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Published on 4/5/2010 in the Prospect News Structured Products Daily.

Structured Products Calendar

BANK OF AMERICA CORP.

• 100% principal-protected notes due April 2030 based on the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement April 8

• Fixed to floating-rate notes due April 13, 2017 linked to the Consumer Price Index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and distributor Incapital LLC; pricing April 9

• 0% Currency Market Index Target-Term Securities due May 2012 linked an equally weighted basket of the Brazilian real, the Russian ruble and the Indonesian rupiah relative to the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Market Index Target-Term Securities due April 2015 based on the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Market Index Target-Term Securities due April 2015 based on the Dow Jones - UBS Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Capped Leveraged Index Return Notes due April 2012 linked to the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 14-month 0% Accelerated Return Notes linked to the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Republic Securities Co., LLC; pricing in April

• Two-year 0% Capped Leveraged Index Return Notes linked to the PHLX Housing Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 14-month 0% Accelerated Return Notes linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% market-linked step up notes due April 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• Two-year Capped Leveraged Index Return Notes based on the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% Market Index Target-Term Securities due April 2015 based on S&P 500 index, Dow Jones Euro Stoxx 50 index and Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 9% STEP Income Securities due April 2011 based on the performance of Schlumberger Ltd. shares; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 10-year floating-rate notes linked to the 10-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

• 14-month 0% Relative Value Accelerated Return Notes linked to the Motorola, Inc./Technology Select Sector Long-Short index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

• Two-year 0% Strategic Accelerated Redemption Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

BARCLAYS BANK DELAWARE

• Certificates of deposit due April 28, 2015 linked to the shares of Abercrombie & Fitch Co., Baidu Inc., Barrick Gold Corp., Nokia Corp., Panasonic Corp., Petroleo Brasileiro SA, Research In Motion Ltd., SunTrust Banks Inc., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 linked to the shares of Aetna Inc., Broadcom Corp., Celanese Corp., Cigna Corp., FedEx Corp., Ford Motor Co., Genworth Financial, Inc., Humana, Inc., Mattel, Inc., Mead Johnson Nutrition Co., Newmont Mining Corp., News Corp., Nvidia Corp., SanDisk Corp., Schlumberger NV (Schlumberger Ltd.), Time Warner Cable Inc., UnitedHealth Group Inc., WellPoint, Inc., Yahoo! Inc. and Zions Bancorp.; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 based on S&P 500 index, Dow Jones-UBS Commodity index, Consumer Price index and Brazilian real/dollar exchange rate; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

• 0.5% to 1% certificates of deposit due April 28, 2015 linked to the S&P 500 index; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 based on soybeans, sugar, platinum, copper, lead, tin, nickel, palladium, zinc and gasoline; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

• Certificates of deposit due April 28, 2015 linked to a basket of equal weights of Tesoro Corp., Massey Energy Co., Iamgold Corp., Bank of America Corp., Prudential Financial, Inc., Advanced Micro Devices, Inc., Micron Technology, Inc., Deere & Co., Goodyear Tire & Rubber Co. and Office Depot, Inc.; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing April 23

BARCLAYS BANK PLC

• 0% bearish notes due April 10, 2015 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing April 6

• 0% buffered iSuper Track Notes due April 10, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing April 6

• 0% Knock-In Super Track Notes due April 10, 2015 linked to the iShares MSCI Emerging Market index fund; via Barclays Capital Inc.; pricing April 6

• 0% Knock-In Super Track Notes due April 10, 2015 based on the S&P 500 index; via Barclays Capital Inc.; pricing April 6

• 0% buffered Super Track notes due April 10, 2013 linked to the S&P GSCI Excess Return index; via Barclays Capital Inc.; pricing April 6

• Medium-term notes due April 19, 2013 linked to the Barclays Capital Corals Total Return index; via Barclays Capital Inc.; pricing April 16

• 0% buffered Performance Leveraged Upside Securities due April 26, 2012 based on performance of the iShares MSCI Emerging Markets index fund; 90% trigger; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing April 26

• One-year 0% double short leverage securities due May 2, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing April 27

