Structured Products Calendar

BANK OF AMERICA CORP.

• Autocallable market-linked step-up notes due January 2016 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in December

• Fixed-to-floating notes due December 2022; via Bank of America Merrill Lynch; pricing in December

• 0% Accelerated Return Notes due February 2014 linked to a basket of stocks of Citigroup Inc., JPMorgan Chase & Co. and Wells Fargo & Co.; via Bank of America Merrill Lynch; pricing in December

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

• 0% Accelerated Return Notes due February 2014 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due January 2015 tied to a global equity basket consisting of the S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due January 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

BANK OF MONTREAL

• 0% autocallable cash-settled notes with step-up call price due Dec. 31, 2014 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Dec. 26; Cusip: 06366RJV8

• 0% senior medium-term notes, series B, due Dec. 23, 2013 linked to Raymond James Analysts' Best Picks for 2013; via BMO Capital Markets Corp.; settlement Dec. 18; Cusip: 06366QJS5

• 0% autocallable barrier notes with step-up call price due Dec. 31, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp; pricing Dec. 26; Cusip: 06366RJU0

• 0% buffered bullish enhanced return notes due Dec. 31, 2015 linked to a basket containing the S&P 500 index and the iShares Russell 2000 index fund; via BMO Capital Markets Corp., pricing Dec. 26; Cusip: 06366RKC8

• 0% buffered bullish digital return notes due Dec. 31, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Dec. 26; Cusip: 06366RJX4

• 0% autocallable cash-settled notes with step-up call price due Dec. 31, 2014 linked to the SPDR Dow Jones industrial average ETF trust; via BMO Capital Markets Corp.; pricing Dec. 26; Cusip: 06366RJW6

BARCLAYS BANK PLC

• 0% notes due Dec. 9, 2015 linked to the EquityCompass Share Buyback index; via Barclays; pricing Dec. 5; Cusip: 06741TKJ5

• Fixed-to-floating callable dual range accrual notes due Dec. 17, 2027 linked to Libor and the S&P 500 index; via Barclays; settlement Dec. 17; Cusip: 06741TKX4

• 0% buffered Super Track notes due 2018 linked to S&P 500 index, Russell 2000 index, iShares MSCI EAFE index fund, PowerShares DB Commodity Index Tracking fund, Consumer Staples Select Sector SPDR fund, iShares Dow Jones Select Dividend index fund, iShares iBoxx $ Investment Grade Corporate Bond fund, iShares MSCI Japan Index fund, iShares MSCI Emerging Markets index fund, Health Care Select Sector SPDR fund, PowerShares QQQ Trust, series 1 and iShares Barclays Treasury Inflation Protected Securities Bond fund; via Barclays; Cusip: 06741TKT3

CITIGROUP FUNDING INC.

• Callable step-up coupon notes due Dec. 14, 2027; via Citigroup Global Markets Inc.; pricing Dec. 11; Cusip: 1730T0ZQ5

• 0% buffered digital plus securities due June 22, 2016 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Dec. 17; Cusip: 1730T0ZT9

• 0% dual directional trigger Performance Leveraged Upside Securities due June 22, 2015 linked to the S&P 500 index; 80% trigger; via Citigroup Global Markets Inc.; pricing Dec. 17; Cusip: 17318Q368

• 0% enhanced barrier digital plus securities due Dec. 21, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Dec. 17; Cusip: 1730T0ZU6

CREDIT SUISSE AG, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due June 22, 2015 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 17; Cusip: 22546TM73

• Daily range accrual notes due Jan. 3, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 26; Cusip: 22546TM57

• 0% Buffered Accelerated Return Equity Securities due Dec. 31, 2014 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 26; Cusip: 22546TL82

• High/low coupon callable yield notes due June 30, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Dec. 26; Cusip: 22546TL58

• 0% digital plus barrier notes due Dec. 30, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 26; Cusip: 22546TL90

• High/low coupon callable yield notes due June 30, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 26; Cusip: 22546TL41

• 0% Buffered Accelerated Return Equity Securities due July 3, 2014 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 31; Cusip: 22546TM24

• High/low coupon callable yield notes due July 7, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Dec. 31; Cusip: 22546TL74

• 0% digital plus barrier notes due Jan. 4, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 31; Cusip: 22546TM32

• High/low coupon callable yield notes due July 7, 2014 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 31; Cusip: 22546TL66

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

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

DEUTSCHE BANK AG, LONDON BRANCH

• 0% accelerated return securities due Jan. 6, 2016 linked to the iShares MSCI EAFE index fund; via Deutsche Bank Securities Inc.; pricing Dec. 21; Cusip: 25152RAN3

• 0% contingent return optimization securities due Dec. 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 26; Cusip: 25154S679

• 0% capped buffered underlying securities due Dec. 31, 2014 linked to the S&P 500 index and the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Dec. 26; Cusip: 25152RAP8

• 0% buffered return optimization securities due Dec. 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Dec. 26; Cusip: 25154S661

GOLDMAN SACHS GROUP, INC.

