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Prospect News home > News index > List of issuers C > Headlines for Calendar > News item

Published on 3/20/2013 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 0% market-linked step-up notes due March 2016 linked to a basket of 23 stocks (Abbott Laboratories, AbbVie Inc., Actavis, Inc., Amazon.com, Inc., Apple Inc., Celgene Corp., Coca-Cola Co., Colgate-Palmolive Co., Eastman Chemical Co., Eli Lilly and Co., Exxon Mobil Corp., Hershey Co., Intel Corp., International Business Machines Corp., Johnson & Johnson, Marathon Oil Corp., Merck & Co., Inc. National Oilwell Varco, Inc., Novo Nordisk AS, Philip Morris International Inc., Procter & Gamble Co., Qualcomm Inc., and Starbucks Corp.); via BofA Merrill Lynch; pricing in March

• 0% Market Index Target-Term Securities due March 2019 linked to the Dow Jones industrial average; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due March 2015 linked to the Merrill Lynch Commodity index eXtra - Excess Return; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due June 2014 linked to the Merrill Lynch Commodity index eXtra Energy Excess Return; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due June 2014 linked to the Merrill Lynch Commodity Index eXtra Precious Metals Plus - Excess Return; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in March

• Autocallable market-linked step-up notes due March 2016 linked to the Russell 2000 index; via BofA Merrill Lynch; pricing in March

• 0% Strategic Accelerated Redemption Securities due April 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

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

BANK OF MONTREAL

• 0% buffered bullish enhanced return notes due March 31, 2015 linked to the iShares FTSE China 25 index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLZ6

• 0% buffered bullish digital return notes due March 31, 2015 linked to the iShares MSCI EAFE index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMD4

• 0% buffered bullish enhanced return notes due March 31, 2015 linked to the iShares MSCI Emerging Markets index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06336RLY9

• 0% autocallable barrier notes with contingent coupon due March 31, 2016 linked to the iShares Russell 2000; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLX1

• 0% buffered bullish enhanced return notes due March 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMA0

• 0% buffered bullish digital return notes due March 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMC6

• 0% autocallable cash-settled notes with step-up call price due March 31, 2015 linked to the iShares Russell 2000 index fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLU7

• 0% autocallable cash-settled notes with step-up call price due March 31, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLW3

• 0% buffered bullish enhanced return notes due March 31, 2015 linked to the Market Vectors Gold Miners exchange-traded fund; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMB8

• 0% autocallable barrier notes with step-up call price due March 31, 2016 linked to the S&P 500 index; 75% trigger; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLT0

• 0% buffered bullish digital return notes due March 31, 2015 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RMF9

• 0% buffered bullish digital return notes due March 31, 2015 linked to the SPDR Dow Jones Industrial Average ETF trust; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RME2

• 0% autocallable cash-settled notes with step-up call price due March 31, 2015 linked to the SPDR Dow Jones industrial average ETF trust; via BMO Capital Markets Corp.; pricing March 25; Cusip: 06366RLV5

• Fixed-to-floating-rate notes due April 3, 2020; via BMO Capital Markets Corp.; pricing in March; Cusip: 06366RMN2

• Redeemable step-up coupon notes due April 3, 2028, via BMO Capital Markets Corp.; pricing in March; Cusip: 06366RMP7

BANK OF THE WEST

• Contingent variable-income market-linked certificates of deposit due March 27, 2018 linked to a basket of 10 stocks (Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Kraft Foods Group Inc., Lockheed Martin Corp., Lorillard Inc., New York Community Bancorp, Inc. and Verizon Communications Inc.); via BNP Paribas Securities Corp.; pricing March 22; Cusip: 06426XGE4

• Contingent variable-income market-linked certificates of deposit due March 27, 2019 linked to a basket of common stocks (Altria Group, Inc., AT&T Inc., ConocoPhillips, Duke Energy Corp., FirstEnergy Corp., Kraft Foods Group Inc., Lockheed Martin Corp., Lorillard Inc., New York Community Bancorp Inc. and Verizon Communications Inc.); via BNP Paribas Securities Corp.; pricing March 22; Cusip: 06426XGF1

• Contingent variable-income market-linked certificates of deposit due March 27, 2020 linked to a basket of common stocks (Altria Group, Inc., Barrick Gold Corp., Baxter International Inc., ConocoPhillips, Johnson & Johnson, Lorillard Inc., Merck & Co. Inc., Microsoft Corp., PPL Corp. and Williams Cos. Inc.); via BNP Paribas Securities Corp.; pricing March 22; Cusip: 06426XGG9

• 0% market-linked certificates of deposit due March 27, 2020 linked to the Morningstar Ultimate Stock-Pickers Target Volatility 7 index; via BNP Paribas Securities Corp.; pricing March 22; Cusip: 06426XGK0

• Contingent variable-income market-linked certificates of deposit due March 27, 2020 linked to a basket of commodity futures indexes (S&P GSCI Cocoa Dynamic Roll Index ER, S&P GSCI Coffee Dynamic Roll Index ER, S&P GSCI Corn Dynamic Roll Index ER, S&P GSCI Cotton Dynamic Roll Index ER, S&P GSCI Gold Dynamic Roll Index ER, S&P GSCI Lead Dynamic Roll Index ER, S&P GSCI Natural Gas Dynamic Roll Index ER, S&P GSCI Nickel Dynamic Roll Index ER, S&P GSCI Sugar Dynamic Roll Index ER and S&P GSCI Wheat Dynamic Roll Index ER; via BNP Paribas Securities Corp.; pricing March 22; Cusip: 06426XGJ3

BANK of NOVA SCOTIA

• Callable contingent interest notes due March 28, 2017 linked to the Russell 2000 index; 75% trigger; via Scotia Capital (USA) Inc.; pricing Jan. 28; Cusip: 064159BT2

BARCLAYS BANK DELAWARE

• Certificates of deposit due March 27, 2018 linked to Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.; via Barclays; pricing March 22; Cusip: 06740AYD5

