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Prospect News home > News index > List of issuers Calendar > Headlines for 2013 > News item

Published on 2/11/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% Strategic Accelerated Redemption Securities due February 2014 linked to Citigroup Inc. shares; 95% trigger; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2014 linked to Citigroup Inc., JPMorgan Chase & Co. and Goldman Sachs Group, Inc.; via Bank of America Merrill Lynch; pricing in February

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

• Currency-linked step-up notes due March 2016 linked to the Indian rupee relative to the dollar; via Bank of America Merrill Lynch; pricing in February

• Capped Leveraged Index Return Notes due February 2015 linked to the front-month platinum futures contract; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due February 2015 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in February

• Autocallable market-linked step-up notes due February 2016 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in February

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

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

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

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

• 0% Strategic Accelerated Redemption Securities due March 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

• 0% relative value Strategic Accelerated Redemption Securities due March 2014 linked to the performance of the SPDR S&P 500 ETF Trust versus the iShares Barclays 20+ Year Treasury Bond Fund; via Bank of America Merrill Lynch; pricing in February

BANK OF MONTREAL

• 0% autocallable cash-settled notes with step-up call price due Feb. 27, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLG8

• 0% bullish enhanced return notes due Feb. 29, 2016 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLR4

• 0% buffered bullish digital return notes due Feb. 29, 2016 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLL7

• 0% buffered bullish digital return notes due Feb. 27, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLK9

• 0% contingent risk absolute return notes due Feb. 27, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLP8

• 0% autocallable barrier notes with step-up call price due Feb. 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLQ6

• 0% buffered bullish digital return notes due Feb. 29, 2016 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLJ2

• 0% buffered bullish digital return notes due Feb. 29, 2016 linked to the SPDR Dow Jones Industrial Average ETF Trust; via BMO Capital Markets Corp.; pricing Feb. 25; Cusip: 06366RLM5

BANK OF NOVA SCOTIA

• 21- to 24-month 0% capped buffered enhanced participation notes linked to the MSCI EAFE index; via Scotia Capital (USA) Inc. and Goldman Sachs & Co.; pricing Feb. 11; Cusip: 064159668

BANK OF THE WEST

• Contingent variable income market-linked certificates of deposit due Feb. 27, 2020 linked to a basket of 10 stocks selected from the S&P Capital IQ Stars Universe including Altria Group, Inc., Apple Inc., Barrick Gold Corp., Baxter International Inc., ConocoPhillips, H.J. Heinz Co., Johnson & Johnson, Lorillard Inc., Microsoft Corp., PPL Corp.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing Feb. 22; Cusip: 06426XFZ8

• Contingent variable income market-linked certificates of deposit due Feb. 27, 2018 linked to a basket of 10 stocks including Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Lockheed Martin Corp., Lorillard Inc., New York Community Bancorp, Inc., Spectra Energy Corp. and Verizon Communications Inc.; via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing Feb. 22; Cusip: 06426XFX3

• Contingent variable income market-linked certificates of deposit due Feb. 27, 2019 linked to the common stocks of Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Lockheed Martin Corp., Lorillard Inc., New York Community Bancorp Inc., Spectra Energy Corp. and Verizon Communications Inc.; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06426XFY1

• Contingent variable income market-linked certificates of deposit due Feb. 27, 2020 linked to the common stocks of Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Lockheed Martin Corp., Lorillard Inc., New York Community Bancorp Inc., Spectra Energy Corp. and Verizon Communications Inc.; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06426XGA2

• 0% market-linked certificates of deposit due Feb. 27, 2020 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via agent BNP Paribas Securities Corp. and distributor Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06426XGC8

• Contingent variable income market-linked certificates of deposit due Feb. 27, 2019 linked to a basket of commodity futures indexes (S&P GSCI Cocoa Dynamic Roll Index ER, S&P GSCI Coffee Dynamic Roll Index ER, S&P GSCI Corn Dynamic Roll Index ER, S&P GSCI Cotton Dynamic Roll Index ER, S&P GSCI Gold Dynamic Roll Index ER, S&P GSCI Lead Dynamic Roll Index ER, S&P GSCI Natural Gas Dynamic Roll Index ER, S&P GSCI Nickel Dynamic Roll Index ER, S&P GSCI Sugar Dynamic Roll Index ER and S&P GSCI Wheat Dynamic Roll Index ER); via BNP Paribas Securities Corp. with Advisors Asset Management, Inc. as distributor; pricing Feb. 22; Cusip: 06426XGB0

