| Add to balance / Manage account | User: | Log out |
| Prospect News home > News index > List of issuers Calendar > Headlines for 2015 > News item |
Structured Products Calendar
BANK OF AMERICA CORP.
• Fixed-to-floating notes due May 12, 2025 linked to the 10-year Constant Maturity Swap rate; via BofA Merrill Lynch; settling May 12; Cusip: 06048WQU7
• Step-up callable notes due May 22, 2025; via BofA Merrill Lynch; settling May 22; Cusip: 06048WQT0
• 0% Accelerated Return Notes due July 2016 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2017 tied to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in May
• 0% Accelerated Return Notes due July 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• 0% market-linked step-up notes due May 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• 0% Market Index Target-Term Securities due May 2022 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May
BANK OF MONTREAL
• 0% notes due June 9, 2016 linked to the BMO Q-30 Strategy; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RK87
• 0% buffered bullish digital return notes due Nov. 30, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; May 22; Cusip: 06366RK61
• 0% upside booster notes with barrier due May 31, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL78
• 0% upside booster notes with barrier due May 31, 2018 linked to the Euro Stoxx 50 index; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL86
• 0% contingent risk absolute return notes due May 28, 2021 linked to the Euro Stoxx 50 index; 70% trigger; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RM28
• 0% buffered bullish enhanced return notes due May 29, 2020 linked to the iShares MSCI EAFE ETF; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RK95
• 9% autocallable cash-settled notes with fixed-interest payments due May 31, 2016 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL60
• 0% buffered bullish enhanced return notes due May 31, 2017 linked to the Russell 2000 index; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL29
• 0% contingent risk absolute return notes due May 28, 2021 linked to the S&P 500 index; 75% trigger; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RM36
• 0% buffered bullish enhanced return notes due May 31, 2019 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RM44
• 0% buffered bullish enhanced return notes due May 31, 2019 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RM51
• 0% buffered bullish digital return notes due May 29, 2020 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL37
• 0% upside booster notes with barrier due May 31, 2018 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL94
• 9.96% autocallable cash-settled notes with fixed-interest payments due May 31, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL45
• 12.96% autocallable cash-settled notes with fixed-interest payments due May 31, 2016 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RL52
• 0% buffered bullish enhanced return notes due Nov. 30, 2018 linked to the Technology Select Sector SPDR fund; via BMO Capital Markets Corp.; pricing May 22; Cusip: 06366RK79
BANK OF THE WEST
• Contingent variable income market-linked certificates of deposit due May 31, 2022 linked to a basket of 10 equally weighted stocks; via BNP Paribas; pricing May 22; Cusip 06426XNH9
• Income advantage market-linked certificates of deposit due May 31, 2022 linked to a basket of commodity futures indexes; via BNP Paribas; pricing May 22; Cusip 06426XNE6
• Income advantage market-linked certificates of deposit due May 31, 2022 linked to a basket of five equally weighted stocks; via BNP Paribas; pricing May 22; Cusip 06426XND8
• 0% market-linked certificates of deposit due May 31, 2022 linked to the DWA Large Cap Sector Rotation Target Volatility 7 index; via BNP Paribas; pricing May 26; Cusip 06426XNG1
• 0% market-linked certificates of deposit due May 31, 2022 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas; pricing May 26; Cusip 06426XNF3
BARCLAYS BANK PLC
• Contingent income autocallable securities due May 16, 2018 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Barclays with Morgan Stanley Wealth Management as a dealer; pricing May 11; Cusip: 06743N686
• Step-up fixed-rate callable notes due May 20, 2025; via Barclays; pricing May 15; Cusip: 06741UVQ4
• 0% trigger autocallable optimization securities due May 21, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing May 15; Cusip: 06743P335
• Trigger phoenix autocallable optimization securities due May 21, 2020 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via UBS Financial Services Inc. and Barclays; pricing May 15; Cusip: 06743N728
