Structured Products Calendar

BANK OF AMERICA CORP.

• Callable capped notes due July 2030 linked to the difference between the 30-year and two-year Constant Maturity Swap rates; via Banc of America Securities LLC and Merrill Lynch, Pierce, Fenner & Smith Inc. as agents and Incapital LLC as distributor; pricing in July

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

• Five-year 0% Leveraged Index Return Notes linked to the prices of gold and silver; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• Six-month 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 July

• 0% Strategic Accelerated Redemption Securities due January 2011 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• One-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 July

• 0% Strategic Accelerated Redemption Securities due August 2011 based on S&P 500 index; 95% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 0% Accelerated Return Notes due September 2011 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in July

• 0% Capped Leveraged Index Return Notes due July 2012 based on S&P 500 index; 90% trigger; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

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

• 0% Market Index Target-Term Securities due July 2015 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 0% Accelerated Return Notes due September 2011 linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co. LLC; pricing in July

• 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 July or August

• One-year 0% Strategic Accelerated Redemption Securities linked to the SPDR Euro Stoxx 50 exchange-traded fund; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

• 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 July or August

BANK OF AMERICA, NA

• Certificates of deposit due July 2015 linked to the stocks of Abercrombie & Fitch Co., Altria Group, Inc., Archer-Daniels-Midland Co., Barrick Gold Corp., Boeing Co., Caterpillar Inc., Deere & Co., General Electric Co., JPMorgan Chase & Co., McDonald's Corp., Monsanto Co., Nokia Corp., Reynolds American Inc., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Incapital LLC; pricing July 26

BARCLAYS BANK DELAWARE

• Certificates of deposit due July 28, 2015 linked to the common stocks 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, 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 July 23

• Certificates of deposit due July 26, 2013 linked to equal weights of the common shares of Barrick Gold Corp., Research In Motion Ltd. and SunTrust Banks Inc., the class A shares of Abercrombie & Fitch Co. and the ADSs of Baidu Inc., Panasonic Corp., Petroleo Brasileiro SA, Nokia Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing July 23

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

• Certificates of deposit due July 28, 2015 linked to copper, gasoline RBOB, lead, nickel, palladium, platinum, soybeans, sugar, tin and zinc; via Barclays Capital Inc. and distributor Advisors Asset Management, Inc.; pricing July 23

• Certificates of deposit due July 23, 2013 linked to the Russell 2000 index; via Barclays Capital Inc. and Advisors Asset Management, Inc.; pricing July 23

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

BARCLAYS BANK PLC

• 0% knock-out buffered notes due Jan. 20, 2012 linked to the common stocks of Applied Materials, Inc., Boeing Co., Broadcom Corp., Coca-Cola Co., Colgate-Palmolive Co., FedEx Corp., Las Vegas Sands Corp., Marvell Technology Group Ltd., Mead Johnson Nutrition Co., Mylan Inc., PepsiCo, Inc., Philip Morris International Inc., Starwood Hotels & Resorts Worldwide, Inc., Wynn Resorts, Ltd. and YUM! Brands, Inc.; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing July 9

• 0% bearish notes due July 14, 2014 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing July 9

• 0% buffered SuperTrack notes due July 12, 2012 based on the performance of the Dow Jones-UBS Commodity index; 85% trigger; via Barclays Capital Inc.; pricing July 9

• 0% buffered Super Track notes due July 12, 2012 based on Euro Stoxx 50 index; 85% trigger; via Barclays Capital Inc.; pricing July 9

• 0% buffered return enhanced notes due Aug. 5, 2011 linked to the Hang Seng China Enterprises index, Korea Composite Stock Price Index 200, MSCI Taiwan index, Hang Seng index and MSCI Singapore index and their related currencies; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 9

• Buffered iSuper Track notes due July 12, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing July 9

• 0% buffered SuperTrack notes due Jan. 12, 2012 based on the performance of the iShares MSCI Emerging Markets index fund; 85% trigger; via Barclays Capital Inc.; pricing July 9

