Structured Products Calendar

BANK OF AMERICA CORP.

• 10% STEP Income Securities linked to Boeing Co. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• Zero-coupon 90% principal-protected conditional participation notes due January 2012 based on the dollar/euro exchange rate measure; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in February

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

• 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 February

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

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

• Six-month 0% Bear 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 February

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

• Two-year 0% Capped Leveraged Index Return Notes linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 0% Capped Leveraged Index Return Notes due March 2012 linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 0% Strategic Accelerated Redemption Securities due August 2010 based on the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 0% Capped Leveraged Index Return Notes due February 2012 linked to the S&P BRIC 40 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 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 February

• 53-week 8%-10% STEP Income Securities linked to Apple Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February or March

• 53-week 8.5% STEP Income Securities linked to Goldman Sachs Group, Inc. common stock; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February or March

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

• Five-year 0% Market Index Target-Term Securities linked to the S&P 500 index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February or March

BARCLAYS BANK PLC

• 0% Buffered Super Track Digital Notes due Aug. 8, 2011 linked to the Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Barclays Capital Inc.; pricing Feb. 3

• 0% bearish notes due Feb. 6, 2015 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing Feb. 3

• Zero-coupon Buffered Super Track Notes due Feb. 7, 2013 linked to the Dow Jones-UBS Commodity index; via Barclays Capital Inc.; pricing Feb. 3

• 0% Buffered iSuperTrack Notes due Feb. 8, 2012 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing Feb. 3

• 0% buffered return enhanced notes due Feb. 8, 2012 linked to the bearish performance of the Japanese yen versus the dollar; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 3

• 15.25% reverse convertible notes due May 6, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing Feb. 3

• 16.5% reverse convertible notes due May 6, 2010 linked to Savvis, Inc. stock; via Barclays Capital; pricing Feb. 3

• 10% reverse convertible notes due Feb. 7, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 3

• 11% reverse convertible notes due Feb. 7, 2011 linked to Seagate Technology stock; via Barclays Capital; pricing Feb. 3

• 10% reverse convertible notes due Feb. 7, 2011 linked to Simon Property Group, Inc. stock; via Barclays Capital; pricing Feb. 3

• 11% reverse convertible notes due Feb. 7, 2011 linked to Simon Property Group, Inc. stock; via Barclays Capital; pricing Feb. 3

• 12% reverse convertible notes due May 6, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing Feb. 3

• 10.25% reverse convertible notes due May 6, 2010 linked to Southwestern Energy Co. stock; via Barclays Capital; pricing Feb. 3

• 10% reverse convertible notes due Aug. 6, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Feb. 3

• 11% reverse convertible notes due Aug. 6, 2010 linked to Superior Energy Services, Inc. stock; via Barclays Capital; pricing Feb. 3

• Principal-protected notes with variable coupon due Feb. 20, 2015 linked to the stocks of General Electric Co., Bank of America Corp., Pfizer Inc., Procter & Gamble Co., PepsiCo, Inc., Teva Pharmaceutical Industries Ltd., United Technologies Corp., Hewlett-Packard Co., Microsoft Corp. and FPL Group, Inc.; via JPMorgan Chase Bank, NA and JPMorgan Securities Inc.; pricing Feb. 17

• Zero-coupon principal-protected notes due Feb. 20, 2015 based on the performance of the S&P 500 index; via JPMorgan Chase Bank, NA and J.P. Morgan Securities Inc.; pricing Feb. 17

• 0% Buffered Super Track Notes due Feb. 22, 2013 linked to the price of gold; via Barclays Capital Inc.; pricing Feb. 19

• 0% Buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the iShares MSCI EAFE index fund; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing Feb. 22

• 0% double short leverage securities due Feb. 28, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• Zero-coupon principal-protected notes due Feb. 28, 2013 linked to equal weights of the Brazilian real, the Russian ruble and the Indian rupee; via Barclays Capital Inc.; pricing Feb. 23

• 0% performance securities with contingent protection due Feb. 27, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing Feb. 23

• 0% buffered Super Digital Track Notes due Feb. 28, 2012 based on the S&P 500 index; via Barclays Capital Inc.; pricing Feb. 23

• 0% double short leverage securities due April 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% double short leverage securities due March 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing March 26

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 linked to the S&P BRIC 40 index, SPDR S&P Dividend exchange-traded fund, Vanguard REIT ETF, Dow Jones - UBS Commodity index, Energy Select Sector SPDR fund, PowerShares Water Resources Portfolio, iShares MSCI Australia index fund, iShares MSCI Canada index fund, dollar/Japanese yen exchange rate and dollar/euro exchange rate; via Morgan Stanley Smith Barney LLC and Barclays Capital Inc.; pricing in February

CITIGROUP FUNDING, INC.

