Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due May 29, 2025; via BofA Merrill Lynch; settling May 29; Cusip: 06048WQW3

• 0% Leveraged Index Return Notes due May 2020 linked to the Dow Jones industrial average; 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

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

• 8.5% to 10.5% autocallable coupon-bearing notes due June 2016 linked to Facebook, Inc. common stock; 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

• Step-up callable notes due June 10, 2025; via BofA Merrill Lynch; settling June 10; Cusip: 06048WQX1

BANK OF MONTREAL

• 0% interest rate sensitivity equity linked notes due Feb. 3, 2017 linked to an equally weighted basket of 13 common stocks selected by Raymond James & Associates, Inc. (Bank of America Corp., Bank of New York Mellon Corp., East West Bancorp, Inc., HealthEquity, Inc., Northern Trust Corp., PrivateBancorp, Inc., Prudential Financial, Inc., SVB Financial Group, TD Ameritrade Holding Corp., Texas Capital Bancshares, Inc., Wells Fargo & Co., Wintrust Financial Corp. and Zions Bancorp.); via BMO Capital Markets Corp.; settling June 5; Cusip: 06366RM69

BARCLAYS BANK PLC

• 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 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% 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

• 6%-7.35% airbag autocallable yield optimization notes due May 31, 2016 linked to the ordinary shares of Endo International plc; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743N645

• 6.55%-8.55% airbag autocallable yield optimization notes due May 31, 2016 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743N637

• 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

• Contingent income autocallable securities due June 1, 2018 linked to the worst performing of the MSCI EAFE index and the Euro Stoxx 50 index; via Barclays; pricing May 27; Cusip: 06743P293

• Phoenix autocallable notes due May 29, 2020 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via Barclays; pricing May 27; Cusip: 06741UXA7

• 6%-7.65% airbag autocallable yield optimization notes due May 31, 2016 linked to the common stock of United Rentals, Inc.; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743N629

• 6%-8% airbag autocallable yield optimization notes due May 31, 2016 linked to the common stock of Vertex Pharmaceuticals Inc.; via UBS Financial Services Inc. and Barclays; pricing May 27; Cusip: 06743N611

• 0% daily liquidity notes due June 2, 2017 linked to the Bloomberg Commodity Index 3 Month Forward Total Return; via Barclays, J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing May 28; Cusip: 06741UVL5

• 0% discretionary callable trigger securities due June 2, 2017 linked to the Financial Select Sector SPDR Fund; via Barclays and Morgan Stanley Wealth Management; pricing May 29; Cusip: 06743P285

• Contingent income autocallable securities due June 3, 2016 linked to the ordinary shares of LyondellBasell Industries NV; via Barclays; pricing May 29; Cusip: 06743N595

• Contingent income autocallable securities due June 3, 2022 linked to the worst performing of the MSCI Emerging Markets index, the Russell 2000 index and the Euro Stoxx Banks index; 55% trigger; via Barclays with Morgan Stanley Wealth Management; pricing May 29; Cusip: 06743P319

• 0% buffered Super Track notes due Dec. 2, 2016 linked to the Russell 2000 index; via Barclays; pricing May 29; Cusip: 06741UWZ3

• 0% Accelerated Return Notes due July 2016 linked to a basket of three technology sector stocks (Apple Inc., Facebook, Inc. and Twitter, Inc.); via BofA Merrill Lynch; pricing in May

• 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 June 2016 linked to Ford Motor Co.; via BofA Merrill Lynch; pricing in May

• 0% Accelerated Return Notes due July 2016 linked to a basket of three semiconductor sector stocks (Intel Corp., Skyworks Solutions, Inc. and Texas Instruments Inc.); 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

• 0% notes due June 7, 2018 linked to the EquityCompass Share Buyback index; via Barclays; pricing June 4; Cusip: 06741UWB6

• Fixed-to-floating notes due June 12, 2025; via Barclays; pricing June 9; Cusip: 06741UXB5

• 23- to 26-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: 06741UWP5

CITIGROUP INC.