• Certificates of deposit due March 27, 2019 linked to Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc.; pricing March 22; Cusip: 06740AYM5

• Certificates of deposit due March 26, 2020 linked to Darden Restaurants, Inc., Eli Lilly and Co., Exelon Corp., Freeport-McMoRan Copper & Gold Inc., Intel Corp., Lockheed Martin Corp., Newmont Mining Corp., Starbucks Corp., Verizon Communications Inc. and Walgreen Co.; via Barclays with Advisors Asset Management, Inc.; pricing March 22; Cusip: 06740AYF0

• Certificates of deposit due March 26, 2020 linked to the Dow Jones industrial average; via Barclays; pricing March 22; Cusip: 06740AYH6

• 0.25% to 0.35% certificates of deposit due March 27, 2019 linked to the S&P 500 index; via Barclays with Advisors Asset Management, Inc. as distributor; pricing March 22; Cusip: 06740AYE3

• Certificates of deposit due March 26, 2020 linked to a basket of the S&P 500 index, the Euro Stoxx 50 index and the FTSE 100 index; via Barclays with Advisors Asset Management, Inc. as distributor; pricing March 22; Cusip: 06740AYK9

• Certificates of deposit due March 26, 2020 linked to a basket of commodity subindexes (S&P GSCI Live Cattle Index Excess Return, S&P GSCI Aluminum Index Excess Return, S&P GSCI Lean Hogs Index Excess Return, S&P GSCI Cocoa Index Excess Return, S&P GSCI Cotton Index Excess Return, S&P GSCI Precious Metals Index Excess Return, S&P GSCI Natural Gas Index Excess Return, S&P GSCI Lead Index Excess Return, S&P GSCI Nickel Index Excess Return and S&P GSCI Zinc Index Excess Return); via Barclays with Advisors Asset Management, Inc. as distributor; pricing March 22; Cusip: 06740AYG8

BARCLAYS BANK PLC

• 0% buffered Super Track notes due Sept. 26, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via Barclays; pricing March 21; Cusip: 06741TQD2

• 0% buffered digital notes March 24, 2016 linked to the Russell 2000 index; via Barclays; pricing March 21; Cusip: 06741TQF7

• Step-up fixed-rate notes due March 28, 2028; via Barclays; pricing March 25; Cusip: 06741RGF2

• 17% autocallable reverse convertible notes due Sept. 30, 2013 linked to Cliffs Natural Resources Inc.; via Barclays; pricing March 25; Cusip: 06741JYK9

• Callable contingent payment notes due March 30, 2023 linked to the Euro Stoxx 50 index; via Barclays; pricing March 25; Cusip: 06741TQA8

• 12.25% autocallable reverse convertible notes due Sept. 30, 2013 linked to Netflix, Inc.; via Barclays; pricing March 25; Cusip: 06741JYJ2

• 10.5% autocallable reverse convertible notes due March 27, 2014 linked to Peabody Energy Corp. shares; 70% trigger; via Barclays; pricing March 25; Cusip: 06741JYL7

• Callable contingent payment notes due March 30, 2023 linked to the Russell 2000 index; 60% trigger; via Barclays; pricing March 25; Cusip: 06741TQJ9

• 0% annual autocallable notes due March 31, 2016 linked to the S&P 500 index and the Russell 2000 index; via Barclays; pricing March 25; Cusip: 06741TQH3

• 0% annual autocallable notes due March 31, 2016 linked to the S&P 500 index and the Russell 2000 index; via Barclays; pricing March 25; Cusip: 06741TRD1

• Notes due March 28, 2018 linked to equal weights of the S&P GSCI Aluminum Index Excess Return, the S&P GSCI Live Cattle Index Excess Return, the S&P GSCI Cocoa Index Excess Return, the S&P GSCI Cotton Index Excess Return, the S&P GSCI Lean Hogs Index Excess Return, the S&P GSCI Precious Metals Index Excess Return, the S&P GSCI Natural Gas Index Excess Return, the S&P GSCI Lead Index Excess Return, the S&P GSCI Nickel Index Excess Return and the S&P GSCI Zinc Index Excess Return; via Barclays; pricing March 25; Cusip: 06741TPS0

• 9.25% autocallable reverse convertible notes due March 27, 2014 linked to United States Steel Corp. shares; 70% trigger; via Barclays; pricing March 25; Cusip: 06741JYM5

• 10% autocallable reverse convertible notes due March 27, 2014 linked to Peabody Energy Corp.; via Barclays; pricing March 26; Cusip: 06741JYP8

• 0% buffered digital notes due March 31, 2016 linked to the Russell 2000 index; via Barclays; pricing March 26; Cusip: 06741TQK6

• 6% to 8% airbag autocallableyield optimization notes due March 31, 2014 linked to Chesapeake Energy Corp. shares; 75% trigger; via UBS Financial Services Inc. and Barclays; pricing March 26; Cusip: 06742C533

• Trigger phoenix autocallable optimization securities due Sept. 30, 2014 linked to Citigroup Inc. shares; 80% trigger; via UBS Financial Services Inc. and Barclays; pricing March 26; Cusip: 06742C566

• 6% to 8% airbag autocallable yield optimization notes due March 31, 2014 linked to Las Vegas Sands Corp. shares; 85% trigger; via UBS Financial Services Inc. and Barclays; pricing March 26; Cusip: 06742C541

• Trigger phoenix autocallable optimization securities due Sept. 30, 2014 linked to Nvidia Corp. shares; 70% trigger; via UBS Financial Services Inc. and Barclays; pricing March 26; Cusip: 06742C558

• Trigger phoenix autocallable optimization securities due Sept. 30, 2014 linked to United States Steel Corp. shares; 65% trigger; via UBS Financial Services Inc. and Barclays; pricing March 26; Cusip:06742C574