BARCLAYS BANK PLC

• 10% reverse convertible notes due Aug. 16, 2013 linked to Cyberonics, Inc. stock; via Barclays Capital; pricing Feb. 13; Cusip: 06741JXE4

• Step-up callable fixed-rate dual range accrual notes due Feb. 15, 2028 linked to six-month Libor and the S&P 500 index; via Barclays; settlement Feb. 15; Cusip: 06741TNC7

• 0% trigger Super Track notes due Aug. 20, 2014 linked to the S&P 500 index; via Barclays; pricing Feb. 15; Cusip: 06741TNQ6

• 8%-10% autocallable yield notes due Feb. 20, 2014 linked to the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Barclays; pricing Feb. 20; Cusip: 06741TNW3

• 0% annual autocallable notes due March 1, 2016 linked to the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets index fund; via Barclays; pricing Feb. 25; Cusip: 06741TNM5

• Notes due Feb. 28, 2018 linked to a basket of 10 commodity indexes (S&P GSCI Aluminum Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Precious Metals Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return); via Barclays; pricing Feb. 25; Cusip: 06741TNE3

• 0% digital notes due Aug. 28, 2014 linked to the lesser performing of the Russell 2000 index and S&P 500 index; via Barclays; pricing Feb. 25; Cusip: 06741TNR4

• 0% buffered digital plus notes due Aug. 31, 2017 linked to the Dow Jones industrial average; via Barclays; pricing Feb. 26; Cusip: 06741TNN3

• 0% buffered digital notes due Feb. 29, 2016 linked to the Russell 2000 index; via Barclays; pricing Feb. 26; Cusip: 6741TNP8

• 0% Performance Leveraged Upside Securities due April 4, 2014 linked to the iShares MSCI EAFE index fund; via Barclays; pricing Feb. 27; Cusip: 06742C707

• Callable fixed-rate dual range accrual notes due Feb. 28, 2028 linked to six-month Libor and the S&P 500 index; via Barclays; settlement Feb. 28; Cusip: 06741TNT0

• 0% barrier notes due February 2014 linked to Brent crude futures contract; 85% trigger; via Barclays; pricing in February; Cusip: 06741TMX2

• Callable contingent coupon notes due February 2015 linked to the common stock of Chesapeake Energy Corp.; via Barclays; pricing in February; Cusip: 06741JXA2

• 7.5% STEP Income Securities due March 2014 linked to Citigroup Inc. shares; via Bank of America Merrill Lynch; price and settle in February

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

• 7% STEP Income Securities due March 2014 linked to Marathon Oil Corp. shares; via Bank of America Merrill Lynch; price and settle in February

• Callable contingent quarterly payment notes due February 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via Barclays; pricing in February

• Callable contingent coupon notes due February 2016 linked to the common stock of United Parcel Service, Inc.; via Barclays; pricing in February; Cusip: 06741JWY1

BARCLAYS BANK DELAWARE

• Certificates of deposit due Feb. 27, 2018 linked to a basket of common stocks (Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.); via Barclays; pricing Feb. 22; Cusip: 06740AXR5

• Certificates of deposit due Feb. 27, 2019 linked to a basket of common stocks (Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.); via Barclays; pricing Feb. 22; Cusip: 06740AXZ7

• Certificates of deposit due Feb. 27, 2020 linked to a basket of common stocks (Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.); via Barclays; pricing Feb. 22; Cusip: 06740AXT1

• Certificates of deposit due Feb. 27, 2020 linked to Darden Restaurants, Inc., Exelon Corp., Eli Lilly and Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon CommunicationsInc. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06740AXY0

• Certificates of deposit due Aug. 27, 2020 linked to the Dow Jones industrial average; via Barclays with Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06740AXW4

• Certificates of deposit due Feb. 27, 2020 linked to S&P 500 index, Euro Stoxx 50 index and the FTSE 100 index; via Barclays with Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06740AXV6

