Structured Products Calendar

ABN AMRO BANK NV

• 15% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Alcoa Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

• 12.8% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Apache Corp. common stock; 55% trigger; via ABN Amro Inc.; pricing Oct. 28

• 15% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Apple Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

• 10.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Oct. 30, 2009 linked to the common stock of AT&T Inc.; 65% trigger; via ABN Amro Inc.; pricing Oct. 28

• 11.25% annualized Knock-in Reverse Exchangeable Securities S-Notes due Oct. 30, 2009 linked to the common stock of Caterpillar Inc.; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

• 16.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Chevron Corp. common stock; 70% trigger; via ABN Amro Inc.; pricing Oct. 28

• 12% annualized Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to the common stock of Citigroup Inc.; 50% trigger; via ABN Amro Inc.; pricing Oct. 28

• 11.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Colgate-Palmolive Co. common stock; 80% trigger; via ABN Amro Inc.; pricing Oct. 28

• 12.75% annualized Knock-in Reverse Exchangeable Securities S-Notes due Oct. 30, 2009 linked to the common stock of ConocoPhillips; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

• 13.5% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Dean Foods Co. common stock; 75% trigger; via ABN Amro Inc.; pricing Oct. 28

• 16% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Deere & Co. common stock; 65% trigger; via ABN Amro Inc.; pricing Oct. 28

• 14% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Exxon Mobil Corp.; 70% trigger; via ABN Amro Inc.; pricing Oct. 28

• 24% annualized Knock-in Reverse Exchangeable Securities due April 27, 2009 linked to the common stock of General Electric Co.; 65% trigger; via ABN Amro Inc.; pricing Oct. 28

• 10.25% annualized Knock-in Reverse Exchangeable Securities S-Notes due Oct. 30, 2009 linked to the common stock of International Business Machines Corp.; 75% trigger; via ABN Amro Inc.; pricing Oct. 28

• 0% principal-protected absolute return barrier notes due April 30, 2010 linked to shares of the iShares MSCI Emerging Market index fund; via ABN Amro Inc.; pricing Oct. 28

• 12% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Kellogg Co.; 80% trigger; via ABN Amro Inc.; pricing Oct. 28

• 10% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Kraft Foods Inc. common stock; 75% trigger; via ABN Amro Inc.; pricing Oct. 28

• 11.5% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of McDonald's Corp.; 75% trigger; via ABN Amro Inc.; pricing Oct. 28

• 12.75% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Merck & Co., Inc.; 65% trigger; via ABN Amro Inc.; pricing Oct. 28

• 11% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Microsoft Corp.; 70% trigger; via ABN Amro Inc.; pricing Oct. 28

• 15.75% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Monsanto Co. common stock; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

• 15% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Nike, Inc.; 75% trigger; via ABN Amro Inc.; pricing Oct. 28

• 12.5% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of PepsiCo, Inc.; 80% trigger; via ABN Amro Inc.; pricing Oct. 28

• 16% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of PNC Financial Services Group, Inc.; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

• 9% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Procter & Gamble Co.; 80% trigger; via ABN Amro Inc.; pricing Oct. 28

• Zero-coupon capped 90% principal-protected participation notes due Oct. 28, 2011 linked to the SPDR Trust, Series 1; 90% trigger; via ABN Amro Inc.; pricing Oct. 28

• 11% annualized Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to the common stock of Walgreen Co.; 70% trigger; via ABN Amro Inc.; pricing Oct. 28

• 13.1% Knock-in Reverse Exchangeable Securities due Jan. 30, 2009 linked to Wal-Mart Stores, Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing Oct. 28

• 16% annualized Knock-in Reverse Exchangeable Securities due April 30, 2009 linked to the common stock of Wells Fargo & Co.; 60% trigger; via ABN Amro Inc.; pricing Oct. 28

BANK OF AMERICA CORP.