• 7.5% to 9.5% airbag autocallable yield optimization notes due March 31, 2014 linked to United States Steel Corp. shares; 80% trigger; via UBS Financial Services Inc. and Barclays; pricing March 26; Cusip: 06742C525

• Callable fixed-rate dual range accrual notes due March 28, 2028 linked to six-month Libor and the S&P 500 index; via Barclays; settlement March 28; Cusip: 06741TQC4

• 0% Performance Leveraged Upside Securities due May 1, 2014 linked to the Topix index; via Barclays with Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 06742C590

• Contingent income autocallable securities due April 4, 2016 linked to the common stock of Transocean Ltd.; via Barclays with Morgan Stanley Smith Barney LLC as dealer; pricing March 28; Cusip: 06742C582

• 0% Strategic Accelerated Redemption Securities due October 2013 linked to the Brent crude oil futures contract; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2014 linked to Citigroup Inc., JPMorgan Chase & Co. and Goldman Sachs Group, Inc.; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due April 2015 linked to the gold spot price; via BofA Merrill Lynch; pricing in March

• 0% Currency Market Index Target-Term Securities due March 2015 linked to the Indian rupee relative to the euro; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2014 linked to the MSCI EAFE index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due May 2014 linked to the Nikkei Stock Average index; via BofA Merrill Lynch; pricing in March

• Capped Leveraged Index Return Notes due March 2015 linked to the PHLX Housing Sector index; via BofA Merrill Lynch; pricing in March

• 0% Accelerated Return Notes due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• 0% notes due April 10, 2016 linked to the EquityCompass Share Buyback index; via Barclays; pricing April 5; Cusip: 06741TQQ3

• 0% buffered Super Track notes due 2019 linked to an equity basket (S&P 500 index with a 34.5% weight; the iShares MSCI EAFE index fund with a 9% weight; the Russell 2000 index and the PowerShares DB Commodity Index Tracking Fund with an 8% weight each; the iShares iBoxx $ Investment Grade Corporate Bond fund and the iShares MSCI Japan index fund with a 7% weight each; the Consumer Staples Select Sector SPDR fund, the iShares Dow Jones Select Dividend index fund and the iShares MSCI Emerging Markets index fund with a 5% weight each; the Health Care Select Sector SPDR fund and the PowerShares QQQ Trust, Series 1, with a 4% weight each; and the iShares Barclays Treasury Inflation Protected Securities Bond fund with a 3.5% weight); via Barclays; Cusip: 06741TPM3

BMO HARRIS BANK NA

• Autocallable annual digital yield generator with minimum interest rate certificates of deposit due March 31, 2023 linked to the common stocks of Altria Group, Inc., Bristol-Myers Squibb Co., Cisco Systems, Inc., CME Group Inc., Kinder Morgan Energy Partners, LP, Lockheed Martin Corp., Maxim Integrated Products, Inc., McDonald's Corp., Monsanto Co. and Wal-Mart Stores, Inc.; via BMO Capital Markets Corp.; pricing March 25; Cusip: 05573JMY7

• Contingent monthly digital payout certificates of deposit due March 31, 2033 linked to the S&P 500 index; via BMO Capital Markets Corp.; pricing March 25; Cusip: 05573JMW1

BNP PARIBAS, NEW YORK BRANCH

• Contingent income autocallable notes due March 28, 2018 linked to the Russell 2000 index; 75% trigger; via BNPP Securities; pricing March 25; Cusip: 05574LGE2

• Contingent income autocallable notes due March 28, 2019 linked to the Russell 2000 index; via BNPP Securities; pricing March 25; Cusip: 05574LGC6

• 0% capped twin win notes due March 30, 2015 linked to the Russell 2000 index and the S&P 500 index; via BNPP Securities; pricing March 25; Cusip: 05574LGL6

• 0% conditional high watermark notes due March 28, 2016 linked to the S&P 500 index; via BNPP Securities; pricing March 25; Cusip: 05574LGA0

• 0% digital certificate plus notes due March 28, 2018 linked to the S&P 500 index; via BNPP Securities; pricing March 25; Cusip: 05574LGB8

CITIGROUP INC.

• Callable fixed-to-inverse-floating-rate market-linked certificates of deposit due March 27, 2033 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 22; Cusip: 172986GE5

• Callable fixed-to-inverse-floating-rate market-linked certificates of deposit due March 27, 2033 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing March 22; Cusip: 172986GD7

• Non-callable fixed-to-floating notes due March 27, 2018; via Citigroup Global Markets Inc.; pricing March 22; Cusip: 1730T0SE0

• Callable barrier dual range accrual notes due March 27, 2028 linked to Libor and the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 22; Cusip: 1730T0SB6

• Callable step-up coupon notes due March 2033; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 1730T0SG5

• 0% partial principal at risk securities due April 2014 linked to the Hong Kong-delivered Chinese renminbi relative to the dollar; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 1730T0SH3

• 0% buffered return optimization securities due March 31, 2015 linked to the Russell 2000 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing March 25; Cusip: 173095837

• Callable barrier range accrual notes due April 3, 2023 linked to the Russell 2000 index; via Citigroup Global Markets Inc.; pricing March 25; Cusip: 1730T0SF7

• 0% trigger performance securities due March 29, 2018 linked to the S&P 500 index; via Citigroup Global Markets Inc. and UBS Financial Services Inc.; pricing March 25; Cusip: 173095878

• 0% contingent return optimization securities due Sept. 30, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing March 25; Cusip: 173095845

• 0% contingent return optimization securities due Sept. 30, 2015 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc. with UBS Financial Services Inc.; pricing March 26; Cusip: 173095860

• 0% trigger Performance Leveraged Upside Securities due April 1, 2015 linked to Apple Inc. shares; 80% trigger; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 173095761

• 0% buffered digital plus securities due March 30, 2017 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0RY7

• 0% buffered digital plus securities due March 30, 2017 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 27; Cusip: 1730T0SA8

