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Prospect News home > News index > List of issuers Calendar > Headlines for 2014 > News item

Published on 2/7/2014 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• Autocallable market-linked step-up notes due February 2016 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in February

• 9.5% STEP Income Securities due February 2015 linked to Valero Energy Corp.; via BofA Merrill Lynch

BANK OF MONTREAL

• 0% autocallable barrier notes with step-up call price due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing Feb. 26; Cusip: 06366RSY2

• 0% barrier bullish return notes due Feb. 28, 2019 linked to the iShares MSCI EAFE exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 26; Cusip: 06366RTB1

• 3% autocallable cash-settled notes with step-up call price due Feb. 29, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing Feb. 26; Cusip: 06366RTC9

• 0% upside booster notes with barrier due Feb. 28, 2019 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing Feb. 26; Cusip: 06366RTA3

• 0% bullish enhanced return notes with lookback feature due Feb. 28, 2017 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing Feb. 26; Cusip: 06366RSZ9

BANK OF NOVA SCOTIA

• 14- to 16-month 0% series A digital coupon notes linked to the Euro Stoxx 50 index; via Scotia Capital (USA) Inc. with Goldman Sachs & Co. as dealer; Cusip: 064159353

BARCLAYS BANK PLC

• Contingent income autocallable securities due Feb. 17, 2015 linked to shares of Michael Kors Holdings Ltd.; via Barclays; pricing Feb. 10; Cusip: 06742B576

• Capped and floored floating-rate notes due Feb. 24, 2021; via Barclays; pricing Feb. 19; Cusip: 06741T5T0

• Floored floating-rate notes due Aug. 25, 2023 linked to 30-year Constant Maturity Swap Rate; via Barclays; pricing Feb. 20; Cusip: 06741T5Y9

• Callable contingent coupon notes due Feb. 25, 2016 linked to the common stock of Walgreen Co.; via Barclays; pricing Feb. 21; Cusip: 06741J6H7

• 7.2% to 8.2% autocallable yield notes due Feb. 29, 2016 linked to the iShares China Large-Cap exchange-traded fund and the Russell 2000 index; 70% trigger; via Barclays; pricing Feb. 24; Cusip: 06741T5B9

• 8.25% reverse convertible notes due Feb. 27, 2015 linked to Valero Energy Corp. stock; via Barclays Capital; pricing Feb. 24; Cusip: 06741J6N4

• 0% buffered digital plus notes due Feb. 28, 2019 linked to the Dow Jones industrial average; via Barclays; pricing Feb. 25; Cusip: 06741T5M5

• 0% trigger return optimization securities due Feb. 28, 2017 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Feb. 25; Cusip: 06742B584

• 0% trigger performance securities due Feb. 28, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays; pricing Feb. 25; Cusip: 06742B592

• 0% trigger performance securities due Feb. 28, 2019 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and Barclays; pricing Feb. 25; Cusip: 06742K873

• 0% buffered SuperTrack notes due 2018 linked to the S&P 500 index, the iShares MSCI EAFE index fund, the S&P MidCap 400 index, the iShares MSCI Emerging Markets ETF and the Russell 2000 index; via Barclays; pricing Feb. 26; Cusip: 06741T5N3

• Annual reset coupon buffered notes due Feb. 28, 2019 linked to the Russell 2000 index; via Barclays; pricing Feb. 26; Cusip: 06741T5K9

• Annual reset coupon buffered notes due Feb. 28, 2020 linked to the Russell 2000 index; via Barclays; pricing Feb. 26; Cusip: 06741T5J2

•0% market-linked notes due March 5, 2021 tied to the iShares MSCI EAFE exchange-traded fund; via Barclays with Morgan Stanley Smith Barney LLC as dealer; pricing Feb. 28; Cusip: 06742B634

• 0% Strategic Accelerated Redemption Securities due March 2015 tied to a basket of two equally weighted funds (iShares MSCI EAFE exchange-traded fund and iShares MSCI Emerging Markets exchange-traded fund); via BofA Merrill Lynch; pricing in February

• 0% relative value Strategic Accelerated Redemption Securities due March 2015 linked to the performance of the SPDR S&P 500 ETF Trust versus the iShares Barclays 20+ Year Treasury Bond ETF; via BofA Merrill Lynch; pricing in February

BNP PARIBAS

• 23- to 26-month 0% notes linked to the Russell 2000 index; via BNP Paribas Securities Corp.; Cusip: 05574LRC4

CITIGROUP INC.

