Structured Products Calendar

BANK OF AMERICA CORP.

• Three-year 0% Capped Leveraged Index Return Notes linked to the price of crude oil; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 0% Market Index Target-Term Securities due February 2016 linked to gold; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• Five-year 0% Strategic Return Notes linked to the Investable Volatility index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 0% Strategic Accelerated Redemption Securities due February 2012 linked to iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• Two-year 0% Leveraged Index Return Notes linked to the Dow Jones Global Titans 50 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

• Three-year 0% enhanced buffer market-linked step-up notes linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

• Three-year 0% currency-linked step-up notes tied to the Singapore dollar, Philippine peso, Malaysian ringgit and Indonesian rupiah; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

• Six-month 0% bear Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

• Two-year 0% market-linked step-up notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

BARCLAYS BANK PLC

• Buffered iSuper Track notes due Jan. 17, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Jan. 14; Cusip 06740PYT7

• 0% buffered Super Track notes due July 19, 2012 linked to the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing Jan. 14; Cusip: 06740PYS9

• 0% buffered Super Track notes due July 19, 2012 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Jan. 14; Cusip: 06740PYQ3

• 0% buffered Super Track notes due July 19, 2012 linked to the S&P 500 index; 85% trigger; via Barclays Capital Inc.; pricing Jan. 14; Cusip 06740PYR1

• 0% buffered Super Track notes due Jan. 17, 2014 linked to the S&P GSCI Excess Return index; 85% trigger; via Barclays Capital Inc.; pricing Jan. 14; Cusip 06740PYU4

• 0% double short leverage securities due Jan. 30, 2014 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Jan. 26; Cusip 06740PYN0

• Zero-coupon capped leveraged index return notes due January 2013 linked to the MSCI Taiwan index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• Two-year 0% Capped Leveraged Index Return Notes linked to the MSCI World index and the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 0% buffered Performance Leveraged Upside Securities due Jan. 30, 2013 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in January; Cusip 06740H195

CITIGROUP FUNDING INC.

• 6%-8% Equity LinKed Securities due July 27, 2011 linked to Apple Inc. common stock; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip 17316G529

• 14%-16% Equity LinKed Securities due July 27, 2011 linked to Las Vegas Sands Corp. common stock; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip 17316G511

• 8%-10% Equity LinKed Securities due July 27, 2011 linked to Textron Inc. common stock; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip 17316G537

• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

CREDIT SUISSE AG, NASSAU BRANCH

• 9.25% to 11.25% annualized callable yield notes due July 20, 2011 based on the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 72.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 14; Cusip 22546EM84

• 9% to 11% annualized callable yield notes due July 20, 2011 based on the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 14; Cusip 22546EM92

• 7% to 9.5% callable yield notes due Jan. 20, 2012 based on the S&P 500 index and the Russell 2000 index; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 14; Cusip 22546EE67

• 8% to 10.5% callable yield notes due Jan. 20, 2012 based on the S&P 500 index and the Russell 2000 index; 72.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 14; Cusip 22546EF90

• 8% to 10% annualized callable yield notes due Aug. 3, 2011 based on the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 72.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip 22546EF82

• 0% Buffered Accelerated Return Equity Securities due Jan. 31, 2013 based on Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip 22546EP65

• 8.5% to 10.5% annualized callable yield notes due July 29, 2011 based on the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip 22546EE34

• 9% to 11% annualized callable yield notes due July 29, 2011 based on the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 77.5% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip 22546EL85

• 9%-11% callable yield notes due Jan. 31, 2012 linked to the Russell 2000 index and the SPDR S&P 500 Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546EN42

• 9.5%-11.5% callable yield notes due Jan. 31, 2012 linked to the Russell 2000 index and the SPDR S&P 500 Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546EN59

• 10%-12% callable yield notes due Jan. 31, 2012 linked to the Russell 2000 index and the SPDR S&P 500 Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546EN75

• 7%-9% callable yield notes due July 29, 2011 linked to the S&P 500 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip 22546EN26

• 9%-11% annualized callable yield notes due July 29, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546EN34

• 10%-12% annualized callable yield notes due July 29, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546EN67

• High/low coupon callable yield notes due Jan. 31, 2012 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing Jan. 26; Cusip: 22546EP73

• 0% Buffered Accelerated Return Equity Securities due Aug. 3, 2012 based on Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip 22546EP57

• 0% callable Cert PLUS securities due Feb. 5, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip 22546EP40

• 10%-12% callable yield notes due Aug. 3, 2011 linked to the SPDR S&P Metals & Mining exchange-traded fund and the Market Vectors Gold Miners ETF; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip 22546EF58

• High/low coupon callable yield notes due Feb. 3, 2012 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546EP32