• 0% buffer notes due 2011 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets, Inc.; pricing Feb. 2

• 8%-10% Equity LinKed Securities due March 23, 2011 linked to Alcoa Inc. common stock; 75% trigger; via Citigroup Global Markets Inc.; pricing in February

• 8% to 10% annualized Equity LinKed Securities due Aug. 25, 2010 linked to the common stock of Chesapeake Energy Corp.; via Citigroup Global Markets Inc.; pricing in February

• 0% Index Leading Stockmarket Return Securities due Feb. 26, 2013 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc. and Morgan Stanley Smith Barney LLC; pricing in February

• 0% Performance Leveraged Upside Securities due Feb. 27, 2012 linked to equal weights of the euro, Japanese yen and British pound; via Citigroup Global Markets Inc.; pricing in February

• 0% buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing in February

• Buffered Performance Leveraged Upside Securities due Feb. 27, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in February

• 0% principal-protected notes due Aug. 26, 2015 linked to the S&P 500 index; pricing in February

CREDIT SUISSE, NASSAU BRANCH

• 0% Accelerated Return Equity Securities due March 9, 2011 linked to the Nikkei 225 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 2

• 0% Accelerated Return Equity Securities due Aug. 21, 2013 based on the performance of the Credit Suisse FX Factor US Dollar Excess Return index; via Credit Suisse Securities (USA) LLC; pricing Feb. 19

• Zero-coupon 90% principal-protected ProNotes due May 29, 2012 linked to Australian dollar, Brazilian real, Canadian dollar and Norwegian krone; via Credit Suisse Securities (USA) LLC; pricing Feb. 22

• 8%-10% callable yield notes due Aug. 26, 2010 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 9.5%-12% callable yield notes due Feb. 28, 2011 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• Zero-coupon principal-protected ProNotes due Aug. 27, 2015 linked to S&P 500, Dow Jones Euro Stoxx 50 and the Nikkei 225 indexes; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• Zero-coupon principal-protected ProNotes due Aug. 27, 2015 linked to the S&P 500 index with a 50% weight, the iShares Barclays 20+ Year Treasury Bond fund with a 25% weight, the iShares MSCI EAFE index fund with a 10% weight, the SPDR Gold trust with a 10% weight and the iShares MSCI Emerging Markets index fund with a 5% weight each; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 7% to 9% callable yield notes due Feb. 28, 2011 based on the S&P 500 index and Russell 2000 index; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 23

• 11.5%-14% callable yield notes due March 2, 2011 linked to the iShares MSCI Emerging Markets index fund, Russell 2000 index and S&P 500 index; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 9%-11% callable yield notes due March 2, 2011 linked to the S&P 500 index and Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon principal-protected ProNotes due March 3, 2015 linked to the S&P 500 index with a 50% weight, the iShares Barclays 20+ Year Treasury Bond fund with a 25% weight, the iShares MSCI EAFE index fund with a 10% weight, the SPDR Gold trust with a 10% weight and the iShares MSCI Emerging Markets index fund with a 5% weight each; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8% to 10.5% callable yield notes due March 2, 2011 based on the S&P 500 index and Russell 2000 index; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• 8% to 10% callable yield notes due Aug. 30, 2010 based on the S&P 500 index and Russell 2000 index; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon bull/bear principal-protected ProNotes due March 3, 2015 based on S&P 500 index and iShares Barclays 20+ Year Treasury Bond fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

• Zero-coupon bull/bear principal-protected ProNotes due Aug. 27, 2015 based on S&P 500 index and iShares Barclays 20+ Year Treasury Bond fund; via Credit Suisse Securities (USA) LLC; pricing Feb. 25

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due Aug. 10, 2011 based on the S&P 500; 85% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 5

• 0% five-year market contribution securities due Feb. 23, 2015 linked to the Deutsche Bank Liquid Alpha USD 5 Total Return index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 18

• 0% capped Buffered Underlying Securities due Feb. 29, 2012 based on the iShares MSCI Emerging Markets index fund; 85% trigger; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Feb. 23

EKSPORTFINANS ASA

• 16%-17% enhanced yield securities due May 5, 2010 linked to CBS Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 10%-11% enhanced yield securities due May 5, 2010 linked to Cigna Corp. common stock; 80% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to First Solar, Inc. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 8%-9% enhanced yield securities due April 26, 2010 linked to the Market Vectors Gold Miners exchange-traded fund; via Wells Fargo Securities, LLC

• 18- to 21-month 0% equity index-linked notes based on the MSCI EAFE index; via Goldman, Sachs & Co.