• Callable leveraged CMS spread notes due Feb. 19, 2034 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; pricing Feb. 13; Cusip: 1730T0G78

• 0% geared buffer securities due Feb. 17, 2017 linked to the S&P 500 index and the SPDR S&P MidCap 400 ETF trust; via Citigroup Global Markets Inc.; pricing Feb. 14; Cusip: 1730T0H44

• Leveraged CMS spread notes due Feb. 28, 2019 linked to the 30-year Constant Maturity Swap Rate and the five-year CMS rate; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 1730T0J83

• Autocallable securities due March 6, 2017 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 22547QF35

• Autocallable equity-linked securities due Feb. 25, 2015 linked to the common stock of LinkedIn Corp.; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 1730T0H51

• 0% airbag return optimization securities due Feb. 28, 2017 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 17321F268

• Market-linked notes due Aug. 29, 2019 tied to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 1730T0H36

• 0% market-linked notes with averaging due Aug. 29, 2019 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 25; Cusip: 1730T0H36

• 10%-12% annualized single observation Equity LinKed Securities due Sept. 2, 2014 tied to Cliffs Natural Resources Inc.; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 1730T0J42

• Autocallable contingent coupon equity-linked securities due March 4, 2015 linked to Yahoo! Inc.; via Citigroup Global Markets Inc.; pricing Feb. 27; Cusip: 1730T0J34

CREDIT SUISSE AG

• 0% Buffered Accelerated Return Equity Securities due Feb. 19, 2018 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 14; Cusip: 22547QHN9

• 11% autocallable reverse convertible securities due Feb. 20, 2015 linked to Iron Mountain Inc. shares; via Credit Suisse Securities (USA) LLC; pricing Feb. 14; Cusip: 22547QHL3

• Contingent coupon callable yield notes due Feb. 20, 2019 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 14; Cusip: 22547QH66

• 0% absolute return barrier notes due March 2, 2020 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing Feb. 21; Cusip: 22547QH58

• 0% accelerated barrier notes due March 2, 2020 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 21; Cusip: 22547QH41

• Contingent coupon yield notes due Feb. 28, 2020 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 21; Cusip: 22547QHB5

• Contingent coupon callable yield notes due Feb. 28, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 21; Cusip: 22547QH90

• 0% equity-linked autocallable step-up notes due Feb. 28, 2017 tied to the performance of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 21; Cusip: 22547QHA7

• 0% accelerated barrier notes due March 1, 2018 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22547QGY6

• 0% callable cert plus securities due Feb. 29, 2016 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE ETF; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22547QHC3

• High/low coupon callable yield notes due Aug. 28, 2015 linked to the Russell 2000 index and the iShares China Large-Cap ETF; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22547QGZ3

• High/low coupon callable yield notes due Sept. 8, 2015 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22547QH33

• 0% accelerated barrier notes due March 1, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25; Cusip: 22547QGX8

• Contingent coupon callable yield notes due Feb. 28, 2017 linked to the S&P 500 index, the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing Feb. 25; Cusip: 22547QHF6

• 0% Buffered Accelerated Return Equity Securities due Feb. 28, 2019 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing Feb. 26; Cusip: 22547QHH2

• 0% Buffered Accelerated Return Equity Securities due Aug. 30, 2017 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 26; Cusip: 22547QHG4

• 0% Buffered Accelerated Return Equity Securities due Aug. 30, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 26; Cusip: 22547QHH2

• 0% accelerated barrier notes due March 5, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22547QH25

• 0% callable cert plus securities due March 7, 2016 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 28; Cusip: 22547QGW0

• 0% Leveraged Index Return Notes due February 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in February

• 0% autocallable market-linked step-up notes due February 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in February

• Autocallable market-linked step-up notes due February 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• Autocallable market-linked step-up notes due February 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

• 0% Strategic Accelerated Redemption Securities due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

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

• Market-linked step-up notes due February 2016 tied to the S&P 500 index; via BofA Merrill Lynch; pricing February

• 0% Credit Suisse FI Enhanced S&P 500 Total Return index exchange-traded notes due 2019 linked to the S&P 500 Total Return index; via Credit Suisse Securities (USA) LLC; Cusip: 22542D431