• 10% to 12% callable yield notes due Deb. 3, 2012 linked to the Russell 2000 index and the SPDR S&P Metals & Mining exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip: 22546EE26

DEUTSCHE BANK AG, LONDON BRANCH

• 0% alpha overlay securities due Feb. 17, 2012 linked the Deutsche Bank Commodity Booster-Dow Jones-UBS 14 TV Index Excess Return and the Deutsche Bank Commodity Harvest-10 Index USD Total Return; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Jan. 14; Cusip 2515A12L4

• 0% alpha overlay securities due Feb. 21, 2012 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing Jan. 14; Cusip 2515A12C4

• 0% S&P plus tracker notes due Feb. 21, 2012 linked to the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index; via Deutsche Bank Securities Inc.; pricing Jan. 14; Cusip 2515A1BX8

• 0% market contribution securities due Jan. 24, 2014 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing Jan. 21; Cusip 2515A12M2

• 0% market contribution securities due Jan. 30, 2014 linked to the Deutsche Bank Liquid Commodity Index - Mean Reversion Plus Total Return; via Deutsche Bank Securities Inc.; pricing Jan. 26; Cusip 2515A12N0

EKSPORTFINANS ASA

• 0% Accelerated Return Notes due March 2012 linked to Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 0% Accelerated Return Notes due March 2012 linked to Financials Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 0% Accelerated Return Notes due April 2012 based on Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• Six-month 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

GOLDMAN SACHS GROUP, INC.

• Six-year 0% equity index-linked notes based on the performance of the Dow Jones Industrial Average; via Goldman, Sachs & Co.; Cusip: 38143UQQ7

• 13-month floating-rate index-linked notes tied to the Dow Jones - UBS Commodity Index Total Return; via Goldman Sachs & Co.

• 27- to 30-month 0% leveraged basket-linked notes tied to the iShares FTSE/Xinhua China 25 index fund, iShares MSCI Australia index fund, iShares MSCI South Korea index fund and iShares MSCI Taiwan index fund; via Goldman Sachs & Co.

• 42-month 0% leveraged buffered equity index-linked notes linked to iShares MSCI Emerging Markets index fund; 80% trigger; via Goldman Sachs & Co.; Cusip 38143UPB1

• Six- to seven-month 0% autocallable buffered index-linked notes tied to the MSCI EAFE index; via Goldman Sachs & Co.

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

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

• 15-month 0% buffered equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip 38143UNL1

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

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

• 28- to 30-month 0% equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.

• 36- to 39-month 0% capped equity index-linked notes linked to the S&P 500 index; 90% trigger; via Goldman Sachs & Co.

• 15-year callable quarterly index-linked range accrual notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip 38143UQN4

• Buffered basket-linked notes tied to equal weights of the S&P 500 index and the MSCI EAFE index; via Goldman, Sachs & Co.

• 16- to 18-month 0% leveraged buffered basket-linked notes linked to the S&P 500 index, the Russell 2000 index and the iShares MSCI Emerging Markets index fund; via Goldman Sachs & Co.; Cusip 38143UPC9

• 12-month commodity basket-linked notes linked to WTI crude oil contract, the copper contract, the platinum contract, the soybean contract and the cotton contract; via Goldman Sachs & Co.

HSBC BANK USA, NA

• Principal-protected fixed-to-floating inflation-linked certificates of deposit due Jan. 4, 2021 tied to the Consumer Price Index; via HSBC Securities (USA) Inc.; settling Jan. 4; Cusip 40431GKC2

HSBC USA INC.

• 0% averaging notes with minimum return due Jan. 24, 2018 linked to the S&P Global Infrastructure index; via HSBC Securities (USA) Inc.; pricing Jan. 19; Cusip 4042K1BQ5

• 0% buffered Accelerated Market Participation Securities due April 27, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1BX0

• 0% buffered Accelerated Market Participation Securities due July 27, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1CB7

• 0% buffered Accelerated Market Participation Securities due April 27, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1BY8

• 0% buffered Accelerated Market Participation Securities due July 27, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1CC5

• 0% Accelerated Market Participation Securities due July 27, 2012 based on Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip 4042K1BU6

• 0% buffered Accelerated Market Participation Securities due April 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1BW2

• 0% buffered Accelerated Market Participation Securities due July 27, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1CA9

• 0% Accelerated Market Participation Securities due July 27, 2012 based on S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip 4042K1BT9

• 0% buffered Accelerated Market Participation Securities due April 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1BV4

• 0% buffered Accelerated Market Participation Securities due July 27, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Jan. 24; Cusip: 4042K1BZ5