• Contingent coupon notes due May 28, 2021 linked to the Russell 2000 index; 70% trigger; via Barclays; pricing May 22; Cusip: 06741UUS1
• Callable contingent payment notes due May 31, 2018 linked to linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 70% trigger; via Barclays; pricing May 22; Cusip: 06741UUT9
• 0% buffered Super Track notes due May 29, 2020 linked to the Dow Jones industrial average; via Barclays; pricing May 26; Cusip: 06741UUW2
• 0% Super Track notes due Nov. 29, 2019 linked to the Euro Stoxx 50 index; via Barclays; pricing May 26; Cusip: 06741UVB7
• Callable contingent payment notes due May 29, 2025 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; 50% trigger; via Barclays; pricing May 26; Cusip: 06741UVV3
• Callable contingent payment notes due May 28, 2021 linked to the lesser performing of the Euro Stoxx 50 index and the Russell 2000 index; via Barclays; pricing May 26; Cusip: 06741UVP6
• 0% buffered digital notes due Nov. 30, 2017 linked to the Russell 2000 index; via Barclays; pricing May 26; Cusip: 06741UUU
• Callable range accrual notes due May 29, 2025 tied to the Russell 2000 index and the Euro Stoxx 50 index; via Barclays; pricing May 26; Cusip: 06741UVR2
• Callable contingent payment notes due Dec. 1, 2016 linked to worst performing of the Russell 2000 index, Euro Stoxx 50 index and the iShares MSCI EAFE exchange-traded fund; via Barclays; pricing May 26; Cusip: 06741UVU5
• 0% buffered digital plus notes due May 29, 2020 linked to the S&P 500 index; via Barclays; pricing May 26; Cusip: 06741UVS0
• 0% buffered Super Track notes due Jan. 30, 2017 linked to the S&P 500 index; via Barclays; pricing May 26; Cusip: 06741UUZ5
• 0% digital plus notes due May 29, 2020 linked to the S&P 500 index; 70% trigger; via Barclays; pricing May 26; Cusip: 06741UVW1
• 0% buffered digital notes due Nov. 30, 2017 linked to the S&P 500 index; via Barclays; pricing May 26; Cusip: 06741UUV4
• Phoenix autocallable notes due May 30, 2025 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing May 26; Cusip: 06741UVG6
• Callable contingent payment notes due May 31, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Barclays; pricing May 26; Cusip: 06741UVH4
• 0% trigger performance securities due May 29, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and Barclays; pricing May 26; Cusip: 06743P350
• 0% trigger return optimization securities due May 31, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743P376
• 0% return optimization securities due June 30, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743P368
• 0% trigger performance securities due May 29, 2020 linked to the Euro Stoxx 50 index UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743N710
• 0% return optimization securities due June 30, 2016 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743N694
• 0% Accelerated Return Notes due July 2016 linked to a basket of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index with a 20% weight, the Nikkei Stock Average index with a 20% weight, the Swiss Market index with a 7.5% weight, the S&P/ASX 200 index with a 7.5% weight and the Hang Seng index with a 5% weight; via BofA Merrill Lynch; pricing in May
• 0% Accelerated Return Notes due July 2016 linked to the JPX-Nikkei 400 index; via BofA Merrill Lynch; pricing in May
• 9% STEP Income Securities due May 2016 linked to Southwestern Energy Co. shares; via BofA Merrill Lynch; pricing in May
• 11% STEP Income Securities due May 2016 linked to Twitter, Inc. shares; via BofA Merrill Lynch; pricing in May
• 22- to-25-month 0% notes linked to a basket of indexes (Euro Stoxx 50 index, FTSE 100 index, Topix index, Swiss Market index and S&P/ASX 200 index); via Barclays; Cusip: 06741UVT8
• 0% 24- to 27-month capped leveraged buffered notes linked to a basket of the Euro Stoxx 50 index with a 37% weight, FTSE 100 index with a 23% weight, Topix index with a 23% weight, Swiss Market index with a 9% weight and S&P/ASX 200 index with an 8% weight; via Barclays; Cusip: 06741UUM4
• 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UUN2
• 0% capped leveraged buffered notes linked to the S&P 500 index; via Barclays; Cusip: 06741UUR3
BNP PARIBAS
• 0% buffered notes due May 29, 2020 linked to the Dow Jones industrial average; via BNP Paribas; pricing May 26; Cusip 05579TDU7
• 0% buffered notes due Nov. 29, 2019 linked to the S&P 500 index; via BNP Paribas; pricing May 26; Cusip 05579TDT0
• 0% leveraged certificate plus notes due May 29, 2020 linked to the S&P 500 index, the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BNP Paribas; pricing May 26; Cusip 05579TE28
CITIGROUP INC.