• 0% dual directional trigger Performance Leveraged Upside Securities due March 31, 2016 linked to the Euro Stoxx 50 index; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 173095852

• 11%-13% annualized single observation Equity LinKed Securities due Oct. 3, 2013 linked to United States Steel Corp.; via Citigroup Global Markets Inc.; pricing March 28; Cusip: 173095753

CREDIT SUISSE AG, NASSAU BRANCH

• High/low coupon callable yield notes due March 26, 2015 linked to the S&P 500 index, the Dow Jones industrial average and the Nasdaq-100 index; via Credit Suisse Securities (USA) LLC; pricing March 21; Cusip: 22546T3B5

• 0% Buffered Accelerated Return Equity Securities due March 28, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22546T3A7

• Callable daily range accrual securities due Dec. 27, 2018 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22546T2U4

• High/low coupon callable yield notes due March 27, 2015 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 March 22; Cusip: 22546T3Y5

• 0% return enhanced notes due March 27, 2018 linked to the S&P 500 index; via J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA; pricing March 22; Cusip: 22546T4D0

• Contingent coupon callable yield notes due March 27, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22546TX89

• Contingent coupon callable yield notes due April 5, 2018 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 22; Cusip: 22546T3S8

• 0% notes due April 9, 2014 linked to the Tokyo Stock Price index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing March 22; Cusip: 22546T4E8

• Callable yield notes due Sept. 29, 2014 linked to the Russell 2000 index and the iShares FTSE/Xinhua China 25 index fund; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T2X8

• 0% Buffered Accelerated Return Equity Securities due March 28, 2016 linked to the iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T2V2

• Daily range accrual securities due March 28, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T2Y6

• Daily range accrual securities due March 28, 2023 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T3T6

• High/low coupon callable yield notes due Sept. 29, 2014 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 March 25; Cusip: 22546T2R1

• High/low coupon callable yield notes due Sept. 29, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T2N0

• 0% digital plus barrier notes due March 28, 2017 linked to the S&P 500 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T2T7

• 0% digital plus barrier notes due March 28, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T2T7

• High/low coupon callable yield notes due Sept. 29, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 25; Cusip: 22546T3D1

• 0% Buffered Accelerated Return Equity Securities due March 28, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 26; Cusip: 22546T3H2

• High/low coupon callable yield notes due Oct. 2, 2014 linked to the United States Oil Fund, LP and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing March 27; Cusip: 22546T4B4

• Daily range accrual securities due April 4, 2016 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2W0

• High/low coupon callable yield notes due Oct. 3, 2014 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 March 28; Cusip: 22546T2P5

• High/low coupon callable yield notes due Oct. 3, 2014 linked to the Russell 2000 index and the United States Oil Fund, LP; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2M2

• 0% digital plus barrier notes due April 3, 2017 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2Q3

• 0% PLUS due May 1, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC with Citigroup Global Markets Inc.; pricing March 28; Cusip: 22539T779

• 5% to 5.5% callable yield notes due April 3, 2014 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546TZ61

• 0% autocallable buffered return equity securities due April 4, 2016 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing March 28; Cusip: 22546T2S9

• 0% Accelerated Return notes linked to the S&P 500 index; via Barclays; pricing in March; Cusip: 22546T3G4

• 0% Strategic Accelerated Redemption Securities due April 2014 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• Capped Leveraged Index Return Notes due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

DEUTSCHE BANK AG, LONDON BRANCH

• 0% buffered return enhanced notes due April 9, 2014 linked to the MSCI EAFE index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities LLC; pricing March 22; Cusip: 25152RCD3

• 0% trigger step performance securities due March 30, 2015 linked to a basket of the Brazilian real, the Russian ruble, the Indian rupee and the Chinese renminbi relative to the dollar; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing March 25; Cusip: 25155H862

• 0% return optimization securities due April 30, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 25; Cusip: 25155H706

• Trigger phoenix autocallable optimization securities due March 29, 2018 linked to Baker Hughes Inc. shares; 70% to 75% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; Cusip: 25155H847

• Trigger phoenix autocallable optimization securities due March 29, 2018 linked to Prudential Financial Inc. shares; 65% to 70% trigger; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing March 26; Cusip: 25155H839

• 0% trigger performance securities due March 29, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.

GOLDMAN SACHS BANK USA

• 0% certificates of deposit due March 26, 2020 linked to the GS Momentum Builder Multi-Asset 2 ER index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 21; Cusip: 38147JAZ5

• 0% certificates of deposit due March 26, 2020 linked to the Morningstar Wide Moat Focus Target Volatility 5 index; via Goldman Sachs & Co. with Incapital LLC as distributor; pricing March 21; Cusip: 38147JBA9

• Contingent coupon certificates of deposit due March 27, 2018 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing March 22; Cusip: 38147JBC5

• Contingent coupon certificates of deposit due March 26, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing March 22; Cusip: 38147JBB7

• Variable-coupon certificates of deposit due March 26, 2020 linked to a basket of common stocks (Apple Inc., Barrick Gold Corp., Carnival Corp., Google Inc., McDonald's Corp., Mondelez International, Inc., Target Corp., Verizon Communications Inc., Walgreen Co. and Wal-Mart Stores, Inc.); via Goldman Sachs & Co.; pricing March 22; Cusip: 38147JBD3

• 0% certificates of deposit due March 26, 2020 linked to a basket of equally weighted indexes (Euro Stoxx 50 index, the MSCI Taiwan index, the S&P/TSX 60 index and the Dow Jones industrial average); via Goldman Sachs & Co.; pricing March 22; Cusip: 38147JAY8

• Autocallable variable-coupon basket-linked certificates of deposit due March 28, 2023; linked to a basket of stocks (Aetna Inc., Cisco Systems, Inc., Discover Financial Services, Freeport-McMoRan Copper & Gold Inc., Halliburton Co., Intel Corp., Lorillard, Inc., Macy's Inc., Northrop Grumman Corp. and Walt Disney Co.); via Goldman Sachs & Co.; pricing March 25; Cusip: 38147JBF8

GOLDMAN SACHS GROUP, INC.