JPMORGAN CHASE BANK, NA

• Contingent coupon market-linked certificates of deposit due Jan. 25, 2017 linked to copper, corn, nickel, palladium, platinum, silver, soybeans, zinc, the S&P GSCI Brent Crude Index Excess Return and the S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities LLC; pricing Jan. 25; Cusip 48123YSB3

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due July 12, 2012 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 7; Cusip 48124A6D4

• 9.9%-14.4% annualized reverse exchangeable notes due July 21, 2011 linked to the common stock of Citigroup Inc.; via J.P. Morgan Securities LLC; pricing Jan. 18; Cusip: 48124A6K8

• 0% buffered return enhanced notes due July 23, 2012 based on the S&P MidCap 400 index; 85% trigger; via J.P. Morgan Securities LLC; pricing Jan. 18; Cusip 48124A6J1

• 0% buffered return enhanced notes due July 31, 2012 linked to the Russell 2000 index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip 48124A6N2

• 0% outperformance jump securities due July 30, 2012 linked to the SPDR S&P 500 ETF trust and iShares Barclays 20+ Year Treasury Bond fund; via J.P. Morgan Securities LLC; pricing Jan. 25; Cusip 46634X591

• 0% buffered return enhanced notes due July 31, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip: 48124A6M4

• 0% buffered return enhanced notes due July 31, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip 48124A6L6

• 0% buffered return enhanced notes due Jan. 31, 2013 linked to the S&P 500 index; via J.P. Morgan Securities LLC; pricing Jan. 26; Cusip 48124A6P2

MORGAN STANLEY

• Contingent income autocallable securities due Jan. 25, 2013 linked to Bank of America Corp. common stock; via Morgan Stanley & Co. Inc.; pricing Jan. 25; Cusip 61759G190

• 0% buffered jump securities due Jan. 28, 2015 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing Jan. 25; Cusip 617482QJ6

• 0% equity-linked notes due Jan. 27, 2017 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing Jan. 25; Cusip 617482QH0

• 0% Performance Leveraged Upside Securities due Feb. 23, 2012 linked to iShares MSCI Emerging Markets index fund; via Morgan Stanley & Co. Inc.; pricing Jan. 25; Cusip 61759G182

• 0% Equity Leading Stockmarket Return Securities due Jan. 25, 2013 linked to the stocks of Phillip Morris International Inc., NIKE, Inc., Schlumberger Ltd., Dow Chemical Co. and Apple Inc.; via Morgan Stanley & Co. Inc.; pricing Jan. 25; Cusip 61759G216

ROYAL BANK OF CANADA

• 0% direct investment notes due Feb. 8, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Jan. 5; Cusip 78008KUN1

• 8.5% to 12.5% reverse convertible notes due July 19, 2011 based on Apple Inc. shares; 80% trigger; via RBC Capital Markets Corp.; pricing Jan. 14; Cusip 78008KXD0

• 7.5% to 11.5% reverse convertible notes due July 19, 2011 based on Cisco Systems, Inc. shares; 85% trigger; via RBC Capital Markets Corp.; pricing Jan. 14; Cusip 78008KXE8

• 14-month 0% Accelerated Return Notes linked to the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner and Smith Inc.; pricing in January

• 14-month 0% Accelerated Return Notes linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner and Smith Inc.; pricing in January

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due March 2012 linked to S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 14-month 0% Accelerated Return Notes linked to the spot price of copper; through Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

• 14-month 0% Accelerated Return Notes linked to the spot price of gold; through Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

UNION BANK, NA

• Zero-coupon principal-protected average return market-linked certificates of deposit due Jan. 31, 2017 linked to the Dow Jones Industrial Average; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Jan. 26; Cusip 90521AEJ3

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Feb. 2, 2015 linked to the S&P 500 index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Jan. 26; Cusip 90521AEC8

• Zero-coupon principal-protected market-linked certificates of deposit due Feb. 2, 2015 linked to a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Jan. 27; Cusip 90521AED6

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due July 31, 2014 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC as agent and Incapital LLC as distributor; pricing Jan. 27; Cusip 90521AEB0

WELLS FARGO & CO.

• 0% access securities due July 2014 linked to crude oil, platinum, copper, corn and cotton; 85% trigger; via Wells Fargo Securities, LLC; settlement in January; Cusip 94986RCB5

• 0% enhanced growth securities due July 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; settlement in January; Cusip 94986RBT7

• 0% enhanced growth securities due July 2013 linked to the Russell 2000 index; via Wells Fargo Securities, LLC; settlement in January; Cusip 94986RBS9

• 0% enhanced growth securities due July 2014 linked to the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in January; Cusip 94986RBW0

• 0% enhanced growth securities due January 2015 linked to the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in January; Cusip 94986RBX8

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