• Fixed-to-floating-rate notes due May 27, 2025 linked to the 10-year Constant Maturity Swap rate; via Citigroup Global Markets Inc.; pricing May 21; Cusip: 17298CAT5
• Autocallable contingent coupon equity-linked securities due May 25, 2017 linked to the common stock of Apple Inc.; via Citigroup Global Markets Inc.; pricing May 21; Cusip: 17298CAX6
• Autocallable contingent coupon equity-linked securities due May 26, 2016 linked to Twitter, Inc. common stock; via Citigroup Global Markets Inc.; pricing May 22; Cusip: 17298CAV0
• Callable step-up coupon notes due May 28, 2020; via Citigroup Global Markets Inc.; pricing May 22; Cusip: 17298CAB4
• Leveraged callable fixed-to-floating CMS spread notes due May 28, 2035 linked to the 30-year Constant Maturity Swap rate and the two-year CMS rate; via Citigroup Global Markets Inc.; pricing May 22; Cusip: 17298CAR9
• 0% market-linked notes due May 26, 2022 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing May 22; Cusip: 17298CAQ1
• 0% contingent return optimization securities due May 31, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing May 26; Cusip: 17323B240
• 0% buffer securities due June 1, 2020 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 17298CAJ7
• 0% barrier digital plus securities due June 1, 2020 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 17298CAK4
• Annual reset coupon securities due June 1, 2021 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 17298CAM0
• 0% barrier digital plus securities due June 1, 2020 linked to the S&P 500 index; 80% trigger; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 17298CAH1
• 0% trigger jump securities due June 3, 2021 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. with Morgan Stanley Wealth Management as a dealer; pricing May 28; Cusip: 17323B265
• 0% market-linked notes due March 4, 2019 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing May 29; Cusip: 17298CAW8
• 0% Performance Leveraged Upside Securities due Sept. 6, 2016 linked to the WisdomTree India Earnings Fund; via Citigroup Global Markets Inc. and Morgan Stanley Wealth Management; pricing May 29; Cusip: 17323B273
CREDIT SUISSE AG
• 0% callable cert plus securities due May 17, 2017 linked to the Euro Stoxx 50 index and the iShares MSCI Emerging Markets exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 12; Cusip: 22546VDC7
• Trigger phoenix autocallable optimization securities due May 16, 2025 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via UBS Financial Services Inc.; pricing May 12; Cusip: 22547T886
• 0% accelerated barrier notes due May 15, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 12; Cusip: 22546VCZ7
• Contingent coupon callable yield notes due May 15, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 12; Cusip: 22546VDF0
• 6.15% callable yield notes due Nov. 22, 2016 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 15; Cusip: 22546VC79
• Trigger phoenix autocallable optimization securities due May 21, 2025 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing May 15; Cusip: 22547T795
• 8%-10% autocallable reverse convertible securities due May 23, 2016 linked to Silver Wheaton Corp. common stock; via Credit Suisse Securities (USA) LLC; pricing May 18; Cusip: 22546VD29
• 9%-11% autocallable reverse convertible securities due May 23, 2016 linked to Valeant Pharmaceuticals International, Inc. common stock; via Credit Suisse Securities (USA) LLC; pricing May 19; Cusip: 22546VD37
• 0% absolute return barrier securities due May 27, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 22; Cusip: 22546VBM7
• 2% coupon digital barrier notes due May 28, 2021 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 22; Cusip: 22546VBP0
• Contingent coupon callable yield notes due May 29, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 22; Cusip: 22546VAP1
• 0% autocallable securities due May 28, 2019 linked to the S&P 500 index and the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing May 22; Cusip: 22546VA30
• 0% digital plus barrier notes due May 30, 2019 linked to the Euro Stoxx 50 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VCE4
• Contingent coupon autocallable yield notes due May 29, 2020 linked to the Euro Stoxx 50 index and the Russell 2000 index; via Incapital LLC; pricing May 26; Cusip: 22546VCU8
• Callable daily range accrual securities due Nov. 29, 2022 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VD94
• Callable daily range accrual securities due May 29, 2025 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Incapital LLC; pricing May 26; Cusip: 22546VCS3
• Step-up callable daily range accrual securities due May 29, 2025 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Incapital LLC; pricing May 26; Cusip: 22546VCV6
• 0% trigger performance securities due May 29, 2020 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing May 26; Cusip: 22547T837
• 0% autocallable securities due May 29, 2018 linked to the S&P 500 index and the Euro Stoxx 50 index; via Barclays; pricing May 26; Cusip: 22546VDB9
• Coupon digital barrier notes due May 29, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VCN4
• 0% absolute return barrier securities due May 31, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VCD6
• 0% absolute return barrier securities due June 3, 2019 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VCF1
• 0% autocallable securities due May 30, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VCC8
• 7.5%-9.5% autocallable reverse convertible securities due June 3, 2016 linked to Celgene Corp. common stock; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VD60
• 7.5%-9.5% autocallable reverse convertible securities due Aug. 29, 2016 linked to Gilead Sciences, Inc. common stock; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22546VD60
• 0% trigger performance securities due May 29, 2020 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing May 26; Cusip: 22547T829
• 0% trigger performance securities due May 30, 2025 linked to the S&P 500 index; 50% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26; Cusip: 22547T811
