Structured Products Calendar

BANK OF AMERICA CORP.

• Floating-rate notes due May 3, 2017 linked to the Consumer Price Index; via Merrill Lynch, Pierce, Fenner & Smith Inc.; settlement May 3

• 14-month 0% Relative Value Accelerated Return Notes linked to the Apple Inc./Technology Select Sector Long-Short index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

• Two-year 0% Currency Market Index Target-Term Securities linked to the exchange rate of the Brazilian real relative to the euro; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

• 100% principal-protected notes due May 2030 linked to the 30-year and two-year Constant Maturity Swap rates; via Merrill Lynch, Pierce, Fenner & Smith Inc.; pricing in May

• 14-month 0% Relative Value Accelerated Return Notes linked to the Motorola, Inc./Technology Select Sector Long-Short index; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

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

• Two-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 May

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

• 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

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

• 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 May or June

BANK OF AMERICA, NA

• Six-year 0% market participation certificates of deposit linked to the Dow Jones Industrial Average; via Merrill Lynch, Pierce, Fenner & Smith Inc. and Republic Securities Co., LLC and distributor Advisors Asset Management, Inc.; pricing in May

BARCLAYS BANK PLC

• 0% bearish notes due May 8, 2015 linked to the Barclays Capital 10Y Treasury Futures index; via Barclays Capital Inc.; pricing May 5

• 0% buffered Super Track Notes due May 9, 2013 linked to the Dow Jones - UBS Commodity index; via Barclays Capital Inc.; pricing May 5

• Buffered iSuper Track notes due May 9, 2013 linked to the iShares Dow Jones U.S. Real Estate index fund; via Barclays Capital Inc.; pricing May 5

• 0% Knock-In Super Track notes due May 9, 2013 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 5

• Notes due May 14, 2013 based on Barclays Capital 30Y Treasury Futures index; via Barclays Capital Inc.; pricing May 11

• 0% buffered Super Track notes due May 18, 2015 linked to the S&P 500 index; via Barclays Capital Inc.; pricing May 14

• 0% Performance Leveraged Upside Securities due June 28, 2011 linked to the S&P 500 index; via Morgan Stanley Smith Barney LLC; pricing May 24

• One-year 0% double short leverage securities due May 31, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25

• Three-year 0% double short leverage securities due May 31, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing May 25

• 0% notes due May 29, 2015 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing May 25

• Seven-year capped floating-rate notes linked to the five-year Constant Maturity Swap rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

• One-year 0% double short leverage securities due July 1, 2011 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

• Three-year 0% double short leverage securities due June 28, 2013 linked to the Barclays Capital 30Y Treasury Futures index; via UBS Financial Services Inc. and Barclays Capital Inc.; pricing June 25

CITIBANK, NA

• Market-linked certificates of deposit due May 26, 2016 linked to the common stocks of Amazon.com, Inc., American Tower Corp., Bank of America Corp., Chevron Corp., Deere & Co., Dow Chemical Co., Duke Energy Corp., Entergy Corp., Freeport-McMoRan Copper & Gold Inc., Home Depot, Inc., International Business Machines Corp., Johnson & Johnson, JPMorgan Chase & Co., Lockheed Martin Corp., Merck & Co., Microsoft Corp., Philip Morris International Inc., Schlumberger NV (Schlumberger Ltd.), Sprint Nextel Corp. and Wal-Mart Stores, Inc.; via Citigroup Global Markets Inc. and distribtor Morgan Stanley Smith Barney; pricing May 24

CITIGROUP FUNDING, INC.