• Certificates of deposit due Feb. 27, 2020 linked to the S&P 500 index, Euro Stoxx 50 index and the FTSE 100 index; via Barclays with Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06740AYA1

• Certificates of deposit due Feb. 27, 2020 linked to S&P GSCI Aluminum Index Excess Return, S&P GSCI Live Cattle Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return; via Barclays with Advisors Asset Management, Inc.; pricing Feb. 22; Cusip: 06740AXV606740AXU8

• Certificates of deposit due Feb. 27, 2020 linked to a basket of commodity subindexes (S&P GSCI Aluminum Index Excess Return, S&P GSCI Live Cattle Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return); via Barclays; pricing Feb. 22; Cusip: 06740AXU8

CITIGROUP INC.

• 5% Chilean peso-denominated notes due Feb. 20, 2018; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 1730T0A25

• 12%-14% annualized single observation Equity LinKed Securities due August 20, 2013 linked to Peabody Energy Corp.; via Citigroup Global Markets Inc.; pricing Feb. 15; Cusip: 17318Q152

• Callable barrier range accrual notes due Feb. 27, 2023 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Feb. 22; Cusip: 1730T0RT8

• Callable barrier range accrual notes due Feb. 27, 2018 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Feb. 22; Cusip: 1730T0RU5

• Callable Libor and Russell 2000 index-linked range accrual notes due Feb. 28, 2033; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 1730T0RJ0

• Geared buffer securities due March 2, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 1730T0RQ4

• Autocallable contingent coupon equity-linked securities due Sept. 4, 2014 linked to Amazon.com, Inc.; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 1730T0RV3

• 0% enhanced trigger jump securities due March 1, 2018 linked to the iShares MSCI Emerging Markets index fund; 70% trigger; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 17318Q160

• Callable leveraged CMS spread notes due Feb. 27, 2028 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; pricing in February; Cusip: 1730T0RN1

CREDIT SUISSE AG, NASSAU BRANCH

• 0% Accelerated Return Notes due Aug. 17, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 12; Cusip: 22546TZ53

• Autocallable securities due Feb. 22, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 14; Cusip: 22546TZ38

• 0% digital-plus barrier notes due Feb. 27, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 15; Cusip: 22546TW23

• 0% digital barrier notes due Feb. 25, 2015 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 15; Cusip: 22546TV99

• Callable step-up fixed-rate notes due Feb. 21, 2023; via Deutsche Bank Securities Inc.; settlement Feb. 21; Cusip: 25152RUW1

• 2.45% buffered return equity securities due Feb. 27, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 22; Cusip: 22546TX48

• 0% buffered digital plus notes due Feb. 27, 2017 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 22; Cusip: 1730T0RP6

• Callable yield notes due Aug. 28, 2014 linked to the Russell 2000 index, the iShares FTSE/Xinhua China 25 index fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546TY62

• 0% Buffered Accelerated Return Equity Securities due Feb. 29, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546TV73

• High/low coupon callable yield notes due Aug. 28, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546TW31

• High/low coupon callable yield notes due Aug. 28, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546TW98

• 0% digital-plus barrier notes due Feb. 28, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22546TW49

• 0% contingent return optimization securities due Aug. 31, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. with distribution through UBS Financial Services Inc.; pricing Feb. 25; Cusip: 17318Q178

• 0% contingent return optimization securities due Aug. 31, 2015 linked to the Euro Stoxx 50 index; 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Feb. 26; Cusip: 25154S315

• High/low coupon callable yield notes due Sept. 2, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 26; Cusip: 22546TZ46

• 0% PLUS due March 28, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 27; Cusip: 22539T811

• Daily range accrual notes due Jan. 3, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TX30

• Daily range accrual notes due Jan. 3, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TX22

• High/low coupon callable yield notes due Sept. 5, 2014 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TW64

• 0% digital-plus barrier notes due March 6, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TW72

• 6% to 6.5% callable yield notes due Sept. 5, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TY47

• 0% digital barrier notes due March 6, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22546TY70

• 0% Accelerated Return Notes due April 2014 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in February

• 0% Strategic Accelerated Redemption Securities due March 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