• Contingent coupon callable yield notes due May 29, 2019 linked to the S&P 500 index and the Russell 2000 index; via Incapital LLC; pricing May 26; Cusip: 22546VD45
• 0% trigger performance securities due May 30, 2025 linked to the Euro Stoxx 50 index; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22547T803
• 0% digital buffered notes due Nov. 29, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22546VCX2
• 0% digital plus buffered notes due June 1, 2021 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 27; Cusip: 22546VCY0
• 0% accelerated barrier notes due June 3, 2020 linked to the Euro Stoxx 50 index; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22546VD78
• 0% accelerated barrier notes due June 3, 2019 linked to the Euro Stoxx 50 index; 70%-75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22546VCG9
• 0% digital-plus barrier notes due June 2, 2017 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC: pricing May 29; Cusip: 22546VCJ3
• High/low coupon callable yield notes due Dec. 5, 2016 linked to the S&P 500 index and the Russell 2000 index; 67.5% to 72.5% trigger; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22546VCM6
DEUTSCHE BANK AG, LONDON BRANCH
• 0% Strategic Accelerated Redemption Securities due April 2018 linked to the worse performing of American Depositary Shares of Credit Suisse Group AG and Banco Santander, SA; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2018 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May
• 0% market-linked step-up notes due May 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May
• 0% Strategic Accelerated Redemption Securities due April 2018 linked to the worse performing of the common stocks of Ford Motor Co. and General Motors Co.; via BofA Merrill Lynch; pricing in May
• 0% Strategic Accelerated Redemption Securities due May 2016 linked to an equally weighted basket of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets ETF; via BofA Merrill Lynch; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2016 linked to an equally weighted basket comprised of the iShares MSCI EAFE exchange-traded fund and the iShares MSCI Emerging Markets exchange-traded fund; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2018 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2020 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• Leveraged Index Return Notes due May 2018 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2021 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• 0% autocallable market-linked step-up notes due May 2017 linked to the S&P Oil & Gas Exploration & Production Select Industry index; via BofA Merrill Lynch; pricing in May
• 21-24-month 0% capped leveraged buffered notes linked to a basket of indexes (Euro Stoxx 50 index, FTSE 100 index, Topix index, Swiss Market index and S&P/ASX 200 index); via Deutsche Bank Securities Inc.; Cusip: 25152RE66
GOLDMAN SACHS GROUP, INC.
• Autocallable contingent coupon notes due May 16, 2030 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 12; Cusip: 38148T2B4
• Callable monthly range accrual notes due May 22, 2030 linked to the Russell 2000 index and the S&P 500 index; via Goldman Sachs & Co.; pricing May 19; Cusip: 38148T3A5
• Callable monthly range accrual notes due May 29, 2030 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 19; Cusip: 38148T2Z1
• 0% notes due May 30, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing May 22; Cusip: 38147QZQ2
• 0% notes due June 1, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing May 26; Cusip: 38148T2C2
• 0% return optimization securities due June 30, 2016 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing May 26; Cusip: 38148W268
• 0% return optimization securities due June 30, 2016 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing May 26; Cusip: 38148W250
• 0% trigger performance securities due May 29, 2020 linked to the DAX (EUR Price index); via Goldman Sachs & Co.; pricing May 27; Cusip: 38148W284
• 0% trigger performance securities due May 29, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148W276
• 0% leveraged notes due Dec. 1, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2H1
• 0% buffered digital notes due June 1, 2018 linked to the Russell 2000 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2N8
• Callable monthly Russell 2000 index-linked range accrual notes due May 29, 2025; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2L2
• Callable monthly Russell 2000 index-linked range accrual notes due May 29, 2025; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2K4
• Callable monthly range accrual notes due May 29, 2030 linked to the Russell 2000 index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2Q1
• Callable buffered monthly S&P 500 index-linked range accrual notes due Nov. 29, 2022; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2P3
• Autocallable contingent coupon notes due June 10, 2025 linked to the S&P 500 index and the Russell 2000 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T2M0
• Callable step-up fixed-rate notes due May 2020; via Goldman Sachs & Co. and Incapital LLC; settlement in May; Cusip: 38148T2G3
• Callable step-up fixed-rate notes due May 2022; via Goldman Sachs & Co.; settling in May; Cusip: 38147QZK5
• Callable step-up fixed-rate notes due May 2022; via Goldman Sachs & Co.; settlement in May; Cusip: 38148T3C1
• Callable step-up fixed-rate notes due May 2025; via Goldman Sachs & Co. and Incapital LLC; pricing in May; Cusip: 38147QZM1
• Callable step-up fixed-rate notes due May 2030; via Goldman Sachs & Co.; pricing in May; Cusip: 38147QZV1
• Fixed-to-floating notes due May 2025 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; settlement in May; Cusip: 38148T2E8
• Floating-rate notes due May 2035 linked to the Consumer Price Index; via Goldman Sachs & Co.; pricing in May; Cusip: 38148T3B3
• Five-year 0% leveraged buffered notes due linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38147QZ58
• 18- to 21-month 0% leveraged notes linked to the Euro Stoxx 50, FTSE 100, Topix, Swiss Market and S&P/ASX 200 indexes; via Goldman Sachs & Co.
