Structured Products Calendar

ABN AMRO BANK NV

• 13% Knock-in Reverse Exchangeable Securities due Dec. 4, 2008 linked to Schlumberger NV common stock; 80% trigger; via ABN Amro Inc.; pricing Aug. 29

BANK OF AMERICA CORP.

• Zero-coupon one- to two-year commodity-linked notes linked to natural gas; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Aug. 28

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 9, 2013 linked to Dow Jones Industrial Average, Nasdaq 100 index, iShares MSCI EAFE index fund and S&P MidCap 400 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Sept. 3

• 0% notes due Sept. 24, 2010 linked to Canadian dollar and the Japanese yen, relative to U.S. dollar; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Sept. 23

• Floating-rate notes due between Sept. 26, 2012 and Sept. 26, 2013 linked to the Consumer Price Index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Sept. 23

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 27, 2013 linked to the Nasdaq 100; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Sept. 23

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 27, 2013 linked to the Dow Jones Industrial Average; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing Sept. 24

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Sept. 27, 2013 linked to Dow Jones Industrial Average, S&P MidCap 400 index, S&P SmallCap 600 index, Dow Jones Euro Stoxx 50 index and Nikkei 225 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing Sept. 24

• 0% buffered enhanced appreciation notes due Sept. 24, 2010 linked to the Dow Jones - AIG Commodity index; 90% trigger; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; settlement Sept. 26

• 0% buffered Strategic Equity Exposure Performance Linked Securities due Aug. 27, 2010 linked to the S&P 500 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in August

• 0% buffered Strategic Equity Exposure Performance Linked Securities due Aug. 27, 2010 linked to the S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing in August

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Aug. 30, 2013 linked to S&P 500, Dow Jones Euro Stoxx 50 and Nikkei 225 indexes; via Banc of America Securities LLC and Bank of America Investment Services, Inc.; pricing in August

• 0% Buffered Strategic Equity Exposure Performance Linked Securities due Sept. 27, 2010 linked to the Nasdaq 100 index; via Banc of America Securities LLC and Banc of America Investment Services, Inc.; pricing in September

• 0% Minimum Return Equity Appreciation Growth Linked Securities due Aug. 29, 2013 linked to the S&P 500; via Banc of America Securities LLC and Bank of America Investment Services, Inc.

BARCLAYS BANK PLC

• Zero-coupon principal-protected notes due Aug. 31, 2011 linked to equal weights of the British pound, Canadian dollar and euro, all relative to the U.S. dollar; via Barclays Capital Inc.; pricing Aug. 28

• 0% notes due Sept. 17, 2009 linked to Dow Jones Euro Stoxx 50, FTSE 100 and Topix indexes; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Aug. 29

• Zero-coupon principal-protected notes due Sept. 8, 2011 linked to British pound sterling, Canadian dollar and euro, each against the dollar; via Barclays Capital; pricing Sept. 5

• Zero-coupon 100% principal-protected notes due Sept. 8, 2011 linked to the U.S. dollar versus the British pound sterling, Canadian dollar and euro; via Barclays Capital Inc.; pricing Sept. 5

• 0% Buffered Super Track notes due Sept. 8, 2011 linked to the KBW Bank exchange-traded fund; via Barclays Capital; pricing Sept. 5

• 0% performance allocation securities due Sept. 30, 2013 linked to the best performing of three equity portfolios; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Sept. 25

• 0% performance allocation securities due Sept. 30, 2013 linked to the best performing of three equity portfolios; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Sept. 25

• 0% Super Track Notes due Jan. 11, 2013 linked to the S&P 500 index with a 70% weight, the Russell 2000 index with a 10% weight and the iShares MSCI EAFE index fund with a 20% weight; via Barclays Capital Inc.; pricing Sept. 25

• 0% relative performance securities due Oct. 1, 2009 linked to the S&P 500 and Russell 2000 indexes; via UBS Investment Bank and UBS Financial Services Inc.; pricing Sept. 25

• 0% return optimization securities with partial protection due March 31, 2010 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and Barclays Capital Inc. are the underwriters; pricing Sept. 25

CITIGROUP FUNDING INC.

