Structured Products Calendar

ABN AMRO BANK NV

• 15% annualized Knock-in Reverse Exchangeable Securities due June 9, 2009 linked to the common stock of Microsoft Corp.; 60% trigger; via ABN Amro Inc.; pricing Dec. 4

BANK OF AMERICA CORP.

• 0% buffered Strategic Equity Exposure Performance Linked Securities due June 28, 2010 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Dec. 22

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Dec. 26, 2013 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Dec. 22

• Floating-rate notes linked to the Consumer Price Index due between Dec. 23, 2011 and Dec. 23, 2013; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in December

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Dec. 26, 2013 linked to the S&P 500 index and the iShares MSCI EAFE fundt; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in December

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due June 9, 2009 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Dec. 4

• 0% buffered return enhanced notes due Dec. 22, 2009 linked to Amex Hong Kong 30, FTSE/Xinhua China 25, Korea Stock Price Index 200, MSCI Taiwan Index and MSCI Singapore Free Index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Dec. 4

• 0% return enhanced notes due Dec. 22, 2009 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Dec. 4

• 11.5% annualized buffered reverse convertible notes due June 10, 2009 linked to the common stock of Apple Inc.; 75% trigger; via Barclays Capital Inc.; pricing Dec. 5

• 11.5% annualized buffered reverse convertible notes due June 10, 2009 linked to the common stock of Archer Daniels Midland Co.; 75% trigger; via Barclays Capital Inc.; pricing Dec. 5

• 10% annualized buffered reverse convertible notes due June 10, 2009 linked to the common stock of Caterpillar Inc.; 75% trigger; via Barclays Capital Inc.; pricing Dec. 5

• 13% annualized buffered reverse convertible notes due June 10, 2009 linked to the common stock of Deere & Co.; 75% trigger; via Barclays Capital Inc.; pricing Dec. 5

• 0% notes due Dec. 23, 2009 linked to three buffered return enhanced components including the Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Dec. 5

• 0% buffered Super Track Notes due June 8, 2012 linked to Nikkei 225, Dow Jones Euro Stoxx 50 and iShares MSCI Emerging Markets index fund; via Barclays Capital; pricing Dec. 5

• 0% knock-out buffered Super Track Notes due Dec. 22, 2009 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Dec. 12

• 0% buffered Super Track Digital Plus Notes due June 17, 2009 linked to the S&P 500 index; 80% trigger; via Barclays Capital Inc.; pricing Dec. 12

• 0% return optimization securities due Jan. 4, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Dec. 23

CITIGROUP FUNDING INC.

• 2% minimum coupon principal-protected notes due 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in December

• 0% buffer notes due 2011 linked to the S&P 500 index; 90% trigger; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due May 11, 2012 linked to the S&P 500 index, MidCap SPDR Trust Series 1 and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 4

• Principal-protected upside knock-out notes due Dec. 29, 2011 linked to the S&P 500 index; via Credit Suisse; pricing Dec. 22

• 0% Buffered Accelerated Return Equity Securities due June 29, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 22

• Principal-protected upside knock-out notes due Dec. 29, 2011 linked to the S&P 500 index; Credit Suisse Securities (USA) LLC; pricing Dec. 22

• 22.5% callable yield notes due Dec. 29, 2009 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Dec. 22

• 25% callable yield notes due Dec. 29, 2009 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Dec. 22

DEUTSCHE BANK AG, LONDON BRANCH

• Zero-coupon autocallable optimization securities with contingent protection due June 15, 2010 linked to the price of gold; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing Dec. 10

• 0% Capped Buffered Underlying Securities due June 24, 2010 linked to the Russell 2000 index; Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 19

• 0% Capped Buffered Underlying Securities due June 24, 2010 linked the S&P 500, Russell 2000, S&P 400 MidCap and MSCI EAFE indexes; 28.5% to 33% maximum return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 19

• 0% Capped Buffered Underlying Securities due June 24, 2010 linked to the S&P 100 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 19

• 0% Capped Buffered Underlying Securities due June 24, 2010 linked to S&P 500, MSCI EAFE, Russell 2000 and S&P 400 Midcap; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 19

EKSPORTFINANS ASA

• 12% to 16% annualized reverse convertible notes due June 29, 2009 linked to the common stock of Exxon Mobil Corp.; 70% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 23

• 32% to 36% annualized reverse convertible notes due June 29, 2009 linked to the common stock of Corning Inc.; 70% trigger; 70% trigger; via Morgan Stanley & Co. Inc.; pricing Dec. 23

• 0% enhanced growth securities with leveraged upside and buffered downside due Jan. 10, 2011 linked to the Dow Jones Industrial Average; 85% trigger; via Wachovia Capital Markets, LLC; pricing in December

• 0% enhanced growth securities with initial index level reset due Jan. 10, 2011 linked to the S&P 500 index; via underwriter Wachovia Capital Markets, LLC; pricing in December

GOLDMAN SACHS GROUP, INC.

• 0% enhanced return notes due June 25, 2010 linked to iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% leveraged buffered equity index-linked notes due 33 to 39 months after issue linked to the S&P 500 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.

HSBC USA INC.