• 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

• Autocallable contingent coupon equity-linked securities due June 3, 2020 linked to the worst performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via Citigroup Global Markets Inc.; pricing May 27; Cusip: 17298CBD9

• 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

• Trigger phoenix autocallable optimization securities due May 31, 2018 linked to Bank of America Corp. common stock; via UBS Financial Services Inc.; pricing May 27; Cusip: 22548F166

• 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

• Trigger phoenix autocallable optimization securities due May 31, 2018 linked to General Electric Co. common stock; via UBS Financial Services Inc.; pricing May 27; Cusip: 22548F174

• Trigger phoenix autocallable optimization securities due May 31, 2018 linked to Home Depot Inc. common stock; via UBS Financial Services Inc.; pricing May 27; Cusip: 22548F182

• Trigger phoenix autocallable optimization securities due May 31, 2018 linked to Kohl’s Corp. common stock; via UBS Financial Services Inc.; pricing May 27; Cusip: 22548F158

• 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

• Trigger phoenix autocallable optimization securities due May 29, 2020 linked to the worst performing of the Russell 2000 index and the Euro Stoxx 50 index; via UBS Financial Services Inc.; pricing May 27; Cusip: 22548F141

• 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 2, 2020 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 28; Cusip: 22546VDR4

• 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% accelerated barrier notes due June 3, 2020 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 29; Cusip: 22546VE77

• 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

• 0% market-linked step-up notes due May 2019 linked to a basket consisting of the Euro Stoxx 50 index and the Dow Jones industrial average; via BofA Merrill Lynch; pricing in May

• 8.5% STEP Income Securities due June 2016 linked to the American Depositary Shares of Sony Corp.; via BofA Merrill Lynch; pricing in May

• 12.5%-14.5% autocallable reverse convertible securities due June 6, 2016 linked to Chesapeake Energy Corp. shares; via Credit Suisse Securities (USA) LLC; pricing June 2; Cusip: 22546VE44

DEUTSCHE BANK AG, LONDON BRANCH

• 0% contingent absolute return autocallable optimization securities due June 10, 2016 linked to the common stock of Apple Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27; Cusip: 25190H174

• 0% contingent absolute return autocallable optimization securities due June 10, 2016 linked to the common stock of Microsoft Corp.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27; Cusip: 25190H661

• 0% contingent absolute return autocallable optimization securities due June 10, 2016 linked to the common stock of Qlik Technologies Inc.; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing May 27; Cusip: 25190H679

• 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

• Autocallable market-linked step-up notes due May 2020 linked to the MSCI Emerging Markets index; 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

GOLDMAN SACHS BANK USA

• Variable coupon certificates of deposit due May 27, 2021 linked to a basket of stocks (Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Facebook, Inc., Gilead Sciences, Inc., Intel Corp., Philip Morris International Inc., Qualcomm Inc. and Schlumberger NV); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing May 27; Cusip: 38148DAH7

• Variable coupon certificates of deposit due May 26, 2022 linked to a basket of stocks (Amazon.com, Inc., AT&T Inc., Bristol-Myers Squibb Co., Coca-Cola Co., Facebook, Inc., Gilead Sciences, Inc., Intel Corp., Philip Morris International Inc., Qualcomm Inc. and Schlumberger NV); via Goldman Sachs & Co. with Incapital LLC as distributor; pricing May 27; Cusip: 38148DAG9

• 0% leveraged certificates of deposit due June 2, 2022 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co. with Incapital LLC; pricing May 27; Cusip: 38148DAE4

GOLDMAN SACHS GROUP, INC.

