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Structured Products Calendar
BANK OF AMERICA CORP.
• Floating-rate notes due June 29, 2020 based on the Consumer Price Index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement June 29
• 100% principal-protected notes due June 2022 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• Callable capped notes due July 2022 based on the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June
• Callable capped notes due June 2030 based on the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June
• Callable capped notes due June 2030 based on the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June
• 11% STEP Income Securities due July 2011 based on Citigroup Inc. shares; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Market Index Target-Term Securities due June 2015 based on the Dow Jones - UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 9% STEP Income Securities due July 2011 linked to the common stock of General Electric Co.; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 9% STEP Income Securities due June 2011 linked to the common stock of Lennar Corp.; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% market-linked step up notes due June 2012 linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Capped Leveraged Index Return Notes due June 2012 based on the Rogers International Commodity Index - Excess Return; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Currency Market Index Target-Term Securities due June 2012 linked to the Russian ruble, Mexican peso and the Indonesian rupiah, against the dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Currency Market Index Target-Term Securities due June 2013 based on Singapore dollar, the Malaysian ringgit, the South Korean won, the Indonesian rupiah and the Chinese renminbi, relative to the U.S. dollar; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in June
• Six-month 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% bear market Strategic Accelerated Redemption Securities due January 2011 based on the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Capped Leveraged Index Return Notes due June 2012 based on the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% market-linked step up notes due June 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Capped Leveraged Index Return Notes due June 2012 linked to S&P 500, Euro Stoxx 50 and Nikkei 225 indexes; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Capped Leveraged Index Return Notes due June 2012 linked to S&P 500, MSCI EAFE and MSCI Emerging Markets indexes; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• Five-year 0% Market Index Target-Term Securities linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June or July
• Six-month 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June or July
• One-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June or July
• 0% Market Index Target-Term Securities due July 2015 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 0% market-linked step up notes due July 2012 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 0% Strategic Accelerated Redemption Securities due January 2011 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 0% Strategic Accelerated Redemption Securities due August 2011 based on S&P 500 index; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 0% Capped Leveraged Index Return Notes due July 2012 based on S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 10-year floating-rate notes linked to the 10-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August
• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August
BANK OF AMERICA, NA
• Certificates of deposit due June 2015 linked to the common stocks of Abercrombie & Fitch Co., Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., General Electric Co., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Nokia Corp., Reynolds American Inc., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Advisors Asset Management, Inc.; pricing in June
BARCLAYS BANK PLC
• 11% reverse convertible notes due Dec. 30, 2010 linked to AES Corp. stock; via Barclays Capital; pricing June 25
• 12.4% reverse convertible notes due Dec. 30, 2010 linked to Akamai Technologies, Inc. stock; via Barclays Capital; pricing June 25
• 15% reverse convertible notes due Sept. 30, 2010 linked to AK Steel Holding Corp. stock; via Barclays Capital; pricing June 25
• 11.85% reverse convertible notes due Dec. 30, 2010 linked to Alcoa Inc. stock; via Barclays Capital; pricing June 25
• 12.5% reverse convertible notes due Dec. 30, 2010 linked to Alcoa Inc. stock; via Barclays Capital; pricing June 25
• 13.5% reverse convertible notes due Dec. 30, 2010 linked to Alcoa Inc. stock; via Barclays Capital; pricing June 25
• 9.4% reverse convertible notes due Dec. 30, 2010 linked to Amazon.com, Inc. stock; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due Dec. 30, 2010 linked to American Express Co. stock; via Barclays Capital; pricing June 25
• 11.6% reverse convertible notes due Dec. 30, 2010 linked to American Express Co. stock; via Barclays Capital; pricing June 25
• 12% reverse convertible notes due June 30, 2011 linked to American Express Co. stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due June 30, 2011 linked to American Express Co. stock; via Barclays Capital; pricing June 25
• 17.5% reverse convertible notes due Dec. 30, 2010 linked to Amylin Pharmaceuticals, Inc stock; via Barclays Capital; pricing June 25
• 16.7% reverse convertible notes due Dec. 30, 2010 linked to Anadarko Petroleum Corp. stock; via Barclays Capital; pricing June 25
• 11.5% reverse convertible notes due Dec. 30, 2010 linked to Apache Corp. stock; via Barclays Capital; pricing June 25
• 10.25% reverse convertible notes due June 30, 2011 linked to Apache Corp. stock; via Barclays Capital; pricing June 25
• 8.75% reverse convertible notes due Dec. 30, 2010 linked to Apple Inc. stock; via Barclays Capital; pricing June 25
• 11.75% reverse convertible notes due Dec. 30, 2010 linked to Apple Inc. stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due June 30, 2011 linked to Apple Inc. stock; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due June 30, 2011 linked to Apple Inc. stock; via Barclays Capital; pricing June 25
• 13.5% reverse convertible notes due Dec. 30, 2010 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing June 25
• 12.5% reverse convertible notes due June 30, 2011 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing June 25
• 15% reverse convertible notes due Dec. 30, 2010 linked to Baidu, Inc. American Depositary Shares; via Barclays Capital; pricing June 25
• 9.3% reverse convertible notes due Dec. 30, 2010 linked to Banco Bradesco SA American Depositary Shares; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due June 30, 2011 linked to Baker Hughes Inc. stock; via Barclays Capital; pricing June 25
• 10.3% reverse convertible notes due Dec. 30, 2010 linked to Bank of America Corp. stock; via Barclays Capital; pricing June 25
• 11.25% reverse convertible notes due Dec. 30, 2010 linked to Bank of America Corp. stock; via Barclays Capital; pricing June 25
• 12.25% reverse convertible notes due Dec. 30, 2010 linked to Bank of America Corp. stock; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due June 30, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing June 25
• 13% reverse convertible notes due June 30, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing June 25
• 8% reverse convertible notes due Dec. 30, 2010 linked to Bank of New York Mellon Corp. stock; via Barclays Capital; pricing June 25
• One-year 0% double short leverage securities due July 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• Three-year 0% double short leverage securities due June 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• 0% non-principal-protected notes due June 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via Barclays Capital Inc.; pricing June 25
• 0% notes due June 30, 2015 linked to the Barclays Capital Pure Beta DJ-UBS CI Total Return index; via Barclays Capital Inc.; pricing June 25
• 9% reverse convertible notes due Dec. 30, 2010 linked to BorgWarner Inc. stock; via Barclays Capital; pricing June 25
