Structured Products Calendar

BANK OF AMERICA CORP.

• 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

• Capped floating-rate notes with a minimum coupon due July 29, 2020 linked to Libor; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

• 0% Capped Leveraged Index Return Notes due July 2013 linked to the Russell 2000 index, the MSCI Emerging Markets index and the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

• 0% Capped Leveraged Index Return Notes due July 2012 based on S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; 85% trigger; 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

• Capped floating-rate notes with a minimum coupon due Aug. 4, 2017 linked to Libor; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement Aug. 4

• 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

• 0% Capped Leveraged Index Return Notes due September 2012 based on the gold spot price; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August

• 0% Capped Leveraged Index Return Notes due August 2012 linked to a basket of the S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August

• Callable capped notes due August 2030 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.

BANK OF AMERICA, NA

• 0% market participation certificates of deposit due July 2030 based on the 30-year Constant Maturity Swap rate and two-year CMS rate; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in July

BARCLAYS BANK PLC

• 0% bearish notes due Aug. 14, 2014 based on Barclays Capital 10Y Treasury Futures index; Barclays Capital Inc.; pricing Aug. 9; Cusip 06740PHL3

• 0% buffered iSuper Track notes due Aug. 14, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Aug. 9: Cusip 06740PHJ8

• Zero-coupon 100% principal-protected notes due Aug. 7, 2015 linked to institutional-class shares of the Pimco High Yield fund; via Barclays Capital Inc.; pricing Aug. 9; Cusip 06740PHA7

• 0% buffered Super Track notes due Aug. 14, 2012 linked to the S&P GSCI Crude Oil Excess Return index; via Barclays Capital Inc.; pricing Aug. 9; Cusip 06740PHB5

• 0% buffered Super Track notes due Aug. 14, 2012 linked to the S&P GSCI Excess Return index; via Barclays Capital Inc.; pricing Aug. 9; Cusip 06740PHC3

• 0% buffered Super Track notes due Feb. 14, 2012 linked to the Technology Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 9; Cusip 06740PHF6

• 0% double short leverage securities due Aug. 30, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Aug. 25: Cusip 06740PKE5

• 9% reverse convertible notes due Aug. 31, 2011 linked to Alcoa Inc. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJW7

• 8.5% reverse convertible notes due Aug. 31, 2011 linked to American Express Co. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJY3

• 8.5% reverse convertible notes due Aug. 31, 2011 linked to Apple Inc. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJX5

• 9% reverse convertible notes due Feb. 28, 2011 linked to Bank of America Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip 06740PJU1

• 0% notes due Aug. 30, 2013 linked to the performance of a basket of the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi relative to the dollar; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHK5

• 10% reverse convertible notes due Feb. 28, 2011 linked to Capital One Financial Corp. stock; via Barclays Capital; pricing Aug. 26; Cusip 06740PJV9

• 11% reverse convertible notes due Aug. 31, 2011 linked to Carpenter Technology Corp. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKA3

• 9% reverse convertible notes due Aug. 31, 2011 linked to Citigroup inc. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJZ0

• 0% buffered Super Track notes due Sept. 29, 2011 linked to the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJJ6

• 0% buffered Super Track notes due Feb. 28, 2012 linked to the Energy Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJC1

• 0% buffered Super Track notes due Sept. 29, 2011 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJH0

• 0% buffered Super Track notes due Feb. 28, 2012 linked to the Financial Select Sector SPDR fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJB3

• 8.5% reverse convertible notes due Aug. 31, 2011 linked to Ford Motor Co. stock; via Barclays Capital; pricing Aug. 26; Cusip 06740PJT4

• 0% buffered Super Track notes due Sept. 29, 2011 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJF4

• 0% buffered Super Track notes due Feb. 28, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHZ2

• 0% buffered Super Track notes due Sept. 29, 2011 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJG2

• 0% buffered Super Track notes due Feb. 28, 2012 linked to the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJA5

• 0% buffered Super Track notes due Sept. 29, 2011 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJL1

• 0% buffered Super Track notes due Feb. 28, 2012 linked to the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJE7

• 8.5% reverse convertible notes due Aug. 31, 2011 linked to JPMorgan Chase & Co. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKB1

• 9% reverse convertible notes due Aug. 31, 2011 linked to Noble Corp. stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKC9

• 9.75% reverse convertible notes due Aug. 31, 2011 linked to Nokia Corp. (American depositary share) stock; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PKD7

• 0% notes due Aug. 31, 2016 linked to the S&P 500 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHD1

• 0% notes due Aug. 31, 2016 linked to the S&P BRIC 40 index; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PHE9

• 0% buffered Super Track notes due Sept. 29, 2011 linked to the SPDR S&P 500 ETF trust; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJK3

• 0% buffered Super Track notes due Feb. 28, 2012 linked to the SPDR S&P 500 ETF trust; via Barclays Capital Inc.; pricing Aug. 26; Cusip 06740PJD9

BNP PARIBAS

• 0% conditional high watermark medium-term notes due Aug. 31, 2015 linked to the performance of the S&P 500 index; via BNP Paribas Securities as agent and Advisors Asset Management, Inc. as distributor; pricing Aug. 26; Cusip 05567LL62

CITIBANK, NA

• Market-linked certificates of deposit due Aug. 26, 2016 linked to an equally weighted basket includes the stocks of Amazon.com, Inc., Barrick Gold Corp., Corning Inc., General Mills, Inc., Goldman Sachs Group, Inc., JDS Uniphase Corp., Merck & Co., Inc., Qualcomm Inc., Reynolds American Inc. and Schlumberger Ltd.; via Citigroup Global Markets Inc. and Incapital LLC; pricing Aug. 25; Cusip: 172986CE9

CITIGROUP FUNDING, INC.

