| Add to balance / Manage account | User: | Log out |
| Prospect News home > News index > List of issuers Calendar > Headlines for 2011 > News item |
Structured Products Calendar
BANK OF AMERICA CORP.
• Notes due April 2, 2014 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KEL1
• Step-up callable notes due March 29, 2041; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March; Cusip: 06048WFQ8
• 0% currency-linked step-up notes due April 2014 linked to the Chinese renminbi, the Indonesian rupiah, the Malaysian ringgit and the Philippine peso; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 8.5% STEP Income Securities due April 2012 linked to Corning Inc. shares; via Merrill Lynch, Pierce, Fenner & Smith; pricing in March
• Floating-rate notes due March 31, 2021tied to the Consumer Price Index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March; Cusip: 06048WFT2
• Five-year 0% Strategic Return Notes linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 14-month 0% Accelerated Return Notes due May 2012 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., pricing in March
• 0% Strategic Accelerated Redemption Securities due September 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• Two-year 0% market-linked step-up notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• One-year 0% Relative Value Strategic Accelerated Redemption Securities linked to the SPDR S&P 500 ETF Trust/iShares Barclays 20+ Year Treasury Bond Fund Long-Short index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Six-year variable coupon notes linked to the common stocks of American Express Co., Apple Inc., Barrick Gold Corp., Cisco Systems, Inc., Citigroup Inc., Corning Inc., Ford Motor Co., Goldcorp, Inc., Halliburton Co., Home Depot Inc., Las Vegas Sands Corp., Qualcomm, Inc., SanDisk Corp., UnitedHealth Group Inc., Walgreen Stores, Inc. and Yahoo! Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Three-year 0% enhanced buffer market-linked step-up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• One-year 0% Strategic Accelerated Redemption Securities linked to General Electric Co. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Callable non-inversion notes due April 8, 2026 linked to the two-year and 30-year Constant Maturity Swap Rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement April 8; Cusip: 06048WFS4
• 0% Strategic Accelerated Redemption Securities due April 2012 linked to the common stock of Apple Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% enhanced buffer market-linked step-up notes due April 2014 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Market Index Target-Term Securities due April 2016 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Strategic Return Notes linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Accelerated Return Notes due July 2012 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• Four-year 0% market-linked step-up notes tied to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• One-year 0% Relative Value Strategic Accelerated Redemption Securities linked to the performance of the SPDR S&P 500 ETF trust versus the iShares Barclays 20+ Year Treasury Bond fund; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% two-year Capped Leveraged Index Return Notes linked to copper; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April or May
• 0% two-year Leveraged Index Return Notes linked to the Dow Jones Global Titans 50 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April or May
• 0% two-year Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April or May
BANK OF MONTREAL
• 10% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Akamai Technologies, Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDZ7
• 16% annualized reverse exchangeable notes due June 30, 2011 linked to ATP Oil & Gas Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDF1
• 10% annualized reverse exchangeable notes due June 30, 2011 linked to Baidu, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDP9
• 17.7% annualized reverse exchangeable notes due June 30, 2011 linked to Cirrus Logic, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QD83
• 12% annualized reverse exchangeable notes due June 30, 2011 linked to Cliffs Natural Resources Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDQ7
• 12.75% annualized reverse exchangeable notes due June 30, 2011 linked to Delta Air Lines, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDT1
• 13.5% annualized reverse exchangeable notes due Sept. 30, 2011 linked to DryShips Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QEA1
• 10.4% annualized reverse exchangeable notes due June 30, 2011 linked to Foster Wheeler AG shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDU8
• 17.8% annualized reverse exchangeable notes due June 30, 2011 linked to Green Mountain Coffee Roasters, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDV6
• 16.1% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Hecla Mining Co. shares; 70% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDY0
• 0% buffered bullish digital return notes due Sept. 28, 2012 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QCS4
• 0% buffered bullish enhanced return notes due Sept. 28, 2012 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDD6
• 15.5% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Las Vegas Sands Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QEB9
• 20.55% annualized reverse exchangeable notes due June 30, 2011 linked to LDK Solar Co., Ltd. shares; 70% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDE4
