Structured Products Calendar

BANK OF AMERICA CORP.

• Contingent income autocallable notes due June 28, 2023 linked to the least performing of the S&P 500 index and the Euro Stoxx 50 index; via BofA Merrill Lynch; settling June 28; Cusip: 06048WNY2

• Fixed-to-floating notes due July 2023; via BofA Merrill Lynch; pricing in June

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

• 0% Market Index Target-Term Securities due May 2019 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in June

• Capped Leveraged Index Return Notes due June 2015 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in June

• 0% autocallable market-linked step-up notes due July 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due June 2015 linked to the common stocks of Regions Financial Corp., BB&T Corp. and KeyCorp; via BofA Merrill Lynch; pricing in June

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

• Market-linked step-up notes due June 2018 linked to the S&P 500 index; 80% trigger; via BofA Merrill Lynch; pricing in June

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

• 0% leveraged bear notes with early redemption trigger due July 2014 linked to the S&P 500 Total Return index; via BofA Merrill Lynch; pricing in June

BANK OF MONTREAL

• Redeemable step-up coupon notes due June 27, 2023; via BMO Capital Markets Corp.; settlement June 27; Cusip: 06366RPP4

BANK OF NOVA SCOTIA

• 0% series A capped buffered participation notes linked to the MSCI EAFE index; via Scotia Capital (USA) Inc.; pricing July 1; Cusip: 064159452

BARCLAYS BANK PLC

• Trigger phoenix autocallable optimization securities due June 29, 2018 linked to Citigroup, Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing June 26; Cusip: 06742D739

• Trigger phoenix autocallable optimization securities due June 29, 2018 linked to CSX Corp. common stock; via UBS Financial Services Inc. and Barclays; pricing June 26; Cusip: 06742D721

• Annual reset coupon buffered notes due June 28, 2019 linked to the Russell 2000 index; via Barclays; pricing June 26; Cusip: 06741TWJ2

• Trigger phoenix autocallable optimization securities due June 29, 2018 linked to Verizon Communications Inc. common stock; via UBS Financial Services Inc. and Barclays; pricing June 26; Cusip: 06742D747

• Contingent income autocallable securities due July 1, 2016 linked to Apple Inc. common stock; via Barclays and Morgan Stanley Smith Barney LLC; pricing June 28; Cusip: 06742D770

• Digital step-up notes due July 10, 2014 linked to the Mexican peso relative to the dollar; via Barclays with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing June 28; Cusip: 06741TYD3

• 0% Currency Market Index Target-Term Securities due June 2015 linked to the Brazilian real and the Mexican peso relative to the euro; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes due August 2014 linked to Halliburton Co., Marathon Oil Corp. and Occidental Petroleum Corp.; via BofA Merrill Lynch; pricing in June

• Callable contingent coupon notes due June 2015 linked to the common stock of Intel Corp.; via Barclays; pricing in June; Cusip: 06741J2L2

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

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

• 0% annual autocallable notes due June 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing in June

• 0% notes due July 8, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing July 5; Cusip: 06741TXM4

CITIGROUP INC.

• Callable leveraged CMS spread notes due June 28, 2033 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; settlement June 28; Cusip: 1730T0TT6

• 0% buffered Performance Leveraged Upside Securities due Dec. 30, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 173095399

• 0% enhanced trigger jump securities due July 1, 2016 linked to the S&P 500 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing June 28; Cusip: 173095340

• Callable leveraged CMS spread notes due July 9, 2033 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; settling July 9; Cusip: 1730T0UB3

• 0% jump securities due July 2, 2015 linked to the performance of the SPDR S&P 500 ETF Trust relative to the iShares Barclays 20+ Year Treasury Bond Fund; via Citigroup Global Markets Inc.; pricing July 28; Cusip: 173095381

CREDIT SUISSE AG

• 0% autocallable return enhanced notes due July 16, 2014 linked to the Tokyo Stock Price index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing June 28; Cusip: 22547Q4Z6

CREDIT SUISSE AG, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due June 28, 2018 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22547Q4D5

• High/low coupon buffered securities due June 28, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22547Q3N4

• 0% Buffered Accelerated Return Equity Securities due June 28, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22547Q3D6

• Callable daily range accrual securities due June 28, 2023 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22547Q4E3

• Contingent coupon callable yield notes due July 2, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 26; Cusip: 22547Q3W4

• 0% digital-plus barrier notes due July 3, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 28; Cusip: 22547Q3M6

• 0% digital barrier notes due July 2, 2015 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 28; Cusip: 22547Q2U9