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Oct. 30, 2013 linked to the S&P 500 index; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Oct. 27

• Floating-rate notes due between Oct. 28, 2011 and Oct. 28, 2013 linked to the Consumer Price Index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Oct. 28

• 0% buffered enhanced appreciation notes due Oct. 28, 2010 linked to the Dow Jones - AIG Commodity index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Oct. 28

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Oct. 31, 2013 linked to shares of the iShares MSCI EAFE index fund; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Oct. 28

• 0% notes due Oct. 28, 2013 linked to West Texas Intermediate light sweet crude oil; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Oct. 28

• 0% notes due Oct. 29, 2010 linked to Canadian dollar and Japanese yen versus U.S. dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Oct. 31

• 0% notes due Oct. 28, 2011 linked to the performance of the dollar against the euro; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in October

• 0% buffered Strategic Equity Exposure Performance Linked Securities due May 3, 2010 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in October

BARCLAYS BANK PLC

• 14.2% reverse convertible notes due Jan. 28, 2009 linked to the SPDR Trust, series 1; 70% trigger; via Barclays Capital; pricing Oct. 23

• 11.1% reverse convertible notes due April 30, 2009 linked to Apple Inc. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Apple Inc. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Arch Coal, Inc. stock; via Barclays Capital; pricing Oct. 28

• 12% reverse convertible notes due April 30, 2009 linked to Archer Daniels Midland Co. stock; via Barclays Capital; pricing Oct. 28

• 17% reverse convertible notes due April 30, 2009 linked to Amazon.com, Inc. stock; via Barclays Capital; pricing Oct. 28

• 15% reverse convertible notes due April 30, 2009 linked to Apache Corp. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to American Express Co. stock; via Barclays Capital; pricing Oct. 28

• 15% reverse convertible notes due April 30, 2009 linked to AT&T Inc. stock; via Barclays Capital; pricing Oct. 28

• Zero-coupon 100% principal-protected notes due Nov. 2, 2011 linked to the Barclays Intelligent Carry Index USD ER; via Barclays Capital Inc.; pricing Oct. 28

• 18% reverse convertible notes due Jan. 30, 2009 linked to Barrick Gold Corp. stock; via Barclays Capital; pricing Oct. 28

• 13% reverse convertible notes due Jan. 30, 2009 linked to Best Buy Co., Inc. stock; via Barclays Capital; pricing Oct. 28

• 10.3% reverse convertible notes due April 30, 2009 linked to Boeing Co. stock; via Barclays Capital; pricing Oct. 28

• 18% reverse convertible notes due Jan. 30, 2009 linked to Chicago Bridge & Iron Co. N.V. stock; via Barclays Capital; pricing Oct. 28

• 18.8% reverse convertible notes due April 30, 2009 linked to Citigroup Inc. stock; via Barclays Capital; pricing Oct. 28

• 18% reverse convertible notes due April 30, 2009 linked to Chesapeake Energy Corp. stock; via Barclays Capital; pricing Oct. 28

• 12% reverse convertible notes due April 30, 2009 linked to Cisco Systems, Inc. stock; via Barclays Capital; pricing Oct. 28

• 10% reverse convertible notes due April 30, 2009 linked to CSX Corp. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due Jan. 30, 2009 linked to Deere & Co. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Devon Energy Corp. stock; via Barclays Capital; pricing Oct. 28

• 15% reverse convertible notes due Jan. 30, 2009 linked to Diamond Offshore Drilling, Inc. stock; via Barclays Capital; pricing Oct. 28

• 10% reverse convertible notes due April 30, 2009 linked to the Diamonds Trust, series 1; via Barclays Capital; pricing Oct. 28

• 12.9% reverse convertible notes due April 30, 2009 linked to Dow Chemical Co. stock; via Barclays Capital; pricing Oct. 28

• Zero-coupon 100% principal-protected notes due Oct. 31, 2011 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Barclays Capital Inc.; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to DryShips Inc. stock; via Barclays Capital; pricing Oct. 28

• 12.75% reverse convertible notes due April 30, 2009 linked to the Financial Select Sector SPDR Fund; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to First Solar, Inc. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Freeport-McMoran Copper & Gold Inc. stock; via Barclays Capital; pricing Oct. 28