• Three-year 0% double short leverage securities due April 30, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 29, 2016 linked to equal weights of the Dow Jones Euro Stoxx 50, Nikkei 225 and S&P 500 indexes; via Barclays Capital Inc.; pricing April 27

• 0% performance securities with contingent protection due April 30, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 29, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing April 27

• Zero-coupon 100% principal-protected notes due April 29, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing April 27

• One-year 0% double short leverage securities due May 31, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25

• Three-year 0% double short leverage securities due May 31, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25

• One-year 0% double short leverage securities due July 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• Three-year 0% double short leverage securities due June 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

CITIBANK, NA

• Market-linked certificates of deposit due April 27, 2016 linked to the common stocks of Aetna Inc., Archer-Daniels-Midland Co., AT&T Inc., Coca-Cola Co., Consolidated Edison Co., Inc., Dow Chemical Co., Deere & Co., Freeport-McMoRan Copper & Gold Inc., Goldman Sachs Group, Inc., Halliburton Co., Intel Corp., JPMorgan Chase & Co., Lockheed Martin Corp., Nike, Inc., NRG Energy, Inc., Procter & Gamble Co., Schlumberger NV (Schlumberger Ltd.), Texas Instruments Inc., UnitedHealth Group Inc. and Verizon Communications Inc.; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney LLC; pricing April 26

• 0% market-linked certificates of deposit due April 27, 2016 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney LLC; pricing April 27

• Market-linked certificates of deposit due April 25, 2016 linked to West Texas Intermediate crude oil, natural gas, corn, soybeans, copper - grade A, gold, silver, platinum, the S&P GSCI Aluminum Excess Return index and the S&P GSCI Wheat Excess Return index; via Citigroup Global Markets Inc. and distributor Morgan Stanley Smith Barney LLC; pricing April 27

CITIGROUP FUNDING, INC.

• 8%-10% Equity LinKed Securities due Oct. 20, 2010 linked to the common stock of Newmont Mining Corp.; via Citigroup Global Markets Inc.; pricing April 8

• Callable leveraged CMS spread principal-protected notes due April 2030; via Citigroup Global Markets Inc. and distributor Incapital LLC; pricing April 26

• 0% buffered Performance Leveraged Upside Securities due April 26, 2012 based on S&P 500 index; 90% trigger; via Citigroup Global Markets Inc.; pricing April 26

• Callable leveraged CMS spread principal-protected notes due April 2025; via Citigroup Global Markets Inc.; pricing in April

• 0% Performance Leveraged Upside Securities due Oct. 27, 2011 linked to the Dow Jones-UBS Commodity index; via Citigroup Global Markets Inc. and with Morgan Stanley Smith Barney LLC; pricing in April

• Six-month Equity LinKed Securities tied to the common stock of Freeport-McMoran Copper and Gold Inc.; via Citigroup Global Markets Inc.; pricing in April

CREDIT SUISSE, NASSAU BRANCH

• 0% exchange-traded notes due April 20, 2020 linked to the Cushing 30 MLP index; via Credit Suisse Securities (USA) LLC; pricing April 14

• $1 billion of 0% exchange-traded notes due April 20, 2020 linked to the Cushing 30 MLP index; via Credit Suisse Securities (USA) LLC; pricing in April 23

• 0% buffered accelerated return equity securities due Oct. 31, 2011 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing in April 23

• 0% Buffered Accelerated Return Equity Securities due Oct. 31, 2011 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 23

• 8.75% to 10.75% callable yield notes due May 2, 2011 based on S&P 500 index and Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing April 27

• 8% to 10% callable yield notes due May 2, 2011 based on the performance of the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; 65% trigger; via Credit Suisse Securities (USA) LLC; pricing April 27

• Zero-coupon bull/bear principal-protected ProNotes due Oct. 30, 2015 linked to the S&P 500 index and the iShares Barclays TIPS Bond fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• Zero-coupon principal-protected ProNotes due Oct. 30, 2015 linked to the S&P 500 index, iShares Barclays TIPS Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• 10%-12% callable yield notes due Nov. 1, 2010 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 27