• 0% index-linked trigger notes due April 9, 2014 linked to the S&P 500 index; via Goldman Sachs & Co.; pricing March 22; Cusip: 38141GQY3

• 0% currency-linked notes due April 4, 2014 linked to the performance of the Russian ruble relative to the dollar; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; pricing March 22; Cusip: 38141GQZ0

• 0% currency-linked notes due April 4, 2014 linked to the Brazilian real relative to the dollar; via Goldman Sachs & Co.; pricing March 22; Cusip: 38141GRA4

• Autocallable monthly index-linked range accrual notes due March 28, 2023 tied to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing March 25; Cusip: 38141GQE7

• Callable monthly range accrual notes due March 28, 2023 linked to the Russell 2000 index; 65% trigger; via Goldman Sachs & Co.; pricing March 25; Cusip: 38141GQK3

• 0% notes due March 31, 2020 tied to the Dow Jones industrial average; via Goldman Sachs & Co.; pricing March 26; Cusip: 38141GPV0

• Variable-coupon index-linked notes due March 27, 2020 linked to the Dow Jones industrial average, the MSCI EASEA index and the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing March 26; Cusip: 38141GNE0

• Contingent coupon notes due March 27, 2020 linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; pricing March 26; Cusip: 38141GQG2

• 0% trigger notes due March 29, 2019 linked to the Morningstar Wide Moat Focus Target Volatility 20 index; via Goldman Sachs & Co.; pricing March 26; Cusip: 38141GLP7

• 0% leveraged buffered index-linked notes due March 31, 2015 tied to the Russell 2000 index; via Goldman Sachs & Co.; pricing March 26; Cusip: 38141GLS1

• 0% leveraged buffered index-linked notes due March 31, 2016 tied to the S&P 500 index; via Goldman Sachs & Co.; pricing March 26; Cusip: 38141GLR3

• Callable step-up fixed-rate notes due October 2023; via Goldman Sachs & Co. and Incapital LLC; settling in April; Cusip: 38141GRF3

• 0% leveraged buffered notes linked to the MSCI All Country World index due in 30 to 35 months; 85% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

• 15-year callable quarterly CMS spread-linked notes linked to the 30-year and five-year Constant Maturity Swap rates; via Goldman Sachs & Co.; Cusip: 38141GQW7

• 15-year callable quarterly CMS spread-linked notes on the 30-year Constant Maturity Swap rate over the five-year CMS rate; via Goldman Sachs & Co.; Cusip: 38141GQL1

• 18- to 21-month 0% leveraged notes linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.

• 0% notes linked to the Euro Stoxx 50 index due in 24 to 27 months; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes due in 36 to 40 month linked to the Euro Stoxx 50 index; via Goldman Sachs & Co.; Cusip: 38141GPM0

• 18- to 21-month 0% leveraged buffered notes linked to the MSCI EAFE index; 90% trigger; via Goldman Sachs & Co.

• 0% leveraged buffered notes linked to the MSCI EAFE index due in 24 to 27 months; via Goldman Sachs & Co.

• 13- to 24-month 0% autocallable buffered index-linked notes tied to the Russell 2000 index; via Goldman Sachs & Co.

• Callable buffered monthly Russell 2000 index-linked range accrual notes due in 10 years; via Goldman Sachs & Co.; Cusip: 38141GQX5

• 0% leveraged buffered notes linked to the S&P 500 index due in 18 to 21 months; via Goldman Sachs & Co.

• 0% leveraged buffered index-linked notes due March 3, 2015 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38141GPS7

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

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

• 24- to 27-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.; Cusip: 38147H486

• 0% leveraged notes linked to the S&P 500 index due in 24 to 27 months; via Goldman Sachs & Co.

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

• 26- to 30-month 0% leveraged buffered notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 42- to 48-month 0% leveraged buffered notes linked to the S&P 500 index due in 42 to 48 months; 70% trigger; via Goldman Sachs & Co.; Cusip: 38143U7U9

• Five-year 0% leveraged buffered notes linked to the S&P 500 index; 70% trigger; via Goldman Sachs & Co.; Cusip: 38141GPL2

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

• 0% leveraged buffered notes linked to the S&P 500 index, Russell 2000 index and S&P MidCap 400 index; via Goldman Sachs & Co.; Cusip: 38141GQT4

• 24-month 0% autocallable leveraged buffered notes linked to the S&P Banks Select Industry index; via Goldman Sachs & Co.

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

• Four-month 0% notes linked to the Topix index; via Goldman Sachs & Co.

HSBC USA INC.

• 0% buffered uncapped market participation securities due March 24, 2017 linked to the Dow Jones industrial average; via HSBC Securities (USA) Inc.; pricing March 21; Cusip: 40432XC90

• 0% buffered uncapped market participation securities due March 24, 2016 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 21; Cusip: 40432XC82

• 5% to 7% autocallable yield notes due Sept. 26, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 21; Cusip: 40432XCF6

• 5.5% to 7.5% autocallable yield notes due March 26, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 21; Cusip: 40432XCE9

• Annual income opportunity notes due March 27, 2020 linked to the common stocks of Altria Group, Inc., Amgen Inc., Apple Inc., AT&T Inc., Exelon Corp., Maxim Integrated Products, Inc., Monsanto Co., Pfizer Inc., Silver Wheaton Corp. and Wells Fargo & Co.; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XCA7

• Income plus notes with minimum coupon due March 27, 2019 linked to Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XCV1

• Income plus notes with 0.5% minimum coupon due March 27, 2020 linked to a basket of common stocks (Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.); via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XCM1

• Income plus notes with 0.1% minimum coupon due March 27, 2020 linked to a basket of common stocks (Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co.); via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XCL3