• 17% reverse convertible notes due April 30, 2009 linked to Goldcorp Inc. stock; via Barclays Capital; pricing Oct. 28

• 19.6% reverse convertible notes due April 30, 2009 linked to Garmin Ltd. stock; via Barclays Capital; pricing Oct. 28

• 13.4% reverse convertible notes due April 30, 2009 linked to Home Depot, Inc stock; via Barclays Capital; pricing Oct. 28

• 10.3% reverse convertible notes due Oct. 28, 2009 linked to Home Depot, Inc. stock; via Barclays Capital; pricing Oct. 28

• 13.5% reverse convertible notes due April 30, 2009 linked to Ingersoll-Rand Co. Ltd. stock; via Barclays Capital; pricing Oct. 28

• 15% reverse convertible notes due April 30, 2009 linked to the iShares MSCI Emerging Markets Index Fund; via Barclays Capital; pricing Oct. 28

• 11.5% reverse convertible notes due April 30, 2009 linked to the iShares Russell 2000 Index Fund; via Barclays Capital; pricing Oct. 28

• 12.5% reverse convertible notes due April 30, 2009 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing Oct. 28

• 10% reverse convertible notes due Oct. 28, 2009 linked to JPMorgan Chase & Co. stock; via Barclays Capital; pricing Oct. 28

• 17% reverse convertible notes due April 30, 2009 linked to Monsanto Co. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Mosaic Co. stock; via Barclays Capital; pricing Oct. 28

• 14% reverse convertible notes due April 30, 2009 linked to Merck & Co., Inc. stock; via Barclays Capital; pricing Oct. 28

• 18% reverse convertible notes due April 30, 2009 linked to Microsoft Corp. stock; via Barclays Capital; pricing Oct. 28

• 17.5% reverse convertible notes due April 30, 2009 linked to Nasdaq Stock Market, Inc. stock; via Barclays Capital; pricing Oct. 28

• 19% reverse convertible notes due April 30, 2009 linked to Noble Corp. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to National Oilwell Varco, Inc. stock; via Barclays Capital; pricing Oct. 28

• 13.4% reverse convertible notes due April 30, 2009 linked to Norfolk Southern Corp. stock; via Barclays Capital; pricing Oct. 28

• 16% reverse convertible notes due Jan. 30, 2009 linked to Occidental Petroleum Corp. stock; via Barclays Capital; pricing Oct. 28

• 18.3% reverse convertible notes due April 30, 2009 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Peabody Energy Corp. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Potash Corp. of Saskatchewan Inc. stock; via Barclays Capital; pricing Oct. 28

• 10% reverse convertible notes due April 30, 2009 linked to the PowerShares QQQ Trust, series 1 index fund; via Barclays Capital; pricing Oct. 28

• 10.1% reverse convertible notes due April 30, 2009 linked to Qualcomm Inc. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Research In Motion Ltd. stock; via Barclays Capital; pricing Oct. 28

• 0% return optimization securities with partial protection due April 30, 2010 linked to the Rogers International Commodity Index - Excess Return; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 28

• Zero-coupon 100% principal-protected notes due Dec. 2, 2009 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Oct. 28

• 0% return optimization securities with partial protection due April 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 28

• 0% return optimization securities due April 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Oct. 28

• 15% reverse convertible notes due April 30, 2009 linked to Schlumberger N.V. (Schlumberger Ltd.) stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due April 30, 2009 linked to Southern Copper Corp. stock; via Barclays Capital; pricing Oct. 28

• 10% reverse convertible notes due April 30, 2009 linked to the SPDR Trust, series 1; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due Jan. 30, 2009 linked to Sunoco, Inc. stock; via Barclays Capital; pricing Oct. 28

• 14.5% reverse convertible notes due April 30, 2009 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Oct. 28

• 20% reverse convertible notes due Jan. 30, 2009 linked to Target Corp. stock; via Barclays Capital; pricing Oct. 28

• 18.5% reverse convertible notes due Jan. 30, 2009 linked to Wells Fargo & Co. stock; via Barclays Capital; pricing Oct. 28

• 18.8% reverse convertible notes due Jan. 30, 2009 linked to XTO Energy Inc. stock; via Barclays Capital; pricing Oct. 28

BARCLAYS BANK DELAWARE

• 0% certificates of deposit due Oct. 27, 2011 linked to Brazilian real, Mexican peso, Turkish lira and New Zealand dollar; via Barclays Capital Inc.; pricing Oct. 24

CITIGROUP FUNDING INC.