• 0% Index Leading Stockmarket Return Securities due August 2012 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing July 30; Cusip 17316G305

• 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

• 14.5%-15% annualized Equity LinKed Securities due Jan. 24, 2011 linked to the common stock of SanDisk Corp.; 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 LNG Partners LP and Western Gas Partners, LP; via Citigroup Global Markets Inc.

CREDIT SUISSE AG, NASSAU BRANCH

• 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

• 0% CS global basket notes due Aug. 4, 2015 linked to the best performing of three baskets consisting of the SPDR S&P 500 ETF Trust, the iShares Barclays 20+ Year Treasury Bond Fund and the SPDR Gold Trust; 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

• 9.5%-11.5% bearish callable yield notes due Aug. 4, 2011 linked to the S&P 500 index and the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing July 30

• 0% Buffered Accelerated Return Equity Securities due Aug. 20, 2012 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Aug. 13; Cusip 22546EYG3

DEUTSCHE BANK AG, LONDON BRANCH

• 0% buffered return enhanced notes due Aug. 17, 2011 based on Brazilian real, Turkish lira and the Indonesian rupiah versus Japanese yen and dollar; 90% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 30; Cusip 2515A05Y5

• 0% market contribution securities due Aug. 23, 2013 linked to the Deutsche Bank Allocator Total Return index; via Deutsche Bank Securities Inc.; pricing Aug. 20

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

• 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

• 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

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

GOLDMAN SACHS GROUP, INC.

• 1% notes due 2015 linked to the 10-year Constant Maturity Treasury 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.

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

• 12- to 13-month 0% leveraged index-linked notes linked to the S&P 500 index; 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.

• 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.

HSBC USA INC.

• 0% capped knock-out buffer notes due Aug. 22, 2011 linked to a basket of stocks including Broadcom Corp., CA, Inc., Cisco Systems, Inc., Hewlett-Packard Co., IBM Corp., Marvell Technology Group Ltd., Oracle Corp., SanDisk Corp., Seagate Technology and Qualcomm Inc.; via J.P. Morgan Securities Inc.; pricing July 30; Cusip 4042K03G8

• 0% notes due Aug. 22, 2011 linked to a basket of buffered return enhanced components, i.e. the Euro Stoxx 50, FTSE 100 and Tokyo Stock Price indexes; via J.P. Morgan Securities Inc.; pricing July 30; Cusip 4042K03H6

• 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

• 0% Accelerated Market Participation Securities due Sept. 29, 2011 linked to the iShares FTSE/Xinhua China 25 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04D4

• 0% Accelerated Market Participation Securities due Nov. 30, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04G7

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04K8

• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the iShares FTSE/Xinhua China 25 index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04P7

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04L6

• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the iShares MSCI Brazil index fund; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04Q5

• 0% Accelerated Market Participation Securities due Sept. 29, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04C6

• 0% Accelerated Market Participation Securities due Nov. 30, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04F9

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04J1

• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04N2

• 0% Accelerated Market Participation Securities due Sept. 29, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04B8

• 0% Accelerated Market Participation Securities due Nov. 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04E2

• 0% buffered Accelerated Market Participation Securities due Nov. 30, 2011 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04H5

• 0% buffered Accelerated Market Participation Securities due Feb. 29, 2012 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 24; Cusip 4042K04M4

• 0% autocallable notes due Aug. 30, 2011 linked to the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Aug. 25; Cusip 4042K04R3

• 0% best of performance notes due Sept. 5, 2013 based on the S&P 500 index; via HSBC Securities (USA) Inc.; pricing Aug. 31; Cusip 4042K04S1

JPMORGAN CHASE & CO.