• Five-year 0% leveraged buffered notes due linked to the MSCI EAFE index; via Goldman Sachs & Co.; Cusip: 38147QZ41
• 0% 60-month leveraged buffered notes linked to the MSCI EAFE index; via Goldman, Sachs & Co.; Cusip: 38147QWL6
• 0% 60-month leveraged buffered notes linked to the MSCI EAFE index; 75% trigger; via Goldman, Sachs & Co.; Cusip: 38147QU38
• 14-month 0% leveraged buffered notes linked to the Russell 2000 index; via Goldman Sachs & Co.; Cusip: 38147QTH9
• 0% notes due in 36 to 39 months linked to the S&P 500 index; via Goldman Sachs & Co.
• 0% five-year leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QU46
• 60-month 0% leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QU46
HSBC USA INC.
• 6% autocallable yield notes due Nov. 21, 2016 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 15; Cusip: 40433BW46
• Collared floating-rate notes due May 22, 2020; via HSBC Securities (USA) Inc.; settling May 22; Cusip: 40433BW38
• 0% barrier enhanced participation notes due April 30, 2019 linked to the Energy Select Sector SPDR fund; 80% trigger; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 40433BR59
• 0% barrier Accelerated Market Participation Securities due Dec. 3, 2018 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 40433BP85
• 0% barrier enhanced participation notes due June 1, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 40433BQ27
• 0% barrier Accelerated Market Participation Securities due Dec. 3, 2018 linked to the iShares MSCI Emerging Markets exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 40433BP93
• 0% barrier Accelerated Market Participation Securities due Dec. 3, 2018 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 40433BP77
• 0% barrier Accelerated Market Participation Securities due Dec. 3, 2018 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 22; Cusip: 40433BP69
• Income plus notes due May 31, 2022 linked to the common stocks of Apple Inc., Cisco Systems, Inc., General Motors Co., Pfizer Inc. and Philip Morris International Inc.; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BQ68
• 0% buffered Accelerated Market Participation Securities due May 30, 2017 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS41
• 0% buffered Accelerated Market Participation Securities due Nov. 29, 2017 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS82
• 0% leveraged buffered uncapped market participation securities due Nov. 29, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BR75
• 0% Accelerated Market Participation Securities due Aug. 29, 2016 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BV70
• 0% buffered Accelerated Market Participation Securities due May 30, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS33
• 0% buffered Accelerated Market Participation Securities due Nov. 29, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS74
• 0% buffered Accelerated Market Participation Securities due Nov. 29, 2017 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS74
• 0% buffered uncapped market participation securities due Feb. 28, 2019 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BR26
• 0% trigger performance securities due May 29, 2020 linked to the iShares MSCI EAFE exchange-traded fund; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing May 26; Cusip: 40434G312
• 0% trigger performance securities due May 29, 2020 linked to the iShares MSCI EAFE exchange-traded fund; 75% trigger; via HSBC Securities (USA) Inc. with UBS Financial Services Inc.; pricing May 26; Cusip: 40434G320
• 0% leveraged buffered uncapped market participation securities due May 29, 2020 linked to the PowerShares S&P 500 High Dividend Portfolio; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BT24
• 0% buffered uncapped market participation securities due May 29, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BR34
• 0% leveraged buffered uncapped market participation securities due May 29, 2020 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BR67
• 0% buffered uncapped market participation securities due May 29, 2020 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BQ43
• 0% buffered Accelerated Market Participation Securities due May 30, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS25
• 0% buffered Accelerated Market Participation Securities due Nov. 29, 2017 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS66
• 0% buffered Accelerated Market Participation Securities due May 31, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BT65
• 0% Accelerated Market Participation Securities due Aug. 29, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BS90
• 0% buffered uncapped market participation securities due May 29, 2020 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BQ35
• 0% buffered uncapped market participation securities due May 29, 2019 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 26; Cusip: 40433BQ92
• 0% Performance Leveraged Upside Securities due Sept. 6, 2016 linked to the Energy Select Sector SPDR Fund; via HSBC Securities (USA) Inc. and Morgan Stanley Wealth Management; pricing May 29
• 0% buffered Accelerated Market Participation Securities due May 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433BR91
• 0% buffered Accelerated Market Participation Securities due Nov. 29, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40433BS58
• 0% Leveraged Index Return Notes due May 2020 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May
• 0% barrier Accelerated Market Participation Securities due November 2018 linked to the Euro Stoxx 50 index; 65% trigger; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40433BV88
• Capped leveraged index return notes due May 2017 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May
• 0% Leveraged Index Return Notes due May 2020 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in May
• Market-linked step-up notes due May 2017 linked to a basket comprised of the Euro Stoxx 50 index with a 40% weight, the FTSE 100 index and the Nikkei 225 index each with a 20% weight and the S&P/ASX 200 index and Swiss Market index each with a 7.5% weight and the Hang Seng index with a 5% weight; via BofA Merrill Lynch; pricing in May
• 0% digital-plus barrier notes due May 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40433BW53
• Capped leveraged index return notes due May 2017 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May
• 0% Strategic Accelerated Redemption Securities due June 2016 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• Capped leveraged index return notes due May 2017 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in May
• Autocallable contingent income barrier notes due May 2019 linked to the SPDR S&P Oil & Gas Exploration and Production exchange-traded fund; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40433BW20
JPMORGAN CHASE & CO.