• 0% Accelerated Return Notes due August 2014 linked to the Nasdaq-100 index; via BofA Merrill Lynch; pricing in June

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

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

• 0% capped Leveraged Index Return Notes due June 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in June

• 0% Accelerated Return Notes linked to the S&P 500 index; via Barclays; pricing in June; Cusip: 22547Q3U8

• Coupon buffered securities due July 10, 2017 linked to the S&P 500 index, the iShares MSCI EAFE index fund, the S&P MidCap 400 index, the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 3; Cusip: 22547Q4J2

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger step performance securities due Dec. 31, 2015 linked to the Euro Stoxx 50 index; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing June 26; Cusip: 25155H425

• Trigger phoenix autocallable optimization securities due Dec. 31, 2014 linked to the common stock of Facebook, Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 26; Cusip: 25155H250

• Trigger phoenix autocallable optimization securities due Dec. 31, 2014 linked to the common stock of Nvidia Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing June 26; Cusip: 25155H243

• Callable CMS slope steepener notes due June 28, 2033; via Deutsche Bank Securities Inc.; settlement June 28; Cusip: 25152RVD2

GOLDMAN SACHS GROUP, INC.

• Callable monthly Libor and S&P 500 index-linked range accrual notes due June 28, 2028; via Goldman Sachs & Co.; pricing June 26; Cusip: 38141GTU8

• 0% leveraged buffered notes due June 30, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing June 26; Cusip: 38147QCA2

• Fixed-to-floating notes due June 2020; via Goldman Sachs & Co.; pricing in June; Cusip: 38147QCS3

• 0% notes due July 1, 2021 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing in June; Cusip: 38147QAS5

• Leveraged 30-year CMS-linked notes due in 10 years; via Goldman Sachs & Co.; Cusip: 38141GSH8

• 18-month 0% digital linked to the Euro Stoxx 50 index; 85% trigger; 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.

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 36- to 40-month 0% leveraged buffered index-linked notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QAC0

• 0% leveraged buffered notes linked to the MSCI EAFE index due in 24 to 27 months; 85% trigger; 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% 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 due in 24-27 months linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QAE6

• 13-month 0% buffered linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QDW3

• 0% leveraged index-linked notes tied to the S&P 500 index due in 56 to 65 weeks; 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.

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

• 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.

• 0% leveraged buffered notes due 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QAD8

• 0% leveraged notes due 2018 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GUD4

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

• 0% leveraged buffered notes linked to the S&P Banks Select Industry index due in 24 to 27 months; 85% trigger; 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.

• 36- to 39-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• 0% leveraged buffered uncapped market participation securities due June 24, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 27; Cusip: 40432XH20

• 0% airbag performance securities due July 5, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via Barclays; pricing June 28; Cusip: 40433X563

• 0% Performance Leveraged Upside Securities due Aug. 4, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing June 28; Cusip: 40433X589

• Market-linked step-up notes due June 2015 linked to the Dow Jones Global Titans index; via Bank of America Merrill Lynch; pricing in June

• 0% Strategic Accelerated Redemption Securities due June 2016 linked to a basket of the Dow Jones industrial average, the Euro Stoxx 50 index and the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in June

• Capped Leveraged Index Return Notes due June 2018 linked to the Russell 1000 Growth index; via BofA Merrill Lynch; pricing in June

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

• 0% market-linked step-up notes due June 2016 linked to the S&P 500 index, the MSCI EAFE index, the MSCI Emerging Markets index and the Russell 200 index; via BofA Merrill Lynch; pricing in June

• Fixed-to-floating notes due July 8, 2020; via HSBC Securities (USA) Inc.; pricing July 2; Cusip: 40432XGZ8

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

JPMORGAN CHASE & CO.

• 18.5% reverse convertible notes due Sept. 30, 2013 linked to Apollo Group, Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFE2

• 0% contingent absolute return autocallable optimization securities due July 3, 2014 linked to Bank of America Corp.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 26; Cusip: 48126H779

• 15.5% reverse convertible notes due Dec. 31, 2013 linked to Barrick Gold Corp. stock; via JPMorgan; pricing June 26; Cusip: 48126NFJ1

• 12.5% reverse convertible notes due Dec. 31, 2013 linked to Best Buy Co., Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFL6

• 19.5% reverse convertible notes due Sept. 30, 2013 linked to Cliffs Natural Resources Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFG7

• 10.75% reverse convertible notes due June 27, 2014 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFS1

• 11% reverse convertible notes due June 27, 2014 linked to Hewlett-Packard Co. stock; via JPMorgan; pricing June 26; Cusip: 48126NFR3