DEUTSCHE BANK AG, LONDON BRANCH

• Trigger phoenix autocallable optimization securities due Feb. 22, 2018 linked to the Euro Stoxx 50 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 15; Cusip: 25154S299

• 0% market contribution securities due Feb. 25, 2016 linked to the Deutsche Bank Liquid Commodity Index-Mean Reversion Enhanced ex Natural Gas Total Return After Cost; via Deutsche Bank Securities Inc.; pricing Feb. 20; Cusip: 25152RBQ5

• 0% digital plus securities due March 1, 2016 linked to the Euro Stoxx 50 index; via Deutsche Bank Securities Inc.; pricing Feb. 25 Cusip: 25152RBP7

• 0% call warrants expiring March 1, 2016 linked to the Euro Stoxx 50 index; via Barclays; pricing Feb. 25; Cusip: 25154S281

GOLDMAN SACHS BANK USA

• 0% certificates of deposit due Feb. 27, 2020 linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; pricing Feb. 22; Cusip: 38143A5Y7

• 0% certificates of deposit due Feb. 27, 2020 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co.; pricing Feb. 22; Cusip: 38143A5Z4

• 0% certificates of deposit due Feb. 28, 2020 linked to Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 38143A6A8

• Contingent coupon certificates of deposit due Feb. 28, 2018 linked to the common stocks of Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 25; Cusip: 38143A5W1

• Contingent coupon certificates of deposit due Feb. 27, 2020 linked to the common stocks of Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 25; Cusip: 38143A5U5

• Variable-coupon basket-linked certificates of deposit due Feb. 27, 2020 linked to the common stocks of Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 25; Cusip: 38143A5T8

• Autocallable contingent coupon certificates of deposit due Feb. 28, 2023 linked to the common stocks of Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.; via Goldman Sachs & Co. and Incapital LLC; pricing Feb. 25; Cusip: 38143A5X9

GOLDMAN SACHS GROUP, INC.

• Callable monthly Russell 2000 index-linked range accrual notes due Feb. 15, 2023; via Goldman Sachs & Co.; pricing Feb. 12; Cusip: 38141GMY7

• 0% notes due Feb. 25, 2014 linked to the Brazilian real relative to the dollar; 90% trigger; via Goldman, Sachs & Co. with JPMorgan Chase Bank, NA and J.P.Morgan Securities LLC; settlement Feb. 15; Cusip: 38141GNJ9

• 0% notes due Feb. 25, 2014 linked to the Mexican peso relative to the Japanese yen; 72.5% trigger; via Goldman, Sachs & Co. with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; settlement Feb. 15; Cusip: 38141GNK6

• Callable monthly Russell 2000 index-linked range accrual notes due Feb. 28, 2023; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 38141GND2

• Variable-coupon index-linked notes due Feb. 28, 2020 based on the performances of the Dow Jones industrial average, the MSCI EASEA index and the Euro Stoxx 50 index; via Goldman, Sachs & Co.; pricing Feb. 26; Cusip: 38141GNE0

• 0% trigger notes due March 1, 2019 linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38141GLP7

• Callable monthly buffered Russell 2000 index-linked range accrual notes due Nov. 28, 2018; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38141GNC4

• Fixed-to-floating notes due February 2018 with 2.25% initial rate; via Goldman Sachs & Co.; pricing in February; Cusip: 38141GNM2

• Callable step-up fixed-rate notes due February 2028; via Goldman Sachs & Co.; settlement in February; Cusip: 38141GNR1

• 0% notes due March 2, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38141GNB6

• 60- to 62-month 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. is the underwriter; Cusip: 38141GNH3

• 0% leveraged buffered notes due in 24 to 27 months linked to the MSCI AC World index; via Goldman Sachs & Co.

• 0% leveraged buffered notes due Feb. 3, 2015 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38141GLS1

• 13- to 15-month 0% digital notes linked to Russell 2000 index; 85% trigger; via Goldman Sachs & Co.; Cusip: 38141GHR8

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

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

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

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

• 18- to 21-month 0% buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

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

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

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

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

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

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

• 0% leveraged buffered notes due Feb. 3, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GLR3

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

• 0% leveraged buffered notes linked to the S&P 500 index due in 48 to 52 months; 80% trigger; via Goldman Sachs & Co.; Cusip: 38141GMP6

• 0% leveraged buffered notes due in 60 months linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GML5

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

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

HSBC USA INC.