• 0% knock-in Super Track notes due July 12, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 9

• 0% buffered Super Track digital notes due July 19, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 16

• 0% buffered Super Track digital notes due May 31, 2012 based on the performance of the S&P 500 index; via Barclays Capital Inc.; pricing July 16

• 0% Super Track notes due July 31, 2012 linked to the bearish performance of the Japanese yen relative to the dollar; via Barclays Capital Inc.; pricing July 23

• 0% notes due July 28, 2015 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing July 23

• 0% notes due July 28, 2015 based on S&P 500 index; via Barclays Capital Inc.; pricing July 23

• 0% notes due July 28, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing July 23

• 0% notes due July 28, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing July 23

• 0% double short leverage securities due July 26, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 26

• 0% double short leverage securities due July 26, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 26

• 0% return optimization securities with contingent protection due July 31, 2013 based on the Dow Jones-UBS Commodity index; 70% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 27

• 0% return optimization securities with contingent protection due July 31, 2013 based on iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; 60% trigger; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 27

• 0% performance-tracking securities due July 31, 2013 based on S&P 500 Dynamic Veqtor Total Return index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing July 27

CITIBANK, NA

• Market-linked certificates of deposit due July 22, 2016 linked to a basket of 20 stocks including American Electric Power Co., Inc., American Express Co., Amgen Inc., AT&T Inc., Boeing Co., Bristol-Myers Squibb Co., Consolidated Edison, Inc., CVS Caremark Corp., E. I. du Pont de Nemours and Co., Google Inc., Hess Corp., Hewlett Packard Co., Kraft Foods Inc., Lowe's Cos., Inc., Monsanto Co., Peabody Energy Corp., Southwest Airlines Co., Time Warner Inc., Verizon Communications Inc. and Wells Fargo & Co.; via Citigroup Global Markets Inc. as agent and Advisors Asset Management, Inc. as distributor; pricing July 26

CITIGROUP FUNDING, INC.

• 8%-10% annualized Equity LinKed Securities due Jan. 26, 2011 linked to the common stock of Apple Inc.; via Citigroup Global Markets Inc.; pricing in July

• 7%-9% annualized Equity LinKed Securities due Jan. 26, 2011 linked to the common stock of Barrick Gold Corp.; via Citigroup Global Markets Inc.; pricing in July

• 9%- 11% annualized Equity LinKed Securities due Jan. 26, 2011 linked to the common stock of Boeing Co.; via Citigroup Global Markets Inc.; pricing in July

• Strategic market access notes due September 2011 linked to the common units of El Paso Pipeline Partners, LP, Energy Transfer Equity, LP, Enterprise Products Partners LP, Inergy, LP, Magellan Midstream Partners, LP, NuStar Energy LP, NuStar GP Holdings, LLC, Oneok Partners, LP, Plains All American Pipeline, LP, Regency Energy Partners LP, Spectra Energy Partners, LP, Suburban Propane Partners, LP, Targa Resources Partners LP, Teekay Offshore Partners LP and Western Gas Partners, LP; via Citigroup Global Markets Inc.

CREDIT SUISSE AG, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due July 30, 2012 linked to the iShares MSCI Emerging Markets index fund; via Credit Suisse Securities (USA) LLC; pricing July 23

• 0% Buffered Accelerated Return Equity Securities due July 30, 2012 based on Russell 2000 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 23

• 0% Buffered Accelerated Return Equity Securities due March 30, 2012 based on S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 27

• 9%-11% callable yield notes due Jan. 31, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 27

• 10%-12% callable yield notes due Aug. 1, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 27

• 10.75%-12.75% callable yield notes due Aug. 1, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 27

• High/low coupon callable yield notes due Aug. 1, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 27

• 9.25%-11.25% callable yield notes due Aug. 1, 2011 based on S&P 500 index and the Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing July 27

• 10.75% callable yield notes due Aug. 4, 2011 linked to the iShares Silver trust and the Utilities Select Sector SPDR fund; via Credit Suisse Securities (USA) LLC; pricing July 30