• 15.25% reverse convertible notes due Dec. 31, 2013 linked to J.C. Penney Co., Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFN2

• 12% reverse convertible notes due June 27, 2014 linked to LinkedIn Corp. stock; via JPMorgan; pricing June 26; Cusip: 48126NFQ5

• 21% reverse convertible notes due Sept. 30, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFF9

• 18% reverse convertible notes due Dec. 31, 2013 linked to Research In Motion Ltd. stock; via JPMorgan; pricing June 26; Cusip: 48126NFP7

• Callable contingent interest notes due June 30, 2028 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing June 26; Cusip: 48126NEP8

• 0% buffered autocallable optimization securities due June 30, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 26; Cusip: 48126H829

• 15.5% reverse convertible notes due Dec. 31, 2013 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing June 26; Cusip: 48126NFK8

• 20% reverse convertible notes due Sept. 30, 2013 linked to Tesla Motors, Inc. stock; via JPMorgan; pricing June 26; Cusip: 48126NFH5

• 12% reverse convertible notes due Dec. 31, 2013 linked to Tesoro Corp. stock; via JPMorgan; pricing June 26; Cusip: 48126NFM4

• 0% contingent absolute return autocallable optimization securities due July 3, 2014 linked to Weatherford International Ltd.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing June 26; Cusip: 48126H761

• Autocallable contingent interest notes due July 16, 2014 linked to Coach Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NGD3

• 0% capped index knock-out notes due July 16, 2014 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NGC5

• Contingent income autocallable securities due July 1, 2016 linked to General Motors Co. common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; via June 28; Cusip: 48124B196

• 0% Performance Leveraged Upside Securities due Jan. 2, 2015 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126H837

• Autocallable contingent interest notes due July 16, 2014 linked to Nike Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NGE1

• Autocallable contingent interest notes due July 16, 2014 linked to PulteGroup Inc. shares; 65% trigger; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NGF8

• 0% digital notes due July 2, 2015 tied to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NEY9

• 0% capped index knock-out notes due July 16, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NGA9

• 0% capped index knock-out notes due July 16, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing June 28; Cusip: 48126NGB7

• Callable range accrual notes linked to the S&P 500 index; pricing June 28; via J.P. Morgan Securities LLC; Cusip: 48126DX61

MORGAN STANLEY

• 0% trigger performance securities due June 29, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing June 26; Cusip: 61762E513

• 0% airbag performance notes due June 30, 2023 linked to the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC is the agent with UBS Financial Services Inc.; pricing June 26; Cusip: 61762E703

• Fixed-to-floating leveraged CMS curve-linked notes due June 28, 2028; via Morgan Stanley & Co. LLC; settling June 28; Cusip: 61760QCX0

• Fixed-to-floating-rate leveraged CMS curve and S&P 500 index-linked notes due June 28, 2028; via Morgan Stanley & Co. LLC; settlement June 28; Cusip: 61760QCT9

• Contingent income autocallable securities due July 2014 linked to Amazon.com; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E729

• 0% jump securities due June 2015 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E554

• Contingent income autocallable securities due July 2018 linked to the iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E778

• Contingent income autocallable securities due July 2016 linked to JPMorgan Chase & Co.; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E737

• Contingent income autocallable securities due June 2014 linked to lululemon athletica inc. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E760

• 0% dual directional trigger securities due June 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E547

• 0% dual directional trigger Performance Leveraged Upside Securities due July 2020 linked to the S&P 500 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E786

• Contingent income securities due June 2023 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC with Morgan Stanley Smith Barney LLC; pricing in June; Cusip: 61761JJD2

• 0% trigger Performance Leveraged Upside Securities due July 2018 linked to the S&P 500 index; 60% trigger; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E745

• 0% trigger Performance Leveraged Upside Securities due July 2018 linked to the S&P 500 index; 50% trigger; Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E802

• 0% trigger Performance Leveraged Upside Securities due June 2015 linked to the WisdomTree Japan Hedged Equity fund; 70% trigger; via Morgan Stanley & Co. LLC; pricing in June; Cusip: 61762E752

• 0% buffered participation securities due July 2015 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762E836

ROYAL BANK OF CANADA

• 13% reverse convertible notes due Dec. 31, 2013 linked to Abercrombie & Fitch Co. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4A1

• 7.7% reverse convertible notes due Dec. 31, 2013 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3Z7

• 11% reverse convertible notes due Dec. 31, 2013 linked to Biogen Idec Inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4B9

• 11.5% reverse convertible notes due Dec. 31, 2013 linked to Chesapeake Energy Corp. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4C7