• Buffered Accelerated Market Participation Securities due Aug. 24, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40432XAL5

• Buffered Accelerated Market Participation Securities due Aug. 24, 2015 linked to the MSCI EAFE index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40432XAK7

• Buffered Accelerated Market Participation Securities due Aug. 24, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40432XAJ0

• 5%-7% autocallable yield notes due Feb. 21, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40432XB59

• 5%-7% autocallable yield notes due Aug. 21, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 15; Cusip: 40432XB67

• 0% averaging notes due Feb. 27, 2019 linked to the Hang Seng index, the Taiwan Stock Exchange Capitalization Weighted Stock index, the Korea Composite Stock Price Index 200 and the MSCI Singapore Free index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XAD3

• Buffered performance plus securities due Feb. 27, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XAF8

• Buffered performance plus securities due Aug. 26, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XAE1

• 0% averaging notes due Feb. 26, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XAC5

• Income plus notes with minimum coupon due Feb. 27, 2020 linked to a basket of common stocks including Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 40432XB34

• Contingent income autocallable step-up securities due Feb. 28, 2028 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 40432XBD2

• Annual income opportunity notes due Feb. 28, 2020 linked to the common stocks of 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 Feb. 25; Cusip: 40432XB42

• 0% buffered uncapped market participation securities due Feb. 28, 2017 linked to the Dow Jones industrial Average; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAG6

• Buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAX9

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAT8

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAS0

• Buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAW1

• Buffered Accelerated Market Participation Securities due Feb. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAV3

• 0% buffered uncapped market participation securities due Feb. 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAG6

• 0% trigger performance securities due Feb. 28, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 40433T323

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAR2

• 0% performance barrier notes due Aug. 29, 2016 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAQ4

• 0% leveraged buffered uncapped market participation securities due Feb. 29, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XBA8

• Buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the SPDR S&P Homebuilders exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAY7

• 0% buffered Accelerated Market Participation Securities due Aug. 28, 2014 linked to the SPDR S&P Homebuilders ETF; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XAU5

• 0% trigger performance securities due Feb. 29, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 26; Cusip: 40433T315

• 0% trigger performance securities due Feb. 28, 2023 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 26; Cusip: 40433T299

• 0% airbag performance securities due Feb. 28, 2023 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 26; Cusip: 40433TAA7

• Zero-coupon callable accreting notes due February 2043; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XAP6

• Performance plus securities due August 2014 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XAZ4

• Performance plus securities due August 2014 linked to the Euro Stoxx 50 index; 80% trigger; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XA84

• Market-linked step-up notes due February 2015 linked to the Euro Stoxx 50 index; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2014 linked to the PHLX Housing Sector index; via Bank of America Merrill Lynch; pricing in February

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

JPMORGAN CHASE BANK, NA

• 0% certificates of deposit due Aug. 31, 2020 linked to the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48124JSX7

• 0% certificates of deposit due Feb. 28, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48124JTE8

• 0% periodic-income certificates of deposit due Feb. 28, 2020 linked to the J.P. Morgan Income Focus Efficiente DS 4 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48124JUC0

• 0% certificates of deposit due Feb. 28, 2020 linked to the J.P. Morgan Mozaic Fixed Income Index (USD); via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48124JUB2

• 0% periodic-income certificates of deposit due Feb. 28, 2020 linked to the J.P. Morgan Mozaic Fixed Income Index (USD); via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48124JTU2

• 0% certificates of deposit due Feb. 28, 2020 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48124JTB4

• 0% buffered uncapped market participation securities due Feb. 29, 2016 linked to the S&P 500 Low Volatility index; HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XB83

• 0% leveraged buffered uncapped market participation securities due Feb. 28, 2017 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc. is the agent; pricing Feb. 25; Cusip: 40432XB91

• 0% 50/150 performance securities due Aug. 28, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XBC4

JPMORGAN CHASE & CO.