• 10.3% annualized reverse exchangeable notes due June 30, 2011 linked to McMoRan Exploration Co. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDH7
• 10.55% annualized reverse exchangeable notes due June 30, 2011 linked to Netflix Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDJ3
• 17% annualized reverse exchangeable notes due June 30, 2011 linked to Nvidia Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDK0
• 19% annualized reverse exchangeable notes due June 30, 2011 linked to Patriot Coal Corp. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDL8
• 12.5% annualized reverse exchangeable notes due June 30, 2011 linked to Salesforce.com, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDR5
• 8.75% annualized reverse exchangeable notes due June 30, 2011 linked to Seabridge Gold, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDW4
• 13.95% annualized reverse exchangeable notes due June 30, 2011 linked to Silver Wheaton Corp. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDX2
• 12.9% annualized reverse exchangeable notes due June 30, 2011 linked to Sirius XM Radio Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDM6
• 16.3% annualized reverse exchangeable notes due Sept. 30, 2011 linked to United Continental Holdings Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QEC7
• 15.6% annualized reverse exchangeable notes due June 30, 2011 linked to US Airways Group, Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDG9
• 17.1% annualized reverse exchangeable notes due June 30, 2011 linked to Veeco Instruments Inc. shares; 75% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QDN4
• 17.75% annualized reverse exchangeable notes due Sept. 30, 2011 linked to Walter Energy, Inc. shares; 80% trigger; via BMO Capital Markets Corp.; pricing March 28; Cusip: 06366QED5
BANK OF THE WEST
• Market-linked certificates of deposit due March 31, 2016 linked to a basket of the American Depositary Receipts of Barclays plc, Nokia Corp., Tata Motors Ltd. and Teva Pharmaceutical Industries Ltd. and the common stocks of Altria Group, Inc., AT&T Inc., Duke Energy Corp., Kinross Gold Corp., Pfizer Inc. and Time Warner Cable Inc.; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 28; Cusip: 06426XAR1
• Market-linked certificates of deposit due March 31, 2016 linked to a basket of stocks including Duke Energy Corp., Eli Lilly & Co., First Solar Inc., Las Vegas Sands Corp., Lockheed Martin Corp., Merck & Co. Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co. and Sprint Nextel Corp.; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 28; Cusip: 06426XAP5
• Market-linked certificates of deposit due March 31, 2017 linked to a basket of stocks including Duke Energy Corp., Eli Lilly & Co., First Solar Inc., Las Vegas Sands Corp., Lockheed Martin Corp., Merck & Co. Inc., Newmont Mining Corp., Reynolds American Inc., Southern Co. and Sprint Nextel Corp.; via BNP Paribas Securities Corp. as agent and Advisors Asset Management, Inc. as distributor; pricing March 28; Cusip: 06426XAQ3
BARCLAYS BANK PLC
• 14% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFG9
• 9% reverse convertible notes due March 30, 2012 linked to Bank of America Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEL9
• 0% double short leverage securities due March 31, 2014 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 28; Cusip: 06738KDB4
• 0% Super Track notes due Oct. 3, 2011 linked to the price of Brent crude oil; via Barclays Capital Inc.; pricing March 28; Cusip 06738KFP1
• 9.25% reverse convertible notes due March 30, 2012 linked to Citigroup Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JER6
• 9.25% reverse convertible notes due Sept. 30, 2011 linked to eBay Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEN5
• 10.75% reverse convertible notes due Sept. 30, 2011 linked to First Solar, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFQ7
• 8.5% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEJ4
• 10.25% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFP9
• 10.5% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEP0
• 10.25% reverse convertible notes due June 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFH7
• 13.5% reverse convertible notes due June 30, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFJ3
• 0% Super Track notes due March 28, 2013 linked to the Hang Seng China Enterprises index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KCT6
• 14% reverse convertible notes due Sept. 30, 2011 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFN4
• 12.5% reverse convertible notes due June 30, 2011 linked to McMoRan Exploration Co. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFK0
• 8.75% reverse convertible notes due Sept. 30, 2011 linked to MetLife, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEQ8
• 13.5% reverse convertible notes due March 30, 2012 linked to MGM Resorts International stock; via Barclays Capital; pricing March 28; Cusip: 06741JFS3
• 15.25% reverse convertible notes due Sept. 30, 2011 linked to Netflix, Inc. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFR5
• 8.5% reverse convertible notes due March 30, 2012 linked to Noble Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JES4
• 10.25% reverse convertible notes due March 30, 2012 linked to Nokia Corp. (American depositary shares) stock; via Barclays Capital; pricing March 28; Cusip: 06741JEM7
• 15.25% reverse convertible notes due June 30, 2011 linked to Patriot Coal Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFL8
• 10.25% reverse convertible notes due Sept. 30, 2011 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JEH8
• 0% buffered Super Track digital notes due Oct. 3, 2012 linked to the Russell 2000 index; via Barclays Capital Inc.; pricing March 28; Cusip: 067438KCZ2