• Zero-coupon principal-protected trust certificates due 2013 linked to the Dow Jones Euro Stoxx 50, S&P 500 and S&P BRIC 40 indexes; issued through Safety First Trust Series 2008-3, with Citigroup Global Markets Inc. as underwriter; pricing in August

• 3.8% to 4.2% principal-protected fixed-coupon notes due August 2013 linked to the Russian ruble and Indian rupee; via Citigroup Global Markets Inc.; pricing in August

• 0% contingent upside participation principal-protected notes due 2010 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in August

• 9% to 10% six-month Equity LinKed Securities linked to the common stock of Caterpillar Inc.; 75% trigger; via Citigroup Global Markets Inc.; pricing in September

• Zero-coupon principal-protected notes due 2011 linked to the euro; via Citigroup Global Markets Inc.; pricing in September

• 9% to 11% one-year Equity-LinKed Securities linked to the common stock of Halliburton Co.; Citigroup Global Markets Inc.; pricing in September

• 0% buffer notes due 2000 linked to shares of the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due Sept. 4, 2012 linked to the Dow Jones Euro Stoxx 50, FTSE 100, Nikkei 225 and S&P/ASX 200 indexes; via Credit Suisse Securities (USA) LLC; pricing Aug. 27

• 0% Buffered Accelerated Return Equity Securities due March 4, 2010 linked to the S&P 500 index, Russell 2000 index and iShares MSCI EAFE index fund; via Credit Suisse Securities (USA) LLC; pricing Aug. 29

• 0% Buffered Accelerated Return Equity Securities due Sept. 26, 2013 linked to the CS/RT Emerging Infrastructure index powered by HOLT; via Credit Suisse Securities (USA) LLC; pricing Sept. 19

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due Sept. 2, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 27

• Zero-coupon 100% principal protection absolute return barrier M-notes due March 3, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Aug. 28

• 0% Buffered Underlying Securities due Sept. 4, 2013 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Aug. 29

• 0% annual review notes due Sept. 19, 2011 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Aug. 29

• 0% Buffered Underlying Securities due Sept. 10, 2013 linked to MSCI EAFE index, MSCI Emerging Markets index and Deutsche Bank Balanced Currency Harvest (USD) Index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 5

• Zero-coupon principal-protection escalator notes due Sept. 16, 2013 linked to MSCI EAFE index, S&P 500 index, Deutsche Bank Balanced Currency Harvest index and Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Excess Return; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing Sept. 10

• 0% leveraged upside securities due Sept. 29, 2011 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Sept. 24

EKSPORTFINANS ASA

• Zero-coupon 100% principal-protected notes due March 5, 2011 linked to the Brazilian real, Russian ruble, Indian rupee, Singapore dollar, Australian dollar, Norwegian krone and Mexican peso; via Wachovia Capital Markets, LLC; pricing Aug. 28

• Zero-coupon performance securities due Sept. 9, 2011 linked to the Deutsche Bank Balanced Currency Harvest index; via Deutsche Bank Securities Inc.; pricing Sept. 5

• 11% to 12% enhanced yield securities due March 5, 2009 linked to the common stock of Apple Inc.; 70% trigger; via Wachovia Capital Markets, LLC

• 10% to 11% price enhanced yield securities due March 5, 2009 linked to the common stock of ConocoPhillips; 80% trigger; via Wachovia Capital Markets, LLC

• 16% to 17% enhanced yield securities due March 5, 2009 linked to the common stock of Consol Energy Inc.; 65% trigger; via Wachovia Capital Markets, LLC

• 13% to 14% enhanced yield securities due March 6, 2009 linked to the common stock of JPMorgan Chase & Co.; 70% trigger; via Wachovia Capital Markets, LLC

• 9% to 10% enhanced yield securities due March 5, 2009 linked to the common stock of Microsoft Corp.; 80% trigger; via Wachovia Capital Markets, LLC

• 11.5% to 12.5% yield securities due March 5, 2009 linked to the common stock of Nucor Corp.; 65% trigger; via Wachovia Capital Markets, LLC

• 0% absolute return range notes due March 15, 2010 linked to the S&P 500 index; via Wachovia Capital Markets, LLC

• 0% enhanced growth securities with leveraged upside and buffered downside due Sept. 1, 2010 linked to S&P 500; via Wachovia Capital Markets

GOLDMAN SACHS GROUP, INC.

• 0% barrier upside notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% absolute return trigger notes due 14 to 16 months after issue linked to the S&P 500 index; via Goldman, Sachs & Co.

• 0% leveraged notes due 18 to 20 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.

• 0% leveraged notes due 13 to 14 months after issue linked to the S&P 500 and MSCI EAFE indexes; 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% leveraged buffered notes due 18 to 20 months after issue linked to the S&P GSCI Enhanced Commodity Index Excess Return; via Goldman, Sachs & Co.