• 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% trigger autocallable optimization securities due May 29, 2020 linked to the Euro Stoxx 50 index; 62% to 68% trigger; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148W532

• 0% buffered Russell 2000 index-linked notes due June 1, 2018; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T3U1

• 0% trigger autocallable optimization securities due May 29, 2020 linked to the Russell 2000 index; 70% to 75% trigger; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148W540

• 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 Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing May 27; Cusip: 38148T3X5

• 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 2022; via Goldman Sachs & Co.; settlement in May; Cusip: 38148T3C1

• Callable step-up fixed-rate notes due May 2020; via Goldman Sachs & Co.; settling in May; Cusip: 38148T3T4

• Callable step-up fixed-rate notes due May 2025; via Goldman Sachs & Co. and Incapital LLC; pricing in May; Cusip: 38148T3J6

• Callable step-up fixed-rate notes due May 2030; via Goldman Sachs & Co.; pricing in May; Cusip: 38147QZV1

• 0% notes due June 29, 2023 linked to the GS Momentum Builder Multi-Asset 5 ER index; via Goldman Sachs & Co.; pricing June 25; Cusip: 38148T3V9

• Fixed-to-floating-rate notes due June 2025 linked to the 10-year Constant Maturity Swap rate; via Goldman Sachs & Co.; settling in June; Cusip: 38148T3N7

• 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% five-year leveraged buffered notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38147QU46

HSBC USA INC.

• 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 27; Cusip: 40433BV88

• 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% Trigger Performance Leveraged Upside Securities due June 3, 2021 linked to the Euro Stoxx 50 index; via HSBC Securities (USA) Inc. with Morgan Stanley Wealth Management handling distribution; pricing May 29; Cusip: 40434G270

• 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

• Contingent income autocallable securities due June 3, 2016 linked to Williams Cos., Inc.; via HSBC Securities (USA) Inc.; pricing May 29; Cusip: 40434G247

• Fixed-to-floating notes due June 2020; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40433B2E7

• 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 Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing in May; Cusip: 40433BW61

• 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

• Collared floating-rate notes due June 5, 2019; via HSBC Securities (USA) Inc.; settlement June 5; Cusip: 40433B2F4

JPMORGAN CHASE BANK, NA

• Callable accrual certificates of deposit due May 29, 2030 linked to the Euro Stoxx 50 index, the 30-year Constant Maturity Swap rate and the two-year CMS rate; via J.P. Morgan Securities LLC with Incapital LLC; pricing May 27; Cusip: 48125YDF8

JPMORGAN CHASE & CO.

• Callable step-up fixed-rate notes due May 29, 2030; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125UED0

• Callable step-up fixed-rate notes due May 29, 2030; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125USS2

• Floating-rate notes due May 29, 2025 linked to 10-year Constant Maturity Swap rate; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125USU7

• Autocallable contingent interest notes due June 2, 2016 linked to Apple Inc. shares; 75% trigger; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 46625HLF5

• 11.75%-13.75% autocallable reverse exchangeable notes due June 2, 2016 linked to the common stock of Chesapeake Energy Corp.; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 46625HLG3

• Trigger phoenix autocallable optimization securities due Nov. 30, 2016 linked to Community Health Systems, Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X724

• Trigger phoenix autocallable optimization securities due Nov. 30, 2016 linked to CSX Corp. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X716

• 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

• Trigger phoenix autocallable optimization securities due May 29, 2020 linked to International Paper Co. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X682

• 0% trigger autocallable optimization securities due May 29, 2020 linked to the Market Vectors Oil Services ETF; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X757

• 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

• Autocallable contingent interest notes due June 1, 2020 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE exchange-traded fund; via J.P. Morgan Securities LLC; pricing May 27; Cusip: 48125UUW0

• Trigger phoenix autocallable optimization securities due Nov. 30, 2016 linked to Tata Motors Ltd. American Depositary Shares; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X690

• Trigger phoenix autocallable optimization securities due May 29, 2020 linked to Under Armour Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X674

• 8.25% airbag autocallable yield optimization notes due May 31, 2016 linked to the common stock of United States Steel Corp.; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X740