• 11.75% reverse convertible notes due Sept. 30, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing March 28; Cusip: 06741JEK1
• 10.4% reverse convertible notes due June 30, 2011 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing March 28; Cusip: 06741JFM6
• 0% buffered return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 28; Cusip: 06741K205
• Fixed-rate callable range accrual notes due March 31, 2026 linked to the S&P 500 index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KDX6
• 0% notes due March 31, 2016 linked to the S&P 500 Dynamic Veqtor Mid-Term Total Return index; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KDA6
• 0% buffered Super Track notes due March 28, 2013 linked to the S&P BRIC 40 index; 85% trigger; via Barclays Capital Inc.; pricing March 28; Cusip: 06738KDM0
• 8% to 10.5% annualized trigger yield optimization notes due Sept. 30, 2011 linked to the common stock of the Amazon.com, Inc.; 80% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 29; Cusip: 06741K791
• 6.75% to 9.25% annualized trigger yield optimization notes due Sept. 30, 2011 linked to the common stock of the Apple Inc.; 80% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 29; Cusip: 06741K817
• 8% to 10.5% annualized trigger yield optimization notes due Sept. 30, 2011 linked to the common stock of the Coach, Inc.; 80% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 29; Cusip: 06741K783
• 7.5% to 10% annualized trigger yield optimization notes due Sept. 30, 2011 linked to the common stock of the Hess Corp.; 80% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 29; Cusip: 06741K775
• 7.9% to 10.4% annualized trigger yield optimization notes due Sept. 30, 2011 linked to the common stock of the Nasdaq OMX Group, Inc.; 80% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 29; Cusip: 06741K825
• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 0% Accelerated Return Notes due May 2012 linked to the Energy Select Sector index; via Merrill Lynch & Co.; pricing in March
•14-month 0% Accelerated Return Notes linked to the Financial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• Capped, floored, callable fixed-to-floating-rate notes due April 8, 2026 based on Libor; via Barclays Capital Inc.; pricing April 5; Cusip: 06738KEY3
• Fixed-rate callable range accrual notes due April 8, 2026 linked to six-month Libor and the S&P 500 index; via Barclays Capital Inc.; pricing April 5; Cusip: 06738KFM8
• 0% notes due 2014 linked to the three best-performing currencies among the the Brazilian real, the Russian ruble, the Indian rupee and the Turkish lira relative to the dollar; via Barclays Capital Inc.; Cusip: 06738KFN6
CITIBANK, NA
• Market-linked certificates of deposit due March 24, 2017 linked to silver, corn, copper, zinc, nickel, platinum, soybeans, wheat, the S&P GSCI Crude Oil Excess Return index and the S&P GSCI Livestock Excess Return index; via Citigroup Global Markets Inc. and distributor Advisors Asset Management, Inc.; pricing March 28; Cusip: 172986CT6
• Callable leveraged market-linked certificates of deposit due 2031 tied to the 30-year and five-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. as agent and Advisors Asset Management, Inc. as distributor; Cusip: 172986CU3
CITIGROUP FUNDING INC.
• 7% to 9% annualized Equity LinKed Securities due Oct. 26, 2011 linked to Bank of America Corp. shares; via Citigroup Global Markets Inc.; pricing April 25; Cusip: 17316G198
• 8% to 10% annualized Equity LinKed Securities due Oct. 26, 2011 linked to the common stock of Potash Corp. of Saskatchewan Inc.; via Citigroup Global Markets Inc.; pricing April 25; Cusip: 17316G180
• Non-callable fixed-to-floating-rate notes due March 24, 2021 linked to the Consumer Price Index; via Citigroup Global Markets Inc.; pricing in March; Cusip: 1730T0LX5
• Market-linked notes due Sept. 21, 2016 tied to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing in March; Cusip: 1730T0LU1
• Callable step-up coupon notes due April 15, 2026; via Citigroup Global Markets Inc.; settlement April 7; Cusip: 1730T0JZ3
CREDIT SUISSE AG, NASSAU BRANCH
• Contingent coupon autocallable notes due April 13, 2015 linked to Bank of America Corp., FedEx Corp., Halliburton Co., Microsoft Corp. and Petroleo Brasileiro SA-Petrobras; via Credit Suisse Securities (USA) LLC; pricing March 28
• 9%-9.5% callable yield notes due March 30, 2012 linked to the Russell 2000 index, the United States Natural Gas Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546E2V5
• 9.75%-11.75% High/low coupon callable yield notes due March 30, 2012 linked to the S&P 500 and the Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ49
• 8.5%-10.5% callable yield notes due Sept. 30, 2011 linked to the S&P 500 index, Russell 2000 index and SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY57
• 9%-11% callable yield notes due March 30, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY81
• 11.25%-13.25% callable yield notes due March 30, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ23
• 8%-10% callable yield notes due March 30, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY73
• 10%-12% callable yield notes due Sept. 30, 2011 linked to the iShares Silver trust and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY32
• 0% CS notes due March 31, 2017 linked to the performance of the Dow Jones Industrial Average; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ64
• 0% callable Cert PLUS securities due Oct. 1, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ56