• 9.5% to 11.5% one-year Equity LinKed Securities linked to the common stock of Google Inc.; 75% trigger; via Citigroup Global Markets Inc.; pricing in October

• 9% to 11% one-year Equity LinKed Securities linked to the common stock of Honeywell International Inc.; 75% trigger; via Citigroup Global Markets Inc.; pricing in October

• Principal-protected contingent coupon notes due 2011 linked to shares of the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing in October

• 0% 16-month Stock Market Upturn Notes linked to the MSCI EAFE index; via Citigroup Global Markets Inc.; pricing in October

• Zero-coupon principal-protected trust certificates due 2013 linked to the MSCI World index through the Safety First Trust Series 2008-5; via Citigroup Global Markets Inc.; pricing in October

• 0% buffer notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in October

• Six-month Equity LinKed Securities linked to the SPDR S&P 500 exchange-traded fund; 85% trigger; via Citigroup Global Markets Inc.; pricing in October

• Zero-coupon principal-protected notes due 2011 linked to the Chinese yuan versus the dollar; via Citigroup Global Markets Inc.

• Principal-protected notes due 2011 linked to the Consumer Price Index; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to shares of the iShares Russell 1000 Growth index fund; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to shares of the iShares Russell 1000 Value index fund; via Citigroup Global Markets Inc.

• 0% equity-linked notes due 2013 linked to the MSCI EAFE, Russell 2000 and iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

• 0% buffer notes due 2010 linked to the S&P MidCap 400 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities due Nov. 30, 2009 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Oct. 24

• 12% callable yield notes due Nov. 2, 2009 linked to the Dow Jones Euro Stoxx 50, Russell 2000 and S&P 500 indexes; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 0% Buffered Accelerated Return Equity Securities due Nov. 30, 2009 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 0% Buffered Accelerated Return Equity Securities due April 30, 2010 linked to the S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 12.75% callable yield notes due Nov. 2, 2009 linked to the S&P 500 index, the Russell 2000 index and the Dow Jones Euro Stoxx 50 index; Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 7.5% callable yield notes due May 1, 2009 linked to the S&P 500 index and iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

• 9% callable yield notes due May 1, 2009 linked to the S&P 500 index and iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Oct. 28

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due Oct. 31, 2011 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 27

• 0% capped Buffered Underlying Securities due Nov. 2, 2011 linked to the Financial Select Sector SPDR fund; 95% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 28

• 0% return optimization securities with partial protection due April 30, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 28

• Zero-coupon 100% principal protection absolute return barrier notes due April 30, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Oct. 28

• 0% capped Buffered Underlying Securities due May 3, 2010 linked to the Russell 2000 index; 90% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 28

• 0% capped Buffered Underlying Securities due April 30, 2010 linked to the S&P 100 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 28

• 0% performance securities with contingent return due Oct. 31, 2011 linked to the S&P 500 index; UBS Financial Services Inc. and Deutsche Bank Securities; pricing Oct. 28

• 0% Capped Buffered Underlying Securities due April 30, 2010 linked to S&P 500, MSCI EAFE, Russell 2000 and S&P Midcap 400 indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 30

• 0% market contribution securities due Nov. 8, 2013 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 31

• 0% Capped Buffered Underlying Securities due May 5, 2010 linked S&P 500, MSCI EAFE and Russell 2000; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Oct. 31

• 0% Capped Buffered Underlying Securities due Nov. 22, 2010 linked S&P 500, MSCI EAFE, Russell 2000 and DBLCI MR Plus indexes; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Nov. 17

