Structured Products Calendar

BANK OF AMERICA CORP.

• Capped floating-rate notes with a minimum coupon due February 2021; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

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

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

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

• 9% coupon-bearing notes due February 2012 linked to the common stock of salesforce.com, inc.; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

• 0% principal-protected Mitts due January 2017 linked to S&P 500 index, the Dow Jones Euro Stoxx 50 index and the Nikkei 225 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

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

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

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

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

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

• Two-year 0% Accelerated Return Notes linked to the S&P 500, Euro Stoxx 50 and S&P Asia 50 indexes; via; Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

• Step-up callable range accrual notes due February 2023 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Accelerated Return Notes due March 2012 linked to S&P 500 index, the MSCI EAFE index and the MSCI Emerging Markets index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• Zero-coupon Capped Leveraged Index Return Notes due February 2013 linked to the S&P 500 index; via Merrill Lynch & Co., pricing in February

• One-year 0% Strategic Accelerated Redemption Securities linked to the iShares MSCI Brazil index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• One-year 0% Strategic Accelerated Redemption Securities linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• Three-year 0% currency-linked step-up notes tied to the Norwegian krone, Swedish krona and Turkish lira; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• One-year 0% Strategic Accelerated Redemption Securities linked to the Russell 2000 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

• Two-year 0% Capped Leveraged Index Return Notes linked to the spot price of silver; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February or March

BANK OF MONTREAL

• Zero-coupon buffered senior medium-term notes, series A, capped at 90% to 110%, due Feb. 8, 2016; via BMO Capital Markets Corp.; pricing Feb. 4; Cusip 06366QCX3

BARCLAYS BANK PLC

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

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

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

• Callable contingent accrual notes due to Feb. 17, 2026 linked to Libor and the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 11; Cusip 06741JCM9

• 0% buffered Super Track notes due Aug. 21, 2012 linked to the performance of the iShares MSCI Emerging Markets index fund; via Barclays Capital Inc.; pricing Feb. 16; Cusip 06741JCF4

• 0% buffered Super Track notes due Aug. 21, 2012 linked to the performance of the iShares Russell 2000 index fund; via Barclays Capital Inc.; pricing Feb. 16; Cusip 06741JCH0

• 0% buffered Super Tr ack notes due Feb. 20, 2013 linked to the performance of the S&P GSCI Excess Return index; via Barclays Capital Inc.; pricing Feb. 16; Cusip 06741JCL1

• 0% buffered Super Track notes due Aug. 21, 2012 linked to the performance of the iShares MSCI EAFE index fund; via Barclays Capital Inc.; pricing Feb. 16; Cusip 06741JCG2

CITIBANK, NA

• Callable leveraged market-linked certificates of deposit due 2031 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc. and distributor Advisors Asset Management, Inc.; pricing in January; Cusip 172986CM1

CITIGROUP FUNDING INC.

• Callable Libor and S&P 500 index linked range accrual notes due Jan. 28, 2026; via Citigroup Global Markets Inc.; pricing in January; Cusip 1730T0LP2

• Reverse convertible notes due Aug. 24, 2011 linked to SanDisk Corp. shares; 70% trigger; via Citigroup Global Markets Inc.; pricing in January; Cusip 17316G479

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

• Callable step-up notes with 5% initial rate due Feb. 11, 2026; via Citigroup Global Markets Inc.; pricing Feb. 8; Cusip 1730T0JX8

• Callable step-up notes due Feb. 11, 2026, initial coupon 5%; via Citigroup Global Markets Inc.; settling Feb. 11

• 0% jump securities due Aug. 27, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Citigroup Global Markets Inc.; pricing Feb. 22; Cusip 17316G461

• 0% index Leading Stockmarket Return Securities due Feb. 25, 2015 based on S&P 500 index; 75% trigger; via Citigroup Global Markets Inc.; settlement in February; Cusip 17316G453

• Callable leveraged CMS spread notes due Jan. 26, 2026 linked to the 30-year and two-year Constant Maturity Swap rates; via Citigroup Global Markets Inc.; Cusip 1730T0LN7

CREDIT SUISSE AG, NASSAU BRANCH

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

• Zero-coupon Bares due Aug. 3, 2012 linked to Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip 22546EP57

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

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

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

• 0% callable Cert PLUS securities due Feb. 3, 2012 linked to the S&P 500 and Russell 2000 indexes; via Credit Suisse Securities (USA) LLC; pricing Jan. 31; Cusip 22546EQ72