• 0% trigger Performance Leveraged Upside Securities due Feb. 16, 2017 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Feb. 11; Cusip: 48126E222

• 0% trigger Performance Leveraged Upside Securities due Feb. 16, 2017 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Feb. 11; Cusip: 48126E230

• Fixed-to-floating-rate notes due Feb. 15, 2023; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48126DMR7

• Callable step-up fixed-rate notes due Feb. 15, 2028; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip: 48126DMS5

• 7.5% reverse convertible notes due Feb. 19, 2014 linked to Amazon.com, Inc. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWM7

• 9.5% reverse convertible notes due Aug. 20, 2013 linked to Avon Products Inc. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWF2

• 8% reverse convertible notes due Feb. 19, 2014 linked to Bank of America Corp. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWN5

• 9.75% reverse convertible notes due Aug. 20, 2013 linked to Chesapeake Energy Corp. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWH8

• 7.25% reverse convertible notes due Feb. 19, 2014 linked to Cummins Inc. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWL9

• 9.25% reverse convertible notes due Aug. 20, 2013 linked to Joy Global Inc. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWJ4

• 11% reverse convertible notes due Aug. 20, 2013 linked to Peabody Energy Corp. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWK1

• 8.5% reverse convertible notes due Aug. 20, 2013 linked to Tesoro Corp. stock; via JPMorgan; pricing Feb. 14; Cusip: 48126DWG0

• 7% autocallable yield notes due Feb. 21, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 15; Cusip: 48126DWQ8

• 4.75% to 5.25% callable yield notes due Feb. 24, 2015 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Feb. 15; Cusip: 48126DVC0

• Contingent coupon callable yield notes due Feb. 22, 2016 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 Feb. 15; Cusip: 48126DWP0

• 0% return notes due May 28, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Feb. 22; Cusip: 48126DVS5

• Callable step-up fixed-rate notes due Feb. 27, 2028; via J.P. Morgan Securities LLC; pricing Feb 22; Cusip: 48126DMV8

• 0% capped buffered return enhanced notes due Aug. 29, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVN6

• 0% capped buffered return enhanced notes due Aug. 29, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVP1

• 6%-8% autocallable yield notes due Feb. 28, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVU0

• Market-linked notes with contingent coupons due Feb. 28, 2023 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing Feb. 25; Cusip: 48126DVG1

• 0% notes due Aug. 31, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVX4

• 0% return notes due May 30, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVK2

• 0% return notes due Feb. 27, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVL0

• 8%-10% autocallable yield notes due Feb. 28, 2014 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVV8

• 0% capped buffered return enhanced notes due Feb. 27, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVR7

• 0% capped buffered return enhanced notes due Aug. 29, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVM8

• 0% capped buffered return enhanced notes due Feb. 27, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVQ9

• 5% to 7% autocallable yield notes due Feb. 28, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126DVT3

• 0% notes due Feb. 28, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 26; Cusip: 48126DVW6

• 0% PLUS due March 31, 2014 linked to a basket of commodities including gold, Brent blend crude oil futures contracts, corn futures contracts and copper; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC handling distribution; pricing Feb. 28; Cusip: 48126DMU0

LLOYDS TSB BANK PLC

• Callable steepener notes due Feb. 22, 2033 linked to the 30-year and five-year Constant Maturity Swap rates; via Bank of America Merrill Lynch; pricing Feb. 15; Cusip: 5394E8BN8

• Senior callable fixed-to-floating-rate notes due Feb. 26, 2033 linked to the Russell 2000 index, the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Morgan Stanley & Co. LLC; settlement Feb. 26; Cusip: 5394E8BP3

MORGAN STANLEY

• Contingent income autocallable securities due Feb. 15, 2018 linked to Apple Inc. shares; 70% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 61761JBY4

• Contingent income autocallable securities due Feb. 15, 2018 linked to Bank of America Corp.; common stock; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 61761JBX6

• Contingent income securities due Feb. 16, 2023 linked to the MSCI EAFE index; 60% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 12; Cusip: 61761JCR8

• Fixed-to-floating notes due Feb. 15, 2018; via Morgan Stanley & Co. LLC; settlement Feb. 15; Cusip: 61760QCJ1

• 0% contingent income securities due Feb. 26, 2021 linked to Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 6174823X0