HARTFORD LIFE INSURANCE CO.

• Zero-coupon principal-protected notes due March 2010 linked to equal weights of the Russian ruble, Indonesian rupiah, Malaysian ringgit and Singapore dollar, relative to the U.S. dollar; via Merrill Lynch & Co.; pricing in August

JPMORGAN CHASE & CO.

• Floating-rate notes due Sept. 2, 2011 linked to the Consumer Price Index; via J.P. Morgan Securities Inc.; pricing Aug. 27

• 0% buffered return enhanced notes due Oct. 5, 2009 linked ABB Ltd., Aecom Technology Co., Fluor Corp., Foster Wheeler Ltd., Granite Construction Inc., Jacobs Engineering Group Inc., Nucor Corp., Steel Dynamics, Inc., URS Corp. and United States Steel Corp.; via J.P. Morgan Securities Inc.; pricing Aug. 29

• 0% buffered return enhanced notes due March 4, 2010 linked S&P 500, MSCI EAFE and Russell 2000; via J.P. Morgan Securities Inc.; pricing Aug. 29

• Floating-rate notes due Sept. 9, 2011 linked to the Consumer Price Index; via J.P. Morgan Securities Inc,; pricing Sept. 4

• Zero-coupon principal-protected notes due Nov. 22, 2010 linked to equal weights of the Brazilian real, Indian rupee, Mexican peso and New Turkish lira; via J.P. Morgan Securities Inc.; pricing Sept. 17

• Zero-coupon principal-protected notes due March 24, 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi against the dollar; via J.P. Morgan Securities Inc.; pricing Sept. 19

LEHMAN BROTHERS HOLDINGS INC.

• Two-year 0% U.S. dollar bullish notes linked to the British pound, Canadian dollar, euro, Japanese yen and Swiss franc; via Lehman Brothers Inc.

• Three-month principal-protected range notes linked to the Canadian dollar relative to the U.S. dollar; via Lehman Brothers Inc.

• Re-opening of an issue of 100% principal protection conditional range notes due Aug. 5, 2010 linked to the price of gold; via Lehman Brothers Inc.

• FX notes due June 30, 2011 linked to a 100% principal-protected revaluation basket consisting of United Arab Emirates dirham, Saudi riyal, Chinese renminbi, Hong Kong dollar and Russian ruble, against the dollar; via Lehman Brothers Inc.

MERRILL LYNCH & CO., INC.

• Zero-coupon 100% principal-protected notes due September 2010 linked to the dollar against a basket of the British pound, euro, Canadian dollar and Swiss franc, equally weighted; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon 95% principal-protected declining-rate notes due October 2009 linked to the 10-year Constant Maturity Treasury rate; via Merrill Lynch & Co. and Pierce, Fenner & Smith Inc.; pricing in August

• 0% Accelerated Return Notes due October 2009 linked to the Dow Jones - AIG Commodity index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• 0% Strategic Accelerated Redemption Securities due August 2010 linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% Strategic Accelerated Redemption Securities due September 2010 linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Principal-protected notes due March 2010 linked to the Russian ruble/euro exchange rate; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon capped leveraged index return notes due February 2010 linked to the S&P 500 index; 85% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and its affiliate First Republic Securities Co., LLC; pricing in August

• 0% Accelerated Return Bear Market Notes due March 2008 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in August

• 0% Accelerated Return Bear Market Notes due October 2009 linked to the S&P 500 index; 90% trigger; via Merrill Lynch & Co.; pricing in August

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

• Zero-coupon capped return notes due October 2009 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• Zero-coupon Capped Leveraged Index Return Notes due February 2010 linked to the Stowe Global Coal index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% 18-month Bear Market Strategic Accelerated Redemption Securities linked to the Dow Jones U.S. Real Estate index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• Zero-coupon capped leveraged index return notes due April 2010 linked to the Nikkei 225 index; 85% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in September

• 9.25% two-year callable Stock Return Income Debt Securities payable at maturity with Oracle Corp. common stock; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% accelerated return bear market notes due November 2009 linked to the Russell 2000 index; 110% trigger; ; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in September

• 0% 18-month Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% Capped Leveraged Index Return Notes due April 2010 linked to the Rogers International Commodity index - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in September

• Quarterly Income Strategic Return Notes due September 2013 linked to the U.S. Select Foreign Access 25 Buy-Write index; via Merrill Lynch & Co.; pricing in September