• Zero-coupon 100% principal-protected notes due June 28, 2013 linked to the Brazilian real, Australian dollar, Norwegian krone and the Canadian dollar, all against the euro; via Barclays Capital Inc.; pricing June 25
• 9.1% reverse convertible notes due June 30, 2011 linked to Bunge Ltd. stock; via Barclays Capital; pricing June 25
• 14% reverse convertible notes due Sept. 30, 2010 linked to Bucyrus International, Inc. stock; via Barclays Capital; pricing June 25
• 12.5% reverse convertible notes due Dec. 30, 2010 linked to Bucyrus International, Inc. stock; via Barclays Capital; pricing June 25
• 12% reverse convertible notes due Dec. 30, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing June 25
• 13.25% reverse convertible notes due Dec. 30, 2010 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing June 25
• 8.5% reverse convertible notes due Dec. 30, 2010 linked to Caterpillar Inc. stock; via Barclays Capital; pricing June 25
• 10.3% reverse convertible notes due Dec. 30, 2010 linked to Caterpillar Inc. stock; via Barclays Capital; pricing June 25
• 17.8% reverse convertible notes due June 30, 2011 linked to Century Aluminum Co. stock; via Barclays Capital; pricing June 25
• 8.9% reverse convertible notes due Dec. 30, 2010 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing June 25
• 10.2% reverse convertible notes due June 30, 2011 linked to Citigroup Inc. stock; via Barclays Capital; pricing June 25
• 18.5% reverse convertible notes due June 30, 2011 linked to Clean Energy Fuels Corp. stock; via Barclays Capital; pricing June 25
• 16.2% reverse convertible notes due Sept. 30, 2010 linked to Cliffs Natural Resources Inc. stock; via Barclays Capital; pricing June 25
• 9.8% reverse convertible notes due June 30, 2011 linked to Community Health Systems, Inc. stock; via Barclays Capital; pricing June 25
• 14% reverse convertible notes due Sept. 30, 2010 linked to Continental Airlines, Inc. (Class B) stock; via Barclays Capital; pricing June 25
• 7.2% reverse convertible notes due Sept. 30, 2010 linked to Corning Inc. stock; via Barclays Capital; pricing June 25
• 18.5% reverse convertible notes due June 30, 2011 linked to Dana Holding Corp. stock; via Barclays Capital; pricing June 25
• 11.5% reverse convertible notes due Dec. 30, 2010 linked to Dean Foods Co. stock; via Barclays Capital; pricing June 25
• 8.3% reverse convertible notes due Dec. 30, 2010 linked to Deere & Co. stock; via Barclays Capital; pricing June 25
• 8% reverse convertible notes due June 30, 2011 linked to Deere & Co. stock; via Barclays Capital; pricing June 25
• 7.5% reverse convertible notes due Dec. 30, 2010 linked to Dell Inc. stock; via Barclays Capital; pricing June 25
• 10% reverse convertible notes due June 30, 2011 linked to Dell Inc. stock; via Barclays Capital; pricing June 25
• 15% reverse convertible notes due Dec. 30, 2010 linked to Delta Airlines, Inc. stock; via Barclays Capital; pricing June 25
• 16.25% reverse convertible notes due June 30, 2011 linked to Delta Airlines, Inc stock; via Barclays Capital; pricing June 25
• 12.7% reverse convertible notes due Sept. 30, 2010 linked to Dow Chemical Co. stock; via Barclays Capital; pricing June 25
• 11.4% reverse convertible notes due Dec. 30, 2010 linked to Dow Chemical Co. stock; via Barclays Capital; pricing June 25
• 10.4% reverse convertible notes due June 30, 2011 linked to Dow Chemical Co. stock; via Barclays Capital; pricing June 25
• 0% return optimization securities with contingent protection due June 28, 2013 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• 0% performance securities with contingent protection due June 30, 2015 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• 12% reverse convertible notes due Sept. 30, 2010 linked to DryShips Inc. stock; via Barclays Capital; pricing June 25
• 8.5% reverse convertible notes due Dec. 30, 2010 linked to Electronic Arts Inc. stock; via Barclays Capital; pricing June 25
• 8.7% reverse convertible notes due Dec. 30, 2010 linked to El Paso Corp. stock; via Barclays Capital; pricing June 25
• Zero-coupon Super Track notes due July 28, 2011 linked to the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon 100% principal-protected notes due Dec. 31, 2012 linked to the Euro Stoxx 50 index; via Barclays Capital Inc.; pricing June 25
• 12.3% reverse convertible notes due Dec. 30, 2010 linked to Fifth Third Bancorp stock; via Barclays Capital; pricing June 25
• Zero-coupon Super Track notes due July 28, 2011 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing June 25
• 8.7% reverse convertible notes due Dec. 30, 2010 linked to Fluor Corp. stock; via Barclays Capital; pricing June 25
• 12.7% reverse convertible notes due Dec. 30, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing June 25
• 14.5% reverse convertible notes due Dec. 30, 2010 linked to Ford Motor Co. stock; via Barclays Capital; pricing June 25
• 12.7% reverse convertible notes due Sept. 30, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing June 25
• 9.7% reverse convertible notes due Dec. 30, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing June 25
• 10.7% reverse convertible notes due June 30, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due Dec. 30, 2010 linked to GameStop Corp. (class A) stock; via Barclays Capital; pricing June 25
• 8.2% reverse convertible notes due June 30, 2011 linked to General Electric Co. stock; via Barclays Capital; pricing June 25
• 13.5% reverse convertible notes due Dec. 30, 2010 linked to Genworth Financial, Inc. (class A) stock; via Barclays Capital; pricing June 25
• 13.3% reverse convertible notes due June 30, 2011 linked to Genworth Financial, Inc. (class A) stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due Sept. 30, 2010 linked to Gerdau SA American Depositary Shares; via Barclays Capital; pricing June 25
• 0% return optimization securities due July 29, 2011 linked to the price of gold; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• 9.25% reverse convertible notes due June 30, 2011 linked to Goldman Sachs Group, Inc. stock; via Barclays Capital; pricing June 25
• 11% reverse convertible notes due Dec. 30, 2010 linked to Goldman Sachs Group, Inc. stock; via Barclays Capital; pricing June 25
• 11% reverse convertible notes due Sept. 30, 2010 linked to Halliburton Co. stock; via Barclays Capital; pricing June 25
• 12% reverse convertible notes due Dec. 30, 2010 linked to Halliburton Co. stock; via Barclays Capital; pricing June 25
• 11.2% reverse convertible notes due June 30, 2011 linked to Halliburton Co. stock; via Barclays Capital; pricing June 25
• 12.5% reverse convertible notes due Dec. 30, 2010 linked to Hartford Financial Services Group, Inc. stock; via Barclays Capital; pricing June 25
• 13.4% reverse convertible notes due Dec. 30, 2010 linked to Iamgold Corp. stock; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due Dec. 30, 2010 linked to Intel Corp. stock; via Barclays Capital; pricing June 25
• 9.4% reverse convertible notes due Sept. 30, 2010 linked to International Paper Co. stock; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due Sept. 30, 2010 linked to Invesco Ltd. stock; via Barclays Capital; pricing June 25
• 12.7% reverse convertible notes due Dec. 30, 2010 linked to Invesco Ltd. stock; via Barclays Capital; pricing June 25
• 9.3% reverse convertible notes due Dec. 30, 2010 linked to Itau Unibanco Holding S.A. stock; via Barclays Capital; pricing June 25
• 7.75% reverse convertible notes due Dec. 30, 2010 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund; 25.5%-29.5% cap; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund; 29.25%-33.25% cap; via Barclays Capital Inc.; pricing June 25
• 10.5% reverse convertible notes due Dec. 30, 2010 linked to the iShares MSCI Brazil index fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon Super Track notes due July 28, 2011 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon SuperTrack Notes due July 28, 2011 based on the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon Super Track Notes due Dec. 30, 2011 based on the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon buffered Super Track Notes due July 28, 2011 based on the iShares MSCI EAFE index fund; 90% trigger; via Barclays Capital Inc.; pricing June 25