• 0% buffered jump securities due Feb. 28, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JCD9

• 0% market-linked notes due Aug. 28, 2020 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761J CC1

• Market-linked notes due Feb. 28, 2019 with past performance adjusted contingent coupon linked to the Morgan Stanley ETF-Map Index (Excess Return); via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JCF4

• 1% buffered return optimization securities due Feb. 28, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761M466

• Contingent coupon notes due Feb. 28, 2033 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JCM9

• 0% Target Optimized Participation Securities due Feb. 28, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JCL1

• Contingent income securities due Feb. 28, 2023 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JCE7

• Contingent income autocallable securities due February 2016 with step-up redemption threshold level feature linked to Apple Inc. shares; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M524

• 0% currency-linked partial principal at risk securities due March 4, 2015 linked to the Chinese renminbi relative to the dollar; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 617482SS4

• Contingent income autocallable securities due February 2016 linked to Dow Chemical Co. shares; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M532

• 0% PLUS due March 2014 linked to a basket of commodities (gold, Brent blend crude oil, corn and copper); via Morgan Stanley & Co. LLC, pricing in February; Cusip: 6174823Y8

• 0% buffered jump securities due August 2015 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M540

• 0% buffered jump securities due February 2015 linked to the PHLX Oil Service Sector index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761M516

• Contingent income securities due February 2023 linked to the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61761JCP2

• 0% lock-in buffered securities due February 2018 linked to Brent blend crude oil; 75% to 80% trigger; via Morgan Stanley & Co. LLC; Cusip: 6174823W2

ROYAL BANK OF CANADA

• 6.25% reverse convertible notes due Feb. 19, 2014 linked to American International Group, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYQ3

• 8.5% reverse convertible notes due Aug. 16, 2013 linked to Cabot Oil & Gas Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYG5

• 7.25% reverse convertible notes due Feb. 19, 2014 linked to Citigroup Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYR1

• 11.75% reverse convertible notes due Aug. 16, 2013 linked to Coeur d'Alene Mines Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYF7

• 8.5% reverse convertible notes due Aug. 16, 2013 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYH3

• 6.5% reverse convertible notes due Feb. 19, 2014 linked to Halliburton Co. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYS9

• 10% reverse convertible notes due Aug. 16, 2013 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYJ9

• 7.5% reverse convertible notes due Aug. 16, 2013 linked to Morgan Stanley stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYK6

• 9.5% reverse convertible notes due May 16, 2013 linked to PulteGroup Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYE0

• 7.75% reverse convertible notes due Aug. 16, 2013 linked to Silver Wheaton Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYL4

• 11.5% reverse convertible notes due Aug. 16, 2013 linked to Tesoro Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYM2

• 10.5% reverse convertible notes due Aug. 16, 2013 linked to United Continental Holdings Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYP5

• 10% reverse convertible notes due Aug. 16, 2013 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 13; Cusip: 78008SYN0

• Contingent income autocallable securities due February 2014 linked to the common stock of Deutsche Bank AG; via RBC Capital Markets LLC; pricing Feb. 15; Cusip: 78008D166

• 0% bullish barrier enhanced return notes due March 1, 2016 linked to the Euro Stoxx 50 index; 70% trigger; via RBC Capital Markets, LLC; pricing Feb. 25; Cusip: 78008SYW0

• 0% return optimization securities due March 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Feb. 25; Cusip: 78008D158

• 0% buffered bullish enhanced return notes due Feb. 28, 2018 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Feb. 25; Cusip: 78008SYC4

• 0% bullish barrier booster notes due March 2, 2017 linked to the SPDR Dow Jones Industrial Average exchange-traded fund trust; 75% trigger; via RBC Capital Markets, LLC; pricing Feb. 25; Cusip: 78008SYD2

• 0% buffered bullish enhanced return notes due Feb. 28, 2018 linked to the SPDR Dow Jones Industrial Average ETF trust; via RBC Capital Markets, LLC; pricing Feb. 25; Cusip: 78008SYU4

• 0% upside participation equity-linked notes due March 4, 2020 linked to the Dow Jones industrial average with a 60% weight, the SPDR S&P Midcap 400 ETF trust with a 20% weight and the iShares Russell 2000 index fund with a 20% weight; via Wells Fargo Securities, LLC; pricing in February; Cusip: 78008SYV2

• 0% direct investment notes due April 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing March 5; Cusip: 78008SYT7

• 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.