• 14.5%-15.5% enhanced yield securities due Aug. 5, 2010 linked to MGM Mirage common stock; 65% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to Tesoro Corp. common stock; 75% trigger; via Wells Fargo Securities, LLC

• 12%-13% enhanced yield securities due Aug. 5, 2010 linked to Vertex Pharmaceuticals Inc. common stock; 70% trigger; via Wells Fargo Securities, LLC

GOLDMAN SACHS GROUP, INC.

• 24- to 28-month 0% leveraged buffered equity index-linked notes based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

• 18- to 21-month 0% leveraged buffered index-linked notes due Sept. 26, 2011 based on the MSCI EAFE index; 90% trigger; via Goldman, Sachs & Co.

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

• 15- to 16-month 0% buffered index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co

• 0% trigger notes due Aug. 4, 2011 based on performance of the S&P 500 index; 85% trigger; via J.P. Morgan Securities Inc.

• 18- to 21-month 0% leveraged buffered index-linked notes based on the S&P 500 index; 90% trigger; via Goldman, Sachs & Co. is the underwriter.

• 19- to 22-month 0% leveraged index-linked notes tied to the S&P 500 index; via Goldman, Sachs & Co.

• 24- to 28-month 0% leveraged buffered equity index-linked notes based on the S&P 500 index; 90% trigger; 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.

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

HSBC BANK USA, NA

• 0% certificates of deposit with minimum return due Feb. 23, 2016 linked to the Dow Jones Industrial Average; via HSBC Securities (USA) Inc.; pricing Feb. 18

• 0% sector selector certificates of deposit with minimum return due Feb. 24, 2016 linked to the iShares MSCI Emerging Markets index fund, Market Vectors Gold Miners exchange-traded fund, Oil Service Holdrs trust, Financial Select Sector SPDR fund, iShares Dow Jones U.S. Real Estate index fund and Technology Select Sector SPDR fund; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% absolute return certificates of deposit due Dec. 22, 2011 based on the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% absolute return certificates of deposit due June 22, 2012 based on the Russell 2000 index; via HSBC Securities (USA) Inc.; pricing Feb. 19

• Contingent annual income certificates of deposit due Feb. 25, 2016 linked to the stocks of American Electric Power Inc., Applied Materials Inc., AT&T Inc., Bank of America Corp., Bank of New York Mellon Corp., Bristol-Myers Squibb Co., ConocoPhillips, Emerson Electric Co., Exelon Corp., Freeport-McMoran Copper & Gold Inc., H.J. Heinz Co., Honeywell International, Intel Corp., Johnson Controls Inc., Kroger Co., Nucor Corp., Merck & Co., Time Warner Inc., Valero Energy Corp. and Verizon Communications Inc.; via HSBC Securities (USA) Inc. and distributor Morgan Stanley Smith Barney; pricing Feb. 22

• Annual income opportunity series 6 certificates of deposit with an auto cap feature due Feb. 26, 2016 linked to Amazon.com, Inc., Archer-Daniels-Midland Co., Bank of America Corp., Berkshire Hathaway Inc. (class B shares), Exelon Corp., First Solar, Inc., Gilead Sciences, Inc., Motorola, Inc. Newmont Mining Corp., Pfizer Inc., Verizon Communications Inc. and Waste Management, Inc.; via HSBC Securities (USA) Inc.; pricing Feb. 23

• Annual income opportunity certificates of deposit due Feb. 25, 2016 linked to the stocks of Archer-Daniels-Midland Co., Barrick Gold Corp., Cameco Corp., El Paso Corp., Freeport-McMoRan Copper & Gold Inc., International Paper Co., Mosaic Co., Schlumberger Ltd., Transocean Ltd. and Weyerhaeuser Co.; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Annual income opportunity certificates of deposit due Feb. 25, 2016 linked to Baidu, Canon, Chunghwa Telecom, Cnooc, Icici Bank, LG Display, NTT, SK Telecom, Tata Motors and Toyota Motors; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Barrier multi-coupon opportunity certificates of deposit due Feb. 27, 2013 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Barrier multi-coupon opportunity certificates of deposit due Feb. 27, 2014 linked to the Market Vectors Gold Miners exchange-traded fund; via HSBC Securities (USA) Inc.; pricing Feb. 22