DEUTSCHE BANK AG, LONDON BRANCH

• 0% trigger step performance securities due Feb. 28, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 25; Cusip: 25155P559

• 0% trigger performance securities due Feb. 29, 2024 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Feb. 26; Cusip: 25155P542

• 0% Accelerated Return Notes due March 2015 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in February

• Capped Leveraged Index Return Notes due February 2016 linked to the MSCI Emerging Markets index; via BofA Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due February 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in February

• Capped Leveraged Index Return Notes due February 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in February

GOLDMAN SACHS BANK USA

• 0% certificates of deposit due Aug. 27, 2020 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Feb. 24; Cusip: 38147JTC6

• Variable-coupon basket-linked certificates of deposit due Feb. 27, 2020 linked to a basket of 10 stocks (Apple Inc., AbbVie Inc., Caterpillar Inc., Cisco Systems, Inc., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Occidental Petroleum Corp., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Feb. 25; Cusip: 38147JTH5

• Variable-coupon basket-linked certificates of deposit due Feb. 26, 2021 linked to a basket of 10 stocks (Apple Inc., AbbVie Inc., Caterpillar Inc., Cisco Systems, Inc., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Occidental Petroleum Corp., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Feb. 25; Cusip: 38147JTG7

• Variable-coupon basket-linked certificates of deposit due Feb. 28, 2022 linked to a basket of 10 stocks (Apple Inc., AbbVie Inc., Caterpillar Inc., Cisco Systems, Inc., McDonald's Corp., Merck & Co., Inc., Microsoft Corp., Occidental Petroleum Corp., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Feb. 25; Cusip: 38147JTT9

• Contingent coupon certificates of deposit due Feb. 26, 2021 linked to a basket of 10 stocks (AT&T Inc., Chevron Corp., Cisco Systems, Inc., Intel Corp., Johnson & Johnson, McDonald's Corp., Merck & Co., Inc., Pfizer Inc., Proctor & Gamble Co. and Verizon Communications Inc.); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Feb. 25; Cusip: 38147JTR3

• 0% equity index-linked certificates of deposit due Aug. 28, 2020 linked to a basket of the S&P 500 index, the Russell 2000 index and the S&P MidCap 400 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing Feb. 25; Cusip: 38147JTS1

GOLDMAN SACHS GROUP, INC.

• Callable monthly range accrual notes due Feb. 26, 2029 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 21; Cusip: 38147QLP9

• 0% trigger performance securities due Feb. 28, 2019 linked to the S&P 500 index; via Goldman, Sachs & Co.; pricing Feb. 25; Cusip: 38148A118

• Callable buffered monthly S&P 500 index-linked range accrual notes due Feb. 28, 2021; via Goldman Sachs & Co.; pricing Feb. 25; Cusip: 38147QLK0

• 0% trigger performance securities due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via Goldman, Sachs & Co.; pricing Feb. 26; Cusip: 38148A126

• 0% leveraged notes due March 3, 2021 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QHT6

• Callable monthly range accrual notes due Feb. 28, 2029 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QJT4

• Callable monthly range accrual notes due Feb. 28, 2029 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QJX5

• Callable monthly range accrual notes due Feb. 28, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QJP2

• Callable monthly range accrual notes due Feb. 28, 2024 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QJK3

• 0% index-linked notes due Aug. 31, 2021 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QHX7

• 0% buffered notes due March 1, 2019 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 26; Cusip: 38147QHP4

• Callable step-up fixed-rate notes due February 2031; via Goldman Sachs & Co. and Incapital LLC; settlement in February; Cusip: 38147QKF2

• 15-year callable quarterly CMS spread-linked notes; via Goldman Sachs & Co.; Cusip: 38147QMB9

• 0% leveraged buffered notes due 2016 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 0% leveraged notes due 2016 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

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

• 0% 36- to 40-month leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QAT3

• 0% callable exchangeable equity-linked notes tied to the common stock of Google Inc.; via Goldman Sachs & Co.: Cusip: 38147QLX2

• 0% 24- to 27-month leveraged buffered notes linked to the iShares MSCI Emerging Markets ETF; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147QY26

• 0% callable exchangeable equity-linked notes tied to the common stock of Kansas City Southern; via Goldman Sachs & Co.; Cusip: 38147QMF0

• 0% leveraged notes due 36 to 39 months after issue linked to the MSCI AC World index; via Goldman Sachs & Co.