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

• 7% to 8% annualized callable yield notes due Aug. 31, 2012 based on the Russell 2000 index and the iShares MSCI Emerging Markets index fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 18; Cusip 22546EU69

• Zero-coupon buffered accelerated return notes linked to S&P 500 due Feb. 27, 2015; via Credit Suisse Securities (USA) LLC; pricing Feb. 18; Cusip 22546EU77

DEUTSCHE BANK AG, LONDON BRANCH

• 0% S&P plus tracker notes due March 7, 2012 linked to a basket of indexes that includes the S&P 500 Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc.; pricing Feb. 2; Cusip 2515A13G4

• 0% alpha overlay securities due Feb. 8, 2013 linked to a basket holding the Deutsche Bank Fed Funds Total Return index and the Deutsche Bank Equity Mean Reversion Alpha index (Emerald); via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 3; Cusip 2515A13F6

• 0% trigger step performance securities due Feb. 28, 2013 tied to the Brazilian real, Russian ruble, Indian rupee and Chinese renminbi; via UBS Financial Services Inc. and Deutsche Bank Securities Inc.; pricing on Feb. 23; Cusip 25154P451

EKSPORTFINANS ASA

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

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

• 0% autocallable access securities with fixed percentage buffered downside due Feb. 5, 2013 linked to the iShares MSCI Brazil index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in January

• 0% autocallable access securities with fixed percentage buffered downside due Feb. 5, 2013 linked to the iShares Russell 2000 index fund; 90% trigger; via Wells Fargo Securities, LLC; pricing in January

• Five-month 0% Strategic Accelerated Redemption Securities linked to the spot price of palladium; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January

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

• Participation securities due February 2012 linked to S&P GSCI Brent Crude Index - Excess Return, coal, gold, copper, nickel, corn, soybeans and cotton; via Morgan Stanley & Co. Inc.; pricing in January

• 9.5-month 0% Strategic Accelerated Redemption Securities linked to the front-month corn futures contract traded on CME; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in January or February

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

• 0% autocallable notes due Feb. 24, 2012 linked to the S&P 500 index; via Natixis Securities North America Inc.; pricing Feb. 17; Cusip 282645VK3

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

GOLDMAN SACHS GROUP, INC.

• Five-year fixed-to-floating notes, initially at 3%; via Goldman, Sachs & Co.; settling Jan. 31; Cusip 38143URA1

• Callable step-up fixed-rate notes due Jan. 31, 2021 with 4.5% initial rate; via Goldman Sachs & Co. and Incapital LLC; pricing in January; Cusip 38143UQX2

• Callable step-up fixed-rate notes due Feb. 11, 2016, with 2% initial rate; via Goldman Sachs & Co.; settlement Feb. 11; Cusip 38143URC7

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

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

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

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

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

• 39- to 45-month 0% buffered index-linked notes based on MSCI EAFE index; 75% trigger; via Goldman, Sachs & Co.

• 15-year Libor and S&P 500 index-linked callable quarterly range accrual notes; via Goldman, Sachs & Co.; Cusip 38143UQS3

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

• 31- to 33-month zero-coupon buffered notes tied to S&P 100; via Goldman, Sachs & Co.

• 24- to 27-month 0% leveraged buffered index-linked notes linked to S&P 500 index; 90% trigger; via Goldman, Sachs & Co.

• 0% leveraged buffered index-linked notes due Nov. 1, 2018 linked to S&P 500 index; 74% trigger; via Goldman, Sachs & Co.

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

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

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

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

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

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

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

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

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

HSBC USA INC.

• Collared floating-rate notes due Feb. 9, 2016; via HSBC Securities (USA) Inc.; pricing Feb. 4; Cusip 4042K1CW1

• 0% Performance Leveraged Upside Securities due March 26, 2012 based on S&P 500 index; via HSBC Securities (USA) Inc.; pricing Feb. 22; Cusip 40432R245

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

• One-year 0% gold participation notes linked to the price of gold; via HSBC Securities (USA) Inc.; Cusip 4042K1CQ4

• 0% best-of performance notes due 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; Cusip 4042K1CR2

JPMORGAN CHASE & CO.