• 0% enhanced participation notes due May 17, 2017 linked to an index basket (Euro Stoxx 50 index, FTSE 100 index, Topix index, Swiss Market index and S&P/ASX 200 index); via J.P. Morgan Securities LLC; pricing May 12; Cusip: 48125URG9
• 0% capped dual directional contingent buffered return enhanced notes due May 16, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 12; Cusip: 48125UQY1
• 0% uncapped buffered equity notes due May 17, 2018 linked to the least performing of S&P 500 index, the Russell 2000 index and the Dow Jones industrial average; via J.P. Morgan Securities LLC; pricing May 13; Cusip: 48125URT1
• 0% uncapped buffered equity notes due May 19, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 14; Cusip: 48125URQ7
• Contingent income autocallable securities due May 18, 2018 linked to Apple Inc. common stock; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 15; Cusip: 48127X864
• Autocallable contingent interest notes due Aug. 18, 2016 linked to Apple Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48127X609
• 12%-14% autocallable reverse exchangeable notes due May 19, 2016 linked to the common stock of Chesapeake Energy Corp.; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 46625HLA6
• 8.5%-10.5% autocallable reverse exchangeable notes due Aug. 18, 2016 linked to Delta Air Lines, Inc. common stock; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 46625HKX7
• Autocallable contingent interest notes due Aug. 18, 2016 linked to Facebook Inc. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48127X708
• 7.25%-9.25% autocallable reverse exchangeable notes due Aug. 18, 2016 linked to Gilead Sciences, Inc. common stock; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 46625HKV1
• Contingent income autocallable securities due May 11, 2018 linked to the common stock of Halliburton Co.; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 48127X872
• Contingent income autocallable securities due Nov. 20, 2015 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities LLC: pricing May 15; Cusip: 48125UEC2
• 8%-10% autocallable reverse exchangeable notes due Aug. 18, 2016 linked to VeriFone Systems, Inc. common stock; via J.P. Morgan Securities LLC; pricing May 15; Cusip: 46625HKW9
• Callable step-up fixed-rate notes due May 22, 2020; via J.P. Morgan Securities LLC; pricing May 19; Cusip: 48125UEB4
• Autocallable 6% yield notes due Aug. 24, 2016 linked to the least performing of the iShares MSCI Emerging Markets exchange-traded fund, the Financial Select Sector SPDR fund and the Russell 2000 index; 66% trigger; via J.P. Morgan Securities LLC; pricing May 19; Cusip: 48125UPG1
• 0% review notes due May 28, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 22; Cusip: 48125UPE6
• 0% capped contingent buffered return enhanced notes due Nov. 28, 2018 linked to the SPDR S&P Oil & Gas Exploration & Production exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 22; Cusip: 48125UPD8
• Callable range accrual notes due May 29, 2030 linked to the 30-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UEA6
• 0% capped buffered return enhanced notes due Feb. 28, 2017 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQC9
• 0% uncapped buffered return enhanced notes due May 31, 2019 linked to the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQE5
• 0% uncapped buffered equity notes due May 31, 2019 linked to a weighted basket of indexes (Euro Stoxx 50 index with a 37% weight, the FTSE 100 index with a 23% weight, the Topix 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 J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPS5
• 0% capped buffered return enhanced notes due Feb. 28, 2017 linked to the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPZ9
• 0% capped buffered return enhanced notes due Feb. 28, 2017 linked to the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQA3
• Variable annual income notes due May 28, 2023 linked to the JPMorgan ETF Efficiente DS 5 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125URR5
• Notes due May 31, 2023 linked to the JPMorgan ETF Efficiente DS 5 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125URS3
• 0% capped buffered return enhanced notes due Feb. 28, 2017 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPY2
• Callable contingent interest accrual notes due May 27, 2025 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125URK0
• 0% contingent return optimization securities due May 31, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 26; Cusip: 48127X104
• Autocallable contingent interest notes due Aug. 31, 2016 linked to the lesser performing of the Russell 2000 index and the Euro Stoxx 50 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQL9
• Autocallable contingent interest notes due Aug. 31, 2016 linked to the lesser performing of the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQM7
• Callable contingent interest notes due June 3, 2021 linked to the lesser performing of the Russell 2000 index and the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125URJ3