• Callable leveraged steepener certificates of deposit due Dec. 12, 2023; via HSBC Securities (USA) Inc.; pricing Dec. 9

• Barrier optimization securities with partial protection due Dec. 23, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing Dec. 15

• 0% equity buffer notes due Dec. 29, 2011 linked to Berkshire Hathaway Inc. class B common stock; via HSBC Securities (USA) Inc.; pricing Dec. 23

• Digital equity buffer plus notes due June 29, 2010 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Dec. 23

• 0% equity buffer notes due June 29, 2010 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Dec. 23

JPMORGAN CHASE & CO.

• 0% autocallable optimization securities with partial protection due Dec. 16, 2009 linked to the S&P 500 index; via UBS Financial Services Inc. and JPMorgan Securities Inc.; pricing Dec. 10

• Zero-coupon 100% principal-protected notes due Dec. 28, 2011 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return Index; via J.P. Securities Inc.; pricing Dec. 22

• Zero-coupon 100% principal-protected notes due Dec. 30, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50, Nikkei 225 and S&P GSCI Excess Return Index; via J.P. Securities Inc.; pricing Dec. 22

• 0% buffered return enhanced notes due June 29, 2010 linked to the MSCI EAFE index; via J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% return optimization securities due Jan. 4, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% equity-linked knock-out certificates of deposit due Dec. 29, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% head-start buffered equity knock-out notes due Dec. 29, 2010 linked to the S&P 500 index; 6% knock-out payment; via J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% head-start buffered equity knock-out notes due Dec. 29, 2010 linked to the S&P 500 index; 8% knock-out payment; via J.P. Morgan Securities Inc.; pricing Dec. 23

• Zero-coupon principal-protected knock-out notes due June 29, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% buffered return enhanced notes due June 29, 2010 linked to the S&P 500 index; 20% to 27% cap; via J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% buffered return enhanced notes due June 29, 2010 linked to the S&P 500 index; 23% to 30% cap; via J.P. Morgan Securities Inc.; pricing Dec. 23

• 0% Performance Leveraged Upside Securities due Jan. 19, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing in December

MORGAN STANLEY

• 0% buffered return enhanced notes due Dec. 23, 2009 linked to Amex Hong Kong 30, FTSE/Xinhua China 25, Korea Stock Price Index 200, MSCI Taiwan index and MSCI Singapore index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Dec. 4

• 19% Stock Participation Accreting Redemption Quarterly-pay Securities due Jan. 20, 2010 mandatorily exchangeable for Coach, Inc. stock; via Morgan Stanley & Co. Inc.; pricing in December

• Capital-protected units consisting of a 0% note due Dec. 30, 2011 and barrier call warrant linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing in December

• Zero-coupon capital-protected notes due December 2010 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing in December

• 0% absolute return barrier notes due Dec. 31, 2010 linked to the euro relative to the dollar; via Morgan Stanley & Co. Inc.; settlement in December

• 0% Bear Market Performance Leveraged Upside Securities due Dec. 20, 2010 linked inversely to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in December

• Absolute return barrier notes due Dec. 31, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in December

• 0% Buffered Performance Leveraged Upside Securities due Dec. 20, 2010 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. Inc.; pricing in December

ROYAL BANK OF CANADA

• 12% reverse convertible notes due March 10, 2009 linked to the common stock of Altria Group Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Dec. 5

• 12.25% reverse convertible notes due March 10, 2009 linked to the common stock of Coca-Cola Co.; 70% trigger; via RBC Capital Markets Corp.; pricing Dec. 5

• 12% reverse convertible notes due March 10, 2009 linked to the common stock of General Electric Co.; 60% trigger; via RBC Capital Markets Corp.; pricing Dec. 5

• 14.25% reverse convertible notes due March 10, 2009 linked to the common stock of McDonald's Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing Dec. 5

• 13% reverse convertible notes due March 10, 2009 linked to the common stock of U.S. Bancorp; 60% trigger; via RBC Capital Markets Corp.; pricing Dec. 5

• 15% reverse convertible notes due March 10, 2009 linked to the common stock of Wal-Mart Stores, Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Dec. 5

• 0% enhanced return notes due March 31, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 29

• 0% buffered bullish digital notes due Jan. 29, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 29

• Zero-coupon principal-protected bullish barrier notes due June 30, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 29

AB SVENSK EXPORTKREDIT

• 0% 18-month Capped Leveraged Index Return Notes linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in December or January

• 0% 18-month Capped Leveraged Index Return Notes linked to the Nasdaq 100 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in December or January

• 0% Accelerated Return Notes due March 2010 linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January

• 0% Capped Leveraged Index Return Notes due July 2010 linked to the S&P 500 index via Merrill Lynch & Co. and First Republic Securities Co., LLC; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January

UBS AG

• 9%-13% price yield optimization notes with contingent protection due June 15, 2009 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 10

• 9%-13% yield optimization notes with contingent protection due June 15, 2009 linked to Standard & Poor's Depositary Receipts; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 10

• 0% return optimization securities with partial protection due Jan. 4, 2010 linked to the MSCI EAFE index; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Dec. 23

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