• 10.5%-12.5% annualized callable yield notes due Sept. 30, 2011 linked to the iShares Silver Trust and the Market Vectors Gold Miners exchange-traded fund; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY40
• 9.5%-11.5% annualized callable yield notes due Sept. 30, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY65
• 10%-12% annualized callable yield notes due Sept. 30, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EY99
• 13.5%-15% High/low coupon callable yield notes due March 30, 2012 linked to the SPDR S&P Metals and Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546EZ31
• 10% Callable yield notes due April 2, 2012 linked to the S&P 500 and the Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing March 29; Cusip: 22546E4C5
• 0% buffered return enhanced notes due April 9, 2012 linked to the Australian dollar, the Indonesian rupiah, the Singapore dollar and the South Korean won; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 30; Cusip 22546E4G6
• 11%-13% High/low coupon callable yield notes due April 5, 2012 linked to the S&P 500 and the Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EX41
• 8%-10% callable yield notes due Oct. 5, 2011 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EW91
• 10%-12% annualized callable yield notes due Oct. 5, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EX25
• 11.25%-13.25% callable yield notes due April 5, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EX33
• 0% callable Cert PLUS securities due April 5, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EV27
• 0% callable Cert PLUS securities due April 5, 2012 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 31; Cusip: 22546EN75
• 7% to 9% callable yield notes due July 30, 2012 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 21; Cusip: 22546E4D3
• 0% Buffered Accelerated Return Equity Securities due April 28, 2015 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 21; Cusip 22546E4E1
• 5.5% to 7.5% callable yield notes due July 30, 2012 linked to the S&P 500 and the Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing April 28; Cusip: 22546E4F8
DEUTSCHE BANK AG, LONDON BRANCH
• 0% trigger step return securities due Mach 28, 2013 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Deutsche Bank Securities Inc.; pricing March 28; Cusip: 2515A14U2
• 0% buffered return optimization securities due March 28, 2013 linked to the Russell 2000 index; 85% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P329
• 0% performance securities due March 31, 2016 linked to the Dow Jones Global Titans 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P261
• 0% return optimization securities due April 30, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P287
• 0% trigger performance securities due March 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P295
• 0% buffered return optimization securities due March 28, 2013 linked to the S&P MidCap 400 index; 90% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 28; Cusip: 25154P311
• 0% alpha overlay securities due June 1, 2012 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return and the Deutsche Bank Commodity Harvest - 10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 26; Cusip is 2515A15J6
• 0% leveraged notes due June 20, 2012 linked to the Brazilian real, Indian rupee and Indonesia rupiah; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; Cusip: 2515A15C1
EKSPORTFINANS ASA
• 0% Accelerated Return Notes due June 2012 linked to the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• Autocallable access securities with fixed percentage buffered downside due April 1, 2013 linked to the iShares Russell 2000 index fund; via Wells Fargo Securities, LLC; pricing in March
• 0% Accelerated Return Notes due May 2012 linked to the spot price of palladium; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 0% Accelerated Return Notes due May 2012 linked to Rogers International Commodity Index - Agriculture Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March
• 0% Strategic Accelerated Redemption Securities due December 2011 linked to the front month corn futures contract; via Merrill Lynch & Co.; pricing in April
• 0% Accelerated Return Notes due June 2012 linked to the Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Strategic Accelerated Redemption Securities due October 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Accelerated Return Notes due June 2012 linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Accelerated Return Notes due July 2012 linked to the silver spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% equity index-linked notes tied to the Topix index; via Goldman Sachs & Co.
GOLDMAN SACHS GROUP, INC.
• 10-year fixed-to-floating notes tied to the Consumer Price Index with 4% initial rate, 8% cap; via Goldman Sachs & Co.
• Six- to seven-month 0% autocallable buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.
• 0% autocallable index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143USK8
• 0% three-year leveraged buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38143USZ5
• 0% autocallable buffered index-linked notes due Feb. 6, 2013 linked to the Russell 2000 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143USL6
• 0% leveraged buffered index-linked notes due April 3, 2013 on the Russell 2000 index; 90% trigger; via Goldman, Sachs & Co.; Cusip: 38143URZ6
• 0% leveraged index-linked notes due in 13 to 15 months tied to the S&P 500 index; via Goldman Sachs & Co.
• 0% leveraged index-linked notes due June 6, 2011 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143USE2
• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.
• 31- to 35-month 0% buffered index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.