• 8%-10% Equity LinKed Securities due Nov. 24, 2010 linked to Halliburton Co. common stock; 80% trigger; via Citigroup Global Markets Inc.; pricing May 10

• 0% jump securities due June 28, 2011 linked to the iShares FTSE/Xinhua China 25 index fund; via Citigroup Global Markets Inc.; pricing May 24

• 0% buffered Performance Leveraged Upside Securities due May 29, 2012 linked to the iShares MSCI Emerging Markets index fund; via Citigroup Global Markets Inc.; pricing May 24

• 0% buffered Performance Leveraged Upside Securities due Nov. 28, 2011 based on the performance of the Dow Jones-UBS Commodity index; via Citigroup Global Markets Inc.; pricing May 25

• Zero-coupon principal-protected notes due May 26, 2016 linked to the Dow Jones Industrial Average; via Citigroup Global Markets Inc.; pricing in May

• 0% Index Leading Stockmarket Return Securities due 2013 based on Dow Jones-UBS Commodity index; 75% trigger; via Citigroup Global Markets Inc.

CREDIT SUISSE, NASSAU BRANCH

• 0% Buffered Accelerated Return Equity Securities due May 14, 2013 based on the price of silver; 80% trigger; via Credit Suisse Securities (USA) LLC; pricing May 7

• Zero-coupon principal-protected ProNotes due June 3, 2015 linked to the S&P 500 index with a 50% weight, the iShares Barclays TIPS 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; via Credit Suisse Securities (USA) LLC; pricing May 23

• Zero-coupon principal-protected ProNotes due Nov. 30, 2015 linked to the S&P 500 index with a 50% weight, the iShares Barclays TIPS 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; via Credit Suisse Securities (USA) LLC; pricing May 25

• 9%-11% callable yield notes due Dec. 2, 2010 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; 75% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25

• 9%-11% callable yield notes due Dec. 3, 2010 linked to the S&P 500 index and the Market Vectors Gold Miners exchange-traded fund; 70% trigger; via Credit Suisse Securities (USA) LLC; pricing May 25

• 0% Buffered Accelerated Return Equity Securities due June 3, 2014 based on S&P 500 index, iShares MSCI EAFE index fund and S&P BRIC 40 index; 85% trigger; via Credit Suisse Securities (USA) LLC; pricing May 26

• 7.5% to 9.5% callable yield notes due May 31, 2011 linked to the S&P 500, Russell 2000 and S&P MidCap 400 indexes; via Credit Suisse Securities (USA) LLC

DEUTSCHE BANK AG, LONDON BRANCH

• 0% market contribution securities due May 17, 2013 based on the performance of the Deutsche Bank Liquid Commodity Index - Mean Reversion Total Return; via Deutsche Bank Securities Inc.; pricing May 14

• Zero-coupon principal-protected notes due May 29, 2015 linked to the S&P 500 Monthly Risk Control 12% Excess Return index; via Deutsche Bank Securities Inc.; pricing May 24

• 0% return optimization securities with contingent protection due May 31, 2013 linked to the iShares MSCI EAFE index fund with a 70% weight and the iShares MSCI Emerging Markets index fund with a 30% weight; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing May 25

• 0% return optimization securities with contingent protection due May 31, 2013 linked to the S&P 500 index; via UBS Financial Services Inc. and Deutsche Bank Securities; pricing May 25

EKSPORTFINANS ASA

• Non-callable partial principal protected notes due May 6, 2011 based on based on euro and Australian dollar relative to the U.S. dollar; via Citigroup Global Markets Inc.; settlement May 6

• 51-week 0% notes linked to the Brazilian real/dollar exchange rate; via Merrill Lynch, Pierce, Fenner & Smith Inc. and First Republic Securities Co., LLC; pricing in May

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

• 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 May

• 17- to 19-month 0% equity index-linked notes tied to the Topix index; via Goldman, Sachs & Co.

GOLDMAN SACHS GROUP, INC.

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

• 2% inflation-linked notes due 2025 tied to annual changes in the Consumer Price Index; via Goldman, Sachs & Co.

• 13-month 0% notes linked to the Dow Jones - UBS Commodity index; via Goldman, Sachs & Co.

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

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

•18-month 0% buffered index-linked notes tied to the Russell 2000 index; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the Russell 2000 index; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the S&P 500 index with 7.85%-9.15% cap; via Goldman, Sachs & Co.

• 18-month 0% buffered index-linked notes tied to the S&P 500 index with 10.5%-12% cap; via Goldman, Sachs & Co.

