Structured Products Calendar

BANK OF AMERICA CORP.

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

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

• 0% Accelerated Return Notes due October 2014 linked to the gold spot price; via BofA Merrill Lynch; pricing in July

• Leveraged Index Return Notes due July 2018 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in July

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

BARCLAYS BANK PLC

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

• Callable range accrual notes due July 31, 2018 linked to the Russell 2000 index; 70% trigger; via Barclays; pricing July 26; Cusip: 06741TXX0

• Callable contingent quarterly payment notes due July 29, 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via Barclays; pricing July 26; Cusip: 06741TYK7

• 0% notes due July 30, 2020 linked to the Dow Jones industrial average; via Barclays; pricing July 26; Cusip: 06741TXZ5

• Callable coupon payment notes due July 31, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing July 26; Cusip: 06741TXW2

• Callable range accrual notes due July 31, 2023 linked to the Russell 2000 index; via Barclays; pricing July 26; Cusip: 06741TYA9

• Annual reset coupon buffered notes due July 31, 2019 linked to the Russell 2000 index; via Barclays; pricing July 29; Cusip: 06741TXV4

CITIGROUP INC.

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

• 0% contingent return optimization securities due July 31, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc. handling distribution; pricing July 26; Cusip: 173095316

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

CREDIT SUISSE AG

• 0% Buffered Accelerated Return Equity Securities due Aug. 5, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5D4

• 0% Buffered Accelerated Return Equity Securities due July 30, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q5C6

• 0% autocallable buffered return equity securities due July 31, 2015 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5T9

CREDIT SUISSE AG, NASSAU BRANCH

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

• 0% accelerated barrier notes due July 26, 2019 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing July 19; Cusip: 22547Q5R3

• Contingent coupon yield notes due July 26, 2019 linked to the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 19; Cusip: 22547Q5L6

• High/low coupon callable yield notes due Jan. 30, 2015 linked to the Russell 2000 index and the United States Oil Fund, LP; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q4X1

• 0% digital-plus barrier notes due July 31, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q5H5

• High/low coupon callable yield notes due Jan. 30, 2015 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q4Y9

• 0% digital-plus barrier notes due July 31, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 26; Cusip: 22547Q5E2

• 0% Buffered Accelerated Return Equity Securities due Aug. 2, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q4V5

• 0% Buffered Accelerated Return Equity Securities due July 31, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5M4

• Callable range accrual notes due April 30, 2019 linked to the Russell 2000 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q5S1

• High/low coupon buffered securities due July 31, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 29; Cusip: 22547Q4W3

• High/low coupon callable yield notes due Feb. 5, 2015 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5B8

• 0% digital-plus barrier notes due Aug. 3, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5G7

• High/low coupon callable yield notes due Feb. 5, 2015 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing July 31; Cusip: 22547Q5A0

• 42-month 0% Accelerated Return Notes linked to the Euro Stoxx 50 index; via Barclays; pricing in July; Cusip: 22547Q5Q5

• 42-month 0% Accelerated Return Notes linked to the S&P 500 index; via Barclays; pricing in July; Cusip: 22547Q5N2

DEUTSCHE BANK AG, LONDON BRANCH

• 6%-7.2% airbag autocallable yield optimization notes due July 9, 2014 linked to Dow Chemical Co. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 2; Cusip: 25155H177

• 7.5%-9.5% airbag autocallable yield optimization notes due July 9, 2014 linked to Hewlett-Packard Co. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 2; Cusip: 25155H169

• 6%-7.2% airbag autocallable yield optimization notes due July 9, 2014 linked to Noble Corp. common stock; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 2; Cusip: 25155H185

• 0% return optimization securities due Aug. 29, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; Cusip: 25155H136

• 0% return optimization securities due Aug. 29, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 26; Cusip: 25155H128

GOLDMAN SACHS GROUP, INC.