EKSPORTFINANS ASA

• 10% to 12% annualized reverse convertible notes due April 29, 2009 linked to the common stock of PowerShares QQQ Trust Series 1; 80% trigger; ; via Morgan Stanley & Co. Inc.; pricing Oct. 24

• 16% to 18% annualized reverse convertible notes due April 29, 2009 linked to the common stock of Target Corp.; 70% trigger; ; via Morgan Stanley & Co. Inc.; pricing Oct. 24

• 12% to 14% annualized reverse convertible notes due April 29, 2009 linked to the common stock of Westlake Chemical Corp.; 70% trigger; ; via Morgan Stanley & Co. Inc.; pricing Oct. 24

• 0% Performance Leveraged Upside Securities due Nov. 30, 2009 linked to the PHLX Oil Service Sector index; via Morgan Stanley & Co. Inc.; pricing in October

• 12% to 14% enhanced yield securities with contingent downside protection due May 1, 2009 linked to PowerShares QQQ Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with leveraged upside and buffered downside due Nov. 10, 2010 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 0% Performance Leveraged Upside Securities due Nov. 30, 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October

• 12% to 14% enhanced yield securities with contingent downside protection due May 1, 2009 linked to SPDR Trust, Series 1; 80% trigger; via Wachovia Capital Markets, LLC

GOLDMAN SACHS GROUP, INC.

• Two-year notes linked to annual changes in the Consumer Price Index; via Goldman, Sachs & Co.

• 0% leveraged notes due 24 to 25 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• Basket-linked notes due between 24 and 27 months after issue linked to the S&P 500 index, MSCI EAFE index and iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% contingent payment trigger notes due nine to nine-and-a-half months after issue linked to the S&P 500 and Russell 2000 indexes; via Goldman, Sachs & Co.

HSBC BANK USA, NA

• 0% bullish Asian exchange rate-linked certificates of deposit due Oct. 31, 2011 linked the Chinese renminbi, Indian rupee and Singapore dollar; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% HSBC Investable Climate Change index certificates of deposit due Oct. 31, 2014; via HSBC Securities (USA) Inc.; pricing Oct. 28

HSBC USA, INC.

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 29, 2009 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing Oct. 27

• Auto-callable contingent coupon notes due Oct. 31, 2011 linked to the S&P 500 index; 60% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 27

• Auto-callable notes due April 30, 2010 linked to the S&P 500 index; 75% trigger; via HSBC Securities (USA) Inc.; pricing Oct. 27

• 0% enhanced market participation notes due Feb. 1, 2010 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% enhanced market participation notes due Jan. 27, 2010 linked to the Energy Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% buffered enhanced market participation notes due Dec. 28, 2009 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% enhanced market participation notes due Feb. 1, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 28

• 0% enhanced market participation notes due Jan. 27, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Oct. 28

JPMORGAN CHASE BANK, NA

• 0% equity-linked knock-out certificates of deposit due Oct. 29, 2010 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing Oct. 27

• 0% contingent payment knock-out range accrual certificates of deposit due Jan. 29, 2010 linked to the price of gold; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% equity-linked knock-out certificates of deposit due April 29, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 28

JPMORGAN CHASE & CO.

• Zero-coupon notes due Nov. 10, 2009 linked to buffered return enhanced components: the Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; via J.P. Morgan Securities Inc.; pricing Oct. 23

• 0% buffered return enhanced notes due Nov. 10, 2009 linked to the MSCI AC Far East ex Japan index; via J.P. Morgan Securities Inc.; pricing Oct. 23

• 0% buffered return enhanced notes due Nov. 10, 2009 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 23

• Zero-coupon 97% principal protected notes due April 29, 2010 linked to the euro, British pound sterling, Swiss franc and Japanese yen, each against the U.S. dollar; via J.P. Morgan Securities Inc.; pricing Oct. 24

• Zero-coupon 97% principal-protected bearish notes due April 29, 2010 linked to equal weights of the euro, pound, Swiss franc and Japanese yen, all against the dollar; via J.P. Morgan Securities Inc.; pricing Oct. 24

• Zero-coupon return notes due Oct. 29, 2010 linked to the JPMorgan Core Commodity Investable Global Asset Rotator Conditional Long-Short index; via J.P. Morgan Securities Inc.; pricing Oct. 24