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

• 0% leveraged notes linked to the MSCI EAFE index; 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 2016 linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QGX8

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

• 0% leveraged notes linked to the S&P 500 index due in 36 to 39 months; via Goldman Sachs & Co.

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

• 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QMP8

• 0% 60-month leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QAP1

• 0% buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QGF7

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

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

• 0% buffered notes linked to the S&P 500 index with a 45% weight, the iShares MSCI EAFE ETF with a 35% weight and the Russell 2000 index with a 20% weight; via Goldman Sachs & Co.; Cusip: 38147QHK5

• 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.

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

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

HSBC USA INC.

• Income plus notes with minimum annual coupon due Feb. 26, 2021 linked to a basket of common stocks (Bristol-Myers Squibb Co., ConocoPhillips, Kraft Foods Group, Inc., McDonald's Corp. and Altria Group, Inc.); via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XSD4

• 0% Accelerated Market Participation Securities due Aug. 26, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTN1

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTK7

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTF8

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTR2

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTJ0

• 0% growth notes due Feb. 28, 2020 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTS0

• 0% Accelerated Market Participation Securities due Aug. 26, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTM3

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the Russell 2000; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTH4

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the Russell 2000; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTD3

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTQ4

• Buffered income notes due Feb. 26, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XSE2

• 0% Accelerated Market Participation Securities due Aug. 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTL5

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTG6

• 0% buffered Accelerated Market Participation Securities due Feb. 26, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTC5

• 0% buffered Accelerated Market Participation Securities due Feb. 28, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XTP6

• Autocallable yield notes due May 26, 2015 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XSC6

• Autocallable yield notes due May 26, 2015 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 21; Cusip: 40432XSB8

• 0% buffered uncapped market participation securities due Feb. 27, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40432XSG7

• 0% buffered uncapped market participation securities due Feb. 27, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40432XSJ1

• 0% buffered uncapped market participation securities due Aug. 23, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40432XSF9

• 0% buffered uncapped market participation securities due Feb. 27, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 24; Cusip: 40432XSH5

• 0% Selections due March 3, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSN2

• 0% Selections due March 3, 2015 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT50

• 0% Selections due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XST9

• 0% Selections due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XTA9

• 0% Selections due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSY8

• 0% Selections due March 3, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSM4

• 0% Selections due March 3, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT43

• 0% Selections due Feb. 28, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSS1

• 0% Selections due Feb. 28, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT92

• 0% Selections due Feb. 28, 2019 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSX0

• 0% Selections due March 3, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSL6

• 0% Selections due March 3, 2015 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT35

• 0% Selections due Feb. 28, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSR3

• 0% Selections due Feb. 28, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT84

• 0% Selections due Feb. 28, 2019 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSW2

• 0% Selections due March 3, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSK8

• 0% Selections due March 3, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT27

• 0% Selections due Feb. 28, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSQ5

• 0% Selections due Feb. 28, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XT76

• 0% Selections due Feb. 28, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSV4

• 0% trigger performance securities due Feb. 29, 2024 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40434B354

• 0% SelectInvest Selections due March 3, 2015 linked to a basket comprised of the S&P 500 index, Russell 2000 index, Euro Stoxx 50 index and iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSP7

• 0% SelectInvest Selections due Feb. 28, 2017 linked to a basket comprised of the S&P 500 index, Russell 2000 index, Euro Stoxx 50 index and iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSU6

• 0% SelectInvest Selections due Feb. 28, 2019 linked to a basket comprised of the S&P 500 index, Russell 2000 index, Euro Stoxx 50 index and iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 25; Cusip: 40432XSZ5

• 0% buffered Performance Leveraged Upside Securities due Sept. 6, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 28; Cusip: 40434B339

• 0% buffered leveraged tracker notes linked to the Euro Stoxx 50 index due in four to five years; 50% trigger; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XS93

• 0% buffered Accelerated Market Participation Securities due February 2016 linked to the iShares MSCI Mexico Capped exchange-traded fund; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XS85

• Market-linked step-up notes due February 2017 tied to the S&P 500 index with a 40% weight, the Euro Stoxx 50 index with a 30% weight and the MSCI EAFE index with a 30% weight; via BofA Merrill Lynch; pricing in February