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

• Fixed-to-floating notes due December 2017; via Goldman Sachs & Co.; settlement in December; Cusip: 38141GJY1

• Callable step-up fixed-rate notes due December 2027; via Goldman Sachs & Co. and Incapital LLC; settlement in December; Cusip: 38141GJZ8

• 0% notes due in seven years tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38141GGX6

• Two-year 0% index-linked notes tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• Five-year 0% leveraged notes linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co.; Cusip: 38143U7B1

• Five-year 0% buffered notes linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; Cusip: 38141GGY4

• Five-year 0% buffered notes linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; Cusip: 38141GGZ1

• 72-month 0% trigger notes linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; Cusip: 38141GHU1

• 54-week 0% index-linked trigger notes tied to the MSCI EAFE index; via Goldman Sachs & Co. with J.P. Morgan Securities LLC as placement agent; Cusip: 38141GJU9

• 0% leveraged buffered notes linked to MSCI EAFE index, the S&P 500 index, the S&P MidCap 400 index and the Russell 2000 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GJV7

• 0% index-linked digital notes due in 13-15 months tied to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38141GHR8

• 0% digital notes tied to the Russell 2000 index due in 18 and 21 months; 80% trigger; via Goldman Sachs & Co.

• 36-month 0% buffered digital notes linked to the Russell 2000 index; via Goldman Sachs & Co. with JPMorgan; Cusip: 38141GHM9

• Six-year callable monthly Russell 2000 index-linked range accrual notes; via Goldman Sachs & Co.; Cusip: 38141GHA5

• Callable monthly buffered Russell 2000 index-linked range accrual notes; via Goldman Sachs & Co. Cusip: 38141GHZ0

• Callable monthly buffered Russell 2000 index-linked range accrual notes; 65% trigger; via Goldman Sachs & Co.; Cusip: 38141GJH8

• Autocallable monthly Russell 2000 index-linked range accrual notes; 50% barrier; via Goldman Sachs & Co.; Cusip: 38141GJJ4

• 0% leveraged buffered index-linked notes due in 36 to 42 months tied to the S&P 100 index; via Goldman, Sachs & Co.

• 0% leveraged buffered index-linked notes due in 42 to 48 months tied to the S&P 100 index; via Goldman, Sachs & Co.; Cusip: 38143U7U9

• 0% index-linked digital notes due in 13-15 months tied to the S&P 500 index; via Goldman Sachs & Co.

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

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

• 0% leveraged index-linked notes due in two years tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GHT4

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

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

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

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

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

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

• 0% leveraged index-linked notes due in 24 to 28 months tied to the S&P 500 index; via Goldman Sachs & Co.

• 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

HSBC USA INC.

• 0% Performance Leveraged Upside Securities due June 10, 2013 linked to a basket of the S&P 500 index and the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Dec. 5; Cusip: 40433T570

• 0% performance notes due May 13, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Dec. 7; Cusip: 40432X3S8

• 0% buffered uncapped market participation securities due Dec. 24, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 20; Cusip: 40432X4D0

• Buffered uncapped market participation securities due Dec. 23, 2016 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing Dec. 20; Cusip: 40432X4E8

• Annual income opportunity notes with auto cap due Dec. 26, 2019 linked to Barrick Gold Corp., Intel Corp., Bristol-Myers Squibb Co., PNC Financial Services Group, Inc., ConAgra Foods, Inc., Tiffany & Co., FirstEnergy Corp., Unitedhealth Group Inc., Halliburton Co. and Verizon Communications Inc.; via HSBC Securities (USA) Inc.; pricing Dec. 20; Cusip: 40432X4R9

• Annual income opportunity notes with auto cap due Dec. 26, 2019 linked to Altria Group, Inc., Amgen Inc., Apple Inc., AT&T Inc., Exelon Corp., Maxim Integrated Products, Inc., Monsanto Co., Pfizer Inc., Silver Wheaton Corp. and Wells Fargo & Co.; via HSBC Securities (USA) Inc.; pricing Dec. 20; Cusip: 40432X4Q1