• 6.5% reverse convertible notes due Dec. 30, 2010 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon Super Track notes due July 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing June 25
• 0% Super Track notes due June 28, 2013 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the iShares MSCI Emerging Markets index fund; 21%-24.5% cap; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the iShares MSCI Emerging Markets index fund; 25.25%-29% cap; via Barclays Capital Inc.; pricing June 25
• Zero-coupon Super Track notes due July 28, 2011 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing June 25
• Zero-coupon SuperTrack Notes due July 28, 2011 based on the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the iShares Russell 2000 index fund; 15.5%-20.5% cap; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the iShares Russell 2000 index fund; 18.75%-24% cap; via Barclays Capital Inc.; pricing June 25
• 15.6% reverse convertible notes due Dec. 30, 2010 linked to Janus Capital Group Inc. stock; via Barclays Capital; pricing June 25
• 16.4% reverse convertible notes due Dec. 30, 2010 linked to Janus Capital Group Inc. stock; via Barclays Capital; pricing June 25
• 10.25% reverse convertible notes due Dec. 30, 2010 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing June 25
• 11.5% reverse convertible notes due Dec. 30, 2010 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing June 25
• 12.3% reverse convertible notes due Sept. 30, 2010 linked to KeyCorp stock; via Barclays Capital; pricing June 25
• 14% reverse convertible notes due Dec. 30, 2010 linked to KeyCorp stock; via Barclays Capital; pricing June 25
• 12.1% reverse convertible notes due June 30, 2011 linked to KeyCorp stock; via Barclays Capital; pricing June 25
• 18.5% reverse convertible notes due Dec. 30, 2010 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing June 25
• 17% reverse convertible notes due June 30, 2011 linked to Las Vegas Sands Corp. stock; via Barclays Capital; pricing June 25
• 9.4% reverse convertible notes due Dec. 30, 2010 linked to Limited Brands, Inc. stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due Sept. 30, 2010 linked to Lincoln National Corp. stock; via Barclays Capital; pricing June 25
• 12.4% reverse convertible notes due Dec. 30, 2010 linked to Lincoln National Corp. stock; via Barclays Capital; pricing June 25
• 11.4% reverse convertible notes due June 30, 2011 linked to Lincoln National Corp. stock; via Barclays Capital; pricing June 25
• 7% reverse convertible notes due Dec. 30, 2010 linked to the Market Vectors Gold Miners; via Barclays Capital Inc.; pricing June 25
• 10.4% reverse convertible notes due June 30, 2011 linked to Martin Marietta Materials, Inc. stock; via Barclays Capital; pricing June 25
• 18.7% reverse convertible notes due June 30, 2011 linked to McMoRan Exploration Co. stock; via Barclays Capital; pricing June 25
• 13.7% reverse convertible notes due Dec. 30, 2010 linked to Melco Crown Entertainment Ltd. stock; via Barclays Capital; pricing June 25
• 14.9% reverse convertible notes due June 30, 2011 linked to Melco Crown Entertainment Ltd. (American depositary shares) stock; via Barclays Capital; pricing June 25
• 8% reverse convertible notes due Sept. 30, 2010 linked to MetLife, Inc. stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due Dec. 30, 2010 linked to MetLife, Inc. stock; via Barclays Capital; pricing June 25
• 12% reverse convertible notes due Dec. 30, 2010 linked to MetLife, Inc. stock; via Barclays Capital; pricing June 25
• 14.25% reverse convertible notes due Dec. 30, 2010 linked to MetLife, Inc. stock; via Barclays Capital; pricing June 25
• 9.3% reverse convertible notes due June 30, 2011 linked to MetLife, Inc. stock; via Barclays Capital; pricing June 25
• 17.3% reverse convertible notes due June 30, 2011 linked to MGM Mirage stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due June 30, 2011 linked to Mindray Medical International Ltd. American Depositary Shares; via Barclays Capital; pricing June 25
• 11.4% reverse convertible notes due Dec. 30, 2010 linked to Morgan Stanley stock; via Barclays Capital; pricing June 25
• 13.6% reverse convertible notes due Dec. 30, 2010 linked to Morgan Stanley stock; via Barclays Capital; pricing June 25
• 10.5% reverse convertible notes due Dec. 30, 2010 linked to Motorola, Inc. stock; via Barclays Capital; pricing June 25
• 7.7% reverse convertible notes due Sept. 30, 2010 linked to NCR Corp. stock; via Barclays Capital; pricing June 25
• 9.6% reverse convertible notes due June 30, 2011 linked to NCR Corp. stock; via Barclays Capital; pricing June 25
• 9.8% reverse convertible notes due Sept. 30, 2010 linked to NetApp, Inc. stock; via Barclays Capital; pricing June 25
• 14.5% reverse convertible notes due Dec. 30, 2010 linked to Netflix, Inc. stock; via Barclays Capital; pricing June 25
• 12.6% reverse convertible notes due June 30, 2011 linked to Netflix, Inc. stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due Sept. 30, 2010 linked to News Corp. (class A) stock; via Barclays Capital; pricing June 25
• 8.7% reverse convertible notes due Dec. 30, 2010 linked to News Corp. (class A) stock; via Barclays Capital; pricing June 25
• 10% reverse convertible notes due Dec. 30, 2010 linked to Noble Corp. stock; via Barclays Capital; pricing June 25
• 10.25% reverse convertible notes due Dec. 30, 2010 linked to Noble Corp. stock; via Barclays Capital; pricing June 25
• 9.25% reverse convertible notes due June 30, 2011 linked to Northern Trust Corp. stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due Sept. 30, 2010 linked to Nvidia Corp. stock; via Barclays Capital; pricing June 25
• 10.7% reverse convertible notes due Dec. 30, 2010 linked to Nvidia Corp. stock; via Barclays Capital; pricing June 25
• 9.9% reverse convertible notes due June 30, 2011 linked to Nvidia Corp. stock; via Barclays Capital; pricing June 25
• 9.6% reverse convertible notes due Dec. 30, 2010 linked to Office Depot, Inc. stock; via Barclays Capital; pricing June 25
• 17.3% reverse convertible notes due June 30, 2011 linked to Patriot Coal Corp. stock; via Barclays Capital; pricing June 25
• 13.2% reverse convertible notes due Dec. 30, 2010 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing June 25
• 9.3% reverse convertible notes due Dec. 30, 2010 linked to Plains Exploration & Production Co. stock; via Barclays Capital; pricing June 25
• 10.4% reverse convertible notes due June 30, 2011 linked to Plains Exploration & Production Co. stock; via Barclays Capital; pricing June 25
• 10.4% reverse convertible notes due Sept. 30, 2010 linked to Pioneer Natural Resources Co. stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due Dec. 30, 2010 linked to Pioneer Natural Resources Co. stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due Sept. 30, 2010 linked to Prudential Financial, Inc. stock; via Barclays Capital; pricing June 25
• 9.2% reverse convertible notes due Dec. 30, 2010 linked to Prudential Financial, Inc. stock; via Barclays Capital; pricing June 25
• 9.2% reverse convertible notes due June 30, 2011 linked to Prudential Financial, Inc. stock; via Barclays Capital; pricing June 25
• 16.6% reverse convertible notes due June 30, 2011 linked to Rambus Inc. stock; via Barclays Capital; pricing June 25
• 0% return enhanced optimal entry notes due Oct. 17, 2011 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 25
• 0% Knock-In Super Track notes due June 28, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 25
• 12.1% reverse convertible notes due Dec. 30, 2010 linked to SanDisk Corp. stock; via Barclays Capital; pricing June 25
• 11.8% reverse convertible notes due June 30, 2011 linked to SanDisk Corp. stock; via Barclays Capital; pricing June 25
• 8.5% reverse convertible notes due Sept. 30, 2010 linked to Saks Inc. stock; via Barclays Capital; pricing June 25
• 10.8% reverse convertible notes due June 30, 2011 linked to Saks Inc. stock; via Barclays Capital; pricing June 25
• 7.1% reverse convertible notes due Sept. 30, 2010 linked to Schlumberger NV (Schlumberger Ltd.) stock; via Barclays Capital; pricing June 25
• 9.1% reverse convertible notes due June 30, 2011 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via Barclays Capital; pricing June 25