• 6% callable yield notes due Aug. 4, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing July 30

• 0% Buffered Accelerated Return Equity Securities due Nov. 4, 2011 based on S&P 500 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing July 30

• 9%-11% callable yield notes due Feb. 4, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 30

• 9%-11% callable yield notes due Aug. 4, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 30

• High/low coupon callable yield notes due Aug. 4, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing July 30

• Performance yield notes due Feb. 6, 2012 linked to the worst performing of the S&P 500 index, the Market Vectors Gold Miners exchange-traded fund and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 30

• 9.25%-11.25% callable yield notes due Aug. 4, 2011 based on S&P 500 index and the Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing July 30

DEUTSCHE BANK AG, LONDON BRANCH

• 0% buffered enhanced participation notes due July 16, 2012 linked to the Brazilian real, Indonesian rupiah, Indian rupee and the Chinese renminbi relative to the dollar; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing July 9

• 0% capped Buffered Underlying Securities due March 14, 2012 linked to a basket of the S&P 500 index and the S&P MidCap 400 index; via Deutsche Bank Securities Inc.; pricing July 9

• 0% capped Buffered Underlying Securities due Jan. 19, 2012 linked to S&P 500 index and the iShares MSCI Emerging Markets index fund; 90% trigger; via Deutsche Bank Securities Inc.; pricing July 14

• 0% alpha overlay securities due July 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 July 16

• 0% performance securities with contingent protection due July 30, 2015 linked to the Dow Jones - UBS Commodity index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27

• 0% return optimization securities with partial protection due Jan. 31, 2012 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing July 27

EKSPORTFINANS ASA

• Accelerated Return Notes due October 2011 based on the spot price of gold; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 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 July

• Bear Accelerated Return Notes due January 2011 based on the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 25- to 27-month 0% currency-linked notes tied to the performance of a basket of the Mexican peso, Chinese renminbi, Indian rupee, Australian dollar and Norwegian krone against the U.S. Dollar; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

• 0% leveraged buffered index-linked notes due Aug. 5, 2011 linked to the S&P 500 index; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.; pricing July 9

• 1% notes due 2015 linked to the 10-year Constant Maturity Treasury rate; via Goldman, Sachs & Co.

• 10-year floating-rate notes linked to the 10-year Constant Maturity Swap rate; via Goldman, Sachs & Co.

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

• 12-month 0% currency-linked notes based on the euro and the Japanese yen, relative to the dollar; via Goldman, Sachs & Co.

• 0% commodity-linked trigger notes due Dec. 30, 2011 tied to the spot price of gold; via Goldman, Sachs & Co. and J.P. Morgan Securities Inc.

• 18-month 0% leveraged buffered index-linked notes linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via Goldman, Sachs & Co.

• 24-month 0% leveraged buffered notes linked to the iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 26- to 28-month 0% currency-linked notes tied to the Mexican peso, Australian dollar, Norwegian krone, Indian rupee, Singapore dollar and the Malaysian ringgit against the U.S. dollar; via Goldman, Sachs & Co.

• 0% buffered equity index-linked notes due April 11, 2011 tied to the S&P 500 index; via Goldman, Sachs & Co.

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

• 15-month 0% buffered index-linked notes linked to the S&P 500 index with 14.25%-16.75% cap; via Goldman, Sachs & Co.

• 15-month 0% buffered index-linked notes linked to the S&P 500 index with 17.5%-20.5% cap; via Goldman, Sachs & Co.

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

• 24- to 27-month 0% leveraged 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.

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

• 15- to 17-month 0% leveraged buffered index-linked notes based on S&P 500 index, the MSCI EAFE index and the Russell 2000 index; 90% trigger; via Goldman, Sachs & Co.

• 24- to 27-month 0% leveraged index-linked notes based on the S&P BRIC 40 index; via Goldman, Sachs & Co.