• 7.5%-9.5% callable yield notes due May 2, 2011 linked to the S&P 500, Russell 2000 and S&P 400 MidCap indexes; via Credit Suisse Securities (USA) LLC; pricing April 27

• 0% Buffered Accelerated Return Equity Securities due May 3, 2013 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• 0% Buffered Accelerated Return Equity Securities due May 3, 2013 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing April 30

• Zero-coupon bull/bear principal-protected ProNotes due May 5, 2015 linked to the S&P 500 index and the iShares Barclays TIPS Bond fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• Zero-coupon principal-protected ProNotes due May 5, 2015 linked to the S&P 500 index, iShares Barclays TIPS Bond fund, iShares MSCI EAFE index fund, SPDR Gold trust and iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 8% to 10% callable yield notes due May 5, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 10%-12% callable yield notes due Nov. 5, 2010 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30

• 7.5% to 9.5% callable yield notes due May 5, 2011 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing April 30

• 5.5%-7.5% callable yield notes due May 5, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing April 30

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due April 14, 2015 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 9

• 0% alpha overlay securities due April 22, 2013 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing April 16

• Zero-coupon principal protection notes due Jan. 25, 2016 linked to a basket of the Consumer Price Index, the S&P 500 index and the Dow Jones-UBS Commodity index; via Deutsche Bank Securities Inc.; pricing April 20

• 0% return optimization securities due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing April 27

EKSPORTFINANS ASA

• 51-week 0% notes linked to the Brazilian real/dollar exchange rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

• 14-month 0% Accelerated Return Notes linked to the Financials Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

• 0% access securities with capped upside and contingent downside protection due Nov. 5, 2013 linked to the iShares MSCI EAFE index fund; via Wells Fargo Securities, LLC; pricing in April

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April or May

• 14-month 0% Accelerated Return Notes linked to the spot price of silver; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in April

GOLDMAN SACHS BANK NA

• Five- to 51/2-year 0% equity index basket-linked deposit notes based on the performance of Dow Jones Industrial Average and the Dow Jones Euro Stoxx 50 index; via Goldman, Sachs & Co. and Incapital LLC

GOLDMAN SACHS GROUP, INC.

• 2% inflation-linked notes due 2025 tied to annual changes in the Consumer Price Index; via Goldman, Sachs & Co.

• 24- to 26-month 0% currency-linked notes tied to equal weights of the Indian rupee, Malaysian ringgit, Indonesian rupiah and the Philippine peso, all against the euro; via Goldman, Sachs & Co.

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

• 18-month 0% buffered index-linked notes tied to the S&P 500 index with 7.85% to 9.15% cap; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the S&P 500 index with 10.5% to 12% cap; via Goldman, Sachs & Co.

• 18-month 0% leveraged buffered index-linked notes due Sept. 26, 2011 based on the S&P 500 index; 88% trigger; via Goldman, Sachs & Co.

• 18- to 20-month 0% leveraged buffered index-linked notes based on the S&P 500 index; 85% trigger; via Goldman, Sachs & Co.

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

• 24- to 28-month 0% leveraged buffered index-linked notes linked 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 42-month 0% leveraged equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

HSBC BANK USA, NA

• 0% certificates of deposit with minimum return due April 12, 2016 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 7

• 0% certificates of deposit with minimum return due April 27, 2016 linked to the Dow Jones Euro Stoxx 50 index, Hang Seng index and S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 21

• 0% sector selector certificates of deposit with minimum return due April 27, 2016 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners ETF, Oil Service Holdrs trust, Financial Select Sector SPDR fund, iShares Dow Jones U.S. Real Estate index fund and Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing April 22

• 0% barrier multi-coupon opportunity certificates of deposit due April 29, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing April 22

• 0% barrier multi-coupon opportunity certificates of deposit due April 28, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc. and distributor Advisors Asset Management, Inc.; pricing April 22

• Annual income opportunity certificates of deposit due April 28, 2016 linked to the stocks of Baidu Inc., Canon Inc., China Unicom, Chunghwa Telecom Co., Ltd., Cnooc Ltd., Icici Bank Ltd., LG Display Co. Ltd., Nippon Telegraph and Telephone Corp., SK Telecom Co., Ltd. and Tata Motors Ltd.; via HSBC Securities (USA) Inc.; pricing April 23

• 0% certificates of deposit with minimum return due April 29, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing April 26

HSBC USA INC.

