Structured Products Calendar

BANK OF AMERICA

• 10% STEP Income Securities due Dec. 2015 linked to the common stock of Continental Resources, Inc.; via BofA Merrill Lynch; pricing in November

• 10% STEP Income Securities due November 2015 linked to Delta Air Lines, Inc. shares; via BofA Merrill Lynch; pricing in November

• 0% Market Index Target-Term Securities due November 2021 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in November

• 11% STEP Income Securities due November 2015 linked to Peabody Energy Corp. common stock; via BofA Merrill Lynch; pricing in November

• 0% autocallable market-linked step-up notes due November 2016 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return notes due January 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due December 2015 linked to a basket of two indexes (S&P 500 index and MSCI EAFE index); via BofA Merrill Lynch; pricing in November

• 14-month 0% Accelerated Return Notes due February 2016 linked to the MSCI Brazil index; via BofA Merrill Lynch; pricing in December

BANK OF MONTREAL

• 0% bullish enhanced return notes due Dec. 8, 2017 linked to a basket of stocks (Chicago Bridge & Iron Co. NV, Cummins Inc., Calpine Corp., Covanta Holding Corp., DCP Midstream Partners, LP, Enterprise Products Partners LP, First Solar, Inc., Magellan Midstream Partners, LP, Navistar International Corp., NextEra Energy, Inc., SolarCity Corp., SunPower Corp., Trinity Industries, Inc., Tesla Motors, Inc. and Union Pacific Corp.); via BMO Capital Markets Corp.; pricing Dec. 4; Cusip: 06366RYF6

• 0% bullish enhanced return notes due Dec. 9, 2019 linked to a basket of stocks (Chicago Bridge & Iron Co. NV, Cummins Inc., Calpine Corp., Covanta Holding Corp., DCP Midstream Partners, LP, Enterprise Products Partners LP, First Solar, Inc., Magellan Midstream Partners, LP, Navistar International Corp., NextEra Energy, Inc., SolarCity Corp., SunPower Corp., Trinity Industries, Inc., Tesla Motors, Inc. and Union Pacific Corp.); via BMO Capital Markets Corp.; pricing Dec. 4; Cusip: 06366RYD1

• Notes due Dec. 18, 2015 linked to equally weighted common stocks and American Depositary Shares that make up its Raymond James Analysts' Best Picks for 2015; via BMO Capital Markets Corp.; settling on Dec. 16; Cusip: 06366RYE9

BARCLAYS BANK PLC

• 0% one-look notes due December 2015 linked to the common stock of Apple Inc.; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2016 linked to Biogen Idec Inc., Celgene Corp. and Gilead Sciences, Inc.; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Notes due January 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

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

• 0% Accelerated Return Notes due January 2016 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in November

• 0% notes due Dec. 7, 2017 linked to the EquityCompass Share Buyback index; via Barclays; pricing Dec. 4; Cusip: 06741ULR3

• Callable contingent coupon notes due Dec. 22, 2016 linked to Intel Corp. shares; via Barclays; pricing Dec. 17; Cusip: 06741JX95

• 14-month 0% Accelerated Return Notes due February 2016 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in December

• 0% leveraged buffered notes due in 24 to 27 months linked to Euro Stoxx 50 index, the FTSE 100 index, the Topix index, the Swiss Market Index and the S&P/ASX 200 Index; via Barclays; Cusip: 06741UKW3

• 0% capped leveraged buffered notes linked to the MSCI EAFE index due in 24 to 27 months; 85% trigger; via Barclays; Cusip: 06741UJJ4

• 19- to 22-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Barclays; Cusip: 06741ULE2

• 24-27-month 0% capped leveraged notes linked to the Russell 2000 index; via Barclays; Cusip: 06741ULZ5

• 22-25-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741ULW2

• 24- to 27-month 0% capped buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UJE5

• 24- to 27-month 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741ULG7

• 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UJV7

• 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UKU7

• 0% capped leveraged notes linked to the S&P 500 index; via Barclays; Cusip: 06741UKJ2

CITIGROUP INC.