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Feb. 26, 2013 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Feb. 23

• Annual income opportunity series 5 certificates of deposit with an auto cap feature due Feb. 26, 2016 linked to AstraZeneca plc, Barrick Gold Corp., Cameco Corp., China Life Insurance Co., Ltd., Honda Motor Co., Ltd., Kraft Foods Inc., Research in Motion, SAP AG, Sony Corp., Starbucks Corp., Teva Pharmaceutical Industries Ltd. and Vodafone Group plc; via HSBC Securities (USA) Inc.; pricing Feb. 23

HSBC USA INC.

• Floating-rate notes due Feb. 26, 2020 linked to the Consumer Price Index; via HSBC Securities (USA) Inc.; pricing Feb. 5

• 11% to 14% callable yield notes due Feb. 28, 2011 based on the performance of the Market Vector Gold Miners trust and Energy Select SPDR fund; 70% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 8% to 11% callable yield notes due Feb. 28, 2011 based on the performance of the iShares MSCI EAFE index fund and iShares MSCI Emerging Markets index fund; 70% trigger; via HSBC Securities (USA) Inc.; pricing Feb. 19

• 0% return optimization securities with contingent protection due Feb. 28, 2013 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via UBS Financial Services Inc.; pricing Feb. 23

JPMORGAN CHASE BANK, NA

• Contingent coupon certificates of deposit due Feb. 25, 2016 based on WTI crude oil, natural gas, corn, soybeans, zinc, gold, silver, platinum, S&P GSCI Wheat Index Excess Return and S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc. and Morgan Stanley Smith Barney; pricing Feb. 22

• Contingent coupon certificates of deposit due Feb. 26, 2016 linked to the common stocks of Alcoa Inc., Abbott Laboratories, Amazon.com, Inc., Costco Wholesale Corp., CVS Caremark Corp., General Electric Co., Microsoft Corp., Newmont Mining Corp., Verizon Communications Inc. and Wells Fargo & Co.; via J.P. Morgan Securities Inc. and distributor Incapital LLC; pricing Feb. 23

• 0% equity-linked certificates of deposit due Aug. 27, 2015 linked to the Dow Jones Industrial Average; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% certificates of deposit due Feb. 26, 2016 linked to the MSCI World index, the Dow Jones - UBS Commodity index and the JPMorgan GBI Global Bond Index Total Return hedged in dollars; via J.P. Morgan Securities Inc.; pricing Feb. 23

• Callable leveraged spread certificates of deposit due Feb. 26, 2025 based on the 10-year and two-year Constant Maturity Swap rates; via J.P. Morgan Securities Inc.; settlement Feb. 26

• Callable six-month Libor range accrual certificates of deposit due Feb. 23, 2025; via J.P. Morgan Securities Inc.; pricing in February

• Callable six-month Libor and S&P 500 index accrual certificates of deposit due Feb. 26, 2025; via J.P. Morgan Securities Inc. with Incapital LLC as distributor; pricing in February

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Aug. 8, 2011 based on the performance of the iShares Emerging Markets index fund; 85% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 3

• 0% semiannual review notes due Aug. 26, 2011 based on the iShares Dow Jones U.S. Real Estate index fund; pricing Feb. 23

• 0% buffered return enhanced notes due Aug. 31, 2011 linked to the iShares MSCI EAFE index fund;via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% semiannual review notes due Aug. 26, 2011 based on Market Vectors Gold Miners ETF; pricing Feb. 23

• 0% semiannual review notes due Aug. 26, 2011 based on Market Vectors Gold Miners ETF; pricing Feb. 23

• 0% buffered return enhanced notes due Aug. 31, 2011 based on the Russell 2000 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% barrier optimization securities with partial protection due Aug. 31, 2011 linked to the S&P 500 index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% buffered return enhanced notes due Feb. 29, 2012 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% buffered return enhanced notes due Aug. 31, 2011 based on the S&P 500 index; 90% trigger; via J.P. Morgan Securities Inc.; pricing Feb. 23