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBT7

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBX8

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBS9

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBW0

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBR1

• Buffered Accelerated Market Participation Securities due March 26, 2015 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBV2

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the WisdomTree India Earnings Fund; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBY6

• Buffered Accelerated Market Participation Securities due Sept. 25, 2014 linked to the WisdomTree India Earnings Fund; via HSBC Securities (USA) Inc.; pricing March 22; Cusip: 40432XBU4

• Contingent income autocallable securities with step-down redemption threshold due March 28, 2016 linked to Las Vegas Sands Corp. shares; via HSBC Securities (USA) Inc. with distribution through Morgan Stanley Smith Barney LLC; pricing March 22; Cusip: 40433X209

• 0% performance barrier notes due Aug. 31, 2016 linked to Hang Seng China Enterprises index, the MSCI Taiwan Index, the Hang Seng index and the MSCI Singapore Free index; 75% trigger; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432XCG4

• 0% trigger performance securities due March 31, 2023 linked to the S&P 500 index; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing March 25; Cusip: 40433T158

• Buffered performance plus securities due March 30, 2017 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432XCW9

• 0% leveraged buffered uncapped market participation securities due March 31, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432XC74

• 0% buffered uncapped market participation securities due March 31, 2016 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432XCK5

• 0% 50/150 performance securities due Sept. 28, 2018 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432XC66

• 0% averaging notes due March 28, 2019 linked to the S&P 500 Low Volatility index; via HSBC Securities (USA) Inc.; pricing March 25; Cusip: 40432XCD1

• 0% trigger performance securities due March 29, 2018 linked to the Vanguard FTSE Emerging Markets exchange-traded fund; 75% trigger; via HSBC Securities (USA) Inc. and UBS Financial Services Inc.; pricing March 25; Cusip: 40433T125

• 0% airbag performance securities due March 31, 2023 linked to the EuroStoxx 50 index; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 40433T174

• 0% airbag performance securities due March 29, 2018 linked to the PowerShares S&P 500 Low Volatility Portfolio exchange-traded fund; via HSBC Securities (USA) Inc.; pricing March 26; Cusip: 40433T166

• 0% jump securities due May 5, 2014 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 40433T190

• 0% buffered jump securities due April 3, 2017 linked to S&P 500 index, the Euro Stoxx 50 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc. with Morgan Stanley Smith Barney; pricing March 28; Cusip: 40433T141

• 5.25%-7.25% autocallable yield notes due Oct. 3, 2014 linked to the S&P 500 index and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing March 28; Cusip: 40432XD40

• Zero-coupon callable accreting notes due March 2043; via HSBC Securities (USA) Inc.; settlement in March; Cusip: 40432XAP6

• Market-linked step-up notes due March 2015 linked to the S&P 500 index; via BofA Merrill Lynch; pricing in March

• Floating-rate notes due April 4, 2023; via HSBC Securities (USA) Inc.; settlement April 4; Cusip: 40432XD57

• Annual income opportunity notes due April 24, 2019 linked to Altria Group, Inc., Bristol-Myers Squibb Co., CME Group Inc., Cisco Systems, Inc., Kinder Morgan Energy Partners, LP, Lockheed Martin Corp., Maxim Integrated Products, Inc., McDonald's Corp., Monsanto Co. and Wal-Mart Stores, Inc.; via HSBC Securities (USA) Inc.; pricing April 19; Cusip: 40432XBJ9

JPMORGAN CHASE BANK, NA

• Digital contingent coupon certificates of deposit due March 31, 2019 linked to the common stocks of Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 25; Cusip: 48124JVS4

• Digital contingent coupon certificates of deposit due March 31, 2020 linked to the common stocks of Apple, Inc., Bristol-Meyers Squibb Co., Cliffs Natural Resources Inc., Dow Chemical Co., Family Dollar Stores, Inc., Hewlett-Packard Co., Kellogg Co., Newmont Mining Corp. and Time Warner Cable Inc.; via J.P. Morgan Securities LLC and Incapital LLC; pricing March 25; Cusip: 48124JVT2

• 0% certificates of deposit due March 31, 2020 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC with Incapital LLC; pricing March 25; Cusip: 48124JVF2

• 0% certificates of deposit due March 31, 2020 linked to the J.P. Morgan Mozaic Fixed Income Index (USD; via J.P. Morgan Securities LLC with Incapital LLC; pricing March 25; Cusip: 48124JVR6

• Periodic income certificates of deposit due March 31, 2020 linked to the J.P. Morgan Mozaic Fixed Income Index (USD); via J.P. Morgan Securities LLC with Incapital LLC; pricing March 25; Cusip: 48124JVP0

• 0% certificates of deposit due March 31, 2020 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities LLC with Incapital LLC; pricing March 25; Cusip: 48124JVL9

JPMORGAN CHASE & CO.

• 0% return notes due April 9, 2014 linked to a basket of 15 common stocks (AMC Networks Inc., Bed Bath & Beyond Inc., Cabot Oil & Gas Corp., ExactTarget, Inc., Global Payments Inc., Insulet Corp., Joy Global Inc., Life Technologies Corp., Mead Johnson Nutrition Co., New York Times Co., OpenTable, Inc., Splunk Inc., Texas Roadhouse, Inc., TripAdvisor, Inc. and Viacom Inc.); via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DE62

• Autocallable contingent interest notes due April 9, 2014 linked to Bank of America Corp.shares; 80% trigger; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DE54

• Autocallable contingent interest notes due April 9, 2014 linked to eBay Inc. shares; 80%trigger; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DE21

• Autocallable contingent interest notes due April 9, 2014 linked to Lennar Corp. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DE39

• Callable range accrual notes due March 27, 2028 linked to six-month Libor and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DNG0

• Callable variable-rate range accrual notes due March 27, 2028 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DNE5

• Callable contingent interest notes due Sept. 28, 2015 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing March 22; Cusip: 48126DE70