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

MORGAN STANLEY

• 0% buffered return enhanced notes due Sept. 17, 2009 linked to Amex Hong Kong 30 index, FTSE/Xinhua China 25 index, Korea Stock Price Index 200, MSCI Taiwan index and MSCI Singapore index; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Aug. 29

• 10% to 12% reverse convertible securities due March 12, 2009 linked to Google Inc. stock; via Morgan Stanley & Co. Inc.; pricing Sept. 9

• 15% to 17% reverse convertible securities due March 12, 2009 linked to JPMorgan Chase & Co. stock; via Morgan Stanley & Co. Inc.; pricing Sept. 9

• 13% to 15% reverse convertible securities due March 12, 2009 linked to Weatherford International Ltd. stock; via Morgan Stanley & Co. Inc.; pricing Sept. 9

• Zero-coupon capital-protected notes due Nov. 30, 2011 linked to Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500; via Morgan Stanley & Co. Inc.; pricing Sept. 19

• 10% Stock Participation Accreting Redemption Quarterly-pay Securities due Oct. 20, 2009 mandatorily exchangeable for BP plc stock; via Morgan Stanley & Co. Inc.; pricing in September

• "Jump" capital-protected notes due March 30, 2011 linked to the performance of equal weights of the Brazilian real, Chilean peso and Mexican peso, all versus the dollar; via Morgan Stanley & Co. Inc.; pricing in September

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing in September

• Zero-coupon protected absolute return barrier notes due March 20, 2010 linked to the iShares FTSE/Xinhua China 25 Index Fund; via Morgan Stanley & Co. Inc.; pricing in September

• Zero-coupon bearish capital-protected notes due Dec. 30, 2010 linked to equal weights of the Malaysian ringgit, Singapore dollar, South Korean won and the Taiwan dollar, all against the U.S. dollar; via Morgan Stanley & Co. Inc.; pricing in September

• 8% Sparqs due Oct. 20, 2009 mandatorily exchangeable for Nike, Inc. stock; via Morgan Stanley & Co. Inc.; pricing in September

• Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the PowerShares Water Resources Portfolio; via Morgan Stanley & Co. Inc.; pricing in September

• 0% enhanced participation securities due Jan. 5, 2011 based on the Radar Logic Residential Property index; via Morgan Stanley & Co. Inc.; pricing in September

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

• 0% auto-callable securities due Oct. 14, 2011 linked to the Dow Jones - AIG Commodity Index; via Morgan Stanley & Co. Inc.

• Auto-callable securities due March 7, 2011 linked to the Financial Select Sector SPDR fund; via Morgan Stanley & Co. Inc.

• Minimum return capital-protected units due Nov. 30, 2011 linked to the S&P 500 index; Morgan Stanley & Co. Inc.

• 0% Performance Leveraged Upside Securities due Oct. 20, 2009 linked to the S&P GSCI Index - Excess Return index; via Morgan Stanley & Co. Inc.

• 0% protected absolute return barrier notes due Aug. 31, 2011 linked to West Texas Intermediate light sweet crude oil; via Morgan Stanley & Co. Inc.

AB SVENSK EXPORTKREDIT

• Zero-coupon 95% principal-protected gold-linked notes due August 2009; via Citigroup Global Markets Inc.; pricing in August

• Zero-coupon capped leveraged index return notes due February 2010 linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in August

• 0% 14-month Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% 14-month Accelerated Return Notes linked to the Nasdaq 100 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

• 0% 14-month Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in August or September

UBS AG

• Zero-coupon 100% principal protection notes due Sept. 30, 2013 linked to the UBS Bloomberg Constant Maturity Commodity index; via UBS Investment Bank; pricing Sept. 23

• Zero-coupon 100% principal protection notes due March 31, 2011 linked to the dollar versus euro, Swiss franc and Canadian dollar; via UBS Financial Services, Inc. and UBS Investment Bank; pricing Sept. 25

• 0% return optimization securities with partial protection due March 31, 2010 linked to the MSCI EAFE index; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

• 0% return optimization securities due March 25, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

• Zero-coupon 100% principal protection absolute return barrier notes due March 31, 2010 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

• Zero-coupon 100% principal protection absolute return barrier notes due Sept. 28, 2009 linked to the S&P 500 index; 90% trigger; via UBS Financial Services Inc. and UBS Investment Bank; pricing Sept. 25

WELLS FARGO & CO.

• 0% enhanced participation securities with partial principal protection due in October 2011 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC

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