• 0% buffered index-linked notes due Oct. 1, 2014 linked to the S&P 500 index; 80% trigger; via Goldman, Sachs & Co.; Cusip: 38143URY9
• 0% callable index-linked notes due 2017 linked to the S&P 500 index; via Goldman, Sachs & Co.; Cusip: 38143URW3
• 15-year callable quarterly range accrual notes linked to the S&P 500 index; 75%-80% trigger; via Goldman Sachs & Co.; Cusip: 38143USW2
• 15-year callable quarterly range accrual notes linked to the S&P 500 index and Libor; via Goldman Sachs & Co.; Cusip: 38143USX0
HARRIS, NA
• Certificates of deposit due March 31, 2017 inversely linked to the Barclays Capital U.S. Treasury 7-10 Year Total Return index; via BMO Capital Markets Corp. and Incapital LLC; pricing March 28; Cusip: 41456TNB1
HSBC BANK USA, NA
• Annual income opportunity certificates of deposit with auto cap feature due March 31, 2016 linked to a basket of stocks including 3M Co., Analog Devices, Inc., Comcast Corp., Dow Chemical Co., Duke Energy Corp., Freeport-McMoRan Copper & Gold Inc., Limited Brands, Inc., Marathon Oil Corp., Pfizer Inc., Qwest Communications, Travelers Cos., Inc. and Williams Cos., Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40431GNV7
• Annual income opportunity certificates of deposit with auto cap feature due March 31, 2017 linked to a basket of stocks including 3M Co., Analog Devices, Inc., Comcast Corp., Dow Chemical Co., Duke Energy Corp., Freeport-McMoRan Copper & Gold Inc., Limited Brands, Inc., Marathon Oil Corp., Pfizer Inc., Qwest Communications, Travelers Cos., Inc. and Williams Cos., Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40431GNH8
• Annual income opportunity certificates of deposit with auto cap feature due March 31, 2017 linked to a basket of stocks including Credit Suisse Group AG, Gold Fields Ltd., Kraft Foods Inc., Mechel, Nokia Corp., Petroleo Brasileiro SA, Raytheon Co., Taiwan Semiconductor Manufacturing, Teva Pharmaceutical Industries Ltd., Toyota Motor Corp., Vodafone Group plc and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40431GNN5
HSBC USA INC.
• 0% buffered return optimization securities due March 28, 2013 linked to the iShares MSCI Emerging Markets index fund; 85% trigger; via UBS Financial Services Inc. and HSBC USA Inc.; pricing March 28; Cusip: 40433C403
• 0% trigger return optimization securities due March 31, 2014 linked to a basket of the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and the SPDR Trust Series 1; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433C304
• 0% contingent return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40433C502
• Collared floating-rate notes due April 1, 2016; via HSBC Securities (USA) Inc.; pricing March 29; Cusip: 4042K1FG3
• 0% buffered Accelerated Market Participation Securities due April 27, 2012 linked to S&P 500 index, iShares MSCI EAFE index fund, MidCap SPDR Trust, Series 1, iShares MSCI Emerging Markets index fund and iShares Russell 2000 index fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing April 14; Cusip: 4042K1FF5
• 8%-11% autocallable yield notes due April 12, 2012 linked to the S&P 500 and Russell 2000 indexes; via HSBC Securities (USA) Inc.; pricing April 14; Cusip: 4042K1FJ7
JPMORGAN CHASE BANK, NA
• Contingent coupon certificates of deposit due March 29, 2018 linked to the common stock of Altria Group, Inc., Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., General Mills, Inc., Intel Corp., Newmont Mining Corp., Time Warner Cable Inc., Wells Fargo & Co. and Whole Foods Market, Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YVA1
• Digital contingent coupon certificates of deposit due March 30, 2016 linked to the common stocks of Amazon.com, Inc., Clorox Co., ConocoPhillips, Campbell Soup Co., Kraft Foods Inc., Lowe's Cos., Inc., Merck & Co., Inc., Newmont Mining Corp., Time Warner Cable Inc. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YUS3
• Digital contingent coupon certificates of deposit due March 30, 2017 linked to the common stocks of Amazon.com, Inc., Clorox Co., ConocoPhillips, Campbell Soup Co., Kraft Foods Inc., Lowe's Cos., Inc., Merck & Co., Inc., Newmont Mining Corp., Time Warner Cable Inc. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YUT1
• Digital contingent coupon certificates of deposit due March 29, 2018 linked to the common stocks of Amazon.com, Inc., Clorox Co., ConocoPhillips, Campbell Soup Co., Kraft Foods Inc., Lowe's Cos., Inc., Merck & Co., Inc., Newmont Mining Corp., Time Warner Cable Inc. and Verizon Communications Inc.; via J.P. Morgan Securities LLC and distributor Incapital LLC; pricing March 28; Cusip: 48123YUU8
• Certificates of deposit due March 31, 2015 linked to the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48123YVG8
• Certificates of deposit due March 31, 2017 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48123YVM5
• 0% certificates of deposit due March 31, 2016 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 28; Cusip: 48123YVE3
• 0% certificates of deposit due Sept. 27, 2017 linked to the S&P 500 index, the Dow Jones Industrial Average, the Dow Jones - UBS Commodity index and the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48123YVH6
• Callable six-month Libor range accrual certificates of deposit due March 30, 2026; via J.P. Morgan Securities LLC; pricing in March 30; Cusip: 48123YVV5
• Callable variable-rate range accrual certificates of deposit due March 23, 2026 linked to Libor and the S&P 500 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing in March; Cusip: 48123YVT0
JPMORGAN CHASE & CO.
