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Published on 5/8/2009 in the Prospect News Structured Products Daily.

Structured Products Calendar

ABN AMRO BANK NV

• Zero-coupon digital buffer securities due Nov. 15, 2010 linked to the S&P 500 index; via ABN Amro Inc.; pricing May 12

• Zero-coupon digital buffer securities due May 15, 2012 linked to the S&P 500 index; via ABN Amro Inc.; pricing May 12

• 17.4% Knock-in Reverse Exchangeable Securities due Nov. 18, 2009 linked to Caterpillar Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing May 13

• 12.65% Knock-in Reverse Exchangeable Securities due May 18, 2010 linked to Diamond Offshore Drilling, Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing May 13

• 21.65% Knock-in Reverse Exchangeable Securities due Nov. 18, 2009 linked to Freeport-McMoRan Copper & Gold Inc. common stock; 70% trigger; via ABN Amro Inc.; pricing May 13

• 13.5% Knock-in Reverse Exchangeable Securities due Nov. 18, 2009 linked to Home Depot, Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing May 13

• 23% Knock-in Reverse Exchangeable Securities due Aug. 18, 2009 linked to Intuitive Surgical, Inc. common stock; 80% trigger; via ABN Amro Inc.; pricing May 13

• 14% Knock-in Reverse Exchangeable Securities due Nov. 18, 2009 linked to Target Corp. common stock; 70% trigger; via ABN Amro Inc.; pricing May 13

• 15.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Alcoa Inc.; 55% trigger; via ABN Amro Inc.; pricing May 26

• 15.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Chesapeake Energy Corp.; 60% trigger; via ABN Amro Inc.; pricing May 26

• 12.75% Knock-in Reverse Exchangeable Securities due May 28, 2010 linked to CME Group Inc. common stock; 60% trigger; via ABN Amro Inc.; pricing May 26

• 12% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Freeport-McMoRan Copper & Gold Inc.; 55% trigger; via ABN Amro Inc.; pricing May 26

• 13.25% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of JPMorgan Chase & Co.; 60% trigger; via ABN Amro Inc.; pricing May 26

• 15.75% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Peabody Energy Corp.; 60% trigger; via ABN Amro Inc.; pricing May 26

• 13.5% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of United States Steel Corp.; 50% trigger; via ABN Amro Inc.; pricing May 26

• 12.75% Knock-in Reverse Exchangeable Securities due May 28, 2010 linked to Valero Energy Corp. common stock; 60% trigger; via ABN Amro Inc.; pricing May 26

• 20% annualized Knock-in Reverse Exchangeable Securities S-Notes due Nov. 30, 2009 linked to the common stock of Wells Fargo & Co.; 50% trigger; via ABN Amro Inc.; pricing May 26

BANK OF AMERICA CORP.

• Two-year 0% Currency Market Index Target-Term Securities linked to the Brazilian real, Chinese renminbi, Indian rupee and Indonesian rupiah; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• Four-year 0% Market Index Target-Term Securities linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Banc of America Investment Services, Inc.; pricing in May or June

• 53-week 10% STEP Income Securities linked to Google Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 18-month 0% Bear Market Strategic Accelerated Redemption Securities linked to the iShares Dow Jones U.S. Real Estate index fund; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

• 18-month 0% Accelerated Return Notes linked to Merrill Lynch Commodity index eXtra Brent 4-Series - Excess Return; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May or June

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

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

• 36- to 42-month 0% Leveraged Index Return Notes due 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Banc of America Investment Services, Inc.; pricing in May or June

BARCLAYS BANK PLC

• 0% buffered return enhanced notes due Nov. 19, 2010 linked to the Australian dollar, Brazilian real, Chinese yuan and Norwegian krone versus the dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing May 13

• Zero-coupon 100% principal-protected notes due June 6, 2014 linked to the Pimco High Yield fund; via Barclays Capital Inc.; pricing May 22

• Zero-coupon 100% principal-protected notes due May 31, 2012 linked to the Barclays Intelligent Carry Index Excess Return; via Barclays Capital Inc.; pricing May 26

• 12.5% reverse convertible notes due Nov. 30, 2009 linked to Best Buy Co., Inc. stock; 70% trigger; via Barclays Capital; pricing May 26

• Zero-coupon 100% principal-protected notes due Nov. 29, 2012 linked to the Dow Jones - AIG Commodity index; Barclays Capital; pricing May 26