• 0% trigger Performance Leveraged Upside Securities due Dec. 1, 2017 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. (underwriter) and Morgan Stanley Wealth Management (distribution); pricing Nov. 28; Cusip: 17322X813

• Callable step-up coupon notes due Dec. 23, 2019; via Citigroup Global Markets Inc.; pricing Dec. 18; Cusip: 1730T03F4

CREDIT SUISSE AG

• 0% Accelerated Return Notes due January 2016 linked to the NYSE Arca Gold Miners index; via BofA Merrill Lynch; pricing in November

• Autocallable market-linked step-up notes due December 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• 0% autocallable market-linked step-up notes due November 2016 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in November

• 0% absolute return barrier securities due Dec. 28, 2018 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22547QX92

• 0% accelerated barrier notes due Dec. 28, 2018 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 23; Cusip: 22547QX84

• 0% callable cert plus securities due Jan. 5, 2017 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22547QXE1

• 0% absolute return barrier securities due Jan. 4, 2018 linked to the S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22547QXA9

• 14-month 0% Accelerated Return Notes due February 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in December

• 0% autocallable market-linked step-up notes due December 2017 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in December

• 0% autocallable market-linked step-up notes due December 2016 linked to the S&P Oil & Gas Exploration and Production Select Industry index; via BofA Merrill Lynch; pricing in December

CREDIT SUISSE AG, LONDON BRANCH

• 24- to 27-month 0% leveraged notes linked to the MSCI EAFE index; via Credit Suisse Securities (USA) LLC; Cusip: 22547QT22

DEUTSCHE BANK AG, LONDON BRANCH

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

• 0% market-linked step-up notes due November 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• 0% Accelerated Return Securities due Nov. 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• Capped Leveraged Index Return notes due Nov. 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• 0% autocallable market-linked step-up notes due November 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in November

• High/low coupon autocallable securities due June 9, 2016 linked to the iShares MSCI EAFE exchange-traded fund and the Russell 2000 index; 75% trigger; via Deutsche Bank Securities Inc.; pricing Dec. 5; Cusip: 25152RTB9

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

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

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

• 0% autocallable market-linked step-up notes due December 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in December

• 0% autocallable market-linked step-up notes due December 2019 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in December

• 0% autocallable market-linked step-up notes due December 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in December

• 13- to 15-month 0% leveraged currency-linked notes tied to the dollar relative to the euro; via Deutsche Bank Securities Inc.; Cusip: 25152RQS5

• 0% leveraged notes linked to the performance of the dollar relative to the euro; via Deutsche Bank Securities Inc.; Cusip: 25152RQF3

• 0% capped leveraged buffered notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Deutsche Bank Securities Inc.; Cusip: 25152RRK1

• 24-27-month 0% leveraged basket-linked (Euro Stoxx 50 index, FTSE 100 index, Tokyo Stock Price index, Swiss Market index and the S&P/ASX 200 index); via Deutsche Bank Securities Inc.; Cusip: 25152RSN4

• 24- to 27-month 0% capped leveraged buffered notes linked to a basket of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Tokyo Stock Price index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight; via Deutsche Bank Securities Inc.; Cusip: 25152RSE4

• 24- to 27-month 0% capped leveraged buffered notes linked to an unequally weighed basket of indexes (Euro Stoxx 50 index with a 37% weight, FTSE 100 index with a 23% weight, Tokyo Stock Price index with a 23% weight, Swiss Market index with a 9% weight and S&P/ASX 200 index with an 8% weight); via Deutsche Bank Securities Inc.; Cusip: 25152RQX4

• 24- to 27-month 0% leveraged notes linked to a basket of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Tokyo Stock Price index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight; via Deutsche Bank Securities Inc.; Cusip: 25152RRJ4