• 13.7% reverse convertible notes due Dec. 30, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing June 25
• 14.5% reverse convertible notes due Dec. 30, 2010 linked to Seagate Technology stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due Dec. 30, 2010 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing June 25
• 10% reverse convertible notes due June 30, 2011 linked to Silver Wheaton Corp. stock; via Barclays Capital; pricing June 25
• 9.8% reverse convertible notes due Sept. 30, 2010 linked to Simon Property Group, Inc. stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due Dec. 30, 2010 linked to Smith International, Inc. stock; via Barclays Capital; pricing June 25
• 0% annual autocallable notes due June 28, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 25
• 0% performance securities with contingent protection due June 30, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• Zero-coupon 100% principal-protected knock-out notes due June 28, 2012 linked to the performance of the S&P 500 index; via Barclays Capital Inc.; pricing June 25
• Zero-coupon 100% principal-protected notes due June 30, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing June 25
• 0% return optimization securities with contingent protection due June 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• 0% performance-tracking securities due June 28, 2013 linked to the S&P 500 Dynamic Veqtor Total Return index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25
• Zero-coupon 100% principal-protected notes due June 30, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing June 25
• Zero-coupon SuperTrack Notes due July 28, 2011 based on the SPDR S&P 500 exchange-traded fund trust; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the SPDR S&P 500 ETF trust; 10.5%-15.5% cap; via Barclays Capital Inc.; pricing June 25
• 0% buffered Super Track notes due Dec. 30, 2011 linked to the SPDR S&P 500 ETF trust; 13.75%-18.75% cap; via Barclays Capital Inc.; pricing June 25
• 10.2% reverse convertible notes due Dec. 30, 2010 linked to Starwood Hotels & Resorts Worldwide, Inc. stock; via Barclays Capital; pricing June 25
• 20% reverse convertible notes due Dec. 30, 2010 linked to Stillwater Mining Co. stock; via Barclays Capital; pricing June 25
• 9.5% reverse convertible notes due Dec. 30, 2010 linked to Suncor Energy Inc. stock; via Barclays Capital; pricing June 25
• 10.2% reverse convertible notes due Dec. 30, 2010 linked to Sunoco, Inc. stock; via Barclays Capital; pricing June 25
• 10.8% reverse convertible notes due Sept. 30, 2010 linked to SunPower Corp. (class A) stock; via Barclays Capital; pricing June 25
• 13.2% reverse convertible notes due Dec. 30, 2010 linked to SunPower Corp. (class A) stock; via Barclays Capital; pricing June 25
• 13.6% reverse convertible notes due June 30, 2011 linked to SunPower Corp. (class A) stock; via Barclays Capital; pricing June 25
• 12.8% reverse convertible notes due Dec. 30, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing June 25
• 15% reverse convertible notes due Dec. 30, 2010 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing June 25
• 13.4% reverse convertible notes due June 30, 2011 linked to SunTrust Banks, Inc. stock; via Barclays Capital; pricing June 25
• 12.6% reverse convertible notes due Dec. 30, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing June 25
• 15.5% reverse convertible notes due June 30, 2011 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing June 25
• 9.2% reverse convertible notes due June 30, 2011 linked to Tenaris SA American Depositary Shares; via Barclays Capital; pricing June 25
• 10.3% reverse convertible notes due Sept. 30, 2010 linked to Textron Inc. stock; via Barclays Capital; pricing June 25
• 10.1% reverse convertible notes due Dec. 30, 2010 linked to Textron Inc. stock; via Barclays Capital; pricing June 25
• 8.6% reverse convertible notes due Sept. 30, 2010 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing June 25
• 10.2% reverse convertible notes due Dec. 30, 2010 linked to Titanium Metals Corp. stock; via Barclays Capital; pricing June 25
• 11.7% reverse convertible notes due June 30, 2011 linked to Titanium Metals Corporati stock; via Barclays Capital; pricing June 25
• 12.5% reverse convertible notes due Sept. 30, 2010 linked to TiVo Inc. stock; via Barclays Capital; pricing June 25
• 7.5% reverse convertible notes due Sept. 30, 2010 linked to T. Rowe Price Group stock; via Barclays Capital; pricing June 25
• 8.8% reverse convertible notes due Sept. 30, 2010 linked to Tupperware Brands Corp. stock; via Barclays Capital; pricing June 25
• 10.4% reverse convertible notes due Sept. 30, 2010 linked to United States Steel Corp. stock; via Barclays Capital; pricing June 25
• 10.3% reverse convertible notes due Dec. 30, 2010 linked to United States Steel Corp. stock; via Barclays Capital; pricing June 25
• 11.5% reverse convertible notes due June 30, 2011 linked to United States Steel Corp. stock; via Barclays Capital; pricing June 25
• 11.1% reverse convertible notes due Dec. 30, 2010 linked to U.S. Bancorp stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due June 30, 2011 linked to U.S. Bancorp stock; via Barclays Capital; pricing June 25
• 16.25% reverse convertible notes due Sept. 30, 2010 linked to USG Corp. stock; via Barclays Capital; pricing June 25
• 14% reverse convertible notes due Dec. 30, 2010 linked to USG Corp. stock; via Barclays Capital; pricing June 25
• 13% reverse convertible notes due June 30, 2011 linked to USG Corp. stock; via Barclays Capital; pricing June 25
• 14% reverse convertible notes due Sept. 30, 2010 linked to Walter Energy, Inc. stock; via Barclays Capital; pricing June 25
• 12.7% reverse convertible notes due Dec. 30, 2010 linked to Walter Energy, Inc. stock; via Barclays Capital; pricing June 25
• 12.3% reverse convertible notes due June 30, 2011 linked to Walter Energy, Inc. stock; via Barclays Capital; pricing June 25
• 10% reverse convertible notes due Dec. 30, 2010 linked to Whole Foods Market, Inc. stock; via Barclays Capital; pricing June 25
• 8.4% reverse convertible notes due June 30, 2011 linked to Wells Fargo & Co. stock; via Barclays Capital; pricing June 25
• 11.6% reverse convertible notes due Sept. 30, 2010 linked to Williams-Sonoma, Inc. stock; via Barclays Capital; pricing June 25
• 9% reverse convertible notes due Dec. 30, 2010 linked to Williams-Sonoma, Inc. stock; via Barclays Capital; pricing June 25
• 10.4% reverse convertible notes due June 30, 2011 linked to Williams-Sonoma, Inc. stock; via Barclays Capital; pricing June 25
• 10.3% reverse convertible notes due Dec. 30, 2010 linked to Wynn Resorts, Ltd. stock; via Barclays Capital; pricing June 25
• 12.1% reverse convertible notes due June 30, 2011 linked to Wynn Resorts, Ltd. stock; via Barclays Capital; pricing June 25
• 13.4% reverse convertible notes due Sept. 30, 2010 linked to Zions Bancorporation stock; via Barclays Capital; pricing June 25
• 11.8% reverse convertible notes due Dec. 30, 2010 linked to Zions Bancorporation stock; via Barclays Capital; pricing June 25
• 11% reverse convertible notes due June 30, 2011 linked to Zions Bancorporation stock; via Barclays Capital; pricing June 25
• 0% notes due July 2, 2015 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing June 29
• 0% bearish notes due June 2015 based on the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing in June
• 0% Performance Leveraged Upside Securities due Dec. 29, 2011 linked to the Euro Stoxx 50 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in June
• 0% bearish notes due July 14, 2014 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing July 9
• 0% buffered Super Track notes due July 12, 2012 based on Euro Stoxx 50 index; 85% trigger; via Barclays Capital Inc.; pricing July 9
• Buffered iSuper Track notes due July 12, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing July 9
• 0% buffered SuperTrack notes due Jan. 12, 2012 based on the performance of the iShares MSCI Emerging Markets index fund; 85% trigger; via Barclays Capital Inc.; pricing July 9
• 0% knock-in Super Track notes due July 12, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 9
CITIGROUP FUNDING, INC.