• 18.75% reverse convertible notes due Nov. 30, 2009 linked to First Solar, Inc. stock; 70% trigger; via Barclays Capital; pricing May 26

• 10.5% reverse convertible notes due Aug. 31, 2009 linked to Fortune Brands, Inc. stock; 80% trigger; via Barclays Capital; pricing May 26

• 0% Knock-Out Buffered Super Track Notes due May 28, 2010 linked to gold; via Barclays Capital Inc.; pricing May 26

• 17.25% reverse convertible notes due Nov. 30, 2009 linked to Intercontinental Exchange, Inc. stock; 80% trigger; via Barclays Capital; pricing May 26

• Zero-coupon 100% principal-protected notes due June 6, 2014 linked to the Pimco Total Return fund; via Barclays Capital Inc.; pricing May 26

• 0% annual autocallable notes due May 31, 2012 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 26

• 0% performance securities with contingent protection due May 30, 2014 linked to the S&P 500 index; UBS Financial Services Inc. and Barclays Capital, Inc.; pricing May 26

• 0% Knock-Out Buffered Super Track Notes due May 28, 2010 linked to the S&P GSCI Crude Oil Excess Return index; via Barclays Capital Inc.; pricing May 26

• 0% Super Track Notes due June 3, 2010 linked to the price of gold; via Barclays Capital Inc.; pricing May 29

CITIBANK, NA

• 18-month 0% contingent absolute return market-linked certificates of deposit linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

CITIGROUP FUNDING INC.

• Callable leveraged CMS spread principal-protected notes due 2024; via Citigroup Global Markets Inc.; pricing in May

• 11%-14% Equity LinKed Securities due May 2010 linked to Intel Corp. stock; via Citigroup Global Markets Inc.; pricing in May

• 8%- 9% Equity LinKed Securities due May 2010 linked to McDonald's Corp. stock; via Citigroup Global Markets Inc.; pricing in May

• Zero-coupon principal-protected notes due 2011 linked to the Brazilian real, Russian ruble, Indian rupee and Chinese yuan relative to the dollar; via Citigroup Global Markets Inc.

• 3% minimum coupon principal-protected notes due 2014 linked to the Russell 2000 index; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Cert Plus securities due Nov. 18, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 15

• 0% Buffered Accelerated Return Equity Securities due June 29, 2010 linked to the Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 22

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due Aug. 31, 2010 linked to the S&P 500 index; 85% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26

• 11% to 13% callable yield notes due June 1, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 14% to 16% callable yield notes due Nov. 30, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 26

• 0% Buffered Accelerated Return Equity Securities due July 2, 2010 linked to the Russell 2000 index; 90% trigger; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Cert Plus securities due Dec. 2, 2011 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Buffered Accelerated Return Equity Securities due July 2, 2010 linked to the S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 0% Contingent Buffered Accelerated Return Equity Securities due Sept. 3, 2010 linked to the S&P 500 index; via Credit Suisse (USA) LLC; pricing May 29

• 17% to 19% callable yield notes due Dec. 3, 2009 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29

• 15% to 18% callable yield notes due June 3, 2010 linked to the S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing May 29

DEUTSCHE BANK AG, LONDON BRANCH

• 0% leveraged securities due May 27, 2014 linked to the 30-year Constant Maturity Swap rate; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 21

• 0% market contribution securities due May 31, 2013 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due June 1, 2011 linked to the price of gold; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Aug. 30, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

• 0% buffered barrier rebate notes due Nov. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing May 26

EKSPORTFINANS ASA

• 0% Performance Leveraged Upside Securities due June 21, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

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

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

• 18-month 0% Bear Market 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 May or June

• 14-month 0% Accelerated Return Notes linked to the S&P MidCap 400 index; via Merrill Lynch, Pierce, Fenner & Smith Inc., First Republic Securities Co., LLC and Banc of America Investment Services, Inc.; pricing in May or June

• 16- to 18-month 0% notes with buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

• 16- to 18-month 0% notes with no buffer linked to the S&P Homebuilding Select Industry index; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

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

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

HARRIS NA

• Principal-protected contingent annual payout certificates of deposit due May 29, 2015 linked to the common stocks of Amazon.com, Inc., Bank of America Corp., Caterpillar Inc., ConocoPhillips, Google Inc., International Business Machines Corp., Home Depot, Inc., Intel Corp., Merck & Co., Inc. and Walt Disney Corp.; via distributor Incapital LLC; pricing May 26