• 0% performance barrier notes due June 27, 2016 linked to the S&P 500 index; 70% trigger; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X4P3

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X3V1

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X3Z2

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X3W9

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X4A6

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X3Y5

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X4C2

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X3X7

• Buffered Accelerated Market Participation Securities due June 26, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Dec. 21; Cusip: 40432X4B4

• Capped Leveraged Index Return Notes due February 2015 linked to the gold spot price; via Bank of America Merrill Lynch; pricing in January

JPMORGAN CHASE & CO.

• Callable fixed-rate step-up notes due Dec. 12, 2032; via J.P. Morgan Securities LLC; pricing Dec. 7; Cusip: 48126DLR8

• 7%-9% autocallable yield notes due Dec. 31, 2013 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DKB4

• Contingent interest notes due Dec. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DKD0

• 0% return notes due March 31, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJW0

• 10%-12% autocallable yield notes due Dec. 31, 2013 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJY6

• 0% capped buffered return enhanced notes due June 30, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJQ3

• 0% capped buffered return enhanced notes due Dec. 31, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJU4

• 0% capped buffered return enhanced notes due June 30, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJT7

• 5%-7% autocallable yield notes due Dec. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DKA6

• 7%-9% autocallable yield notes due Dec. 31, 2013 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJZ3

• 0% capped buffered return enhanced notes due June 30, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJR1

• 0% capped buffered return enhanced notes due June 30, 2014 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJS9

• 0% notes due March 29, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P Morgan Securities LLC; pricing Dec. 26; Cusip: 48126DKE8

• 0% notes due Dec. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P Morgan Securities LLC; pricing Dec. 27; Cusip: 48126DKC2

• 0% return notes due March 25, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Dec. 20; Cusip: 48126DJV2

• 0% return notes due Dec. 31, 2014 linked to the J.P. Morgan Strategic Volatility Dynamic index (series 1) (USD); via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJX8

• Contingent coupon callable yield notes due June 29, 2015 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Dec. 21; Cusip: 48126DJP5

ROYAL BANK OF CANADA

• 0% direct investment notes due Jan. 9, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 5; Cusip: 78008SPT7

• 7% to 10% reverse convertible notes due March 18, 2013 linked to Hewlett-Packard Co. stock; via RBC Capital Markets Corp.; pricing Dec. 13; Cusip: 78008SSB3

• 8.95% to 11.95% reverse convertible notes due March 18, 2013 linked to JDS Uniphase Corp. stock; via RBC Capital Markets Corp.; pricing Dec. 13; Cusip: 78008SSC1

• 10.65% to 13.65% reverse convertible notes due June 18, 2013 linked to Randgold Resources Ltd. stock; via RBC Capital Markets Corp.; pricing Dec. 13; Cusip: 78008SSD9

• 0% buffered bullish enhanced return notes due Dec. 27, 2017 linked to the Dow Jones industrial average; via RBC Capital Markets, LLC; pricing Dec. 21; Cusip: 78008SRZ1

• 6.5% STEP Income Securities due January 2014 linked to Deere & Co. shares; via Bank of America Merrill Lynch; pricing in December

• 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% buffered enhanced return notes linked to the MSCI EAFE index due in 28 to 31 months; 90% trigger; via RBC Capital Markets, LLC; Cusip: 78008SRS7

UBS AG, JERSEY BRANCH

• Trigger contingent coupon optimization securities due Dec. 21, 2015 linked to a basket of the Brazilian real, Chinese renminbi, Mexican peso and Russian ruble; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 17; Cusip: 902669522

UBS AG, LONDON BRANCH

• 0% return optimization securities due Jan. 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 26; Cusip: 90269W759

• 0% trigger return optimization securities due Dec. 31, 2015 linked to a basket of the SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 26; Cusip: 90269W742

• 0% trigger performance securities due Dec. 29, 2017 linked to the Euro Stoxx 50 index; 50% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 27; Cusip: 90269W700

• 0% trigger performance securities due Dec. 31, 2014 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 26; Cusip: 90269W734

WELLS FARGO & CO.

• Fixed-to-floating notes due Dec. 28, 2022; via Wells Fargo Securities, LLC; pricing Dec. 21; Cusip: 94986RMK4

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due February 2014 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in January

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