• 0% autocallable optimization securities with contingent protection due April 14, 2011 linked to the common stock of Apple Inc.; via UBS Financial Services Inc. and HSBC USA Inc.; pricing April 8

• 0% buffered Accelerated Market Participation Securities due July 28, 2011 based on the performance of the iShares MSCI EAFE index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 linked to the iShares MSCI EAFE index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due May 31, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due July 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 linked to the iShares MSCI Emerging Markets index fund; via HSBC Securities (USA) Inc.; pricing April 23

• 7% to 10% callable yield notes due April 28, 2011 based on the performance of the iShares MSCI Emerging Markets index fund and the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due July 28, 2011 based on the performance of the iShares MSCI Emerging Markets index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due May 31, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due July 28, 2011 based on the performance of the Russell 2000 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due July 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due May 31, 2011 linked to the S&P 500 index, via HSBC Securities (USA) Inc.; pricing April 23

• 0% Accelerated Market Participation Securities due July 28, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 23

• Annual income opportunity securities with sticky cap due April 29, 2016 linked to the common stocks of Ashland Inc., AT&T Inc., Chevron Corp., Coca-Cola Co., Fedex Corp., Ford Motor Co., Gilead Sciences Inc., Oracle Corp., Sempra Energy and State Street Corp.; via HSBC Securities (USA) Inc.; pricing April 26

• 0% lookback allocator notes due April 30, 2013 linked to the Euro Stoxx 50, MSCI Emerging Markets and S&P 500 indexes; via HSBC Securities (USA) Inc.; pricing April 27

• 0% return optimization securities with contingent protection due April 30, 2013 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing April 27

• 0% best-of performance notes due May 6, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing April 30

JPMORGAN CHASE BANK, NA

• Callable six-month Libor range accrual certificates of deposit due April 12, 2025; via J.P. Morgan Securities Inc.; settlement April 12

• Callable leveraged spread certificates of deposit due April 29, 2025 linked to the 30-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 26

• Contingent coupon certificates of deposit due April 26, 2016 linked to the stocks of Abbott Laboratories, Altria Group, Inc., Amazon.com, Inc., Berkshire Hathaway Inc., Campbell Soup Co., Dow Chemical Co., Goldcorp Inc., Qualcomm Inc., Verizon Communications Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 27

• Digital contingent coupon certificates of deposit due April 29, 2016 based on Abbott Laboratories, Amazon.com, Inc., CVS Caremark Corp., Dell Inc., General Electric Co., Goldcorp Inc., Monsanto Co., NIKE, Inc., Nokia Corp. and Reynolds American Inc.; via J.P. Morgan Securities Inc. and Incapital LLC; pricing April 27

• 0% certificates of deposit due April 29, 2016 linked to the Dow Jones Industrial Average, Euro Stoxx 50 index and Nikkei 225 index; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing April 27

• 0% certificates of deposit due April 29, 2016 based on the performance of the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc. and Incapital LLC; pricing April 27

• 0% certificates of deposit due April 30, 2015 based on the performance of the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc. and Incapital LLC; pricing April 27

JPMORGAN CHASE & CO.

• 0% buffered equity notes due Oct. 11, 2011 based on the iShares MSCI EAFE index fund; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 6

• 0% buffered equity notes due Oct. 11, 2011 based on the iShares Russell 2000 index fund; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 6

• 0% buffered equity notes due April 9, 2012 based on the PowerShares QQQ Trust, Series 1; 85% trigger; via J.P. Morgan Securities Inc.; pricing April 6

• 10.75%-13.25% yield optimization notes due April 14, 2011 linked to the common stock of Consol Energy Inc.; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 8

• 8% to 10.5% yield optimization notes with contingent protection due April 21, 2011 based on the performance of Amazon.com, Inc. shares; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 16