• 44- to 47-month 0% buffered notes linked to a basket of the Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Tokyo Stock Price index with a 23% weight, the Swiss Market index with a 9% weight and the S&P/ASX 200 index with an 8% weight; via Deutsche Bank Securities Inc.; Cusip: 25152RRH8

• 17- to 20-month 0% capped leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund; via Deutsche Bank Securities Inc.; Cusip: 25152RTA1

• 0% capped leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund; via Deutsche Bank Securities Inc.; Cusip: 25152RRQ8

• 22- to 26-month 0% buffered iShares MSCI Germany ETF-linked digital notes; via Deutsche Bank Securities Inc.; Cusip: 25152RQK2

• 20-23-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RSY0

• 20- to 23-month 0% capped buffered notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RQE6

• 0% capped leveraged buffered notes linked to the MSCI EAFE index due 21 to 24 months; 77.5% trigger; via Deutsche Bank Securities Inc.; Cusip: 25152RRR6

• 24-27-month 0% leveraged notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RPR8

• 24- to 27-month 0% capped leveraged buffered notes linked to the MSCI EAFE index; via Deutsche Bank Securities Inc.; Cusip: 25152RPZ0

• 0% capped leveraged buffered notes linked to the S&P 500 index; via Deutsche Bank Securities Inc.; Cusip: 25152RRM7

GOLDMAN SACHS GROUP, INC.

• Callable step-up fixed-rate notes due November 2019; via Goldman, Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38147QMU7

• Callable step-up fixed-rate notes due November 2019; via Goldman, Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38147QLZ7

• Callable step-up fixed-rate notes due November 2019; via Goldman Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38147QLM6

• Callable step-up fixed-rate notes due November 2021; via Goldman Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38147QLU8

• Callable step-up fixed-rate notes due November 2022; via Goldman, Sachs & Co. and Incapital LLC; pricing in November; Cusip: 38147QN36

• Callable step-up fixed-rate notes due November 2026; via Goldman, Sachs & Co. and Incapital LLC; settlement in November; Cusip: 338147QMV5

• Callable step-up fixed-rate notes due November 2034; via Goldman Sachs & Co. and Incapital LLC; settlement in November; Cusip: 38147QM52

• Floating-rate notes due November 2024 linked to the Non-Seasonally Adjusted U.S. City Average All Items Consumer Price Index for All Urban Consumers; via Goldman Sachs & Co.; settlement in November; Cusip: 38147QLY0

• Notes due Dec. 10, 2018 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Dec. 5; Cusip: 38147QNV4

• Notes due June 28, 2022 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing Dec. 23; Cusip: 38147QNY8

• 0% index-linked notes due June 29, 2022 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Dec. 24; Cusip: 38147QNU6

• 18-month autocallable contingent coupon equity-linked notes linked to the worst performing of the common stock of Apple Inc., International Business Machines Corp. and Microsoft Corp.; via Goldman, Sachs & Co.; Cusip: 38147QHZ2

• 18-month autocallable contingent coupon equity-linked notes linked to the worst performing of the common stocks of Apple Inc., International Business Machines Corp. and Microsoft Corp.; Goldman Sachs & Co.; Cusip: 38147QJ98

• 15-year callable quarterly CMS spread-linked notes; via Goldman Sachs & Co.; Cusip: 38147QJU1

• 15-year callable quarterly CMS spread-linked notes; via Goldman Sachs & Co.; Cusip: 38147QM78

• 15-year callable quarterly CMS spread-linked linked to the 30-year and two-year Constant Maturity Swap rates; via Goldman Sachs & Co.; Cusip: 38147QHL3

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QCR5

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QKL9

• 0% 60-month leveraged buffered notes linked to the Euro Stoxx 50 index; 75% trigger; via Goldman Sachs & Co.; Cusip: 38147QMM5

• 0% 60-month leveraged buffered notes linked to the MSCI EAFE index; 75% trigger; via Goldman Sachs & Co.; Cusip: 38147QER3

• 60-month 0% leveraged buffered notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QER3

• 0% 85- to 91-month leveraged notes linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QH74

• 18- to 21-month 0% leveraged buffered notes linked to the 22 ordinary shares included in the MSCI Spain 25/50 index; via Goldman Sachs & Co.