• 0% buffered return enhanced notes due April 29, 2011 linked to a basket consisting of equal weights of the S&P 500 and the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing Oct. 24

• 11% reverse exchangeable notes due Jan. 30, 2009 linked to 3M Co. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 24% reverse exchangeable notes due Jan. 30, 2009 linked to Apple Inc. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 13.75% reverse exchangeable notes due April 30, 2009 linked to the AT&T Inc. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 27% reverse exchangeable notes due Jan. 30, 2009 linked to Bank of America Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• Zero-coupon principal-protected notes due Aug. 1, 2011 linked to British pound sterling, euro and Japanese yen versus the dollar; via J.P. Morgan Securities Inc.; pricing Oct. 28

• Zero-coupon principal-protected dual directional notes due Oct. 31, 2011 linked to British pound sterling, euro, Swiss franc and Japanese yen; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 13% annualized reverse exchangeable notes due Oct. 30, 2009 linked to the common stock of Caterpillar Inc.; 65% trigger; J.P. Morgan Securities Inc.; pricing Oct. 28

• 11% annualized reverse exchangeable notes due Oct. 30, 2009 linked to the common stock of Chevron Corp.; 70% trigger; J.P. Morgan Securities Inc.; pricing Oct. 28

• 10% annualized reverse exchangeable notes due Oct. 30, 2009 linked to the common stock of Coca-Cola Co.; 80% trigger; J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% principal-protected asset allocation notes due Sept. 30, 2014 linked to currencies, commodities, debt and equity asset classes; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% principal-protected asset allocation notes due Oct. 31, 2013 linked to currencies, commodities, debt and equity asset classes; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% index basket knock-out notes due Oct. 31, 2010 linked to the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 12% reverse exchangeable notes due April 30, 2009 linked to the Exxon Mobil Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 15% reverse exchangeable notes due Jan. 30, 2009 linked to General Electric Co. common stock; 65% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 11.3% annualized reverse exchangeable notes due Oct. 30, 2009 linked to the common stock of General Electric Co.; 50% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 16% reverse exchangeable notes due Jan. 30, 2009 linked to Goldman Sachs Group, Inc. common stock; 60% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 14% annualized reverse exchangeable notes due Oct. 30, 2009 linked to the common stock of Intel Corp.; 60% trigger; J.P. Morgan Securities Inc.; pricing Oct. 28

• 13% reverse exchangeable notes due Jan. 30, 2009 linked to International Business Machines Corp. common stock; 75% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 28

• Zero-coupon 100% principal protection notes due Oct. 31, 2013 linked to a multi-asset portfolio consisting of JPMorgan GBI Global Bond Total Return index, Dow Jones - AIG Commodity index, S&P 500 and MSCI EAFE; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Oct. 28

• 13.25% reverse exchangeable notes due Jan. 30, 2009 linked to Kraft Foods Inc. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 11.5% reverse exchangeable notes due April 30, 2009 linked to the McDonald's Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 10.5% reverse exchangeable notes due April 30, 2009 linked to the Microsoft Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% buffered return enhanced notes due April 30, 2010 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% buffered return enhanced notes due April 30, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% buffered return enhanced notes due April 30, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Oct. 28

• Zero-coupon 100% principal protected notes due Oct. 31, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return Index; via J.P. Morgan Securities Inc.; pricing Oct. 28

• Zero-coupon 100% principal protected notes due Oct. 31, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return Index; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 0% knock-out notes due Oct. 31, 2011 linked to equal weights of the S&P 500, Nikkei 225 and Dow Jones Euro Stoxx 50 indexes; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 17.5% reverse exchangeable notes due April 30, 2009 linked to the Target Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 11% reverse exchangeable notes due April 30, 2009 linked to the United Technologies Corp. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 13.5% reverse exchangeable notes due Jan. 30, 2009 linked to Verizon Communications Inc. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 9% annualized reverse exchangeable notes due Oct. 30, 2009 linked to the common stock of Wal-Mart Stores, Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing Oct. 28

• 15% reverse exchangeable notes due Jan. 30, 2009 linked to the Walt Disney Co. stock; via J.P. Morgan Securities Inc.; pricing Oct. 28

MERRILL LYNCH & CO., INC.

