Structured Products Calendar

BANK OF AMERICA CORP.

• Step-up callable notes due Feb. 6, 2024; via Bank of America Merrill Lynch; settlement Feb. 6; Cusip: 06048WKJ8

• Step-up callable notes due Feb. 15, 2032; via Bank of America Merrill Lynch; settlement Feb. 15; Cusip: 06048WKF6

• Step-down callable notes due Feb. 15, 2032; via Bank of America Merrill Lynch; settlement Feb. 15; Cusip: 06048WKE9

• 0% Market Index Target-Term Securities due February 2017 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in February

• 0% lock-in notes due March 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due May 2013 linked to the silver spot price; via Bank of America Merrill Lynch; pricing in February

BANK OF MONTREAL

• 0.5% currency-linked basket tracking notes due February 2013 linked to the Australian dollar, the Canadian dollar, the New Zealand dollar and the Norwegian krone; via BMO Capital Markets Corp.; pricing in February

BARCLAYS BANK PLC

• 0% autocallable notes due Aug. 8, 2012 linked to the Brent crude futures contract; via Barclays Capital Inc. with JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC as placement agents; pricing Feb. 3; Cusip: 06738KM73

• 0% capped market plus notes due Feb. 14, 2013 linked to the spot price of gold; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 06738KM65

• 0% notes due Feb. 11, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Feb. 7; Cusip: 06738KH79

• Fixed-rate step-up callable notes due Feb. 15, 2022; via Barclays Capital Inc.; pricing Feb. 10; Cusip: 06738KL74

• 0% equity-linked notes due Feb. 5, 2018 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc. and Morgan Stanley Smith Barney LLC; pricing Feb. 28; Cusip: 06741L427

• 0% Capped Leveraged Index Return Notes due February 2014 linked to the Dow Jones U.S. Real Estate index; via Bank of America Merrill Lynch; pricing in February

• 0% Strategic Accelerated Redemption Securities due March 2013 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

• 0% market-linked step-up notes due February 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in February

CITIGROUP FUNDING INC.

• 8.5% to 10.5% annualized single observation Equity LinKed Securities due Aug. 8, 2012 linked to Freeport-McMoRan Copper & Gold Inc. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing Feb. 3; Cusip: 17317U188

• Variable-coupon notes due Feb. 28, 2016 linked to equal weights of Altria Group, Inc., Amazon.com, Inc., Amgen Inc., Archer-Daniels-Midland Co., AT&T Inc., Barrick Gold Corp., General Motors Co., Halliburton Co., Intel Corp. and Mattel, Inc.; via Citigroup Global Markets Inc.; pricing Feb. 23; Cusip: 1730T0VT3

• 0% trigger jump securities due February 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Feb. 28; Cusip: 17317U220

• 0% dual directional trigger Performance Leveraged Upside Securities due Feb. 27, 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing Feb. 28; Cusip: 17317U238

• 0% Performance Leveraged Upside Securities due April 2013 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February; Cusip: 17317U246

CREDIT SUISSE AG, NASSAU BRANCH

• 0% buffered return equity securities due Feb. 8, 2017 linked to the Dow Jones industrial average; via Credit Suisse Securities (USA) LLC; pricing Feb. 1; Cusip: 22546TLS8

• 5.5% to 6.5% callable yield notes due Feb. 11, 2013 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 7; Cusip: 22546TLJ8

• 7.5% to 9.5% callable yield notes due Feb. 11, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 7; Cusip: 22546TLP4

• High/low coupon callable yield notes due Feb. 21, 2013 linked to the Russell 2000 index, the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 15; Cusip: 22546TLU3

• 7%-9% callable yield notes due Feb. 21, 2013 linked to the S&P 500 index, Russell 2000 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 15; Cusip: 22546TMD0

• 0% digital-plus barrier notes due Feb. 26, 2016 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 17; Cusip: 22546TLW9

• High/low coupon callable yield notes due March 5, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 29; Cusip: 22546TLZ2

DEUTSCHE BANK AG, LONDON BRANCH

• 0% securities due Feb. 7, 2013 linked to the lesser performing of the S&P 500 index and the Russell 2000 index; via Deutsche Bank Securities Inc.; pricing Feb. 1; Cusip: 2515A1GG0

• 0% notes due Aug. 7, 2013 linked to the performance of the Brazilian real, the Canadian dollar and the Mexican peso relative to the U.S. dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 2515A1GM7

• 0% optimal entry return enhanced notes due May 1, 2013 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 2515A1GN5

• 0% review notes due Feb. 21, 2013 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 2515A1GP0

• 0% buffered return optimization securities due Feb. 28, 2014 linked to the iShares MSCI Emerging Markets index fund; via Deutsche Bank Securities Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 25154V706

• 0% digital payment securities due 2013 linked to the S&P 500 index; 75% trigger; via Deutsche Bank Securities Inc.; Cusip: 2515A1F22

EUNITS 2 YEAR U.S. MARKET PARTICIPATION TRUST: UPSIDE TO CAP / BUFFERED DOWNSIDE

• Units of beneficial interest designed to provide returns based on the performance of the S&P 500 Composite Stock Price index; via Eaton Vance Distributors, Inc.