• 0% 18-month leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QLC8

• Two-year 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QSF4

• 0% 60-month leveraged buffered notes linked to the S&P 500 index; 75% trigger; via Goldman Sachs & Co.; Cusip: 38147QGU4

• 0% 48-month leveraged buffered notes linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38147QKV7

• 60-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QGU4

• 0% 60-month leveraged buffered notes linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38147QKY1

• 0% 85- to 91-month leveraged notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QH58

HSBC USA INC.

• 0% trigger jump securities due Dec. 3, 2020 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management ; pricing Nov. 28; Cusip: 40434D152

• 0% Performance Leveraged Upside Securities due March 3, 2016 linked to the Russell 2000 index; via HSBC Securities (USA) Inc. (agent) and Morgan Stanley Wealth Management (distribution); pricing Nov. 28; Cusip: 40434D145

• Autocallable yield notes due November 2015 linked to the common stocks of Biogen Idec Inc., Celgene Corp. and Gilead Sciences, Inc.; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 40433BTF5

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

• 0% digital return notes due November 2015 linked to the dollar relative to the euro; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 40433BTW8

• 14-month 0% Accelerated Return Notes due December 2015 linked to Ford Motor Co. shares; via BofA Merrill Lynch; pricing in November

• 10% STEP Income Securities due November 2015 linked to Gilead Sciences, Inc. common stock; via BofA Merrill Lynch; pricing in November

• 14-month 0% Accelerated Return Notes due January 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in November

• 0% lookback allocator notes linked to the S&P 500, Euro Stoxx 50 and Hang Seng China Enterprises indexes; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 40433BTG3

• Market-linked step-up notes due November 2018 linked to a basket of the S&P 500 index and the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in November

• 0% barrier leveraged tracker notes due November 2017 linked to an equally weighted basket of the WisdomTree India Earnings Fund, the iShares MSCI Mexico Capped ETF and the iShares China Large-Cap ETF; via HSBC Securities (USA) Inc.; pricing in November; Cusip: 40433BTV0

• 14-month 0% Accelerated Return Notes due February 2016 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in December

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

JPMORGAN CHASE & CO.

• Contingent income autocallable securities due Dec. 1, 2017 linked to Apple Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48127P663

• 0% Performance Leveraged Upside Securities due March 3, 2016 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; pricing Nov. 28; Cusip: 48127P309

• 0% Performance Leveraged Upside Securities due March 3, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC ; pricing Nov. 28; Cusip: 48127P200

• 0% Performance Leveraged Upside Securities due Jan. 6, 2016 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48127P747

• One-year contingent income autocallable securities linked to Yahoo! Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing Nov. 28; Cusip: 48127P671

• Upside autocallable reverse exchangeable notes due Dec. 10, 2015 linked to the common stock of Aruba Networks, Inc.; via J.P. Morgan Securities LLC; pricing Dec. 5; Cusip: 48127DX94

• Callable fixed-to-floating notes due Dec. 24, 2029 linked to the 30-year Constant Maturity Swap rate, the two-year CMS rate and the S&P 500 index; via J.P. Morgan Securities LLC; pricing Dec. 19; Cusip: 48127DPH5

• Range accrual notes due Dec. 24, 2029 linked to the S&P 500 index and six-month Libor; via J.P. Morgan Securities LLC; pricing Dec. 19; Cusip: 48127DPG7

MORGAN STANLEY

• Contingent income autocallable securities due Dec. 1, 2017 linked to Anadarko Petroleum Corp. shares; 75% trigger; via Morgan Stanley & Co. LLC; pricing Nov. 28; Cusip: 61764M109

• Fixed-to-floating leveraged CMS curve and Russell 2000 index-linked notes due Nov. 28, 2034; via Morgan Stanley & Co. LLC; settlement Nov. 28; Cusip: 61760QFJ8