• 17.25% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHJ8
• 13.75% reverse convertible notes due Sept. 30, 2011 linked to Allegheny Technologies Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHU3
• 13.5% reverse convertible notes due Sept. 30, 2011 linked to Arch Coal, Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHX7
• 13.5% reverse convertible notes due Sept. 30, 2011 linked to Baidu, Inc. (ADSs) stock; via JPMorgan; pricing March 28; Cusip: 48125XHY5
• 9.25% reverse convertible notes due March 30, 2012 linked to Bank of America Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XJE7
• 14.75% reverse convertible notes due June 30, 2011 linked to DryShips Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHP4
• 9% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XHS8
• 13.65% reverse convertible notes due Sept. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHT6
• 10.75% reverse convertible notes due Sept. 30, 2011 linked to Halliburton Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XHZ2
• 10.5% reverse convertible notes due March 30, 2012 linked to International Paper Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XJB3
• 0% buffered return enhanced notes due Sept. 28, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGR1
• 0% double short leverage notes due March 28, 2013 linked to the J.P. Morgan US Treasury Note Futures (G) Tracker; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XKE5
• 10.65% reverse convertible notes due March 30, 2012 linked to Joy Global Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XJD9
• 16.5% reverse convertible notes due June 30, 2011 linked to Las Vegas Sands Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHM1
• 20% reverse convertible notes due June 30, 2011 linked to Ldk Solar Co., Ltd. (ADSs) stock; via JPMorgan; pricing March 28; Cusip: 48125XHQ2
• 18.85% reverse convertible notes due June 30, 2011 linked to lululemon athletica inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHN9
• 16.75% reverse convertible notes due June 30, 2011 linked to McMoRan Exploration Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XHL3
• 9.25% reverse convertible notes due March 30, 2012 linked to Monsanto Co. stock; via JPMorgan; pricing March 28; Cusip: 48125XJA5
• 16% reverse convertible notes due June 30, 2011 linked to Netflix, Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHK5
• 10% upside autocallable single observation reverse exchangeable notes due March 30, 2012 linked to Patriot Coal Corp. common stock; 50% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XHG4
• 9.5% reverse convertible notes due March 30, 2012 linked to Rio Tinto plc (ADSs) stock; via JPMorgan; pricing March 28; Cusip: 48125XJC1
• 0% buffered return enhanced notes due Sept. 28, 2012 linked to the Russell 2000 index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGS9
• 0% semiannual review notes due March 28, 2013 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XFE1
• 0% buffered return enhanced notes due March 28, 2013 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGT7
• 0% buffered return enhanced notes due Sept. 28, 2012 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XGQ3
• 14.25% reverse convertible notes due Sept. 30, 2011 linked to salesforce.com, inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XHV1
• 16% reverse convertible notes due Sept. 30, 2011 linked to Silver Wheaton Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHW9
• 14.25% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via JPMorgan; pricing March 28; Cusip: 48125XHR0
• 10% upside autocallable single observation reverse exchangeable notes due March 30, 2012 linked to the common stock of Valero Energy Corp.; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48125XKJ4
• 9% reverse convertible notes due March 30, 2012 linked to Yamana Gold Inc. stock; via JPMorgan; pricing March 28; Cusip: 48125XJF4
• Fixed-to-floating notes due April 8, 2016 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; pricing April 5; Cusip: 48125XKN5
• Fixed-to-floating notes due April 8, 2022 linked to the Consumer Price Index; via J.P. Morgan Securities LLC; pricing April 5; Cusip: 48125XKM7
• 0% buffered Performance Leveraged Upside Securities due Oct. 25, 2012 linked to the iShares MSCI Brazil index fund; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46634X278
• 0% Performance Leveraged Upside Securities due May 24, 2012 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing April 25; Cusip: 46634X286
MORGAN STANLEY
• 0% contingent real-return performance securities due March 31, 2016 linked to the S&P 500 index and the Consumer Price Index; 52%-60% trigger; via UBS Financial Services Inc. and Morgan Stanley & Co.; pricing March 28; Cusip: 61747WAH2
• Senior floating-rate notes due March 2020 linked to the 10-year Constant Maturity Sifma Municipal Swap rate; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61745E4X6
• Senior floating-rate notes due April 1, 2021 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61745E7K1
• 0% Index Leading Stockmarket Return Securities due between Nov. 29, 2013 and Jan. 31, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 61760E853
• 0% buffered Performance Leveraged Upside Securities due March 2013 linked to the S&P GSCI Grains Index - Excess Return; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in March; Cusip: 617482SY1
• 0% commodity Leading Stockmarket Return Securities due Oct. 25, 2012 linked to the S&P GSCI Grains index-Excess Return; via Morgan Stanley & Co. Inc.; pricing April 25; Cusip: 617482SZ8
• Range accrual step-up notes with issuer fixed-rate conversion right due April 8, 2026 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in March or April; Cusip: 61745ED65
ROYAL BANK OF CANADA
• 10.75% reverse convertible notes due Sept. 30, 2011 linked to Abercrombie & Fitch Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3A9
• 17.3% reverse convertible notes due June 30, 2011 linked to AK Steel Holding Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2A0
• 14.75% reverse convertible notes due June 30, 2011 linked to AMR Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2B8
• 12.25% reverse convertible notes due June 30, 2011 linked to ARM Holdings plc stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2C6
• 15% reverse convertible notes due June 30, 2011 linked to ATP Oil & Gas Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2D4
• 12.25% reverse convertible notes due Sept. 30, 2011 linked to Brigham Exploration Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3B7
• 17.75% reverse convertible notes due June 30, 2011 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2F9
• 13.75% reverse convertible notes due June 30, 2011 linked to DryShips Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2G7