HARRIS NA

• Principal-protected contingent semiannual payout certificates of deposit due July 30, 2015 linked to an equally weighted basket of common stocks including Altria Group, Inc., Apple Inc., Barrick Gold Corp., Coca-Cola Co., ConocoPhillips, McDonald's Corp., Merck & Co., Inc., Verizon Communications Inc., Wal-Mart Stores, Inc. and Wells Fargo & Co.; via Incapital LLC as distributor; pricing July 27

• Principal-protected certificates of deposit due July 30, 2015 inversely linked to the performance of the Barclays 7-10 Year Treasury index; via Incapital LLC as distributor; pricing July 27

• Principal-protected certificates of deposit due July 29, 2016 linked to the iShares Dow Jones Select Dividend index fund; via Incapital LLC as distributor; pricing July 27

HSBC BANK USA, NA

• 0% certificates of deposit with minimum return due July 28, 2017 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing July 22

• 0% global opportunity certificates of deposit with minimum return due July 28, 2017 linked to the Euro Stoxx 50, Hang Seng and S&P 500 indexes; via HSBC Securities (USA) Inc.; pricing July 22

• Barrier rebate certificates of deposit due July 28, 2014 based on Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing July 22

• Barrier multi-coupon opportunity certificates of deposit due July 29, 2013 based on Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 22

• Barrier multi-coupon opportunity certificates of deposit due July 28, 2014 based on Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 22

• 0% knock-out barrier certificates of deposit due July 29, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 26

• Annual income opportunity certificates of deposit due July 29, 2016 linked to an Emerging Market Explorers Series basket of stocks including the ADRs of Anglogold Ashanti, Baidu Inc., Gold Fields Ltd., Harmony Gold Mining, Icici Bank Ltd., Teva Pharmaceutical, Turkcell Iletism Hizmet, Tata Motors Ltd. and Yingli Green Energy Holding, as well as the stock of Check Point Software Tech, Infosys Technologies Ltd. and Mobile Telesystems; via HSBC Securities (USA) Inc.; pricing July 26

• Annual income opportunity certificates of deposit with auto cap feature due Aug. 1, 2016 linked to the stocks of Amgen Inc., AstraZeneca plc, Barrick Gold Corp., Credit Suisse Group, Ebay Inc., Nike Inc., Petrochina Co. Ltd., Research In Motion Ltd., SAP AG, Sony Corp., UBS AG and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing July 27

• Annual income opportunity certificates of deposit with auto cap feature due Aug. 1, 2016 linked to the stocks of Applied Materials Inc., Biogen Idec Inc., Dominion Resources Inc., Ford Motor Co., Las Vegas Sands Corp., McDonald's Corp., Newmont Mining Corp., Nucor Corp., Procter & Gamble Co., PNC Financial Services Group Inc., Sandisk Corp. and Valero Energy Corp.; via HSBC Securities (USA) Inc.; pricing July 27

• Annual income opportunity certificates of deposit with auto cap feature due July 30, 2015 linked to the stocks of Biogen Idec Inc., Dominion Resources Inc., Ford Motor Co., General Electric Co., Las Vegas Sands Corp., McDonald's Corp., Newmont Mining Corp., Nucor Corp., Procter & Gamble Co., Sandisk Corp., U.S. Bancorp and Valero Energy Corp.; via HSBC Securities (USA) Inc.; pricing July 27

HSBC USA INC.

• 10%-12.75% yield optimization notes with contingent protection due Jan. 21, 2011 linked to Comcast Corp. common stock; 75% trigger; via UBS Financial Services Inc.; pricing July 16

• 9.25%-11.75% yield optimization notes with contingent protection due Jan. 21, 2011 linked to Hewlett-Packard Co. common stock; 80% trigger; via UBS Financial Services Inc.; pricing July 16

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 based on the performance of the iShares FTSE/Xinhua China 25 index fund; 90% trigger; via HSBC Securities (USA) Inc.; pricing July 23

• 0% buffered Accelerated Market Participation Securities due Jan. 30, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing July 23

• 0% Accelerated Market Participation Securities due Aug. 29, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 23

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

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

• 0% buffered Accelerated Market Participation Securities due Jan. 30, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 23