• Fixed-to-floating CMS curve and Russell 2000 index-linked notes due Nov. 28, 2034; via Morgan Stanley & C. LLC; settlement Nov. 28; Cusip: 61760QFK5

• Leveraged CMS curve and Russell 2000 index-linked notes due Nov. 28, 2034; 50% trigger; via Morgan Stanley & Co. LLC; settlement Nov. 28; Cusip: 61760QFL3

• 0% buffered jump securities due Dec. 3, 2020 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing Nov. 28; Cusip: 61764C887

• 0% trigger Performance Leveraged Upside Securities due June 2015 linked to an equally weighted basket of commodities; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61762GCN2

• 0% market-linked notes due May 2022 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C622

• Contingent income autocallable securities due November 2019 linked to the worst performing of the Energy Select Sector SPDR fund and the SPDR S&P 500 ETF trust; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C671

• 0% buffered Performance Leveraged Upside Securities due May 2017 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61761JUT4

• 0% trigger Performance Leveraged Upside Securities due November 2017 linked to the iShares U.S. Real Estate exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C606

• 0% call warrants due November 2015 linked to the Morgan Stanley High Yield index; via UBS Financial Services Inc.; pricing in November; Cusip: 61764C820

• 0% Performance Leveraged Upside Securities due December 2016 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C838

• 0% dual directional trigger Performance Leveraged Upside Securities due November 2020 linked to the S&P 500 index; 65% trigger; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C598

• 0% trigger Performance Leveraged Upside Securities due November 2017 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C580

• 0% trigger jump securities due November 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C614

• 0% Performance Leveraged Upside Securities due May 2015 linked to the West Texas Intermediate light sweet crude oil; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61762GCK8

• 0% trigger Performance Leveraged Upside Securities due May 2015 linked to an equally weighted basket of commodities (WTI light sweet crude oil, copper, platinum, milk and live cattle); via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61762GCJ1

• 0% Performance Leveraged Upside Securities due February 2016 linked to the WisdomTree Japan Hedged Equity fund; via Morgan Stanley & Co. LLC; pricing in November; Cusip: 61764C796

ROYAL BANK OF CANADA

• Trigger phoenix autocallable optimization securities due Nov. 17, 2017 linked to the worst performing of the S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index; 70% trigger; via RBC Capital Markets LLC and UBS Financial Services Inc.; pricing in November; Cusip: 78010U5X1

• 0% direct investment notes due Jan. 11, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Dec. 3; Cusip: 78010U5J2

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

• 0% Leveraged Index Return Notes due December 2019 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in December

• 18-21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78010UV79

• 0% leveraged buffered index-linked notes tied to the S&P 500 index; via RBC Capital Markets, LLC; Cusip: 78010U5A1

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due Dec. 3, 2015 linked to Alibaba Group Holding Ltd. American Depositary Receipts; via UBS Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Nov. 28; Cusip: 90274F197

• 0% Performance Leveraged Upside Securities due March 3, 2016 linked to the Energy Select Sector SPDR fund; via UBS Securities LLC with distribution through Morgan Stanley Wealth Management; pricing Nov. 28; Cusip: 90274B758

• Contingent income autocallable securities due Dec. 3, 2015 linked to Tesoro Corp. shares; via UBS Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing Nov. 28; Cusip: 90274F205

WELLS FARGO & CO.

• 0% enhanced return securities linked to the Euro Stoxx 50 index; via Wells Fargo Securities, LLC; pricing in November; Cusip: 94986RVG3

• 0% buffered enhanced return securities with capped upside and buffered downside linked to the iShares MSCI Emerging Markets exchange-traded fund; via Wells Fargo Securities, LLC; pricing in November; Cusip: 94986RVF5

• 0% buffered enhanced return securities with upside participation to a cap and buffered downside linked to the MSCI EAFE index; via Wells Fargo Securities LLC; pricing in November; Cusip: 94986RVH1

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