• 0% return enhanced notes due July 31, 2012 linked to the MSCI World index; via J.P. Morgan Securities LLC; pricing Jan. 31; Cusip 48124A7K7

• Leveraged capped floating-rate notes due Feb. 8, 2021 linked to Libor; via J.P. Morgan Stanley Securities LLC; pricing Feb. 3; Cusip 48125XCQ7

• Callable range accrual notes due Feb. 9, 2026 linked to the 30- and 10-year Constant Maturity Swap rates; via J.P. Morgan Securities LLC; pricing Feb. 4; Cusip 48125XCA2

• 0% semiannual review notes due Feb. 7, 2013 linked to Russell 2000 index; 70% trigger; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 4; Cusip 48124A7J0

• Callable fixed-rate step-up notes due Feb. 10, 2026; via J.P. Morgan Securities LLC; pricing Feb. 7; Cusip 48125XCD6

• 11%-15% annualized reverse convertible notes due Aug. 16, 2011 linked to Freeport-McMoRan Copper & Gold Inc. shares; 70% trigger; via J.P. Morgan Securities LLC; pricing Feb. 11; Cusip 48125XBW5

• 9%-13% annualized reverse convertible notes due Aug. 16, 2011 linked to Yahoo! Inc. shares; 80% trigger; via J.P. Morgan Securities LLC; pricing Feb. 11; Cusip 48125XBV7

• Callable fixed-rate step-up notes due Feb. 17, 2026; via J.P. Morgan Securities LLC; pricing Feb. 12; Cusip 48125XCM6

• Zero-coupon notes linked to ETF Efficiente 5 index due Feb. 20, 2015; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip 48125XBY1

• 7% callable yield notes due Feb. 23, 2012 linked to the S&P 500 index and the Russell 2000 index; 75% trigger; via J.P. Morgan Securities LLC; pricing Feb. 17; Cusip 48125XBX3

MORGAN STANLEY

• Floating-rate notes due Feb. 9, 2016 with issuer fixed-rate conversion right; via Morgan Stanley & Co. Inc.; pricing in January; Cusip 61745E4D0

• Zero-coupon performance leveraged upside securities linked to a commodity basket of copper, palladium, corn, cocoa, soybeans, cotton, S&P GSCI Brent Crude Index-Excess Return due Feb. 2012; via Morgan Stanley & Co. Inc.; pricing in January; Cusip 617482QW77

• 0% market-linked barrier notes due January 2015 linked to a hybrid basket consisting of the iShares MSCI Emerging Markets index fund, the S&P 500 index, the Russell 2000 index, the Japanese yen, the euro and the Australian dollar; via Morgan Stanley & Co. Inc.; pricing in January; Cusip 61759G273

• Contingent income autocallable securities due January 2014 linked to Qualcomm, Inc. common stock; via Morgan Stanley & Co. Inc.; pricing in January; Cusip 61759G265

• 0% Index Leading Stockmarket Return Securities due July 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in January; Cusip 61759G257

• Contingent income autocallable securities due January 2012 linked to the S&P GSCI Brent Crude Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in January; Cusip 617482QP2

• 10% initial rate, Brazilian real-denominated fixed-rate step-up notes due Feb. 8, 2016; via Morgan Stanley & Co. Inc.; settling Feb. 8; Cusip 61747WAG4

• 0% buffered jump securities due Feb. 26, 2015 linked to the Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing Feb. 22; Cusip 617482QV9

• 0% equity-linked notes due Feb. 27, 2017 based on Dow Jones Industrial Average; via Morgan Stanley & Co. Inc.; pricing Feb. 22; Cusip 617482QW7

• Floating-rate notes due Feb. 11, 2020; pricing in February; Cusip 61745E3X7

• Floating-rate notes due Feb. 11, 2020 linked to the Consumer Price Index; via Morgan Stanley & Co. Inc.; pricing in February; Cusip 61745E3R0

• Leveraged CMS curve and S&P 500 index-linked accrual notes due Feb. 14, 2031 with issuer fixed-rate conversion right; via Morgan Stanley & Co. Inc.; pricing in February; Cusip 61745E3D1

NOMURA AMERICA FINANCE, LLC

• Callable spread range accrual notes due Jan. 28, 2026 linked to the 30-year and two-year Constant Maturity Spread rates; via Nomura Securities International, Inc.; pricing in January; Cusip 65539AAN0

