Structured Products Calendar

BANK OF AMERICA CORP.

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

• Capped notes due Aug. 6, 2033 linked to the 30-year and five-year Constant Maturity Swap rates; via BofA Merrill Lynch; settlement Aug. 6; Cusip: 06048WPB0

• Capped notes due Aug. 6, 2033 linked to the 30-year and two-year Constant Maturity Swap rates; via BofA Merrill Lynch; settlement Aug. 6; Cusip: 06048WPC8

• 0% Capped Leveraged Index Return Notes due August 2015 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in August

• 8% STEP Income Securities due August 2014 linked to Freeport-McMoRan Copper & Gold Inc. common stock; via BofA Merrill Lynch; pricing in August

• 0% Accelerated Return Notes due October 2014 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in August

• Capped Leveraged Index Return Notes due August 2015 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

• 0% autocallable market-linked step-up notes due August 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in August

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

• Market-linked step-up notes due August 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in August

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

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

BANK OF NOVA SCOTIA

• Callable step-up rate notes, series A, due Aug. 9, 2028; via Scotia Capital (USA) Inc.; pricing Aug. 6; Cusip: 064159CS3

BARCLAYS BANK PLC

• 0% dual directional notes due Aug. 13, 2014 linked to the performance of WTI crude; via Barclays; pricing Aug. 2; Cusip: 06741TZZ3

• 0% market plus notes due Feb. 4, 2015 linked to the S&P 500 index; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 06741TA98

• Phoenix autocallable notes due Aug. 20, 2014 linked to Citigroup, Inc. common stock; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities; pricing Aug. 2; Cusip: 06741TA80

• Phoenix autocallable notes due Aug. 20, 2014 linked to Expedia, Inc. common stock; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities; pricing Aug. 2; Cusip: 06741TA72.

• Phoenix autocallable notes due Aug. 20, 2014 linked to PulteGroup, Inc. common stock; via Barclays, JPMorgan Chase Bank, NA and J.P. Morgan Securities; pricing Aug. 2; Cusip: 06741TA64

• 12% reverse convertible notes due Nov. 12, 2013 linked to 3D Systems Corp. stock; via Barclays Capital; pricing Aug. 6; Cusip: 06741J3Q0US06741J3Q02

• 0% notes due Aug. 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing Aug. 6; Cusip: 06741TYZ4

• Capped callable CMS steepener notes due Aug. 15, 2033; via Barclays; settlement Aug. 15; Cusip: 06741TZW0

• 0% leveraged buffered index-linked notes tied to the MSCI EAFE index due in 18 to 20 months; 90% trigger; via Barclays; Cusip: 06741TZP5

• 0% leveraged buffered index-linked notes tied to the S&P 500 index due in 24 to 27 months; 90% trigger; via Barclays; Cusip: 06741TZN0

• Five-year 0% buffered Super Track notes due 2018 linked to S&P 500 index; the iShares MSCI EAFE index fund; the Russell 2000 index and the PowerShares DB Commodity Index Tracking Fund; the iShares iBoxx $ Investment Grade Corporate Bond fund and the iShares MSCI Japan index fund; the Consumer Staples Select Sector SPDR fund, the iShares Dow Jones Select Dividend index fund and the iShares MSCI Emerging Markets index fund; the Health Care Select Sector SPDR fund and the PowerShares QQQ Trust, Series 1; and the iShares Barclays Treasury Inflation Protected Securities Bond fund; 75.5% to 85.5% trigger; via Barclays; Cusip: 06741TYY7

CITIGROUP INC.

• Non-callable fixed-to-floating notes due Aug. 28, 2018; via Citigroup Global Markets Inc.; pricing Aug. 23; Cusip: 1730T0UP2

CREDIT SUISSE AG

• 0% Buffered Accelerated Return Equity Securities due March 4, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6E1

• High/low coupon callable yield notes due Sept. 4, 2015 linked to the S&P 500 index and the Russell 2000 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6L5

CREDIT SUISSE AG, LONDON BRANCH

• 23- to 25-month 0% digital buffered notes linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing in July; Cusip: 22547Q6H4

CREDIT SUISSE AG, NASSAU BRANCH

• 0% digital-plus barrier notes due Aug. 30, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6D3

• 0% cert plus securities due Aug. 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6C5

• High/low coupon callable yield notes due Feb. 27, 2015 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 55% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 27; Cusip: 22547Q6G6

• High/low coupon callable yield notes due March 4, 2015 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing Aug. 30; Cusip: 22547Q6M3

• 45-month 0% Accelerated Return Notes linked to the Euro Stoxx 50 index; via Barclays; pricing in August; Cusip: 22547Q6V3

• 45-month 0% Accelerated Return Notes linked to the S&P 500 index; via Barclays; pricing in August; Cusip: 22547Q6T8

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

GOLDMAN SACHS GROUP, INC.