GOLDMAN SACHS BANK USA

• Contingent coupon certificates of deposit due 2017 linked to Alcoa Inc., American Express Co., Boeing Co., Bank of America Corp., Caterpillar Inc., Cisco Systems, Inc., Chevron Corp., E.I. DuPont de Nemours & Co., Walt Disney Co. General Electric Co., Home Depot Inc., Hewlett-Packard Co., IBM Corp., Intel Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., 3M Co., Merck & Co. Inc., Microsoft Corp., Pfizer Inc., Procter & Gamble Co., AT&T Inc., Travelers Cos. Inc., United Technologies Corp., Verizon Communications Inc., Wal-Mart Stores, Inc. and Exxon Mobil Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADK8

• Variable-coupon certificates of deposit due 2019 linked to Altria Group, Inc., Apple Inc., AT&T Inc., Barrick Gold Corp., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143AGA7

• Contingent coupon certificates of deposit due 2019 linked Altria Group, Inc., Apple Inc., AT&T Inc., Barrick Gold Corp., Eli Lilly & Co., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Southern Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143AFZ3

• Contingent coupon certificates of deposit due 2018 linked to AT&T Inc., Cisco Systems, Inc., Hewlett-Packard Co., Intel Corp., Kraft Foods Inc., McDonald's Corp., Merck & Co. Inc., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADN2

• Four-year 0% equity index-linked certificates of deposit linked to the Dow Jones industrial average; via Goldman Sachs & Co. and Incaptial LLC; Cusip: 38143AFY6

• 0% equity-linked certificates of deposit due 2019 linked to the Euro Stoxx 50 index, S&P 500 index, S&P/TSX 60 index and Topix; via Goldman Sachs & Co. Inc; Cusip: 38143AGB5

GOLDMAN SACHS GROUP, INC.

• 0% currency-linked notes due Aug. 5, 2013 tied to a basket of three equally weighted exchange rates relative to the dollar (Brazilian real, Canadian dollar and Mexican peso); via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); settlement Feb. 3; Cusip: 38143UM81

• 0% equity-linked trigger notes due Feb. 21, 2013 linked to the common stock of Apple Inc.; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); pricing Feb. 3; Cusip: 38143UQ38

• 0% leveraged buffered basket-linked notes due Feb. 21, 2013 linked to the Euro Stoxx 50, FTSE 100 and Topix indexes, each converted into dollars; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 38143UQ46

• 0% index-linked trigger notes due Feb. 21, 2013 linked to the S&P 500 index; via Goldman Sachs & Co. (underwriter) and J.P. Morgan Securities LLC (agent); pricing Feb. 3; Cusip: 38143UP88

• 0% leveraged buffered index-linked notes due Feb. 21, 2013 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing Feb. 3; Cusip: 38143UQ20

• 5.5-year 0% equity index-linked notes tied to the Dow Jones industrial average; via Goldman Sachs & Co.; Cusip: 38143UP54

• 18- to 21-month 0% leveraged buffered commodity-linked notes tied to the ICE Brent Crude futures contract; 85% trigger; via Goldman Sachs & Co.

• 13- to 15-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

• 13- to 15-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 20- to 23-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 24-month 0% buffered index-linked digital notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UP62

• 24- to 27-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 24- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

• 0% autocallable knock-out equity notes due in 30 months linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UP54

• 13- to 15-month 0% leveraged index-linked notes tied to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• Callable step-up rate notes due Feb. 2, 2024; via HSBC Securities (USA) Inc.; settlement Feb. 2; Cusip: 4042K1VY6

• 0% buffered Accelerated Market Participation Securities due Aug. 8, 2013 linked to the S&P 500 index and the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing Feb. 3; Cusip: 4042K1VU4

• 0% buffered performance plus securities due Feb. 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WL3

• 0% buffered performance plus securities due Feb. 25, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WM1

• 0% buffered uncapped market participation securities due Feb. 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WJ8

• 0% buffered uncapped market participation securities due Aug. 27, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip: 4042K1WK5

• 0% buffered return optimization securities due Feb. 28, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing Feb. 24; Cusip: 40433K538

• 9.5% coupon-bearing notes due February 2013 linked to the common stock of Chesapeake Energy Corp.; via Bank of America Merrill Lynch; pricing in February

• 8% STEP Income Securities due February 2013 linked to Citigroup, Inc. common stock; via Bank of America Merrill Lynch; pricing in February

JPMORGAN CHASE & CO.