• Callable buffered monthly S&P 500 index-linked range accrual notes due April 30, 2019; via Goldman Sachs & Co.; pricing July 26; Cusip: 38147QEW2

• 0% leveraged buffered notes due Aug. 3, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing July 29; Cusip: 38147QCA2

• 24-month 0% autocallable buffered notes linked to the Russell 2000 index; 85% trigger; via Goldman Sachs & Co.; Cusip: 38147QFA9

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

• 18-month 0% digital linked to the Euro Stoxx 50 index; 85% trigger; via Goldman Sachs & Co.

• 0% leveraged notes linked to the Euro Stoxx 50 index due in 18 to 21 months; via Goldman Sachs & Co.

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

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

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

• 0% leveraged buffered notes linked to the MSCI EAFE index due in 24 to 27 months; 85% trigger; via Goldman Sachs & Co.

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

• 0% leveraged notes tied to the MSCI EAFE index due in 25 to 28 months; 90% trigger; via Goldman Sachs & Co.

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

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

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

• 18-month 0% leveraged buffered notes linked to the S&P 500 index; 85% trigger; via Goldman Sachs & Co.; 38147QEN2

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

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

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

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

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

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

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

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

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

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

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

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

HSBC USA INC.

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

• 0% uncapped accelerated market participation notes due July 29, 2015 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40432XHB0

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

• 0% Accelerated Return Notes due September 2014 linked to the Energy Select Sector index; via BofA Merrill Lynch; pricing in July

• 0% Accelerated Return Notes due September 2014 linked to the Financials Select Sector index; via BofA Merrill Lynch; pricing in July

• 0% buffered market participation securities due July 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 26; Cusip: 40432XH87

• 0% leveraged buffered uncapped market participation securities due July 28, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing July 24; Cusip: 40432XHA2

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due July 10, 2028 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC; settlement July 10; Cusip: 48124JM62

• Callable accrual certificates of deposit due July 17, 2028 linked to six-month Libor and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC and Incapital LLC; pricing July 12; Cusip: 48124JM47

JPMORGAN CHASE & CO.

• Trigger phoenix autocallable optimization securities due Jan. 8, 2015 linked to the Russell 2000 index; 74% to 78% trigger; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing July 2; Cusip: 48126H753

• Trigger phoenix autocallable optimization securities due Jan. 8, 2015 linked to the S&P 500 index; 74% to 78% trigger; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing July 2; Cusip: 48126H746

• Callable contingent interest notes due July 8, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; 60% trigger; via J.P. Morgan Securities LLC; pricing July 2; Cusip: 48126NGK7

• Callable six-month Libor and S&P 500 index-linked range accrual notes due July 10, 2028; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing July 3; Cusip: 48126D5L9

• 0% notes due July 11, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing July 8; Cusip: 48126NHK6

• 7% to 9% upside autocallable reverse exchangeable notes due July 14, 2014 linked to Apple Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing July 9; Cusip: 48126NGV3

• 0% return notes due Oct. 31, 2014 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHC4

• 0% return notes due July 31, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHD2

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGX9

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHB6

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGY7

• 0% capped buffered return enhanced notes due Jan. 30, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGW1

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NHA8

• 0% capped buffered return enhanced notes due July 31, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing July 26; Cusip: 48126NGZ4

MORGAN STANLEY

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

ROYAL BANK OF CANADA

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

• 8% STEP Income Securities due July 2014 linked to the common stock of Celgene Corp.; via BofA Merrill Lynch; pricing July

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

• 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.

AB SVENSK EXPORTKREDIT

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

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

UBS AG, LONDON BRANCH

• Trigger phoenix autocallable optimization securities due July 9, 2018 linked to the common stock of American Tower Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 2; Cusip: 90271L205

• Trigger phoenix autocallable optimization securities due July 9, 2018 linked to the common stock of Occidental Petroleum Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 2; Cusip: 90271L221

• Trigger phoenix autocallable optimization securities due July 9, 2018 linked to the common stock of Walgreen Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 2; Cusip: 90271L213

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

• 0% five-year short leverage securities linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank

UNION BANK, NA

• Market-linked certificates of deposit due July 31, 2018 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via UnionBanc Investment Services, LLC with Incapital LLC; pricing July 29; Cusip: 90521ANE4

WELLS FARGO & CO.

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

© 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.