• 0% Performance Leveraged Upside Securities due March 29, 2011 based on S&P 500 index; via J.P. Morgan Securities Inc.; pricing in February

MORGAN STANLEY

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 linked to the Brazilian real, Korean won and Mexican peso; via Morgan Stanley & Co. Inc.; pricing in February

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

• Leveraged callable CMS curve-linked notes due Feb. 18, 2030; via Morgan Stanley & Co. Inc.; pricing in February

• CMS Curve and Russell 2000 index-linked range accrual notes due Feb. 16, 2030; via Morgan Stanley & Co. Inc.; pricing in February

• 0% Performance Leveraged Upside Securities due Aug. 29, 2011 based on the Dow Jones - UBS Commodity index; via Morgan Stanley & Co. Inc.; pricing in February

• 0% jump securities due Feb. 27, 2012 based on the performance of iShares Dow Jones U.S. Real Estate index fund; Morgan Stanley & Co. Inc.; pricing in February

• Fixed to floating rate range accrual notes due Feb. 16, 2025 linked to six-month Libor and the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in February

ROYAL BANK OF CANADA

• 0% direct investment notes due March 8, 2011 based on the performance of the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing Feb. 3

• 10.5% annualized reverse convertible notes due May 6, 2010 based on the performance of Freeport-McMoRan Copper & Gold Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 3

• 10.65% annualized reverse convertible notes due May 6, 2010 based on the performance of Hartford Financial Services Group, Inc. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 3

• 0% buffered bullish enhanced return notes due Feb. 8, 2012 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Feb. 3

• 22% annualized reverse convertible notes due May 6, 2010 based on the performance of Sprint Nextel Corp. shares; 75% trigger; via RBC Capital Markets Corp.; pricing Feb. 3

• Zero-coupon principal-protected currency-linked notes due Feb. 20, 2014 based on Brazilian real, the Australian dollar, the Canadian dollar and the Norwegian krone; via RBC Capital Markets Corp.; pricing Feb. 17

• Floating-rate notes due Feb. 16, 2017 linked to the Consumer Price Index; via RBC Capital Markets Corp.; pricing in February

• Redeemable range accrual notes due Feb. 12, 2020 based on Libor; via RBC Capital Markets Corp.; pricing in February

• Redeemable leveraged steepener notes due Feb. 26, 2030; via RBC Capital Markets Corp.; pricing in February

• 15- to 16-month 0% buffered equity index-linked notes based on the S&P 500 index; 87.5% trigger; via Goldman Sachs & Co.

AB SVENSK EXPORTKREDIT

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

• 0% Accelerated Return Notes due April 2011 based on the MSCI EAFE index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in February

• 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 February

UBS AG

• 0% return optimization securities due Feb. 19, 2013 linked to the PHLX Housing Sector index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 12

• 11.25% annualized reverse convertible notes due May 28, 2010 linked to the common stock of Alcoa Inc.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 11% reverse convertible notes due Aug. 31, 2010 linked to Chesapeake Energy Corp. stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 9.5% reverse convertible notes due Feb. 28, 2011 based on the common stock of Deere & Co.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 14% reverse convertible notes due Aug. 31, 2010 linked to Ford Motor Co. common stock; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 25.5% annualized reverse convertible notes due May 28, 2010 linked to the common stock of Las Vegas Sands Corp.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Information Technology Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due Feb. 28, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 0% double short leverage securities due Feb. 28, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing Feb. 23

• 0% performance securities due Feb. 28, 2013 linked to the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing Feb. 23

• 9.25% reverse convertible notes due Feb. 28, 2011 based on the common stock of Wells Fargo & Co.; 80% trigger; via UBS Securities LLC and UBS Investment Bank; pricing Feb. 23

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Financials Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

• 0% double short leverage securities due April 4, 2011 linked inversely to the performance of the S&P 500 Total Return index; via UBS Investment Bank and UBS Financial Services Inc.; pricing March 26

• 0% double long leverage securities due April 4, 2011 linked to the S&P 500 Information Technology Total Return index; via UBS Financial Services Inc. and UBS Investment Bank; pricing March 26

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

WELLS FARGO & CO.

• 0% enhanced growth securities with partial principal protection due February 2012 linked to the Russell 2000 index; via Wells Fargo Securities

• 0% enhanced growth securities with partial principal protection due August 2013 linked to the S&P 500 index, S&P MidCap 400 index and Russell 2000 index; via Wells Fargo Securities

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