• 0% bullish enhanced return notes due Sept. 28, 2012 linked to the Energy Select Sector SPDR fund; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008KS53
• 11% reverse convertible notes due Sept. 30, 2011 linked to First Solar, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3E1
• 9.25% reverse convertible notes due Sept. 30, 2011 linked to Ford Motor Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3C5
• 13.75% reverse convertible notes due Sept. 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3D3
• 18.25% reverse convertible notes due June 30, 2011 linked to Green Mountain Coffee Roasters, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2H5
• 14.25% reverse convertible notes due June 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2J1
• 12% reverse convertible notes due June 30, 2011 linked to Hecla Mining Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2L6
• 0% buffered bullish digital notes due Sept. 28, 2012 linked to the iShares Silver Trust; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78008KS46
• 18.5% reverse convertible notes due June 30, 2011 linked to JDS Uniphase Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2M4
• 16.5% reverse convertible notes due June 30, 2011 linked to MGM Resorts International stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2Q5
• 16.25% reverse convertible notes due June 30, 2011 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2R3
• 11.25% reverse convertible notes due Sept. 30, 2011 linked to Northern Oil and Gas, Inc stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K3F8
• 17% reverse convertible notes due June 30, 2011 linked to Nvidia Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2S1
• 19.25% reverse convertible notes due June 30, 2011 linked to Patriot Coal Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2T9
• 11.5% reverse convertible notes due June 30, 2011 linked to Petrohawk Energy Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2K8
• 0% buffered bullish booster notes due March 28, 2013 linked to the S&P 500 index; 80% trigger; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78008KS38
• 11.5% reverse convertible notes due June 30, 2011 linked to Salesforce.com, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2E2
• 17.75% reverse convertible notes due June 30, 2011 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2U6
• 15.25% reverse convertible notes due June 30, 2011 linked to St. Joe Co. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2N2
• 15.25% reverse convertible notes due June 30, 2011 linked to STEC Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2V4
• 13.25% reverse convertible notes due June 30, 2011 linked to Supervalu Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2W2
• 13.75% reverse convertible notes due June 30, 2011 linked to Trina Solar Ltd. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2X0
• 16% reverse convertible notes due June 30, 2011 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2Y8
• 10.75% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2Z5
• 17.25% reverse convertible notes due June 30, 2011 linked to US Airways Group, Inc. stock; via RBC Capital Markets Corp.; pricing March 28; Cusip: 78008K2P7
• 0% absolute return barrier notes due Sept. 28, 2012 linked to the front-month West Texas Intermediate light sweet crude oil futures contract traded on the New York Mercantile Exchange; via RBC Capital Markets, LLC; pricing March 28; Cusip: 78008KW90
• 0% redeemable step-up notes due March 31, 2016; via RBC Capital Markets, LLC; pricing in March; Cusip: 78008K3H4
• Fixed-to-floating-rate notes due March 31, 2021 linked to the Consumer Price Index; via RBC Capital Markets, LLC; pricing in March; Cusip: 78008KN33
• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• One-year 0% Strategic Accelerated Redemption Securities linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in March or April
• 0% direct investment notes due May 8, 2012 linked to the EquityCompass Equity Risk Management Strategy; RBC Capital Markets, LLC; pricing April 5; Cusip: 78008KX73
• 0% buffered bullish enhanced return notes due Oct. 18, 2012 linked to the S&P 500 index; 85% trigger; via RBC Capital Markets, LLC; pricing April 15; Cusip 78008K3T8
• 0% Accelerated Return Notes due June 2012 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 0% Accelerated Return Notes due June 2012 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• Six-month 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
ROYAL BANK OF SCOTLAND NV
• Callable step-up fixed-rate notes due March 31, 2019; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRZ7
• 11% reverse convertible notes due Sept. 30, 2011 linked to Bank of America Corp. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRW4
• 15.25% reverse convertible notes due Sept. 30, 2011 linked to Goodyear Tire & Rubber Co. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRV6
• 10.25% reverse convertible notes due Sept. 30, 2011 linked to International Paper Co. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRX2
• 15.5% reverse convertible notes due Sept. 30, 2011 linked to Las Vegas Sands Corp. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRU8
• 16.75% reverse convertible notes due Sept. 30, 2011 linked to Silver Wheaton Corp. stock; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRT1
• 0% capped enhanced participation notes with fixed buffer due April 1, 2013 linked to the iShares MSCI EAFE index fund; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRP9
• 0% capped enhanced participation notes with fixed buffer due April 1, 2013 linked to the S&P 500 index; via RS Securities Inc.; pricing March 28; Cusip: 78009KRN4
• Annual reset coupon securities due March 31, 2016 linked to the S&P 500 index; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRQ7
• Callable step-up fixed-rate notes due March 31, 2026; via RBS Securities Inc.; pricing March 28; Cusip: 78009KRS3
• Capped fixed-to-floating-rate notes due March 31, 2018 linked to the Consumer Price Index; via RBS Securities Inc.; pricing March 29; Cusip: 78009KRY0
• Callable fixed-rate step-up notes due April 15, 2026; via RBS Securities Inc.; pricing April 12; Cusip: 78009KSA1
AB SVENSK EXPORTKREDIT
• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due Oct. 1, 2014 linked to a commodity basket of crude oil, platinum, copper, corn and cotton; via Wells Fargo Securities, LLC; pricing in March
• 9.25% STEP Income Securities due April 2012 linked to the performance of Ford Motor Co. shares; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in April
• 13-month leveraged commodity index-linked notes tied to the Dow Jones-UBS Enhanced E95 Total Return index; via Goldman Sachs & Co.