• Trigger phoenix autocallable optimization securities due May 29, 2020 linked to Yahoo! Inc. common stock; via UBS Financial Services Inc. and J.P. Morgan Securities LLC; pricing May 27; Cusip: 48127X666

• 0% uncapped contingent buffered equity notes due June 2, 2020 linked to the worse performing of the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing May 28; Cusip: 48125UUU4

• 0% trigger jump securities due June 2, 2017 linked to Apple Inc. shares; via J.P. Morgan Securities LLC with Morgan Stanley Wealth Management handling distribution; pricing May 29; Cusip: 48127X732

• Contingent income autocallable securities due June 3, 2016 linked to Seadrill Ltd.; via J.P. Morgan Securities LLC; pricing May 29; Cusip: 48127X641

• Autocallable contingent interest notes due June 1, 2018 linked to the least performing of the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets exchange-traded fund; 65% trigger; via J.P. Morgan Securities LLC; pricing May 29; Cusip: 48125USR4

• Contingent income autocallable securities due June 3, 2016 linked to United States Steel Corp.; via J.P. Morgan Securities LLC; pricing May 29; Cusip: 48127X633

• 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

• Fixed-to-floating notes due June 5, 2025; via J.P. Morgan Securities LLC; pricing June 2; Cusip: 48125USV5

• Autocallable contingent interest notes due Sept. 8, 2016 linked to Apple Inc.; via J.P. Morgan Securities LLC; pricing June 2; Cusip: 46625HLK4

MORGAN STANLEY

• 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% market-linked notes due June 3, 2022 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC and Wells Fargo Securities LLC; pricing May 29; Cusip: 61761JZB8

• 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

• Contingent income autocallable securities due June 1, 2018 linked to LinkedIn Corp. shares; 75% trigger; via Morgan Stanley& Co. LLC; pricing May 29; Cusip: 61765G234

• Contingent income autocallable securities due June 1, 2018 linked to Marathon Petroleum Corp. shares; 80% trigger; via Morgan Stanley& Co. LLC; pricing May 29; Cusip: 61765G226

• 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

• 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

• 18- to 21-month 0% leveraged buffered notes linked to the MSCI EAFE index; via Morgan Stanley & Co. LLC; pricing in May; Cusip: 61761JZG7

ROYAL BANK OF CANADA

• Fixed-to-floating notes due May 28, 2020; via RBC Capital Markets, LLC; settling May 28; Cusip: 78012KDD6

• 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

• 0% direct investment notes due July 11, 2016 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing June 3; Cusip: 78012KED5

AB SVENSK EXPORTKREDIT

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

UBS AG, LONDON BRANCH

• 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

• 0% trigger autocallable optimization securities due May 31, 2017 linked to Euro Stoxx 50 index, MSCI Emerging Markets index, Russell 2000 index and S&P 500 index; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27; Cusip: 90274T536

• Trigger phoenix autocallable optimization securities due May 30, 2025 linked to the least performing of the Euro Stoxx 50 index and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 27; Cusip: 90274T494

• Trigger phoenix autocallable optimization securities due May 30, 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 27; Cusip: 90274T502

• Contingent income autocallable securities due June 2, 2020 linked to the Euro Stoxx 50, Russell 2000 and Topix indexes; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing May 28; Cusip: 90274T510

• Contingent income autocallable securities due June 1, 2018 linked to Amazon.com, Inc. shares; 80% trigger; via UBS Securities LLC; pricing May 29; Cusip: 90274T544

• Contingent income autocallable securities due June 1, 2018 linked to Devon Energy Corp. shares; 80% trigger; via UBS Securities LLC; pricing May 29; Cusip: 90274T569

WELLS FARGO & CO.

• 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

• Floating-rate notes due June 10, 2022 linked to the 10-year Constant Maturity Swap rate; via Wells Fargo Securities, LLC; pricing June 5; Cusip: 94986RXE6

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