• 0% Accelerated Market Participation Securities due Aug. 29, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 23

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

• 0% buffered Accelerated Market Participation Securities due Oct. 28, 2011 based on S&P 500 index; 90% trigger; via HSBC Securities (USA) Inc.; pricing July 23

• 0% buffered Accelerated Market Participation Securities due Jan. 30, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 23

• 0% autocallable notes due July 29, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing July 26

• Annual income opportunity securities with auto cap due Aug. 1, 2013 linked to the common shares of Amgen Inc. and eBay Inc., the class B shares of Nike, Inc. and the ADSs of AstraZeneca plc, Barrick Gold Corp., Credit Suisse Group Corp., PetroChina Co. Ltd., Research In Motion Ltd., SAP Corp., Sony Corp., UBS Corp. and Vodafone Group plc; HSBC Securities (USA) Inc.; pricing July 27

• 0% performance securities with contingent protection due July 31, 2015 linked to the S&P 500 index; via UBS Financial Services Inc.; pricing July 27

• 0% best-of performance notes due Aug. 5, 2013 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing July 30

• 0% Accelerated Market Participation Securities due July 2012 linked to the FTSE 100 index; via HSBC Securities (USA) Inc.; pricing in July

JPMORGAN CHASE BANK, NA

• 0% commodity-linked certificates of deposit due July 31, 2015 based on the performance of the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc. as agent and Incapital LLC as distributor; pricing July 27

reverse convertible notes due Jan. 13, 2011 linked to Amazon.com, Inc. stock; via JPMorgan; pricing July 9

• Contingent coupon certificates of deposit due July 29, 2016 linked to an equally weighted basket of 10 stocks including Abbott Laboratories, Altria Group, Inc., Amazon.com, Inc., Bristol-Myers Squibb Co., Campbell Soup Co., Dow Chemical Co., Goldcorp Inc., Qualcomm Inc. and Wells Fargo & Co. and the class B common stock of Berkshire Hathaway Inc.; via J.P. Morgan Securities Inc. as agent and Incapital LLC as distributor; pricing July 27

• Digital contingent coupon certificates of deposit due July 29, 2016 linked to a basket of 10 stocks including Abbott Laboratories, Amazon.com, Inc., CVS Caremark Corp., Dell Inc., General Electric Co., Goldcorp Inc., Nike, Inc., Reynolds American Inc., Time Warner Inc. and Whole Foods Market, Inc.; via J.P. Morgan Securities Inc. as agent and Incapital LLC as distributor; pricing July 27

• Leveraged and capped contingent coupon certificates of deposit due July 29, 2016 linked to a basket of common stocks including Amazon.com, Inc., Barrick Gold Corp., General Mills, Inc., Merck & Co., Molson Coors Brewing Co., Qualcomm Inc., Reynolds American Inc., Schlumberger NV, Wells Fargo & Co. as well as the ADSs of LM Ericsson Telephone Co.; via J.P. Morgan Securities Inc. as agent and Incapital LLC as distributor; pricing July 27

JPMORGAN CHASE & CO.

• 14.45% reverse convertible notes due Jan. 13, 2011 linked to Amazon.com, Inc. stock; via JPMorgan; pricing July 9

• 14.25% reverse convertible notes due Jan. 13, 2011 linked to Bank of America Corp. stock; via JPMorgan; pricing July 9

• 18.75% reverse convertible notes due Jan. 13, 2011 linked to Freeport-McMoRan Copper & Gold Inc. stock; via JPMorgan; pricing July 9

• 0% capped index knock-out notes due Aug. 5, 2011 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 9

• 0% buffered return enhanced notes due Jan. 12, 2012 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing July 9

• Zero-coupon principal-protected notes due July 14, 2015 based S&P 500 index, iShares Barclays TIPS Bond Fund, the SPDR Gold Trust, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing July 9

• 0% buffered notes due July 13, 2012 based on S&P GSCI Precious Metals Index Excess Return; 85% trigger; via J.P. Morgan Securities Inc.; pricing July 9