• 8.4% to 10.9% yield optimization notes with contingent protection due April 21, 2011 based on the performance of Potash Corp. of Saskatchewan Inc. shares; 80% trigger; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 16

• 0% buffered Performance Leveraged Upside Securities due April 26, 2012 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing April 26

• 8.5% upside auto callable reverse exchangeable notes due April 29, 2011 linked to Bank of America Corp. common stock; 80% trigger; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due Oct. 31, 2011 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc.; pricing April 27

• 0% semiannual review notes due Oct. 31, 2011 linked to the Market Vectors Gold Miners ETF; via J.P. Morgan Securities Inc.; pricing April 27

• 0% semiannual review notes due Oct. 31, 2011 linked to the Market Vectors Gold Miners ETF; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due Oct. 31, 2011 linked to the Russell 2000 index; via J.P. Morgan Securities Inc.; pricing April 27

• 0% barrier optimization securities with partial protection due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due Oct. 31, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 27

• 0% buffered return enhanced notes due April 30, 2012 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing April 27

MORGAN STANLEY

• 12%-14% Equity LinKed Securities due Oct. 15, 2010 based on the performance of Consol Energy Inc. shares; 80% trigger; via Morgan Stanley & Co. Inc.; pricing April 12

• Senior floating-rate six-month Libor range accrual notes due April 15, 2025; via Morgan Stanley & Co. Inc.; pricing April 12

• Leveraged CMT curve and S&P 500 index-linked callable notes due April 15, 2025; via Morgan Stanley & Co. Inc.; pricing April 15

• 0% Performance Leveraged Upside Securities due Oct. 25, 2011 based on Brazilian real, Korean won and Mexican peso relative to the dollar; via Morgan Stanley Smith Barney LLC; pricing in April

• Leveraged CMS curve and S&P 500 index-linked callable notes due April 20, 2030; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Commodity LeAding StockmarkEt Return Securities due April 24, 2012 linked to gold, silver and platinum; via Morgan Stanley & Co. Inc.; pricing in April

• 0% jump securities due April 24, 2012 linked to the iShares MSCI Brazil index fund; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Index Leading Stockmarket Return Securities due April 24, 2013 linked to the Russell 2000 index; via Morgan Stanley & Co. Inc.; pricing in April

• 0% Performance Leveraged Upside Securities due May 24, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in April

ROYAL BANK OF CANADA

• 9.3% reverse convertible notes due Oct. 12, 2010 linked to Best Buy Co., Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 6

• 0% direct investment notes due May 9, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing April 6

• 11% reverse convertible notes due July 9, 2010 linked to priceline.com Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 6

• 15.6% reverse convertible notes due July 9, 2010 linked to Research In Motion Ltd. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 6

• 9.25% annualized reverse convertible notes due July 20, 2010 based on Alcoa Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 12.25% annualized reverse convertible notes due July 20, 2010 based on Allegheny Technologies Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 10% reverse convertible notes due Oct. 20, 2010 linked to Amazon.com, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 13.75% annualized reverse convertible notes due July 20, 2010 based on Apollo Group Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 10.5% annualized reverse convertible notes due July 20, 2010 based on Arch Coal Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 21.75% annualized reverse convertible notes due July 20, 2010 based on ATP Oil & Gas Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing April 15

• 13% annualized reverse convertible notes due July 20, 2010 based on Boston Scientific Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 11.5% reverse convertible notes due Oct. 20, 2010 linked to Chesapeake Energy Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 10.75% annualized reverse convertible notes due July 20, 2010 based on the performance of Citigroup Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 17.25% annualized reverse convertible notes due July 20, 2010 based on Continental Airlines Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• Direct investment notes due May 19, 2011 linked to the Cushing 30 MLP index; via RBC Capital Markets Corp.; pricing April 15