• 10%-12% Equity LinKed Securities due July 2011 linked to the common stock of Advanced Micro Devices, Inc.; 70% trigger; via Citigroup Global Markets Inc.; pricing June 25
• Callable leveraged CMS spread notes due June 30, 2025; via Citigroup Global Markets Inc.; pricing June 25
• 11%-13% Equity LinKed Securities due December 2010 linked to the common stock of Dow Chemical Co.; 75% trigger; via Citigroup Global Markets Inc.; pricing June 25
• 10%-12% Equity LinKed Securities due December 2010 linked to the common stock of Goldman Sachs Group, Inc.; 80% trigger; via Citigroup Global Markets Inc.; pricing June 25
• 13%-15% Equity LinKed Securities due December 2010 linked to the common stock of Harley-Davidson, Inc.; 75% trigger; via Citigroup Global Markets Inc.; pricing June 25
• 14%-16% Equity LinKed Securities due December 2010 linked to the common stock of Principal Financial Group, Inc.; 75% trigger; via Citigroup Global Markets Inc.; pricing June 25
• 0% jump securities due June 27, 2012 linked to the S&P GSCI Brent Crude Index Excess Return; via Citigroup Global Markets Inc.; pricing June 25
• 14%-16% Equity LinKed Securities due December 2010 linked to the common stock of SunTrust Banks, Inc.; 75% trigger; via Citigroup Global Markets Inc.; pricing June 25
• 10%-12% Equity LinKed Securities due July 2011 linked to the common stock of United States Steel Corp.; 70% trigger; via Citigroup Global Markets Inc.; pricing June 25
• Market-linked certificates of deposit due June 29, 2016 based on WTI crude oil, natural gas, gold, platinum, copper, aluminum, soybeans and corn; via Citigroup Global Markets Inc. and Incapital LLC; pricing June 25
• 11%-13% Equity LinKed Securities due July 2011 linked to the common stock of Wynn Resorts, Ltd.; 70% trigger; via Citigroup Global Markets Inc.; pricing June 25
• Callable leveraged CMS spread principal-protected notes due June 29, 2022; via Citigroup Global Markets Inc.; pricing in June
• Six-month 11%-15% Equity LinKed Securities linked to the common stock of Goldman Sachs Group, Inc.; via Citigroup Global Markets Inc.; pricing in June
• Contingent coupon mandatorily callable notes due June 23, 2011 linked to the American Depositary Receipts of Petroleo Brasileiro SA; via Citigroup Global Markets Inc.; pricing in June
CREDIT SUISSE AG, NASSAU BRANCH
• 0% Buffered Accelerated Return Equity Securities due Dec. 30, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 25
• Zero-coupon principal-protected ProNotes due Dec. 30, 2015 linked to S&P 500 index, the iShares Barclays TIPS Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing June 25
• 9%-11% callable yield notes due Dec. 30, 2010 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 25
• 9%-12.75% callable yield notes due June 30, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 25
• 10%-12% callable yield notes due June 30, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing June 25
• High/low coupon callable yield notes due June 30, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 25
• 10%-12% callable yield notes due June 30, 2011 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing June 25
• 0% enhanced participation securities due Jan. 7, 2014 linked to the Credit Suisse Long/Short Liquid Index (Excess Net); via Credit Suisse Securities (USA) LLC; pricing June 28
• Zero-coupon 90% principal-protected ProNotes due July 8, 2013 linked to the Dow Jones - UBS Commodity index; via Credit Suisse Securities (USA) LLC; pricing June 30
• 0% Buffered Accelerated Return Equity Securities due Aug. 8, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing June 30
• Zero-coupon principal-protected ProNotes due July 6, 2015 linked to the S&P 500 index, the iShares Barclays TIPS Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing June 30
• 7%-9% callable yield notes due Jan. 6, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; Credit Suisse Securities (USA) LLC; pricing June 30
• 9%-11% callable yield notes due July 6, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing June 30
• 10%-12% callable yield notes due July 6, 2011 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing June 30
• High/low coupon callable yield notes due July 6, 2011 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing June 30
• 0% Buffered Accelerated Return Equity Securities due July 5, 2013 linked to the better performing of the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing June 30
DEUTSCHE BANK AG, LONDON BRANCH
• 0% market contribution securities due June 30, 2015 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing June 25
• 0% performance securities with contingent protection due June 30, 2015 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25
• 0% performance allocation securities due June 30, 2015 linked to the best performing of three global equity portfolios; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25
• 0% autocallable securities due July 1, 2011 linked the performance of a basket of the South African rand, Mexican peso and Chilean peso; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing June 25
• 0% buffered enhanced participation notes due July 16, 2012 linked to the Brazilian real, Indonesian rupiah, Indian rupee and the Chinese renminbi relative to the dollar; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 9
• 0% alpha overlay securities due July 22, 2013 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 16
EKSPORTFINANS ASA
• 0% enhanced growth securities with capped upside participation and buffered downside due Jan. 3, 2014 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in June
• 14-month 0% Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 14-month 0% Accelerated Return Notes linked to the spot price of silver; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 25- to 27-month 0% currency-linked notes tied to the performance of a basket of the Mexican peso, Chinese renminbi, Indian rupee, Australian dollar and Norwegian krone against the U.S. Dollar; via Goldman, Sachs & Co.
GOLDMAN SACHS GROUP, INC.
• 0% index-linked trigger notes due Jan. 6, 2012 based on the S&P 500 index; 64.2% trigger; via Goldman, Sachs & Co. with J.P. Morgan Securities Inc. as co-agent; pricing June 25
• 0% index-linked trigger notes due Jan. 6, 2012 based on the S&P 500 index; 75% trigger; via Goldman, Sachs & Co. with J.P. Morgan Securities Inc. as co-agent; pricing June 25
• 0% leveraged buffered index-linked notes due July 22, 2011 linked to the S&P 500 index; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.; pricing June 25
• 0% currency-linked notes due in one year tied to the performance of the euro and the Japanese yen, both against the dollar; via Goldman, Sachs & Co.; pricing in June
• 10-year floating-rate notes linked to the 10-year Constant Maturity Swap rate; via Goldman, Sachs & Co.