• Libor + 500 bps autocallable yield notes due February 2019 linked to the S&P 500 index, the Euro Stoxx 50 index and the Nikkei 225 index; via HSBC Securities (USA) Inc.; pricing in February; Cusip: 40432XTU5

JPMORGAN CHASE BANK, NA

• Callable variable-rate range accrual certificates of deposit due Feb. 21, 2029 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC with Incapital LLC; pricing Feb. 18; Cusip: 48125TET8

• Digital contingent coupon certificates of deposit due Feb. 26, 2021 linked to Altria Group, Inc., AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Kimberly-Clark Corp., McDonald's Corp., Philip Morris International Inc., Procter & Gamble Co., Southern Co. and Unilever plc; via J.P. Morgan Securities LLC with Incapital LLC; pricing Feb. 25; Cusip: 48125TET8

• 0% certificates of deposit due Feb. 28, 2019 linked to equal weights of the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi relative to the dollar; via J.P. Morgan Securities LLC with Incapital LLC; pricing Feb. 25; Cusip: 48125TER2

• Certificates of deposit due Feb. 28, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC with Incapital LLC; pricing Feb. 25; Cusip: 48125TEY7

• 0% certificates of deposit due Aug. 30, 2019 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC; pricing Feb. 25; Cusip: 48125TFE0

JPMORGAN CHASE & CO.

• 12% reverse convertible notes due May 15, 2014 linked to 3D Systems Corp. stock; via JPMorgan; pricing Feb. 10; Cusip: 48126N2E6

• Callable step-up fixed-rate notes due Feb. 19, 2032; via J.P. Morgan Securities LLC; pricing Feb. 13; Cusip: 48126NUA3

• Floating-rate notes due Feb. 20, 2024 linked to the 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing Feb. 14; Cusip: 48126NUB1

• 0% dual directional trigger Performance Leveraged Upside Securities due Aug. 19, 2015 linked to the Euro Stoxx Banks index; via J.P. Morgan Securities LLC; pricing Feb. 14; Cusip: 48127E700

• Contingent income autocallable securities due Feb. 20, 2015 linked to Las Vegas Sands Corp. shares; 75% trigger; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Feb. 14; Cusip: 48127E833

• 0% autocallable securities due Feb. 19, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 14; Cusip: 48127E809

• 0% Performance Leveraged Upside Securities due Aug. 19, 2014 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 14; Cusip: 48127E841

• Floating-rate range accrual notes due Feb. 21, 2024 linked to Libor and the 10-Year Constant Maturity Swap Rate; via J.P. Morgan Securities LLC; pricing Feb. 18; Cusip: 48126NUD7

• 6.25% autocallable yield notes due May 26, 2015 linked to the iShares MSCI Emerging Markets exchange-traded fund, the Euro Stoxx 50 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 19; Cusip: 48126N3M7

• 0% capped return enhanced notes due March 5, 2015 linked to the performance of the Mexican peso relative to the dollar; via J.P. Morgan Securities LLC; pricing Feb. 21; Cusip: 48126NUF2

• Contingent income autocallable securities due Feb. 26, 2019 linked to Russell 2000 index, Euro Stoxx 50 index and Nikkei 225 index; via J.P. Morgan Securities LLC; pricing Feb. 21; Cusip: 48127E882

• 0% return notes due May 29, 2015 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48126N2Z9

• Callable range accrual notes due Feb. 28, 2029 linked to the performance of the euro relative to the dollar and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126NUE5

• 0% capped buffered return enhanced notes due Feb. 29, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2W6

• 0% buffered return enhanced notes due Feb. 28, 2018 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N3D7

• 0% capped buffered return enhanced notes due Feb. 29, 2016 linked to the iShares MSCI EAFE ETF; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2U0

• 0% capped buffered return enhanced notes due Feb. 29, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2V8

• 0% notes due Feb. 28, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N3B1

• 0% return notes due May 29, 2015 linked to the J.P. Morgan Volemont Strategy - U.S. Equity (Series 1) (USD); via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N3A3

• 0% capped buffered return enhanced notes due Feb. 29, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2T3

0% capped buffered return enhanced notes due Feb. 29, 2016 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2Y2

• Autocallable contingent interest notes due March 2, 2015 linked to the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; 70% trigger; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2N6