• Contingent buffered equity notes due May 29, 2020 linked to the S&P 500 index; 70% trigger; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQZ8
• 0% capped dual directional contingent buffered return enhanced notes due May 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPU0
• 0% capped dual directional contingent buffered return enhanced notes due May 29, 2020 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPV8
• 0% capped buffered return enhanced notes due Feb. 28, 2017 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQB1
• 0% uncapped buffered return enhanced notes due May 31, 2019 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQD7
• 0% buffered return enhanced notes due May 31, 2017 linked to the leveraged upside return and buffered downside return of the S&P 500 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQJ4
• Autocallable contingent interest notes due Aug. 31, 2016 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQK1
• 2% income barrier notes due May 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQQ8
• 0% dual directional contingent buffered return enhanced notes due May 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPW6
• 0% dual directional contingent buffered return enhanced notes due May 31, 2019 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UPX4
• Autocallable contingent interest notes due Aug. 31, 2016 linked to the S&P 500 index and the iShares MSCI Brazil Capped exchange-traded fund ; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQN5
• 0% review notes due May 31, 2018 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 26; Cusip: 48125UQP0
• 0% trigger return optimization securities due May 31, 2018 linked to the S&P MidCap 400 index; via J.P. Morgan Securities LLC with UBS Financial Services Inc. as agent; pricing May 26; Cusip: 48127X203
• 0% contingent absolute return performance securities due May 29, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X302
• Callable contingent interest notes due May 27, 2025 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125URH7
• 0% Trigger Performance Leveraged Upside Securities due June 5, 2018 linked to the WisdomTree India Earnings fund; via J.P. Morgan Securities LLC; pricing May 29; Cusip: 48127T137
MORGAN STANLEY
• Contingent income autocallable securities due May17, 2018 linked to the S&P GSCI Crude Oil Index Excess Return; via Morgan Stanley & Co. LLC; pricing May 13; Cusip: 61762GDV3
• Contingent income autocallable securities due May 18, 2018 linked to American Airlines Group Inc. common stock; via Morgan Stanley & Co. LLC ; pricing May 15; Cusip: 61765G150
• Contingent income autocallable securities with step-up redemption threshold level feature due May 18, 2018 linked to Chevron Corp. common stock; via Morgan Stanley & Co. LLC; pricing May 15; Cusip: 61765G143
• 0% participation securities due Nov. 20, 2018 linked to the Morgan Stanley SmartInvest Equity Index (Price Return); via Morgan Stanley & Co. LLC; pricing May 15; Cusip: 61765G135
• 0% performance securities due May 31, 2022 linked to the Bloomberg Commodity Index 3 Month Forward; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61764V778
• 0% trigger performance securities due May 29, 2020 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61765G101
• 0% trigger performance securities due May 30, 2025 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61765G127
• Callable contingent income securities due May 29, 2020 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61761JYT0
• Callable contingent income securities due May 29, 2025 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61761JYR4
• Callable contingent income step-up securities due May 29, 2025 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61761JYV5
• Contingent coupon notes due May 29, 2035 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61761JYU7
• Contingent income securities due May 29, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61761JYX1
• Contingent income autocallable securities due May 30, 2025 linked to the worst performing of the S&P GSCI Crude Oil Index Excess Return and the S&P GSCI Brent Crude Index Excess Return; via Morgan Stanley & Co. LLC; pricing May 26; Cusip: 61762GDW1
• Fixed-to-floating-rate notes due May 27, 2030 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settling May 27; Cusip: 61760QGA6
• 0% autocallable securities due June 5, 2018 linked to the Energy Select Sector SPDR fund; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61764V844
• 0% buffered Performance Leveraged Upside Securities due June 1, 2018 linked to the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61764V851
• 0% securities with leveraged upside participation to a cap and fixed percentage buffered downside due March 3, 2020 linked to a basket of exchange-traded funds (iShares MSCI EAFE ETF and iShares MSCI Emerging Markets ETF); pricing May 29; Cusip: 61761JZA0
• Fixed-to-floating-rate leveraged CMS curve securities due May 29, 2030 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61760QGC2
• CMS curve range accrual securities due May 29, 2035 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; settling May 29; Cusip: 61760QGD0