• 1% notes due 2015 linked to the 10-year Constant Maturity Treasury rate; via Goldman, Sachs & Co.
• Six- to 6.5-year 0% equity index-linked notes tied to the Dow Jones Industrial Average; via Goldman, Sachs & Co.
• 12-month 0% currency-linked notes based on the euro and the Japanese yen, relative to the dollar; via Goldman, Sachs & Co.
• 0% commodity-linked trigger notes due Dec. 30, 2011 tied to the spot price of gold; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.
• 18-month 0% leveraged buffered index-linked notes linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Goldman, Sachs & Co.
• 24-month 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.
• 0% leveraged buffered index-linked notes due Sept. 26, 2011 linked to the S&P 500 index; 88% trigger; via Goldman, Sachs & Co.
• 18- to 20-month 0% leveraged buffered index-linked notes linked to the S&P 500 index; 85% trigger; via Goldman, Sachs & Co.
• 24- to 27-month 0% leveraged index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.
• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.
• 36- to 42-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.
• 15- to 17-month 0% leveraged buffered index-linked notes based on S&P 500 index, the MSCI EAFE index and the Russell 2000 index; 90% trigger; via Goldman, Sachs & Co.
• 24- to 27-month 0% leveraged index-linked notes based on the S&P BRIC 40 index; via Goldman, Sachs & Co.
HARRIS NA
• Principal-protected contingent semiannual payout certificates of deposit due June 30, 2015 linked to the common stocks of Altria Group, Inc., Apple Inc., Barrick Gold Corp., Coca-Cola Co., ConocoPhillips, Merck & Co., Inc., McDonald's Corp., Verizon Communications Inc., Wal-Mart Stores Inc. and Wells Fargo & Co.; via Incapital LLC as distributor; pricing June 25
• Principal-protected contingent annual income range certificates of deposit due June 30, 2016 linked to the common stocks of American Express Co., Coca-Cola Co., ConocoPhillips, Johnson & Johnson, Kraft Foods Inc., Moody's Corp., Procter & Gamble Co., U.S. Bancorp, Wal-Mart Stores Inc. and Wells Fargo & Co.; via Incapital LLC; pricing June 25
HSBC BANK USA, NA
• Annual income opportunity series 6 certificates of deposit with "auto cap" feature due June 28, 2013 linked to Apple Inc., Banco Bradesco SA, EnCana Corp., GlaxoSmithKline plc, Gold Fields Ltd., Mechel, Nokia Corp., Potash Corp. of Saskatchewan Inc., Raytheon Co., Taiwan Semiconductor Manufacturing Co. Ltd., Teva Pharmaceutical Industries Ltd. and Unilever NV; via HSBC Securities (USA) Inc. and Advisors Asset Management, Inc.; pricing June 25
• Annual income opportunity series 6 certificates of deposit with "auto cap" feature due June 30, 2016 linked to Apple Inc., Banco Bradesco SA, EnCana Corp., GlaxoSmithKline plc, Gold Fields Ltd., Mechel, Nokia Corp., Potash Corp. of Saskatchewan Inc., Raytheon Co., Taiwan Semiconductor Manufacturing Co. Ltd., Teva Pharmaceutical Industries Ltd. and Unilever NV; via HSBC Securities (USA) Inc. and Advisors Asset Management, Inc.; pricing June 25
• Annual income opportunity series 8 certificates of deposit due June 30, 2015 linked to AT&T Inc., Boeing Co., Campbell Soup Co., Celgene Corp., Chubb Corp., Cigna Corp., E.I. DuPont de Nemours & Co., Freeport-McMoran Copper & Gold Inc., Microsoft Corp., Peabody Energy Corp., Qualcomm Inc. and Southern Co.; via HSBC Securities (USA) Inc. and Advisors Asset Management, Inc.; pricing June 25
• Annual income opportunity series 8 certificates of deposit due June 30, 2016 linked to AT&T Inc., Boeing Co., Campbell Soup Co., Celgene Corp., Chubb Corp., Cigna Corp., E.I. DuPont de Nemours & Co., Freeport-McMoran Copper & Gold Inc., Microsoft Corp., Peabody Energy Corp., Qualcomm Inc. and Southern Co.; via HSBC Securities (USA) Inc. and Advisors Asset Management, Inc.; pricing June 25
HSBC USA INC.
• 0% autocallable optimization securities with contingent protection due July 1, 2011 linked to the Financial Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing June 25
• 0% return optimization securities with contingent protection due June 28, 2013 linked to a basket of the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing June 25
• 8.5% to 10.5% annualized yield optimization notes with contingent protection due Dec. 31, 2010 linked to the common stock of Bed Bath & Beyond Inc.; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing June 28
• 7.6%-9.6% yield optimization notes with contingent protection due June 29, 2012 linked to Goldman Sachs Group, Inc. common stock; 80% trigger; via UBS Financial Services Inc.; pricing June 28
• 10% to 12.75% annualized yield optimization notes with contingent protection due Dec. 31, 2010 linked to the common stock of MetLife Inc.; 75% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing June 28
• 9.75%-11.75% yield optimization notes with contingent protection due June 29, 2012 linked to United States Steel Corp. common stock; 70% trigger; via UBS Financial Services Inc.; pricing June 28
• 0% best of performance notes due July 5, 2013 based on the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing June 30
• 0% Accelerated Market Participation Securities linked to the FTSE 100 index; via HSBC Securities (USA) Inc.; pricing in June
JPMORGAN CHASE BANK, NA
• Contingent coupon certificates of deposit due June 30, 2016 linked to the stocks of Abbott Laboratories, Altria Group, Inc., Amazon.com, Inc., Berkshire Hathaway Inc., Bristol-Myers Squibb Co., Campbell Soup Co., Dow Chemical Co., Goldcorp Inc., Qualcomm Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 25
• Digital contingent coupon certificates of deposit due June 30, 2016 linked to the stocks of Abbott Laboratories, Amazon.com, Inc., CVS Caremark Corp., Dell Inc., General Electric Co., Goldcorp Inc., Nike, Inc., Reynolds American Inc., Time Warner Inc. and Whole Foods Market, Inc.; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing June 25
• Leveraged and contingent coupon certificates of deposit due June 30, 2015 linked to Barrick Gold Corp., Amazon.com, Inc., LM Ericsson Telephone Co., General Mills, Inc., Merck & Co., Inc., Qualcomm Inc. Reynolds American Inc., Schlumberger NV, Molson Coors Brewing Co. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing June 25
• 0% certificates of deposit due Dec. 30, 2016 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities Inc.; pricing June 25
• Contingent coupon certificates of deposit due June 30, 2015 linked to the shares of Wal-Mart Stores, Inc., Microsoft Corp., United Parcel Service, Inc., Altria Group, Inc., Honda Motor Co., Ltd., HSBC Holdings, plc, GlaxoSmithKline plc, Newmont Mining Corp. and Deutsche Telekom AG as well as the ADSs of Petroleo Brasileiro SA; J.P. Morgan Securities Inc.; pricing June 25
JPMORGAN CHASE & CO.