• 0% capped buffered return enhanced notes due Feb. 29, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2X4

• Autocallable contingent interest notes due March 2, 2015 linked to the S&P 500 index and the Euro Stoxx 50 index; 70% trigger; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2Q9

• Autocallable contingent interest notes due March 2, 2015 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2M8

• Autocallable contingent interest notes due March 2, 2015 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 25; Cusip: 48126N2L0

• 0% Performance Leveraged Upside Securities due April 6, 2015 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48127E403

• 0% Performance Leveraged Upside Securities due April 6, 2015 linked to the Nikkei 225 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48127E502

• 0% Performance Leveraged Upside Securities due April 6, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Feb. 28; Cusip: 48127E304

MORGAN STANLEY

• 0% commodity-linked notes due Nov. 30, 2020 linked to the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61762GAX2

• 0% Buffered Performance Leveraged Upside Securities with downside factor due Feb. 26, 2021 linked to the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPE3

• 0% trigger Performance Leveraged Upside Securities with downside factor due Feb. 28, 2024 linked to the Euro Stoxx 50 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPD5

• 0% trigger performance securities due Feb. 29, 2024 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Feb. 25; Cusip: 61760S316

• Contingent income securities due Feb. 28, 2029 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPF0

• Contingent income securities due Feb. 28, 2029 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPB9

• Contingent coupon notes due Feb. 28, 2034 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPC7

• Contingent income securities due Feb. 28, 2029 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPG8

• 0% trigger Performance Leveraged Upside Securities with downside factor due Feb. 28, 2024 linked to the S&P 500 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61761JPH6

• 0% trigger Performance Leveraged Upside Securities with downside factor due Feb. 29, 2024 linked to the S&P GSCI Gold Index - Excess Return; 50% trigger; via Morgan Stanley & Co. LLC; pricing Feb. 25; Cusip: 61762GAY0

• 0% airbag performance securities due Feb. 29, 2024 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC with UBS Financial Services Inc. as dealer; pricing Feb. 26; Cusip: 61760S324

• Fixed-to-floating leveraged CMS curve and S&P 500 index-linked notes due Feb. 28, 2034; via Morgan Stanley & Co. LLC; settlement Feb. 28; Cusip: 61760QDY7

• Contingent income autocallable securities due February 2017 linked to the common stock of Bank of America Corp.; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S365

• 0% Performance Leveraged Upside Securities due September 2014 linked to an equally weighted basket of commodities; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61762GAZ7

• 0% market-linked notes due February 2021 tied to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S282

• 0% dual directional trigger Performance Leveraged Upside Securities with downside factor due August 2019 linked to the Euro Stoxx 50 index; 65% trigger; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S241

• Contingent income autocallable securities due February 2017 linked to common shares of Prudential Financial, Inc.; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S308

• 0% Performance Leveraged Upside Securities due March 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S258

• 0% buffered Performance Leveraged Upside Securities due August 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S266

• 0% dual directional trigger Performance Leveraged Upside Securities due February 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S274

• 0% Buffered Performance Leveraged Upside Securities due February 2024 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S290

• Contingent income autocallable securities due February 2017 linked to the common stock of Valero Energy Corp.; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760S340

ROYAL BANK OF CANADA

• 17.5% reverse convertible notes due May 19, 2014 linked to 3D Systems Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQG5

• 11.5% reverse convertible notes due Aug. 19, 2014 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQP5

• 8% reverse convertible notes due Aug. 19, 2014 linked to F5 Networks, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQQ3

• 9% reverse convertible notes due May 19, 2014 linked to Facebook, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQH3

• Contingent income autocallable securities due February 2017 linked to the common stock of Genworth Financial, Inc.; via RBC Capital Markets, LLC with Morgan Stanley Wealth Management handling distribution; pricing Feb. 14; Cusip: 78010Y612

• 9.25% reverse convertible notes due May 19, 2014 linked to KB Home stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQJ9

• 11.5% reverse convertible notes due Aug. 19, 2014 linked to lululemon athletica inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQR1

• 13% reverse convertible notes due May 19, 2014 linked to Micron Technology, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQK6

• 9.25% reverse convertible notes due Aug. 19, 2014 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQT7

• 10.75% reverse convertible notes due Aug. 19, 2014 linked to Newmont Mining Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQS9

• 10% reverse convertible notes due Aug. 19, 2014 linked to PulteGroup Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQU4