• Market participation quarterly review notes due Aug. 11, 2011 linked to the S&P GSCI Crude Oil Index Excess Return; via J.P. Morgan Securities Inc.; pricing July 30; Cusip 48124AXQ5

• 17.4% reverse convertible notes due Feb. 15, 2011 linked to Halliburton Co. stock; via JPMorgan; pricing Aug. 10

• 0% buffered return enhanced notes due Feb. 13, 2012 linked to the iShares Russell 2000 index fund; via J.P. Morgan Securities Inc.; pricing Aug. 10

• 0% buffered return enhanced notes due Feb. 13, 2012 based on iShares Russell 2000 index fund; 85% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 10

• 10.25% reverse convertible notes due Feb. 15, 2011 linked to Yahoo! Inc. stock; via JPMorgan; pricing Aug. 10

• Libor range accrual notes due Aug. 17, 2020, extended from July 28, 2020; via J.P. Morgan Securities Inc.; pricing Aug. 12

• Callable leveraged note due Aug. 18, 2025 based on the 10-year Constant Maturity Swap rate and two-year CMS rate; via J.P. Morgan Securities Inc.; pricing Aug. 13

• 0% buffered Performance Leveraged Upside Securities due Aug. 29, 2012 based on S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Aug. 25; Cusip 46634E155

MORGAN STANLEY

• 0% knock-out notes due Aug. 11, 2011 based on the price of gold; via J.P. Morgan Securities Inc. and JPMorgan Chase Bank, NA; pricing July 30; Cusip 617482MY

• 0% knock-out notes due Feb. 13, 2012 linked to the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing July 30; Cusip:617482MW1

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

• 0% equity-linked notes due March 30, 2017 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing in July; Cusip 61759G653

• 0% Performance Leveraged Upside Securities due Aug. 30, 2011 based on the performance of the iShares MSCI EAFE index fund; via Morgan Stanley & Co.; pricing in July; Cusip 61759G646

• 0% Equity Leading Stockmarket Return Securities due February 2012 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in July; Cusip 61759G661

• 9%-11% Equity LinKed Securities due Feb. 22, 2011 linked to the common stock of Baker Hughes Inc.; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip 61759G620

• 0% equity-linked notes due Aug. 25, 2016 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip 61759G612

• 7%-9% Equity LinKed Securities due Feb. 22, 2011 linked to the common stock of Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing Aug. 25; Cusip 61759G638

• Callable notes with contingent coupon due August 2020 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in August; Cusip 617482MX9

ROYAL BANK OF CANADA

• Redeemable CMS countdown range accrual notes due July 28, 2025; via RBC Capital Markets Corp.; pricing in July

• 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

• 0% direct investment notes due Sept. 9, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Aug. 4

• 11.5%-15% reverse convertible notes due Feb. 15, 2011 linked to the common stock of Caterpillar Inc.; 70% trigger; via RBC Capital Markets Corp.; pricing Aug. 10; Cusip 78008KDY6

• 0% buffered bullish notes due Feb. 15, 2015 linked to the Financial Select Sector SPDR fund; via RBC Capital Markets Corp.; pricing Aug. 10; Cusip 78008KEC3

• 0% buffered bullish enhanced return notes due Feb. 15, 2012 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets Corp.; pricing Aug. 10; Cusip 78008KEB5

• 0% buffered bullish enhanced return notes due Feb. 15, 2012 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Aug. 10; Cusip 78008KEA7

• Redeemable leveraged steepener notes due Aug. 12, 2030 based on the 30-year Constant Maturity Swap rate and two-year CMS rate; via RBC Capital Markets Corp.; settlement Aug. 12; Cusip 78008KEE9

AB SVENSK EXPORTKREDIT

• 9% STEP Income Securities due August 2011 based on Dell Inc. shares; 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 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

• 0% enhanced growth securities with leveraged upside and buffered downside due Feb. 5, 2014 linked the S&P 500 index; via Wells Fargo Securities, LLC; pricing in July

• 0% Accelerated Return Notes due October 2011 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August

• 14-month 0% Accelerated Return Notes linked to the Financial Select Sector Index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September

• 14-month 0% Accelerated Return Notes linked to the Rogers International Commodity Index - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in August or September

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

UBS AG, JERSEY BRANCH

• 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

UNION BANK, NA

• Zero-coupon principal-protected capped return market-linked certificates of deposit due Aug. 25, 2016 linked to the Dow Jones Industrial Average; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 20; Cusip 90521ACM8

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Aug. 25, 2014 linked to the S&P 500 index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 20; Cusip 90521ACL0

• Zero-coupon principal-protected quarterly capped return market-linked certificates of deposit due Feb. 25, 2014 linked to the Dow Jones - UBS Commodity index; via UnionBanc Investment Services, LLC and distributor Incapital LLC; pricing Aug. 23; Cusip 90521ACK2

• Zero-coupon principal-protected capped return market-linked certificates of deposit due Aug. 30, 2017 linked to gold; via UnionBanc Investment Services, LLC as agent and Advisors Asset Management, Inc. as distributor; pricing Aug. 25; Cusip 90521ACN6

WELLS FARGO & CO.

• 0% enhanced growth securities due August 2013 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in August

• 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

• 0% enhanced growth securities due July 2012 based on Russell 2000 index; 90% trigger; via Wells Fargo Securities, LLC

• 0% enhanced growth securities due August 2013 based on Russell 2000 index; 80% trigger; via Wells Fargo Securities, LLC

• 0% enhanced growth securities due August 2013 based on S&P 500 index, the MSCI EAFE index, the MSCI Emerging Markets index and the Russell 2000 index; 15% trigger; via Wells Fargo Securities, LLC

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