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Published on 4/30/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Market Index Target-Term Securities due May 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May

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

• 0% Accelerated Return Notes due August 2014 linked to the Merrill Lynch Commodity index eXtra Precious Metals Plus - Excess Return; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due June 2014 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in May

• Capped Leveraged Index Return Notes due May 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in May

• Autocallable market-linked step-up notes due May 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

• Autocallable market-linked step-up notes due May 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

• 0% market-linked step-up notes due May 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

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

BANK OF MONTREAL

• 0% buffered bullish digital return notes due May 31, 2016 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNT8

• 0% autocallable barrier notes with contingent coupon due May 31, 2016 linked to the iShares Russell 2000 index fund: via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNR2

• 0% buffered bullish digital return notes due May 29, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp., pricing May 23; Cusip: 06366RNS0

• 0% autocallable barrier notes with contingent coupon due May 31, 2016 linked to the Market Vectors Gold Miners exchange-traded fund: via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNQ4

• 0% buffered bullish digital return notes due May 31, 2016 linked to the SPDR S&P Homebuilders exchange-traded fund; via BMO Capital Markets Corp.; pricing May 23; Cusip: 06366RNU5

BARCLAYS BANK PLC

• 0% notes due May 4, 2018 linked to the Barclays Multi-Strategy DJ-UBSCI with Seasonal Energy Excess Return index; via Barclays; pricing May 1; Cusip: 06741TSQ1

• 0% notes due May 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing May 7; Cusip: 06741TST5

• 0% Super Track notes due May 20, 2015 linked to Apple Inc. common stock; via Barclays; pricing May 15; Cusip: 06741TUM7

• Callable contingent coupon notes due May 20, 2015 linked to Apple Inc. common stock; via Barclays; pricing May 15; Cusip: 06741JZP7

• 0% buffered Super Track notes due May 19, 2016 linked to the S&P 500 index; via Barclays; pricing May 15; Cusip: 06741TTM9

• Contingent quarterly payment callable yield notes due May 31, 2018 linked to the lesser return of the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing May 25; Cusip: 06741TTT4

• Callable contingent payment notes due May 31, 2023 linked to the Russell 2000 index; via Barclays; pricing May 28; Cusip: 06741TTW7

• 0% Accelerated Return Notes due July 2014 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in May

• Callable contingent coupon notes due November 2015 linked to the common stock of PNC financial Services Group, Inc.; via Barclays; pricing in May; Cusip: 06741JZN2

CREDIT SUISSE AG, NASSAU BRANCH

• Contingent coupon callable yield notes due May 7, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 1; Cusip: 22546T5V9

• 0% buffered lock-in securities due May 31, 2018 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5E7

• Callable daily range accrual securities due Feb. 28, 2019 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T7A3

• 6.5% to 7.5% callable yield notes due Aug. 29, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil capped index fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T7B1

• High/low coupon callable yield notes due Nov. 28, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5Z0

• High/low coupon callable yield notes due Aug. 29, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546T5Y3

• High/low coupon callable yield notes due Dec. 5, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6B2

• High/low coupon callable yield notes due Dec. 5, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T6A4

• 0% Buffered Accelerated Return Equity Securities due June 5, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 31; Cusip: 22546T7D7

• Capped Leveraged Index Return Notes due May 2015 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in May

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

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

DEUTSCHE BANK AG, LONDON BRANCH

• 0% autocallable securities due May 15, 2014 linked to the Brazilian real relative to the Japanese yen; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 3; Cusip: 25152RCQ4

• 0% autocallable securities due May 7, 2015 linked to a basket of three equally weighted currencies relative to the Japanese yen (Mexican peso, Brazilian real and Chilean peso); via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing May 3; Cusip: 25152RCP6

• Capped floating-rate notes due May 15, 2023; via Deutsche Bank Securities Inc.; settling May 15; Cusip: 25152RVA8

GOLDMAN SACHS GROUP, INC.