• Senior fixed-to-floating notes due March 28, 2023; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DND7

• 7.5% reverse convertible notes due March 27, 2014 linked to Amazon.com, Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DB99

• 15% reverse convertible notes due June 28, 2013 linked to Apollo Group Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DA82

• 14.5% reverse convertible notes due Sept. 30, 2013 linked to Apollo Group Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DB65

• 7.5% reverse convertible notes due March 27, 2014 linked to Bank of America Corp. stock; via JPMorgan; pricing March 25; Cusip: 48126DC31

• 9.5% reverse convertible notes due Sept. 30, 2013 linked to Chesapeake Energy Corp. stock; via JPMorgan; pricing March 25; Cusip: 48126DB24

• 11% reverse convertible notes due June 28, 2013 linked to Cliffs Natural Resources Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DA66

• 18.25% reverse convertible notes due June 28, 2013 linked to First Solar, Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DA90

• 0% capped buffered return enhanced notes due Sept. 30, 2014 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYX1

• 0% capped buffered return enhanced notes due Sept. 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYY9

• 6.5%-8.5% autocallable yield notes due March 31, 2014 linked to the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYU7

• 9% reverse convertible notes due Sept. 30, 2013 linked to Joy Global Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DB32

• 9.5% reverse convertible notes due March 27, 2014 linked to Joy Global Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DB81

• 0% notes due Sept. 28, 2018 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DZP7

• Annual income contingent coupon notes due March 29, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DZF9

• Market-linked notes with contingent coupons due March 31, 2023 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC and UBS Financial Services Inc.; pricing March 25; Cusip: 48126DZQ5

• 0% return notes due June 30, 2014 linked to the J.P. Morgan Strategic Volatility Index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DZC6

• 0% return notes due March 31, 2015 linked to the J.P. Morgan Strategic Volatility Dynamic Index (Series 1) (USD); via J.P. Morgan Securities LLC; pricing March 25

• 8.5%-10.5% autocallable yield notes due March 31, 2014 linked to the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYV5

• 8% reverse convertible notes due March 27, 2014 linked to Morgan Stanley stock; via JPMorgan; pricing March 25; Cusip: 48126DC23

• 17.75% reverse convertible notes due June 28, 2013 linked to Netflix, Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DA58

• 10% reverse convertible notes due June 28, 2013 linked to Peabody Energy Corp. stock; via JPMorgan; pricing March 25; Cusip: 48126DA74

• 11% reverse convertible notes due Sept. 30, 2013 linked to Peabody Energy Corp. stock; via JPMorgan; pricing March 25; Cusip: 48126DB57

• 11.5% reverse convertible notes due Sept. 30, 2013 linked to PulteGroup, Inc. stock; via JPMorgan; pricing March 25; Cusip: 48126DB40

• 0% capped buffered return enhanced notes due Sept. 30, 2014 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYW3

• 0% capped buffered return enhanced notes due March 31, 2015 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DZA0

• 0% capped buffered return enhanced notes due March 31, 2015 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYZ6

• 5.5%-7.5% autocallable yield notes due March 31, 2014 linked to the S&P 500 index and the Russell 2000 index; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DYT0

• 7.5% to 9.5% autocallable yield notes due March 31, 2015 linked to the S&P 500 index, Russell 2000 index and the iShares MSCI EAFE index fund; 65% trigger; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DZD4

• Contingent coupon callable yield notes due March 28, 2016 linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI EAFE index fund; 65% trigger; via J.P. Morgan Securities LLC; pricing March 25; Cusip: 48126DZL6

• 9.75% reverse convertible notes due March 27, 2014 linked to Tesoro Corp. stock; via JPMorgan; pricing March 25; Cusip: 48126DB73

• 0% notes due March 29, 2019 linked to the JPMorgan ETF Efficiente 5 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48126DZG7

• Contingent interest certificates of deposit due March 28, 2033 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing March 26; Cusip: 48124JWE4

• Fixed-to-floating rate leveraged CMS curve and Russell 2000 index-linked notes due March 28, 2028; via J.P. Morgan Securities LLC with Morgan Stanley Smith Barney LLC; settling March 28; Cusip: 48126DR68

• 0% Performance Leveraged Upside Securities due May 1, 2014 linked to the iShares MSCI Brazil Capped index fund; via J.P. Morgan Securities LLC; pricing March 28; Cusip: 48124B642

MORGAN STANLEY

• 0% lock-in buffered securities due March 28, 2018 linked to Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 6174824C5

• 0% lock-in buffered securities due March 28, 2018 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDT3

• 0% market-linked notes due Sept. 28, 2020 linked to the Dow Jones industrial average; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDS5

• Contingent coupon notes due March 28, 2033 linked to the worst performing of the Euro Stoxx 50 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDY2

• Market-linked notes due March 28, 2019 with past performance adjusted contingent coupon linked to the Morgan Stanley ETF-Map Index (Excess Return); via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDR7

• Trigger contingent coupon optimization securities due March 31, 2021 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761M656

• Contingent income buffered securities due March 28, 2028 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDV8

• Contingent coupon notes due March 28, 2033 linked to the worst performing of the Russell 2000 index and the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDW6

• 1% buffered return optimization securities due Nov. 28, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761M664

• 0% Target Optimized Participation Securities due Sept. 28, 2020 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDQ9

• Contingent income autocallable step-up securities due March 28, 2028 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDX4

• Contingent income autocallable securities due March 28, 2028 linked to the worst performing of the S&P 500 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC; pricing March 25; Cusip: 61761JDZ9

• 0% trigger phoenix autocallable optimization securities due March 29, 2018 linked to the S&P 500 index and the Euro Stoxx 50 index; via Morgan Stanley & Co. LLC and UBS Financial Services Inc.; pricing March 26; Cusip: 61761M797

• Contingent income autocallable securities due March 28, 2028 linked to the worst performing of the S&P 500 index and the Russell 2000 index; 50% trigger; via Morgan Stanley & Co. LLC; pricing March 26; Cusip: 61761JEG0