• 13.9% reverse convertible notes due Sept. 30, 2013 linked to Delta Airlines, Inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3S3

• 0% bullish barrier enhanced return notes due June 30, 2015 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78008S3H7

• 12.6% reverse convertible notes due Sept. 30, 2013 linked to F5 Networks, Inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3T1

• 11.6% reverse convertible notes due Dec. 31, 2013 linked to Facebook, Inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4D5

• 6% to 8% airbag autocallable yield optimization notes due June 30, 2014 linked to General Motors Co. shares; 85% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 26; Cusip: 78008Y756

• 12.75% reverse convertible notes due Sept. 30, 2013 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3U8

• 7% to 9% airbag autocallable yield optimization notes due June 30, 2014 linked to International Paper Co. shares; 85% trigger; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing June 26; Cusip: 78008Y764

• 15.1% reverse convertible notes due Sept. 30, 2013 linked to KB Home stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3V6

• 14.25% reverse convertible notes due Dec. 31, 2013 linked to lululemon atletica, inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4E3

• 8.45% reverse convertible notes due Dec. 31, 2013 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4F0

• 17.2% reverse convertible notes due Sept. 30, 2013 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3W4

• 13.6% reverse convertible notes due Sept. 30, 2013 linked to Peabody Energy Corp. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3R5

• Bullish barrier enhanced return notes due June 29, 2016 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing June 26; Cusip: 78008S2J4

• 13.35% reverse convertible notes due Dec. 31, 2013 linked to Seagate Technology plc stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4G8

• 13.9% reverse convertible notes due Sept. 30, 2013 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3X2

• 10% reverse convertible notes due Sept. 30, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S3Y0

• 12.1% reverse convertible notes due Dec. 31, 2013 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing June 26; Cusip: 78008S4H6

• Phoenix autocallable securities due July 16, 2014 linked to the common stock of Schlumberger NV; via RBC Capital Markets, LLC and J.P. Morgan Securities LLC; pricing June 28; Cusip: 78008S4K9

• 7% STEP Income Securities due July 2014 linked to the common stock of Citigroup Inc.; via BofA Merrill Lynch; pricing in June

• 0% direct investment notes due Aug. 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing July 3; Cusip: 78008S3J3

• 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.

• 18- to 21-month 0% leveraged buffered notes linked to the MSCI EAFE index; via RBC Capital Markets, LLC; Cusip: 78008S3Q7

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due August 2014 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in June

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

UBS AG, LONDON BRANCH

• 0% trigger performance securities due June 30, 2023 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90271C726

• 0% trigger phoenix autocallable optimization securities due June 29, 2018 linked to least performing of the Euro Stoxx 50 index and the S&P 500 index; 66% to 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90271L130

• 0% trigger autocallable optimization securities due June 29, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 26; Cusip: 90271L148

• Return enhanced notes due July 5, 2018 linked to the Euro Stoxx 50 index; via UBS Investment Bank with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing June 28; Cusip: 902674MU1

• Contingent income autocallable securities due July 1, 2016 linked to the worse performing of the Euro Stoxx 50 index and the S&P 500 index; 75% trigger; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing June 28; Cusip: 90271C841

• 0% short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; Cusip: 90269V439

UNION BANK, NA

• Contingent currency basket return market-linked certificates of deposit due June 28, 2018 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via UnionBanc Investment Services, LLC and Incapital LLC; pricing June 26; Cusip: 90521AMY1

• 0% quarterly capped return market-linked certificates of deposit due June 28, 2017 linked to gold; via UnionBanc Investment Services, LLC and Incapital LLC; pricing June 26; Cusip: 90521AMW5

UNITED COMMUNITY BANK

• Callable fixed-to-floating-rate market-linked certificates of deposit due June 28, 2033 linked to the 30-year Constant Maturity Swap rate and the five-year CMS rate; via RBC Capital Markets Corp.; settlement June 28; Cusip: 90984P4N2

WELLS FARGO & CO.

• Market-linked notes due July 8, 2020 tied to the S&P 500 index; via Wells Fargo Securities, LLC; pricing June 27; Cusip: 94986RQA2

• Market-linked notes due July 8, 2020 tied to a basket the SPDR S&P 500 ETF Trust, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing June 27; Cusip: 94986RQB0

• 0% access securities with upside participation and fixed percentage buffered downside due July 10, 2017 linked to a basket of equity indexes and exchange-traded funds (S&P 500 index, iShares MSCI EAFE index fund, S&P MidCap 400 index, iShares MSCI Emerging Markets index fund and Russell 2000 index; via Wells Fargo Securities, LLC; pricing July 3; Cusip: 94986RQG9

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