• Zero-coupon 100% principal-protected Step-Up notes due November 2010 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via Merrill Lynch & Co.; pricing in October

• Zero-coupon 100% principal-protected notes due April 2009 linked to the two-year Constant Maturity Treasury rate; via Merrill Lynch & Co.; settlement in October

• Zero-coupon principal-protected notes due April 2009 linked to the two-year Constant Maturity Treasury rate; via Merrill Lynch & Co.; settlement in October

• 0% Accelerated Return Bear Market Notes due January 2010 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon Capped Leveraged Index Return Notes due October 2010 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon Capped Leveraged Index Return Notes due April 2010 linked to the S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in October

• 0% Bear Market Strategic Accelerated Redemption Securities due May 2010 linked to the SPDR S&P Retail Exchange Traded Fund; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon 100% principal-protected notes due November 2011 linked to the U.S. dollar versus the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October

• Zero-coupon 100% principal-protected allocator notes due between December 2011 and April 2012 linked to the best performing of three mixed asset class baskets; via Merrill Lynch & Co.; pricing in October or November

• Zero-coupon 100% principal-protected two-year notes linked to the performance of the dollar relative to the euro; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in October or November

• 100% principal-protected range notes due November 2009 linked to the Dow Jones Industrial Average index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in October or November

• Zero-coupon one-year 100% principal-protected absolute return range notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in October or November

• 100% principal-protected conditional participation notes due November 2009 linked to the S&P 500 index; via Merrill Lynch & Co., Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in November

MORGAN STANLEY

• 0% buffered return enhanced notes due April 30, 2009 linked to the S&P 500 index; 90% trigger; ; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 23

• 0% return enhanced notes due April 30, 2009 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Oct. 23

• Zero-coupon capital protected barrier notes due Oct. 31, 2011 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing in October

• Capital-protected units due Oct. 31, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October

• 0% Bear Market Performance Leveraged Upside Securities due Nov. 20, 2009 linked inversely to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in October

ROYAL BANK OF CANADA

• 16% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Alcoa Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 28% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Apple Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 6% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of America Movil SAB de CV; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11% annualized reverse convertible notes due April 30, 2009 linked to the common stock of America Movil SAB de CV; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 23% annualized reverse convertible notes due April 30, 2009 linked to the common stock of American Express Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 20% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Bank of America Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Banco Bradesco SA; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 14.75% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Banco Bradesco SA; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11% annualized reverse convertible notes due Oct. 30, 2009 linked to the common stock of Bristol-Myers Squibb Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 13.5% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Caterpillar Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11.25% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Cemex SAB de CV; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 14.5% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Cemex SAB de CV; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 30.5% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Chesapeake Energy Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 13.5% annualized reverse convertible notes due Oct. 30, 2009 linked to the common stock of Chevron Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 15.25% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Cisco Systems, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 19.5% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Companhia Vale do Rio Doce; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 13.75% annualized reverse convertible notes due April 30, 2009 linked to the common stock of ConocoPhillips; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 23.25% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Consol Energy Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 20.5% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Deere & Co.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 19% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Exxon Mobil Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 40% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold, Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11.75% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of General Electric Co.; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 15% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of General Motors Corp.; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 17% reverse convertible notes due Oct. 30, 2009 linked to the common stock of Goldcorp Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 20.25% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Goldman Sachs Group, Inc.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 25% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Goodyear Tire & Rubber Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 24% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Google Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 19.5% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Harley-Davidson Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11.5% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Hudson City Bancorp Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 15% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Hudson City Bancorp Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 13.5% reverse convertible notes due Oct. 30, 2009 linked to the common stock of Ingersoll-Rand Co. Ltd.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• Zero-coupon principal-protected absolute return notes due April 30, 2010 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets Corp.; pricing Oct. 28