• 10.75% reverse convertible notes due June 30, 2011 linked to Apple Inc. stock; via JPMorgan; pricing June 25
• 14.5% reverse convertible notes due Dec. 31, 2010 linked to Bank of America Corp. stock; via JPMorgan; pricing June 25
• 11.75% reverse convertible notes due June 30, 2011 linked to Caterpillar Inc. stock; via JPMorgan; pricing June 25
• 13% reverse convertible notes due Sept. 30, 2010 linked to Citigroup Inc. stock; via JPMorgan; pricing June 25
• 12.75% reverse convertible notes due Dec. 31, 2010 linked to Deere & Co. stock; via JPMorgan; pricing June 25
• 16% reverse convertible notes due Dec. 31, 2010 linked to Dow Chemical Co. stock; via JPMorgan; pricing June 25
• 14.5% reverse convertible notes due Sept. 30, 2010 linked to Ford Motor Co. stock; via JPMorgan; pricing June 25
• 15% reverse convertible notes due Sept. 30, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing June 25
• 10.75% reverse convertible notes due June 30, 2011 linked to General Electric Co. stock; via JPMorgan; pricing June 25
• 12.75% reverse convertible notes due Dec. 31, 2010 linked to Goldman Sachs Group, Inc. stock; via JPMorgan; pricing June 25
• 0% buffered return enhanced notes due Dec. 30, 2011 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing June 25
• Contingent digital coupon notes due July 8, 2011 linked to the performance of the Japanese yen and euro relative to the dollar; via J.P. Morgan Securities Inc.; pricing June 25
• 21% reverse convertible notes due Dec. 31, 2010 linked to Joy Global Inc. stock; via JPMorgan; pricing June 25
• 10.5% reverse exchangeable notes due June 30, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities Inc.; pricing June 25
• 30% reverse convertible notes due Sept. 30, 2010 linked to Massey Energy Co. stock; via JPMorgan; pricing June 25
• 13.5% reverse convertible notes due June 30, 2011 linked to Morgan Stanley stock; via JPMorgan; pricing June 25
• 27% reverse convertible notes due Sept. 30, 2010 linked to Netflix, Inc. stock; via JPMorgan; pricing June 25
• 12.5% reverse convertible notes due Dec. 31, 2010 linked to Potash Corp. of Saskatchewan Inc. stock; via JPMorgan; pricing June 25
• 0% buffered return enhanced notes due Dec. 30, 2011 liked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing June 25
• 0% buffered return enhanced notes due June 24, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing June 25
• 0% buffered return enhanced notes due Dec. 30, 2011 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing June 25
• 0% buffered return enhanced notes due June 29, 2012 based on S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing June 25
• 12%-15% annualized callable yield notes due Dec. 31, 2010 linked to the lesser performing of the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities Inc.; pricing June 25
• 12%-15% callable yield notes due June 30, 2011 linked to the lesser performing of the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities Inc.; pricing June 25
• 11.75% reverse convertible notes due June 30, 2011 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via JPMorgan; pricing June 25
• 22.25% reverse convertible notes due Sept. 30, 2010 linked to United States Steel Corp. stock; via JPMorgan; pricing June 25
• 11% reverse convertible notes due June 30, 2011 linked to Wells Fargo & Co. stock; via JPMorgan; pricing June 25
• 10% upside auto callable single observation reverse exchangeable notes due June 30, 2011 linked to Wells Fargo & Co. common stock; via J.P. Morgan Securities Inc.; pricing June 25
• 14% reverse convertible notes due Dec. 31, 2010 linked to Whole Foods Market, Inc. stock; via JPMorgan; pricing June 25
• 19% reverse convertible notes due Sept. 30, 2010 linked to Wynn Resorts, Ltd. stock; via JPMorgan; pricing June 25
• 14.45% reverse convertible notes due Jan. 13, 2011 linked to Amazon.com, Inc. stock; via JPMorgan; pricing July 9
• 14.25% reverse convertible notes due Jan. 13, 2011 linked to Bank of America Corp. stock; via JPMorgan; pricing July 9
• 18.75% reverse convertible notes due Jan. 13, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing July 9
• 0% buffered notes due July 13, 2012 based on S&P GSCI Precious Metals Index Excess Return; 85% trigger; via J.P. Morgan Securities Inc.; pricing July 9
• Zero-coupon principal-protected notes due July 14, 2015 based S&P 500 index, iShares Barclays TIPS Bond Fund, the SPDR Gold Trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing July 9
• 0% barrier optimization securities with partial protection due July 29, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.
MORGAN STANLEY
• 0% buffered Performance Leveraged Upside Securities due Jan. 3, 2012 based on the Dow Jones-UBS Commodity Index 3 Month Forward; 85% trigger; via Morgan Stanley & Co. Inc.; pricing June 25
• 0% equity-linked notes due June 29, 2015 linked to the iShares MSCI Emerging Markets index fund, the iShares MSCI EAFE index fund and the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in June
• 0% buffered Performance Leveraged Upside Securities due June 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in June
ROYAL BANK OF CANADA
• 15.75% reverse convertible notes due Sept. 30, 2010 linked to Aflac, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 14.75% reverse convertible notes due Sept. 30, 2010 linked to Alcoa Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 15.75% reverse convertible notes due Sept. 30, 2010 linked to Allegheny Technologies, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 12% reverse convertible notes due Sept. 30, 2010 linked to Amazon.com, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 10.5% reverse convertible notes due Sept. 30, 2010 linked to American Express Co. stock; via RBC Capital Markets Corp.; pricing June 25
• 15.75% reverse convertible notes due Sept. 30, 2010 linked to Arch Coal, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 11.25% reverse convertible notes due Sept. 30, 2010 linked to Bank of America Corp. stock; via RBC Capital Markets Corp.; pricing June 25
• 24.75% reverse convertible notes due Sept. 30, 2010 linked to BP plc stock; via RBC Capital Markets Corp.; pricing June 25
• 14.25% reverse convertible notes due Sept. 30, 2010 linked to Citigroup Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 16.25% reverse convertible notes due Sept. 30, 2010 linked to Continental Airlines, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• Direct investment notes due July 29, 2011 linked to the Cushing 30 MLP index; via RBC Capital Markets Corp.; pricing June 25
• 18.75% reverse convertible notes due Sept. 30, 2010 linked to Delta Air Lines, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 0% autocallable optimization securities with contingent protection due July 1, 2011 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and RBC Capital Markets Corp.; pricing June 25
• 15% reverse convertible notes due Sept. 30, 2010 linked to Fifth Third Bancorp stock; via RBC Capital Markets Corp.; pricing June 25
• 18.25% reverse convertible notes due Sept. 30, 2010 linked to First Solar, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 15.25% reverse convertible notes due Sept. 30, 2010 linked to Ford Motor Co. stock; via RBC Capital Markets Corp.; pricing June 25
• 14.5% reverse convertible notes due Sept. 30, 2010 linked to Freeport-McMoRan Copper & Gold Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 29.25% reverse convertible notes due Sept. 30, 2010 linked to Fuel Systems Solutions Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 15.75% reverse convertible notes due Sept. 30, 2010 linked to Garmin Ltd. stock; via RBC Capital Markets Corp.; pricing June 25
• 17.5% reverse convertible notes due Sept. 30, 2010 linked to General Growth Properties, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 19.25% reverse convertible notes due Sept. 30, 2010 linked to Genworth Financial Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 14% reverse convertible notes due Sept. 30, 2010 linked to Hartford Financial Services Group, Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 18.25% reverse convertible notes due Sept. 30, 2010 linked to Joy Global Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 17.5% reverse convertible notes due Sept. 30, 2010 linked to KeyCorp stock; via RBC Capital Markets Corp.; pricing June 25