• Autocallable contingent interest notes due Feb. 21, 2013 linked to the Financial Select Sector SPDR fund; via J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 48125VLQ1

• 0% review notes due Feb. 21, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Feb. 3; Cusip: 48125VLP3

• 0% autocallable dual directional notes due Feb. 28, 2013 linked to the first nearby month futures contract for Brent crude oil; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip: 48125VLB4

• 0% return notes due May 30, 2013 linked to the J.P. Morgan Strategic Volatility index; via J.P. Morgan Securities LLC; pricing Feb. 24; Cusip: 48125VLW8

MORGAN STANLEY

• Australian dollar-denominated fixed-rate step-up securities due Feb. 13, 2017; via Morgan Stanley & Co. International plc; settling Feb. 13; ISIN: XS0741298110

• Fixed-to-floating notes due Feb. 15, 2019 linked to the 10-year Constant Maturity Swap rate; via Morgan Stanley & Co. LLC; settlement Feb. 15; Cusip: 61745E6T3

• 0% buffered jump securities due Aug. 29, 2016 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing Feb. 23; Cusip: 617482F82

• Contingent income autocallable securities due February 2013 linked to Amazon.com, Inc. shares; 80% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in February; Cusip: 61760T454

• Contingent income autocallable securities due February 2013 linked to JPMorgan Chase & Co. shares; 75% trigger; via Morgan Stanley & Co. LLC and Morgan Stanley Smith Barney LLC; pricing in February; Cusip: 61760T421

• 0% market-linked notes due February 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing in February; Cusip: 61760T439

ROYAL BANK OF CANADA

• 0% direct investment notes due March 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Feb. 3; Cusip: 78008TK29

• Fixed-to-floating notes due Feb. 15, 2019; via RBC Capital Markets, LLC; settlement Feb. 15; Cusip: 78008TN67

• 13- to 15-month 0% buffered equity index-linked notes due 2013 tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

ROYAL BANK OF SCOTLAND PLC

• 0% digital notes with fixed buffer due Sept. 1, 2015 linked to the Dow Jones industrial average; via RBS Securities Inc.; pricing Feb. 27; Cusip: 78009PCM1

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due April 2013 linked to the Dow Jones-UBS Agriculture Sub-Index-Excess Return; via Bank of America Merrill Lynch; pricing in February

• 0% Accelerated Return Notes due April 2013 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in February

UBS AG, JERSEY BRANCH

• 0% return optimization securities due March 28, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24; Cusip: 90267Y443

UBS AG, LONDON BRANCH

• Contingent absolute return autocallable optimization securities due Feb. 11, 2013 linked to Baker Hughes Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 3; Cusip: 90267Y484

• Contingent absolute return autocallable optimization securities due Feb. 11, 2013 linked to Cummins Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 3; Cusip: 90267Y476

• Contingent absolute return autocallable optimization securities due Feb. 11, 2013 linked to MetLife, Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 3; Cusip: 90267Y468

• Contingent absolute return autocallable optimization securities due Feb. 11, 2013 linked to Micron Technology, Inc. common stock; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 3; Cusip: 90267Y450

• 0% contingent return optimization securities due Feb. 8, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 24; Cusip: 90267Y435

WELLS FARGO & CO.

• 0% market-linked notes due August 2018 linked to the Dow Jones industrial average; via Wells Fargo Securities, LLC; settlement in February; Cusip: 94986RHA2

• 0% growth securities due August 2015 linked to the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; pricing in February; Cusip: 94986RGY1

• 0% growth securities due August 2014 linked to the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund and the SPDR S&P MidCap 400 ETF trust; via Wells Fargo Securities, LLC; pricing in February; Cusip: 94986RGX3

© 2015 Prospect News.
All content on this website is protected by copyright law in the U.S. and elsewhere. For the use of the person downloading only.
Redistribution and copying are prohibited by law without written permission in advance from Prospect News.
Redistribution or copying includes e-mailing, printing multiple copies or any other form of reproduction.