SUNTRUST BANKS, INC.

• Fixed-to-floating-rate notes due Aug. 30, 2016; via Sun Trust Robinson Humphrey; pricing Feb. 25; Cusip: 86802WAT5

AB SVENSK EXPORTKREDIT

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

• 0% Accelerated Return Notes due April 2014 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in February

UBS AG, LONDON BRANCH

• 0% trigger autocallable optimization securities due Feb. 22, 2018 linked to the iShares Silver Trust; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 15; Cusip: 90271B488

• 0% trigger autocallable optimization securities due Feb. 22, 2018 linked to the Market Vectors Gold Miners ETF; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 15; Cusip: 90271B470

• Trigger phoenix autocallable optimization securities due Feb. 23, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 15; Cusip: 90271B496

• 0% contingent return optimization securities due Aug. 31, 2015 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271B447

• 0% trigger return optimization securities due Feb. 29, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271B462

• 0% trigger performance securities due Feb. 28, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271B405

• 0% trigger return optimization securities due Feb. 29, 2016 linked the SPDR S&P 500 ETF trust with a 40% weight, the iShares MSCI EAFE index fund with a 40% weight and the iShares MSCI Emerging Markets index fund with a 20% weight; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271B397

• 0% trigger performance securities due Feb. 28, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 26; Cusip: 90271B439

• 0% jump securities due Aug. 30, 2013 linked to the SPDR S&P Homebuilders exchange-tradedfund; via UBS Securities LLC; pricing Feb. 27; Cusip: 90271B421

UNION BANK, NA

• Market-linked certificates of deposit due Feb. 28, 2018 linked to an equally weighted basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via UnionBanc Investment Services, LLC with Incapital LLC; pricing Feb. 25; Cusip: 90521ALT3

• Market-linked certificates of deposit due Feb. 28, 2018 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via UnionBanc Investment Services, LLC with Advisors Asset Management, Inc.; pricing Feb. 25; Cusip: 90521ALY2

• 0% quarterly capped return market-linked certificates of deposit due Feb. 28, 2018 linked to gold; via UnionBanc Investment Services, LLC with Incapital LLC; pricing Feb. 25; Cusip: 90521ALW6

• 0% quarterly capped return market-linked certificates of deposit due Feb. 28, 2018 linked to the PowerShares QQQ Trust, Series 1; via UnionBanc Investment Services, LLC with Incapital LLC; pricing Feb. 25; Cusip: 90521ALV8

• 0% quarterly capped return market-linked certificates of deposit due Feb. 28, 2018 linked to the Russell 2000 index; via UnionBanc Investment Services, LLC with Incapital LLC; pricing Feb. 25; Cusip: 90521ALU0

• 0% quarterly capped return market-linked certificates of deposit due Feb. 28, 2018 linked to the S&P 500 index; via UnionBanc Investment Services, LLC with Incapital LLC; pricing Feb. 25

WELLS FARGO & CO.

• Access securities with contingent coupon and contingent downside due Feb. 25, 2019 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; pricing Feb. 15; Cusip: 94986RND9

• Step-up callable notes due Feb. 22, 2030; via Wells Fargo Securities LLC; pricing Feb. 19; Cusip: 90261JLD3

• Fixed-to-floating-rate notes due Feb. 22, 2021 with 3% initial rate; via Wells Fargo Securities, LLC; pricing Feb. 19; Cusip: 94986RNJ6

• 0% upside participation equity-linked notes due March 6, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing Feb. 28; Cusip: 94986RNG2

• 0% upside participation ETF-linked notes due March 6, 2020 linked to the SPDR S&P 500 ETF Trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; pricing Feb. 28; Cusip: 94986RNF4

• 24- to 27-month 0% buffered enhanced return securities with upside participation to a cap and buffered downside with multiplier linked to the MSCI EAFE index; via Wells Fargo Securities LLC; pricing in February; Cusip: 94986RNH0

• 0% buffered enhanced return securities linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in February; Cusip: 94986RNE7

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