• Fixed-to-floating notes due March 28, 2028; via Morgan Stanley & Co. LLC; settlement March 28; Cusip: 61760QCM4

• 0% jump securities due March 2015 linked to the common stock of Apple Inc.; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M722

• 0% buffered Performance Leveraged Upside Securities due March 2015 linked to the performance of Brent blend crude oil; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 6174824B7

• Contingent income autocallable securities due April 2016 linked to Limited Brands, Inc.; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M789

• Contingent income securities due March 2023 linked to the Russell 2000 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761JED7

• 0% buffered Performance Leveraged Upside Securities due September 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M698

• 0% trigger jump securities with conditional observation due March 2018 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M714

• 0% lookback entry Performance Leveraged Upside Securities due March 2016 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in March; Cusip: 61761M706

• 0% trigger return optimization securities due March 31, 2016 linked to SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 75% trigger; pricing March 25; via Morgan Stanley & Co. LLC with UBS Financial Services Inc.; Cusip: 61761M649

ROYAL BANK OF CANADA

• 0% return optimization securities due April 30, 2014 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; pricing March 25; Cusip: 78008D273

• 0% buffered bullish enhanced return notes due March 29, 2018 linked to SPDR Dow Jones industrial average ETF trust; via RBC Capital Markets, LLC; pricing March 25; Cusip: 78008SA71

• 0% bullish barrier booster notes due March 29, 2017 linked to the SPDR Dow Jones Industrial Average exchange-traded fund trust; via RBC Capital Markets, LLC; pricing March 26; Cusip: 78008SA30

• Redeemable step-up notes due March 28, 2033; via RBC Capital Markets, LLC; settlement March 28; Cusip: 78008SVX1

• 7.25%-9.25% Equity LinKed Securities due October 2013 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; via RBC Capital Markets, LLC with distribution through Morgan Stanley Smith Barney LLC; pricing March 28; Cusip: 78008D323

• 0% direct investment notes due May 8, 2014 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing April 3; Cusip: 78008SD94

• 15- to 17-month 0% buffered equity index-linked notes tied to the MSCI EAFE index; 85% trigger; via Goldman Sachs & Co.

• 18- to 21-month 0% leveraged buffered notes tied to the iShares MSCI EAFE index fund; 90% trigger; via Goldman Sachs & Co.

• 0% buffered enhanced return notes due in 15 to 17 months linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets, LLC; Cusip: 78008SE77

SOCIETE GENERALE

• Callable CMS spread notes due March 31, 2033 linked to the 30-year and five-year Constant Maturity Swap rates; via SG Americas Securities, LLC and distributor Advisors Asset Management, Inc.; pricing March 25; Cusip: 83368WBX8

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due May 2014 linked to the Euro Stoxx 50 index; via BofA Merrill Lynch; pricing in March

UBS AG, LONDON BRANCH

• Contingent income autocallable securities due March 31, 2016 linked to the common stocks of Goldman Sachs Group, Inc. and Wells Fargo & Co.; via UBS Securities LLC and Morgan Stanley Smith Barney LLC; pricing March 25; Cusip: 90271B777

• 0% contingent-return optimization securities due Sept. 30, 2015 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 25; Cusip: 90271B678

• 0% trigger performance securities due March 31, 2023 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26; Cusip: 90271B694

• 0% trigger performance securities due March 31, 2016 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26; Cusip: 90271B686

• 0% contingent absolute return autocallable optimization securities due March 31, 2014 linked to Foster Wheeler AG shares; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26; Cusip: 90271B801

• 0% contingent absolute return autocallable optimization securities due March 31, 2014 linked to Weatherford International Ltd.; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26; Cusip: 90271B819

UNION BANK, NA

• 0% quarterly capped return market-linked certificates of deposit due March 28, 2018 linked to the PowerShares QQQ Trust, Series 1; via UnionBanc Investment Services, LLC and Incapital LLC; pricing March 25; Cusip: 90521AMG0

• Market-linked certificates of deposit due March 28, 2018 linked to an equally weighted basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via UnionBanc Investment Services, LLC with Incapital LLC; pricing March 26; Cusip: 90521AMA3

• 0% trigger autocallable optimization securities due March 29, 2018 linked to the Euro Stoxx 50 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26; Cusip: 90271B793

• 0% quarterly capped return market-linked certificates of deposit due March 28, 2018 linked to the price of gold; via UnionBanc Investment Services, LLC and Incapital LLC; pricing March 26; Cusip: 90521AMF2

• 0% quarterly capped return market-linked certificates of deposit due March 28, 2018 linked to the S&P 500 index; via UnionBanc Investment Services, LLC with Incapital LLC; pricing March 26; Cusip: 90521ALZ9

WELLS FARGO & CO.

• Fixed-to-floating notes due March 27, 2025; via Wells Fargo Securities, LLC; pricing March 22; Cusip: 94986RNX5

• Step-up callable notes due March 29, 2030; via Wells Fargo Securities, LLC; pricing March 25; Cusip: 94986RPB1

• Step-up callable notes due March 28, 2031; via Wells Fargo Securities, LLC; pricing March 25; Cusip: 94986RNZ0

• 0% upside participation equity-linked notes due April 7, 2020 linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RNV9

• 0% upside participation ETF-linked notes due April 7, 2020 linked to the SPDR S&P 500 ETF Trust, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; pricing March 28; Cusip: 94986RNU1

• 24- to 27-month 0% buffered enhanced return securities with upside participation to a cap and buffered downside with multiplier linked to the MSCI EAFE index; via Wells Fargo Securities LLC; pricing in March; Cusip: 94986RPC9

• 18- to 21-month 0% buffered enhanced return securities with upside participation to a cap and buffered downside with multiplier linked to the S&P 500 index; via Wells Fargo Securities LLC; pricing in March; Cusip: 94986RPD7

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