• Zero-coupon principal-protected certificates of deposit due May 29, 2014 linked to the S&P 500 index; via distributor Incapital LLC; pricing May 26

HSBC BANK USA, NA

• Contingent annual income certificates of deposit due May 29, 2015 linked to the stocks of 3M Co., Abbott Laboratories, AT&T Inc., Boeing Co., Chevron Corp., Exxon Mobil Corp., Entergy Corp., FPL Group, Inc., International Business Machines Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., Microsoft Corp., Monsanto Co., Nucor Corp., Verizon Communications Inc., Wal-Mart Stores, Inc., Walt Disney Co. and Wells Fargo & Co.; via Morgan Stanley & Co. Inc.; pricing May 21

• Three-year 0% contingent upside participation market-linked certificates of deposit linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in May

HSBC USA INC.

• 0% enhanced market participation notes with contingent protection due Sept. 3, 2010 linked to the Financial Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing May 12

• 0% barrier optimization securities with partial protection due Aug. 20, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 15

• 0% autocallable optimization securities with contingent protection due June 2, 2010 linked to the Energy Select Sector SPDR fund; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 26

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due May 29, 2015 linked to the common stocks of Boeing Co., Caterpillar Inc., Clorox Co., Costco Wholesale Corp., Eli Lilly and Co., Exxon Mobil Corp., General Electric Co., Hewlett-Packard Co., Walt Disney Co. and Wells Fargo & Co.; via J.P. Morgan Securities Inc.; pricing May 26

• 0% certificates of deposit due May 29, 2015 linked to the JPMorgan Efficiente (USD) index; via J.P. Morgan Securities Inc.; pricing May 26

• 0% certificates of deposit due Feb. 28, 2014 linked to the JPMorgan Optimax Market-Neutral index; via J.P. Morgan Securities Inc.; pricing May 26

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Nov. 18, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing May 15

• 0% callable leveraged floating-rate notes due May 27, 2014 linked to the 10-year U.S. Constant Maturity Swap rate; via J.P. Morgan Securities Inc.; pricing May 22

• 0% return optimization securities with partial protection due Nov. 30, 2010 linked to the iShares MSCI EAFE index fund; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing May 26

• 0% buffered return enhanced notes due June 30, 2010 linked to the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 26

• 0% return optimization securities with partial protection due Nov. 30, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing May 26

• 0% buffer notes due 2010 linked to the S&P 500 index; 90% trigger; via Citigroup Global Markets Inc.

MORGAN STANLEY

• Zero-coupon capital-protected notes due May 29, 2012 linked to the Brazilian real, Chinese renminbi, Indian rupee, Australian dollar, British pound, Canadian dollar, euro, Japanese yen and Swiss franc relative to the dollar; via Morgan Stanley & Co. Inc.; pricing May 21

• Zero-coupon 90% capital-protected notes due May 29, 2012 linked to the Dow Jones - AIG Commodity index; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% buffered Performance Leveraged Upside Securities due May 31, 2011 linked to the price of gold; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% Performance Leveraged Upside Securities due June 21, 2010 linked to the iShares FTSE/Xinhua China 25 index fund; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% buffered Performance Leveraged Upside Securities due May 20, 2011 linked to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% Bear Market Performance Leveraged Upside Securities due Nov. 20, 2009 linked inversely to the S&P 500 index; 80% trigger; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% Performance Leveraged Upside Securities due November 2009 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• Zero-coupon protected absolute return barrier notes due May 20, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• 0% buffered Performance Leveraged Upside Securities due May 20, 2011 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• Zero-coupon capital-protected notes due May 20, 2014 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing May 21

• Callable CMS curve and S&P 500 index-linked notes due May 27, 2029; via Morgan Stanley & Co. Inc.; pricing in May

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

ROYAL BANK OF CANADA

• 0% buffered bullish digital notes due June 18, 2010 linked to the iShares MSCI Brazil index fund; via RBC Capital Markets Corp.; pricing May 15

• 0% buffered bullish digital notes due Nov. 19, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing May 15

SUNTRUST BANK

• 0% certificates of deposit due May 23, 2014 linked to the Dow Jones - AIG Commodity index, S&P 500 index and iShares MSCI Emerging Markets index fund; via distributor Incapital LLC; pricing May 21

UBS AG

• Zero-coupon 100% principal protection absolute return barrier notes due May 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26

• 0% return optimization securities due June 2, 2010 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 26


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