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JMA4

• Contingent coupon notes due Oct. 31, 2033 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JLY3

• Contingent income securities due Oct. 31, 2028 linked to the S&P 500 index, Russell 2000 index and Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Oct. 28; Cusip: 61761JLW7

• Contingent income autocallable securities due October 2014 linked to Amazon.com, Inc. shares; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61762W190

• Contingent income autocallable securities due October 2014 linked to Ford Motor Co. shares; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61762W232

• 0% commodity-linked notes due April 2019 tied to West Texas Intermediate light sweet crude oil; via Morgan Stanley & Co. LLC; pricing in October; Cusip: 61762AG9

ROYAL BANK OF CANADA

• 0% direct investment notes due Nov. 10, 2014 linked to the Equity Compass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Oct. 3; Cusip: 78010UEJ2

• Fixed-to-floating-rate notes due Oct. 7, 2015; via RBC Capital Markets LLC; settlement Oct. 7; Cusip: 78010UCW5

• 7.8%-11.8% reverse convertible notes due April 14, 2014 linked to the common stock of Eaton Corp.; via RBC Capital Markets, LLC; pricing Oct. 9; Cusip: 78010UFF9

• 0% absolute return barrier notes due Oct. 15, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via RBC Capital Markets, LLC; pricing Oct. 9; Cusip: 78010UFD4

• 7.15%-11.15% reverse convertible notes due April 14, 2014 linked to the common stock of Mead Johnson Nutrition Co.; via RBC Capital Markets, LLC; pricing Oct. 9; Cusip: 78010UFG7

• 0% absolute return barrier notes due Oct. 15, 2015 linked to the S&P 500 index; 76.75%-79.75% trigger; via RBC Capital Markets, LLC; pricing Oct. 9; Cusip: 78010UFE2

• 0% Accelerated Return Notes due January 2015 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in October

• 0% Strategic Accelerated Redemption Securities due October 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in October

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

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

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due January 2015 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in October

• 0% Accelerated Return Notes due January 2015 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in October

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due Oct. 7, 2016 linked to General Motors Co. shares; via UBS Securities LLC with Morgan Stanley Smith Barney LLC as dealer; pricing Oct. 4; Cusip: 90271M542

UNITED COMMUNITY BANK

• Callable fixed-to-floating market-linked CMS spread certificates of deposit due Sept. 30, 2033 linked to the 30-year Constant Maturity Swap Rate and the two-year CMS rate; via RBC Capital Markets Corp. with Advisors Asset Management, Inc.; Cusip: 90984P4Q5

WELLS FARGO & CO.

• 2.2%-2.4% access securities with upside participation to a cap and fixed percentage buffered downside due Oct. 19, 2016 linked to the iShares U.S. Real Estate exchange-traded fund; via Wells Fargo Securities, LLC; pricing Oct. 14; Cusip: 94986RRQ6

• 0% access securities with upside participation and contingent downside due Oct. 19, 2016 linked to the SPDR S&P 500 ETF trust; via Wells Fargo Securities, LLC; pricing Oct. 14; Cusip: 94986RRR4

• Market-linked notes due May 7, 2020 tied to SPDR S&P 500 ETF Trust, the SPDR S&P MidCap 400 ETF Trust and the iShares Russell 2000 ETF; via Wells Fargo Securities, LLC; pricing Oct. 31; Cusip: 94986RRS2

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