• 16% reverse convertible notes due Jan. 20, 2011 linked to Amazon.com, Inc. stock; via JPMorgan; pricing July 14

• 11.5% reverse convertible notes due July 19, 2011 linked to Apple Inc. stock; via JPMorgan; pricing July 14

• 14.25% reverse convertible notes due Jan. 20, 2011 linked to Bank of America Corp. stock; via JPMorgan; pricing July 14

• 14.5% reverse convertible notes due Jan. 20, 2011 linked to Caterpillar Inc. stock; via JPMorgan; pricing July 14

• 11.75% reverse convertible notes due July 19, 2011 linked to Deere & Co. stock; via JPMorgan; pricing July 14

• 16.75% reverse convertible notes due Oct. 19, 2010 linked to Ford Motor Co. stock; via JPMorgan; pricing July 14

• 10.25% reverse convertible notes due July 19, 2011 linked to Goldman Sachs Group, Inc. stock; via JPMorgan; pricing July 14

• 27.75% reverse convertible notes due Oct. 19, 2010 linked to Netflix, Inc. stock; via JPMorgan; pricing July 14

• 22% reverse convertible notes due Oct. 19, 2010 linked to United States Steel Corp. stock; via JPMorgan; pricing July 14

• 7.75%- 10.25% yield optimization notes with contingent protection due July 21, 2011 linked to the common stock of Aetna Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing July 16

• 7.75%- 10.25% yield optimization notes with contingent protection due July 21, 2011 linked to the common stock of Home Depot Inc.; 75% trigger; via J.P. Morgan Securities Inc.; pricing July 16

• 8.25%- 10.75% yield optimization notes with contingent protection due July 21, 2011 linked to the common stock of Occidental Petroleum Corp.; 75% trigger; via J.P. Morgan Securities Inc.; pricing July 16

• 0% jump securities due Dec. 28, 2011 based on the performance of the iShares FTSE/Xinhua China 25 index fund; via J.P. Morgan Securities Inc.; pricing July 26

• 0% buffered Performance Leveraged Upside Securities due July 27, 2012 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 26

• 0% buffered Performance Leveraged Upside Securities due July 31, 2012 linked to the iShares MSCI Emerging Markets index fund; via J.P. Morgan Securities Inc.; pricing July 26

• 8% upside auto callable single observation reverse exchangeable notes due July 29, 2011 linked to the class B common stock of Berkshire Hathaway Inc.; 80% trigger; via J.P. Morgan Securities Inc.; pricing July 27

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 27

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 27

• 0% buffered return enhanced notes due Jan. 31, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 27

• 0% buffered return enhanced notes due July 31, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing July 27

• 12%- 15% callable yield notes due Jan. 31, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities Inc.; pricing July 27

• 12%- 15% callable yield notes due July 29, 2011 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; via J.P. Morgan Securities Inc.; pricing July 27

MORGAN STANLEY

• 0% buffered Performance Leveraged Upside Securities due Jan. 20, 2012 linked to the Dow Jones - UBS Commodity Index 3 Month Forward; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 9

• 0% knock-out notes due Jan. 20, 2012 based on the price of gold; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing July 9

• 8%-10% annualized Equity LinKed Securities due Jan. 11, 2011 based on Amazon.com, Inc.; 80% trigger; via Morgan Stanley & Co. Inc.; pricing July 12

• 8%-10% annualized Equity LinKed Securities due Jan. 25, 2011 based on the common stock of Amazon.com, Inc.; via Morgan Stanley & Co. Inc.; pricing July 26

• 0% jump securities due Aug. 25, 2011 linked to the Philadelphia Oil Service Sector index; via Morgan Stanley & Co. Inc.; pricing July 26

• 0% buffered jump securities due Dec. 23, 2011 based on the performance of the Brazilian real relative to the dollar; via Morgan Stanley & Co. Inc; pricing in July

• Leveraged callable CMS curve linked notes due July 16, 2030; via Morgan Stanley & Co. Inc.; pricing in July