• Autocallable monthly index-linked range accrual notes due May 29, 2023 tied to the Euro Stoxx 50 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing May 23; Cusip: 38141GSS4

• Callable step-up fixed-rate notes due May 2028; via Goldman Sachs & Co. and Incapital LLC; pricing in May; Cusip: 38141GSZ8

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

• 0% leveraged buffered notes due in 36-40 months linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GSX3

• 24- to 27-month 0% leveraged buffered index-linked notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes linked to the MSCI EAFE index; via Goldman Sachs & Co.

• 0% digital notes tied to the MSCI EAFE index due in 24 to 28 months; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147M121

• 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.

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

• 0% leveraged buffered notes due in 21-24 months linked to the S&P 500 index; via Goldman Sachs & Co.

• 0% leveraged buffered notes tied to the S&P 500 index due in 24 and 27 months; 90% trigger; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged index-linked 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- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147H486

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

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

• 26- to 30-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 42- to 48-month 0% leveraged buffered notes linked to the S&P 500 index due in 42 to 48 months; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U7U9

• 0% leveraged buffered notes due in five years linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GSY1

• 66-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GSR6

• 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.

• Four-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• 0% currency Market Index Target-Term Securities due May 2015 linked to Brazilian real and Mexican peso; via BofA Merrill Lynch; pricing in May

• Market-linked step-up notes due May 2015 linked to the DAX Price Return index; via Bank of America Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due May 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May

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

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due May 21, 2014 linked to Ford Motor Co. common stock; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48126D3Q0

• Autocallable contingent interest notes due May 21, 2014 linked to Occidental Petroleum Corp. common stock; via J.P. Morgan Securities LLC; pricing May 3; Cusip: 48126D3S6

• Callable step-up fixed-rate notes due May 15, 2028; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126DT74

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3H0

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3J6

• 0% capped buffered return enhanced notes due Nov. 28, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3G2

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3L1

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3M9

• 0% capped buffered return enhanced notes due May 29, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48126D3K3

MORGAN STANLEY

• 11% autocallable single observation reverse exchangeable notes due May 15, 2014 linked to VeriFone Systems, Inc. shares; 65% trigger; via J.P. Morgan Securities LLC; pricing May 10; Cusip: 48126D3A5

• 0% capped contingent buffered return enhanced notes due May 20, 2015 linked to Apple Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48126D2X6

• 0% buffered jump securities due May 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFY0

• 0% lock-in buffered securities due May 30, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFX2

• Annual income notes due May 29, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing May 24; Cusip: 48126D2Y4

• Contingent income securities due May 30, 2028 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFT1

• Contingent income securities due May 30, 2028 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGB9

• Contingent income securities due May 30, 2028 linked to the worse performing of the Russell 2000 index and the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFU8

• Contingent income securities due May 30, 2028 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFW4

• Contingent income securities due May 30, 2028 linked to the worse performing of the S&P 500 index and the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JGA1

• Contingent income securities due May 30, 2028 linked to the worse performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFV6

• 0% Performance Leveraged Upside Securities due May 31, 2016 linked to the worst performing of the S&P 500 index and the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 24; Cusip: 61761JFZ7

ROYAL BANK OF CANADA

• 0% direct investment notes due June 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing May 3; Cusip: 78008SN36

• 0% bullish barrier enhanced return notes due May 20, 2015 linked to Apple Inc. shares; 80% trigger; via RBC Capital Markets, LLC; pricing May 15; Cusip: 78008ST4

• 7.5% STEP Income Securities due May 2014 linked to Corning, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 0% Strategic Accelerated Redemption Securities due June 2014 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via BofA Merrill Lynch; pricing in May

• 8.5% STEP Income Securities due May 2014 linked to Under Armour, Inc. common stock; via BofA Merrill Lynch; pricing in May

• 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.

• 0% enhanced return notes due in 25-28 months linked to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78008SS98

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due July 2014 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2014 linked to the S&P MidCap 400 index; via BofA Merrill Lynch; pricing in May

UBS AG, LONDON BRANCH

• 0% trigger performance securities due May 31, 2018 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 28; Cusip: 90271C361


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