• 14.75% annualized reverse convertible notes due July 20, 2010 based on Delta Air Lines Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 13.5% annualized reverse convertible notes due July 20, 2010 based on DryShips Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 15.25%annualized reverse convertible notes due July 20, 2010 linked to the common stock of First Solar, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 11% annualized reverse convertible notes due July 20, 2010 based on Ford Motor Co Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 11.25% reverse convertible notes due Oct. 20, 2010 linked to Freeport-McMoRan Copper & Gold, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 12.25% reverse convertible notes due Oct. 20, 2010 linked to Frontier Oil Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 24.75% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Fuel Systems Solutions Inc.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 10% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Garmin Ltd.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 14.5% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Genworth Financial Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 13.5% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Green Mountain Coffee Roasters, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 10.75% reverse convertible notes due Oct. 20, 2010 linked to Hartford Financial Services Group, Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 17.25% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Hutchinson Technology Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing April 15

• 12% annualized reverse convertible notes due July 20, 2010 linked to the common stock of KeyCorp; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 18.5% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Las Vegas Sands Corp.; 70% trigger; via RBC Capital Markets Corp.; pricing April 15

• 17.25% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Massey Energy Co.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 19.25% annualized reverse convertible notes due July 20, 2010 linked to the common stock of McMoRan Exploration Co.; 65% trigger; via RBC Capital Markets Corp.; pricing April 15

• 15.25% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Northern Oil and Gas, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 12.25% reverse convertible notes due July 20, 2010 linked to Olympic Steel Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 10.5% reverse convertible notes due Oct. 20, 2010 linked to Peabody Energy Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 12% reverse convertible notes due Oct. 20, 2010 linked to Potash Corp. of Saskatchewan Inc. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 14% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Rackspace Hosting, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 11.5% reverse convertible notes due Oct. 20, 2010 linked to Research In Motion Ltd. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 19% annualized reverse convertible notes due July 20, 2010 linked to the common stock of Rex Energy Corp.; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 18.75% reverse convertible notes due July 20, 2010 linked to Sprint Nextel Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 16.75% reverse convertible notes due July 20, 2010 linked to Titanium Metals Corp. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 13.25% reverse convertible notes due July 20, 2010 linked to United States Steel Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing April 15

• 14.25% reverse convertible notes due July 20, 2010 linked to Wynn Resorts Ltd. common stock; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 11.25% annualized reverse convertible notes due July 20, 2010 based on Yamana Gold Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing April 15

• 0% performance securities with contingent protection due April 30, 2015 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and RBC Capital Markets Corp.; pricing April 27

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

ROYAL BANK OF SCOTLAND NV

• 0% digital buffer securities due April 13, 2012 linked to the S&P 500 index; via RBS Securities Inc.; pricing April 12

UBS AG, JERSEY BRANCH

• 0% return optimization securities with contingent protection due April 30, 2013 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and UBS Securities LLC; pricing April 27

• 0% performance securities with contingent protection due April 30, 2015 linked to the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via UBS Financial Services and UBS Investment Bank; pricing April 27

• 0% return optimization securities with contingent protection due April 30, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Securities LLC; pricing April 27

• 0% performance securities due April 30, 2013 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

UBS AG, LONDON BRANCH

• 0% double long leverage securities due May 2, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing April 27

UNION BANK, NA

• Zero-coupon principal-protected capped return market-linked certificates of deposit due April 28, 2016 based on the performance of the S&P 500 index; via UnionBanc Investment Services, LLC; pricing April 23

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Oct. 28, 2013 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing April 23

• Zero-coupon principal-protected capped return market-linked certificates of deposit due April 28, 2014 linked to a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UnionBanc Investment Services, LLC; pricing April 26

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Oct. 28, 2013 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing April 26

WELLS FARGO & CO.

• Market-linked certificates of deposit due April 29, 2016 based on the SGI WISE US index; via Incapital LLC; pricing April 23

• Market-linked certificates of deposit due April 30, 2014 based on Australian dollar, Brazilian real, Canadian dollar and Norwegian krone relative to the U.S. dollar; via Incapital LLC; pricing April 23

• 0% enhanced growth securities with partial downside participation due April 2015 linked to the S&P 500 index; via Wells Fargo Securities, LLC

• 0% enhanced growth securities with buffered downside due July 2012 linked to the S&P 500 index, the iShares MSCI EAFE index fund, the iShares Russell 2000 index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC


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