• 0% autocallable securities due June 5, 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61764V836
• 0% market-linked notes due Dec. 5, 2022 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61764V828
• 0% dual directional Trigger Performance Leveraged Upside Securities due June 3, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61764V810
• 0% trigger jump securities due June 3, 2021 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing May 29; Cusip: 61764V802
• 0% participation securities due June 2017 linked to the Backwardation Enhanced Bloomberg Commodity Index Total Return; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61762GDX9
• 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets exchange-traded fund; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761JZD4
• 0% participation securities due April 2017 linked to the Backwardation Enhanced Bloomberg Commodity Index (Total Return; via Morgan Stanley & Co. LLC; Cusip: 61762GCG7
ROYAL BANK OF CANADA
• 0% bullish enhanced return notes due Nov. 20, 2018 linked to the Euro Stoxx 50 index; via RBC Capital Markets, LLC; pricing May 15; Cusip: 78012KEB9
• Redeemable step-up notes due May 21, 2028; via RBC Capital Markets, LLC; settlement May 21; Cusip: 78012KDB0
• 0% trigger return optimization securities due May 31, 2018 linked to the S&P 500 index; via UBS Financial Services Inc. and RBC Capital Markets, LLC; pricing May 26; Cusip: 780082863
• 0% buffered bullish enhanced return notes due May 29, 2020 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing May 26; Cusip: 78012KEA1
• 0% Performance Leveraged Upside Securities due Sept. 6, 2016 linked to the WisdomTree Japan Hedged Equity Fund; via RBC Capital Markets LLC and Morgan Stanley Wealth Management; pricing May 29; Cusip: 780082848
• 25-28-month 0% notes linked to a basket of indexes (Euro Stoxx 50 index, FTSE 100 index, Topix index, Swiss Market index and S&P/ASX 200 index); via Deutsche Bank Securities Inc.; Cusip: 78012KEC7
AB SVENSK EXPORTKREDIT
• 0% Accelerated Return Notes due July 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in May
TORONTO-DOMINION BANK
• Callable step-up notes due May 29, 2018; via TD Securities (USA) LLC; pricing May 22; Cusip: 89114QSW9
• Callable step-up notes due May 29, 2020; via TD Securities (USA) LLC; pricing May 22; Cusip: 89114QSX7
• Callable step-up notes due May 29, 2022; via TD Securities (USA) LLC; pricing May 22; Cusip: 89114QSY5
• Callable step-up notes due May 29, 2025; via TD Securities (USA) LLC; pricing May 22; Cusip: 89114QSZ2
UBS AG, LONDON BRANCH
• European-style, cash-settled call warrants expiring May 11, 2020 linked to the Euro Stoxx 50 index; via UBS Financial Services, Inc. and UBS Investment Bank; pricing May 11; Cusip: 90274P880
• Contingent income autocallable securities due May 19, 2016 linked to the common stock of Amazon.com, Inc.; via UBS Securities LLC; pricing May 15; Cusip: 90274T395
• Contingent income autocallable securities due May 18, 2018 linked to Blackstone Group LP common units; via UBS Securities LLC and Morgan Stanley Smith Barney LLC ; pricing May 15; Cusip: 90274T403
• Trigger phoenix autocallable optimization securities due May 21, 2025 linked to the least performing of the MSCI Emerging Markets index and the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 15; Cusip: 90274T296
• 0% return optimization securities due June 30, 2016 linked to the iShares MSCI Emerging Markets exchange-traded fund; via UBS Investment Bank and UBS Financial Services Inc.; pricing May 26; Cusip: 90274T304
• 0% trigger return optimization securities due May 31, 2018 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip: 90274T312
• 0% trigger performance securities due May 29, 2020 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26; Cusip: 90274T338
• 0% buffered return optimization securities due May 31, 2017 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27; Cusip: 90274T320
WELLS FARGO & CO.
• Step-up callable notes due May 19, 2023; via Wells Fargo Securities, LLC; pricing May 14; Cusip: 94986RXB2
• Fixed-to-floating-rate notes due May 21, 2027 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing May 18; Cusip: 94986RWZ0
• 0% market-linked securities with upside participation and contingent minimum return and contingent downside due June 1, 2021 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing May 22; Cusip: 94986RWW7
• 0% access securities with upside participation (averaging) and buffered downside with multiplier due May 28, 2019 linked to the S&P 500, MSCI EAFE, S&P MidCap 400, MSCI Emerging Markets and Russell 2000 indexes; via Wells Fargo Securities LLC; pricing May 22; Cusip: 94986RWX5
• 0% market-linked securities with leveraged upside participation to a cap and fixed percentage buffered downside due Dec. 7, 2020 linked to the SPDR S&P 500 exchange-traded fund trust; via Wells Fargo Securities LLC; pricing May 29; Cusip: 94986RXA4
• Fixed-to-floating notes due May 2020 linked to Libor; via Wells Fargo Securities LLC; pricing in May; Cusip: 94986RXC0
© 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.