• 0% buffered bullish enhanced return notes with averaging due Feb. 20, 2018 linked to S&P 500 index, the S&P MidCap 400 index, the Russell 2000 index, the iShares MSCI EAFE ETF and the iShares MSCI Emerging Markets ETF; 80% trigger; via RBC Capital Markets, LLC; pricing Feb. 14; Cusip: 78010UQA8

• 10.25% reverse convertible notes due Aug. 19, 2014 linked to Seagate Technology plc stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQV2

• 10.5% reverse convertible notes due May 19, 2014 linked to Tesla Motors, Inc stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQL4

• 9% reverse convertible notes due Aug. 19, 2014 linked to United Rentals, Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQX8

• 9.75% reverse convertible notes due May 19, 2014 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQN0

• 8.5% reverse convertible notes due Aug. 19, 2014 linked to Valero Energy Corp. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQY6

• 12.5% reverse convertible notes due May 19, 2014 linked to Vertex Pharmaceuticals Inc. stock; via RBC Capital Markets Corp.; pricing Feb. 14; Cusip: 78010UQM2

• Redeemable step-up notes due Feb. 18, 2027; via RBC Capital Markets, LLC; settlement Feb. 18; Cusip: 78010UDT1

• Fixed-to-floating notes due Feb. 18, 2019; via RBC Capital Markets LLC; settlement Feb. 18; Cusip: 78010UDS3

• 0% trigger step performance securities due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via RBC Capital Markets LLC and UBS Financial Services Inc.; pricing Feb. 26; Cusip: 78010Y570

• 0% airbag return optimization securities due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing Feb. 26; Cusip: 78010Y562

• 0% buffered bullish enhanced return notes due Aug. 30, 2017 linked to the Euro Stoxx 50 index; via RBC Capital Markets LLC; pricing Feb. 26; Cusip: 78010UQZ3

• 0% buffered bullish enhanced return notes due Feb. 28, 2019 linked to the S&P 500 index; via RBC Capital Markets LLC; pricing Feb. 26; Cusip: 78010URA7

• Redeemable leveraged steepener notes due Feb. 28, 2034 linked to the 30-year and five-year Constant Maturity Swap rates; via RBC Capital Markets, LLC; settlement Feb. 28; Cusip: 78010UDU8

• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 6, 2017 linked to the iShares Russell 2000 exchange-traded fund; via Wells Fargo Securities LLC; pricing Feb. 28; Cusip: 78010UQF7

• 10% STEP Income Securities due February 2015 linked to the American Depositary Receipts of Nokia OYJ; via BofA Merrill Lynch; pricing in February

• 0% direct investment notes due April 9, 2015 linked to the Equity Compass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing March 5; Cusip: 78010URB5

• 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 April 2015 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in February

UBS AG, LONDON BRANCH

• 0% trigger performance securities due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271T620

• 0% trigger return optimization securities due Feb. 28, 2017 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271T638

• 0% contingent-return optimization securities due Aug. 31, 2016 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271T604

• 0% contingent-return optimization securities due Aug. 31, 2016 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271T596

• 0% trigger performance securities due Feb. 28, 2019 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 25; Cusip: 90271T612

• 0% trigger return optimization securities due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 26; Cusip: 90271T646

• 0% Performance Leveraged Upside Securities with downside factor due April 2, 2015 linked to iShares FTSE China 25 index fund, the iShares MSCI Mexico Capped ETF, the iShares MSCI South Korea Capped ETF and iShares MSCI Taiwan ETF; via UBS Securities LLC; pricing Feb. 28; Cusip: 90271T653

• 0% trigger Performance Leveraged Upside Securities due Sept. 1, 2016 linked to the WisdomTree Japan Hedged Equity fund; via UBS Securities LLC with Morgan Stanley Smith Barney LLC; pricing Feb. 28; Cusip: 90271T711

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

WELLS FARGO & CO.

• 0% market-linked securities with leveraged upside participation to a cap and buffered downside with multiplier due Feb. 28, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities LLC; pricing Feb. 25; Cusip: 94986RSX0

• 0% market-linked securities with leveraged upside participation to a cap and buffered downside with multiplier due Feb. 28, 2018 linked to the Russell 2000 index; via Wells Fargo Securities LLC; pricing Feb. 25; Cusip: 94986RSZ5

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