• 18- to 21-month 0% equity index-linked notes tied to the MSCI EAFE index; via Goldman, Sachs & Co.
• 12- to 14-month 0% equity index-linked notes on the Topix index; via Goldman, Sachs & Co.
• 13- to 15-month 0% equity index-linked notes tied to the Topix index; via Goldman Sachs & Co.
UBS AG, JERSEY BRANCH
• 0% trigger return optimization securities due March 31, 2014 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 902669282
• 0% trigger step performance securities due Sept. 28, 2012 linked to the performance of the Australian dollar, the Brazilian real, the Canadian dollar and the U.S. dollar relative to the Japanese yen; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 902669308
• Callable step-up fixed-rate notes due April 5, 2019; via UBS Securities LLC; settlement April 5; Cusip: is 90261JGT4
UBS AG, LONDON BRANCH
• 0% market-linked notes due March 31, 2021 tied to the better of the S&P 500 index and the Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 90267G327
• 0% performance securities due March 31, 2014 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 28; Cusip: 902669266
• Trigger phoenix autocallable optimization securities due March 30, 2012 linked to the common stock of Anadarko Petroleum Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G731
• 6.15% to 8.15% trigger yield optimization notes due March 30, 2012 linked to the common stock of Barrick Gold Corp.; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G392
• 6.5% to 8.5% trigger yield optimization notes due March 30, 2012 linked to the American depositary shares of BHP Billiton Ltd.; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G400
• 9.4% to 11.4% trigger yield optimization notes due March 30, 2012 linked to the common stock of Cameco Corp.; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G418
• 8% to 10% trigger yield optimization notes due March 30, 2012 linked to the common stock of Fluor Corp.; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G426
• Trigger phoenix autocallable optimization securities due March 30, 2012 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G749
• 8.65% to 10.65% trigger yield optimization notes due March 30, 2012 linked to the common stock of SanDisk Corp.; 70% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 29; Cusip: 90267G434
• Floating-rate notes due March 31, 2021 linked to Libor; via UBS Securities LLC; settlement March 31; Cusip: 90261JGS6
UNION BANK, NA
• 0% market-linked certificates of deposit due March 30, 2016 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing March 28; Cusip: 90521AEW4
• Variable-coupon market-linked certificates of deposit due March 30, 2018 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing March 28; Cusip: 90521AFB9
WELLS FARGO & CO.
• Floating-rate notes due March 29, 2018; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RCV1
• Fixed-to-floating notes due March 31, 2021 linked to the Consumer Price Index; via Wells Fargo Securities, LLC and RBC Capital Markets; pricing March 28; Cusip: 94986RDD0
• Fixed-to-floating notes due March 2016; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RCY5
• 0% enhanced growth securities with leveraged upside and fixed percentage buffered downside due April 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; settlement in April; Cusip: 94986RDC2
• 0% enhanced growth securities due October 2013 linked to the Russell 2000 index; 90% trigger; via Wells Fargo Securities, LLC settlement in April; Cusip: 94986RDA6
• 0% enhanced growth securities due March 2015 linked to soybeans, corn, crude oil, nickel, copper and silver; 80% trigger; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RDE8
• 0% enhanced growth securities due April 2017 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in March; Cusip: 94986RDF5
• 0% enhanced growth securities due April 2015 linked SPDR S&P 500 exchange-traded fund trust, iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; pricing in April; Cusip: 94986RDB4
© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere.
For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.