• Leveraged CMS curve and S&P 500 index-linked callable notes due July 16, 2030; via Morgan Stanley & Co. Inc.; pricing in July

• Callable Sifma Municipal Swap index and Libor accrual notes due July 2025; via Morgan Stanley & Co. Inc.; pricing in July

• 0% Performance Leveraged Upside Securities due Aug. 25, 2011 based on S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in July

ROYAL BANK OF CANADA

• 0% buffered bullish enhanced return notes due Jan. 12, 2012 linked to the iShares MSCI EAFE index fund; via RBC Capital Markets Corp.; pricing July 9

• 0% buffered bullish enhanced return notes due Jan. 12, 2012 based on the performance of the S&P 500 index; 85% trigger; via RBC Capital Markets Corp.; pricing July 9

• 0% buffered bullish enhanced return notes due Jan. 12, 2012 based on the performance of the S&P MidCap 400 index; 85% trigger; via RBC Capital Markets Corp.; pricing July 9

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

SG STRUCTURED PRODUCTS, INC.

• Bearish principal-protected index notes due July 30, 2015 linked to the SGI Bond 10Y USD index; via SG Americas Securities, LLC and distributor is Advisors Asset Management, Inc.; pricing July 27

AB SVENSK EXPORTKREDIT

• 0% Accelerated Return Notes due September 2011 based on the performance of the Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 0% Accelerated Return Notes due September 2011 linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July

• 53-week 9% STEP Income Securities linked to Corning Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in July or August

UBS AG

• Return optimization securities due in 2012 linked to the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc. and UBS Investment Bank; pricing in July or August

UBS AG, JERSEY BRANCH

• 0% performance securities due July 31, 2013 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 27

UBS AG, LONDON BRANCH

• 10.25% annualized reverse convertible notes due Jan. 20, 2011 based on the performance of General Electric Co. shares; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing July 14

• 10.8% annualized reverse convertible notes due July 19, 2011 based on the performance of JPMorgan Chase & Co. shares; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing July 14

• 13% annualized reverse convertible notes due Jan. 20, 2011 based on the performance of Wells Fargo & Co. shares; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing July 14

• 8.25%-10.25% yield optimization notes with contingent protection due July 20, 2012 linked to the common stock of Boeing Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 16

• 9%-11% yield optimization notes with contingent protection due July 20, 2012 linked to the common stock of Wells Fargo & Co.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 16

• 9.25%-11.25% yield optimization notes with contingent protection due July 20, 2012 linked to the common stock of Yamana Gold Inc.; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 16

• 0% return optimization securities with contingent protection due July 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Securities LLC; pricing July 28

• 0% performance allocation securities due July 31, 2015 based on the best performing of three global equity portfolios, consisting of the SPDR trust, iShares MSCI EAFE and iShares MSCI Emerging Markets; via UBS Financial Services Inc. and UBS Investment Bank; pricing July 28

UNION BANK, NA

• Zero-coupon principal-protected capped return market-linked certificates of deposit due July 28, 2016 linked to the Dow Jones Industrial Average; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing July 23

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due July 28, 2014 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing July 23

• Zero-coupon principal-protected market-linked certificates of deposit due July 28, 2014 linked the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing July 26

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

WELLS FARGO & CO.

• 0% market-linked certificates of deposit due July 29, 2016 linked to the Dow Jones - UBS Commodity index; via distributor Incapital LLC; pricing July 23

• 0% market-linked certificates of deposit due July 29, 2016 linked to the SGI WISE US Vol Target 8% (USD-Excess Return) index; via distributor Incapital LLC; pricing July 23

• 0% market-linked certificates of deposit due July 31, 2014 linked to the performance of the U.S. dollar relative to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via distributor Incapital LLC; pricing July 23

• 0% enhanced growth securities due July 2013 based on iShares MSCI Australia index fund, the iShares MSCI Brazil index fund, the iShares MSCI Canada index fund and iShares MSCI Mexico Investable Market index fund; 80% trigger; via Wells Fargo Securities, LLC

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