• 20.5% reverse convertible notes due Sept. 30, 2010 linked to Las Vegas Sands Corp. stock; via RBC Capital Markets Corp.; pricing June 25
• 28.25% reverse convertible notes due Sept. 30, 2010 linked to McMoRan Exploration Co. stock; via RBC Capital Markets Corp.; pricing June 25
• 20.25% reverse convertible notes due Sept. 30, 2010 linked to Netflix Inc. stock; via RBC Capital Markets Corp.; pricing June 25
• 24.25% reverse convertible notes due Sept. 30, 2010 linked to Rex Energy Corp. stock; via RBC Capital Markets Corp.; pricing June 25
• 23.75% reverse convertible notes due Sept. 30, 2010 linked to Sprint Nextel Corp. stock; via RBC Capital Markets Corp.; pricing June 25
• 25.25% reverse convertible notes due Sept. 30, 2010 linked to Transocean Ltd. stock; via RBC Capital Markets Corp.; pricing June 25
• 12.75% reverse convertible notes due Sept. 30, 2010 linked to Vale S.A. stock; via RBC Capital Markets Corp.; pricing June 25
• 19.5% reverse convertible notes due Sept. 30, 2010 linked to United States Steel Corp. stock; via RBC Capital Markets Corp.; pricing June 25
• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner and Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% direct investment notes due Aug. 8, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing July 6
• 0% buffered bullish enhanced return notes due Jan. 12, 2012 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets Corp.; pricing July 9
• 0% buffered bullish enhanced return notes due Jan. 12, 2012 based on the performance of the S&P 500 index; 85% trigger; via RBC Capital Markets Corp.; pricing July 9
• 0% buffered bullish enhanced return notes due Jan. 12, 2012 based on the performance of the S&P MidCap 400 index; 85% trigger; via RBC Capital Markets Corp.; pricing July 9
ROYAL BANK OF SCOTLAND NV
• 11.5% annualized reverse exchangeable securities due Sept. 30, 2010 based on Alcoa Inc. common shares; 75% trigger; via RBS Securities Inc.; pricing June 25
• 15.25% reverse exchangeable securities due Dec. 31, 2010 linked to Amazon.com, Inc. common stock; 75% trigger; via RBS Securities Inc.; pricing June 25
• 12.75% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of American Express Co.; 70% trigger; via RBS Securities Inc.; pricing June 25
• 10.5% annualized reverse exchangeable securities due Dec. 31, 2010 based on Apple Inc. shares; 75% trigger; via RBS Securities Inc.; pricing June 25
• 12.5% reverse exchangeable securities due Dec. 31, 2010 linked to Boeing Co. common stock; 75% trigger; via RBS Securities Inc.; pricing June 25
•11.25% annualized reverse exchangeable securities due Sept. 30, 2010 based on Caterpillar Inc. common shares; 80% trigger; via RBS Securities Inc.; pricing June 25
• 12.75% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of Dow Chemical Co.; 75% trigger; via RBS Securities Inc.; pricing June 25
• 9% annualized reverse exchangeable securities due Sept. 30, 2010 based on General Electric Co. common shares; 80% trigger; via RBS Securities Inc.; pricing June 25
• 10% annualized reverse exchangeable securities due Dec. 31, 2010 linked to the common stock of Goldcorp, Inc.; 75% trigger; via RBS Securities Inc.; pricing June 25
• 10% annualized reverse exchangeable securities due Sept. 30, 2010 based on Goldman Sachs Group, Inc. common shares; 75% trigger; via RBS Securities Inc.; pricing June 25
• 16.75% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of Goodyear Tire & Rubber Co.; 70% trigger; via RBS Securities Inc.; pricing June 25
• 13.5% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of Hartford Financial Services Group, Inc.; 75% trigger; via RBS Securities Inc.; pricing June 25
• 16.25% annualized reverse exchangeable securities due Dec. 31, 2010 based on Lincoln National Corp. shares; 70% trigger; via RBS Securities Inc.; pricing June 25
• 10.25% annualized reverse exchangeable securities due Dec. 31, 2010 based on Potash Corp. of Saskatchewan Inc. . shares; 75% trigger; via RBS Securities Inc.; pricing June 25
• Annual reset coupon securities due June 30, 2015 linked to the S&P 500 index; via RBS Securities Inc.; pricing June 25
• 10% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of SanDisk Corp.; 70% trigger; via RBS Securities Inc.; pricing June 25
• 11.75% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of Schlumberger NV; 70% trigger; via RBS Securities Inc.; pricing June 25
•12.5% annualized reverse exchangeable securities due Sept. 30, 2010 based on SunTrust Banks Inc. common shares; 70% trigger; via RBS Securities Inc.; pricing June 25
• 14.75% annualized reverse exchangeable securities due Sept. 30, 2010 linked to the common stock of United States Steel Corp.; 70% trigger; via RBS Securities Inc.; pricing June 25
• 9% annualized reverse exchangeable securities due Dec. 31, 2010 linked to the common stock of Walt Disney Co.; 80% trigger; via RBS Securities Inc.; pricing June 25
• 11.25% reverse exchangeable securities due Dec. 31, 2010 linked to Yahoo! Inc. common stock; via RBS Securities Inc.; pricing June 25
AB SVENSK EXPORTKREDIT
• 14-month 0% Accelerated Return Notes linked to the price of copper; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Accelerated Return Notes due August 2011 based on the Nasdaq 100 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in June
• 0% Accelerated Return Notes due September 2011 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July
• 53-week 9% STEP Income Securities linked to Corning Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August
• 0% buffered commodity index-linked notes tied to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.
UBS AG, JERSEY BRANCH
• Callable contingent accrual notes due June 30, 2025 linked to the 30-year and two-year Constant Maturity Swap rates and the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25
• 0% performance securities due June 28, 2013 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25
• Return optimization securities due June 2012 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing in June
UBS AG, LONDON BRANCH
• 0% autocallable optimization securities with contingent protection due July 1, 2011 linked to the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 25
• 0% return optimization securities with partial protection due Dec. 30, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Securities LLC; pricing June 25
• 7.25%- 9.25% yield optimization notes with contingent protection due June 30, 2011 linked to Apache Corp. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 28
• 7.75%- 9.75% yield optimization notes with contingent protection due June 30, 2011 linked to eBay Inc. shares; 80% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing June 28
UNION BANK, NA
• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due June 30, 2014 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing June 25
• Zero-coupon principal-protected capped return market-linked certificates of deposit due June 30, 2016 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing June 25
• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Dec. 30, 2013 linked to the Dow Jones-UBS Commodity index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing June 28
• Zero-coupon principal-protected capped return market-linked certificates of deposit due June 30, 2015 linked to the Dow Jones-UBS Commodity index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing June 28
WELLS FARGO BANK, NA
• Certificates of deposit due June 30, 2016 linked to the SGI WISE US Vol Target 8% (USD-Excess Return) index; via SG America Securities, LLC and Incapital LLC; pricing June
WELLS FARGO & CO.
• 0% enhanced growth securities due July 2013 based on iShares MSCI Australia index fund, the iShares MSCI Brazil index fund, the iShares MSCI Canada index fund and iShares MSCI Mexico Investable Market index fund; 80% trigger; via Wells Fargo Securities, LLC
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