• 0% notes due Sept. 2, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing Aug. 28; Cusip: 38147QJN7

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

• Callable step-up fixed-rate notes due February 2023; via Goldman Sachs & Co. and Incapital LLC; settlement in August; Cusip: 38147QHW9

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

• 15-year callable quarterly CMS spread notes linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Goldman Sachs & Co.; Cusip: 38147QHS8

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

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

• 24- to 27-month 0% leveraged buffered index-linked notes tied 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.

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

• 0% two-year leveraged autocallable buffered notes linked 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

• 10-year callable monthly Russell 2000 index-linked range accrual notes; via Goldman Sachs & Co.; Cusip: 38147QGE0

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

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

• 24- to 27-month 0% leveraged notes linked 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

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

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

HSBC USA INC.

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

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

• 0% Accelerated Return Notes due July 2013 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in August

• 9.5% STEP Income Securities due August 2014 linked to Whirlpool Corp. common stock; via BofA Merrill Lynch; pricing in August

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due Aug. 9, 2028 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Aug. 6; Cusip: 48124JU63

• Callable variable-rate certificates of deposit due Aug. 12, 2028 linked to six-month Libor; via J.P. Morgan Securities LLC; pricing Aug. 7; Cusip: 48124JU97

JPMORGAN CHASE & CO.

• Range accrual floating-rate notes due Aug. 7, 2023; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48126D5Z8

• 0% capped market plus notes due Aug. 13, 2014 linked to Brent crude oil; via J.P. Morgan Securities LLC; pricing Aug. 1; Cusip: 48126D6D6l

• Autocallable contingent interest notes due Aug. 20, 2014 linked to the common stock of eBay Inc.; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48126NLT2

• Autocallable contingent interest notes due Aug. 20, 2014 linked to the common stock of Michael Kors Holdings Ltd.; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48126NLU9

• 0% quarterly review notes due Aug. 14, 2014 linked to a WTI crude oil futures contract; via J.P. Morgan Securities LLC; pricing Aug. 2; Cusip: 48126D6A2

• Capped buffered enhanced participation equity notes due Aug. 10, 2015 linked to the MSCI EAFE index; via J.P. Morgan Securities LLC; pricing Aug. 5; Cusip: 48126NKE6

• 5% to 7% autocallable yield notes due Sept. 2, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLP0

• 6% to 8% autocallable yield notes due Sept. 2, 2014 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLN5

• 6.5% to 8.5% autocallable yield notes due Sept. 2, 2014 linked to the Russell 2000 index and the iShares MSCI Brazil Capped index fund; 70% trigger; via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLQ8

• 0% return notes due Nov. 28, 2014 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing Aug. 27; Cusip: 48126NLV7

• Capped contingent buffered equity notes due July 30, 2014 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC

MORGAN STANLEY

• Contingent income autocallable securities due August 2016 linked to the iShares U.S. Home Construction exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P336

• 10% fixed income autocallable securities due August 2014 linked to the common stock of LinkedIn Corp.; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P344

• 0% dual directional trigger Performance Leveraged Upside Securities due July 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P112

• 0% buffered Performance Leveraged Upside Securities due January 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P120

• 0% Performance Leveraged Upside Securities due August 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P138

• 0% trigger Performance Leveraged Upside Securities due July 2015 linked to the WisdomTree Japan Hedged Equity fund; via Morgan Stanley & Co. LLC; pricing in July; Cusip: 61762P153

ROYAL BANK OF CANADA

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

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

• 0% direct investment notes due Sept. 9, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Aug. 5; Cusip: 78008S5Q5

• 0% Strategic Accelerated Redemption Securities due August 2014 linked to Citigroup Inc. shares; via BofA Merrill Lynch; pricing in August

• 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% leveraged buffered notes due 2015 linked to the S&P 500 index due in 24 to 27 months; 90% trigger; via RBC Capital Markets, LLC; Cusip: 78008S6H4

UBS AG, LONDON BRANCH

• Trigger phoenix autocallable optimization securities due Aug. 7, 2023 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 1; Cusip: 90271L577

• Trigger phoenix autocallable optimization securities due Aug. 15, 2023 linked to the worst performing of the Euro Stoxx 50 index and the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Aug. 9; Cusip: 90271L585

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

UNION BANK, NA

• Fixed-to-floating market-linked certificates of deposit due Aug. 6, 2018; via UnionBanc Investment Services, LLC; pricing Aug. 2; Cusip: 90521ANJ3

• Market-linked certificates of deposit due Aug. 30, 2018 linked to an equally weighted basket of four currencies relative to the dollar (Australian dollar, Brazilian real, Canadian dollar and Norwegian krone); via UnionBanc Investment Services, LLC; pricing Aug. 28; Cusip: 90521ANL8

• Market-linked certificates of deposit due Aug. 31, 2020 linked to the Dow Jones industrial average; via UnionBanc Investment Services, LLC; pricing Aug. 27; Cusip: 90521ANN4

• Non-callable fixed-to-floating notes due Aug. 28, 2018; via Citigroup Global Markets Inc.; pricing Aug. 23; Cusip: 1730T0UP2

WELLS FARGO & CO.

• Step-up callable notes due Aug. 7, 2030; via Wells Fargo Securities, LLC; pricing Aug. 1; Cusip: 94986RQW4

© 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.