ROYAL BANK OF CANADA

• Redeemable step-up notes due Jan. 31, 2022 with 3% initial coupon; via RBC Capital Markets, LLC; pricing in January; Cusip 78008KF32

• Redeemable range accrual notes due Jan. 27, 2021 linked to the 10-year Constant Maturity Swap rate; via RBC Capital Markets, LLC; pricing in January; Cusip 78008KTV5

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

• 0% direct investment notes due March 8, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Feb. 3; Cusip 78008KXU2

• 0% direct investment notes due March 8, 2012 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Feb. 3; Cusip 78008KXM0

• 0% bullish barrier enhanced return notes due Feb. 14, 2014 linked to the S&P 500 index; via RBC Capital Markets, LLC; pricing Feb. 11; Cusip 78008KG64

• 0% buffered bullish enhanced return notes due Feb. 14, 2013 linked to S&P 500 index; 90% trigger; via RBC Capital Markets, LLC; pricing Feb. 11; Cusip 78008KG72

• 10%-15% annualized reverse convertible notes due Aug. 16, 2011 linked to Amazon.com, Inc. shares; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 11; Cusip 78008KG31

• 9%-13% annualized reverse convertible notes due Aug. 16, 2011 linked to PNC Financial Services Group Inc. shares; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 11; Cusip 78008KG56

• 8.5%-13% annualized reverse convertible notes due Aug. 16, 2011 linked to Sanofi-Aventis shares; 80% trigger; via RBC Capital Markets Corp.; pricing Feb. 11; Cusip 78008KG49

ROYAL BANK OF SCOTLAND NV

• 0% digital buffer securities due Feb. 14, 2013 based on S&P 500 index; 80% trigger; via RBS Securities Inc.; pricing Feb. 9; Cusip 78009KQT2

AB SVENSK EXPORTKREDIT

• Seven-year fixed-to-floating notes; via Goldman Sachs & Co.; pricing in January; Cusip 38143UQZ7

• 0% access securities with uncapped upside and contingent downside protection due Feb. 5, 2016 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January

• 0% enhanced growth securities with leveraged upside and contingent downside protection due Feb. 5, 2016 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in January

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

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

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

• Zero-coupon Accelerated Return Notes due May 2012 tied to Rogers International Commodity Index - Excess Return, capped at 11% to 15%; via Merrill Lynch & Co.; pricing in February

• 0% Accelerated Return Notes due April 2012 based on Energy Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Accelerated Return Notes due April 2012 based on Industrial Select Sector index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

• 0% Accelerated Return Notes due April 2012 based on S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in February

UBS AG, JERSEY BRANCH

• Floating-rate notes due Feb. 3, 2018 with 2% floor and 7% cap; via UBS Investment Bank; pricing in January; Cusip 90261JGH0

UBS AG, LONDON BRANCH

• 0% contingent real-return performance securities due Feb. 29, 2016 linked to the S&P 500 index and Consumer Price Index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23; Cusip 90267G616

WELLS FARGO & CO.

• Floating-rate notes due January 2021 with cap and floor; via Wells Fargo Securities LLC; pricing in January; Cusip 94986RCE9

• 0% access securities due August 2014 linked to equal weights of crude oil, platinum, copper, corn and cotton; via Wells Fargo Securities, LLC; pricing in January; Cusip 94986RCJ8

• 0% enhanced growth securities due August 2014 linked to iShares MSCI Emerging Markets index fund; 85% trigger; via Wells Fargo Securities, LLC; settlement in February; Cusip 94986RCH2

• 0% enhanced growth securities due August 2013 linked to Russell 2000 index; 90% trigger; via Wells Fargo Securities, LLC; settlement in February; Cusip 94986RCK5

• 1%-1.25% market-linked notes due February 2017 linked to the S&P 500 index; via Wells Fargo Securities, LLC; settlement in February; Cusip 94986RCG4

• 0% enhanced growth securities due August 2014 linked to the SPDR S&P 500 ETF trust, iShares Russell 2000 index fund, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in February; Cusip 94986RCL3

• 0% access securities due February 2015 linked to a basket of the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund, the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities LLC; settlement in February; Cusip 94986RCN9

• 1%-1.25% market-linked notes due February 2018 linked the SPDR S&P 500 ETF trust, iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC; settlement in February; Cusip 94986RCP4

• 0% enhanced growth securities due August 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Wells Fargo Securities, LLC; pricing in February; Cusip 94986RCM1

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