• Zero-coupon principal-protected absolute return notes due April 30, 2010 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% enhanced return notes due Nov. 30, 2009 linked to the iShares Russell 2000 index fund; via RBC Capital Markets Corp.; pricing Oct. 28

• 12.25% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 19.25% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of JPMorgan Chase & .; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% direct investment notes due Nov. 30, 2009 linked to the KBSH 2008 Top 20 Resource Portfolio; via RBC Capital Markets Corp.; pricing Oct. 28

• 19.25% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Lowe's Cos., Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 6.75% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Microsoft Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 10% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Microsoft Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 22% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Monsanto Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 26% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Noble Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 12.5% annualized reverse convertible notes due Oct. 30, 2009 linked to the common stock of Norfolk Southern Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 23.75% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Nucor Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 22% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Paccar Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 25.5% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Petroleo Brasileiro SA; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 23.5% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Petroleo Brasileiro SA; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 11.25% annualized reverse convertible notes due Oct. 30, 2009 linked to the common stock of Pfizer Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 26% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Research In Motion Ltd.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 13.5% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Schering-Plough Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 14% annualized reverse convertible notes due Oct. 30, 2009 linked to the common stock of Schlumberger Ltd.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 26.25% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Southern Copper Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 19% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Southwest Airlines Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% enhanced return notes due Nov. 30, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Oct. 28

• Zero-coupon principal-protected absolute return notes due April 30, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% bullish barrier notes due Oct. 29, 2010 linked to the S&P 500 index; RBC Capital Markets Corp.; pricing Oct. 28

• 21% annualized reverse convertible notes due April 30, 2009 linked to the common stock of Sunoco Inc.; 60% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 21.25% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Valero Energy Corp.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 21% annualized reverse convertible notes due April 30, 2009 linked to the common stock of XTO Energy Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 17.75% annualized reverse convertible notes due Jan. 30, 2009 linked to the common stock of Wells Fargo & Co.; 65% trigger; via RBC Capital Markets Corp.; pricing Oct. 28

• 0% principal-protected booster notes due Oct. 31, 2011 linked to a basket of four equally weighted currencies; via RBC Capital Markets Corp.; pricing Oct. 29

• Zero-coupon principal-protected equity-linked notes due Oct. 31, 2013 linked to Nikkei 225, Dow Jones Euro Stoxx 50 and S&P 500 indexes; via RBC Capital Markets Corp.; pricing Oct. 29

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due January 2010 linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in October

TOYOTA MOTOR CREDIT CORP

• Zero-coupon dual participation capital-protected notes due October 2011 linked to Brazilian real, Chinese renminbi, Czech koruna, Hungarian forint, Indian rupee and Mexican peso; via Morgan Stanley & Co. Inc.; pricing in October

UBS AG

• 100% principal protection notes due Oct. 31, 2011 linked to the Chinese renminbi versus the dollar; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 30, 2009 linked to the S&P 500 index; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection notes due Oct. 31, 2013 linked to the UBS Bloomberg Constant Maturity Commodity Index Excess Return; via UBS Investment Bank; pricing Oct. 24

• Zero-coupon 100% principal protection notes due Oct. 31, 2011 linked to the U.S. dollar versus the euro, Swiss franc and Canadian dollar; via UBS Investment Bank; pricing Oct. 24

• 10.5% to 13% yield optimization notes with contingent protection due April 30, 2009 linked to Coca-Cola Co. stock; UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27

• 10% to 12.5% yield optimization notes with contingent protection due April 30, 2009 linked to Colgate-Palmolive Co. stock; UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27

• 6.5% to 9% yield optimization notes with contingent protection due April 30, 2009 linked to Johnson & Johnson stock; UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27

• 8.2% to 10.7% yield optimization notes with contingent protection due April 30, 2009 linked to Procter & Gamble Co. stock; UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27

• 8.25% to 10.75% annualized yield optimization notes with contingent protection due April 30, 2009 linked to Standard & Poor's Depositary Receipts; UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 27

• Zero-coupon 100% principal protection absolute return barrier notes due Oct. 29, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 28

• Zero-coupon 100% principal protection absolute return barrier notes due April 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Oct. 28

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