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

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

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

• 19.5- to 20.5-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 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.

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

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

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

HSBC USA INC.

• 0% performance securities with contingent protection due May 29, 2015 linked to the S&P 500 index; via UBS Financial Services Inc. and HSBC USA Inc.; pricing May 25

JPMORGAN CHASE & CO.

• 0% buffered return enhanced notes due Nov. 10, 2011 based on iShares MSCI EAFE index fund; 85% trigger; via JPMorgan Securities Inc.; pricing May 5

• 0% buffered return enhanced notes due Nov. 10, 2011 based on the performance of the iShares MSCI Emerging Markets index fund; 85% trigger; via JPMorgan Securities Inc.; pricing May 5

• 0% buffered equity notes due Nov. 10, 2011 linked to the iShares Russell Microcap index fund; via J.P. Morgan Securities Inc.; pricing May 5

• Contingent coupon market-linked certificates of deposit due May 24, 2016 linked to copper, corn, gasoline RBOB, platinum, silver, soybeans, West Texas Intermediate crude oil, zinc, the S&P GSCI Wheat Index Excess Return and the S&P GSCI Livestock Index Excess Return; via J.P. Morgan Securities Inc. and distributor Morgan Stanley Smith Barney LLC; pricing May 24

• 0% buffered Performance Leveraged Upside Securities due May 29, 2012 based on the iShares MSCI EAFE index fund; 90% trigger; via J.P. Morgan Securities Inc.; pricing May 24

• 9.75% upside auto callable reverse exchangeable notes due May 27, 2011 linked to the common stock of Ford Motor Co.; via J.P. Morgan Securities Inc.; pricing May 25

• 0% buffered Performance Leveraged Upside Securities due May 29, 2012 linked to the iShares MSCI EAFE index fund; via J.P. Morgan Securities Inc. with selling concessions to Morgan Stanley Smith Barney LLC; pricing in May

MORGAN STANLEY

• 10% to 13% Equity LinKed Securities due Nov. 9, 2010 based on the common stock of United States Steel Corp.; 75% trigger; via Morgan Stanley & Co. Inc.; pricing May 10

• Zero-coupon 90% principal-protected currency-linked notes due 2012 linked to the Brazilian real, Russian ruble, Indian rupee and Malaysian ringgit relative to the dollar; via Morgan Stanley & Co. Inc.; pricing in May

• Senior floating-rate notes due May 14, 2020 linked to the 10-year Constant Maturity Treasury rate; via Morgan Stanley & Co. Inc.; pricing in May

• 0% Equity Leading Stockmarket Return Securities due May 24, 2013 based on the Financial Select Sector SPDR fund; via Morgan Stanley & Co.; pricing in May

• 0% jump securities due June 24, 2011 linked to the PHLX Housing Sector index; via Morgan Stanley & Co.; pricing in May

• 0% buffered Performance Leveraged Upside Securities due May 24, 2012 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in May

ROYAL BANK OF CANADA

• 7.5%-9.55% reverse convertible notes due Nov. 10, 2010 linked to CSX Corp. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing May 5

• Direct investment notes due June 9, 2011 linked to the Cushing 30 MLP index; via RBC Capital Markets Corp.; pricing May 5

• 10.3%-12% reverse convertible notes due Nov. 10, 2010 linked to eBay Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing May 5

• 0% direct investment notes due June 8, 2011 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets Corp.; pricing May 5

• 20.90%-21.65% reverse convertible notes due Nov. 10, 2010 linked to Micron Technology, Inc. common stock; 75% trigger; via RBC Capital Markets Corp.; pricing May 5

• Redeemable leveraged steepener notes due May 12, 2022; via RBC Capital Markets Corp.; pricing in May

UBS AG, JERSEY BRANCH

• 0% performance securities due Nov. 30, 2011 linked to equally weights of the Brazilian real, Russian ruble, Indian rupee and the Chinese renminbi; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25

• 0% performance securities due May 28, 2013 based on the UBS V10 Currency Index with Volatility Cap; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 25

UBS AG, LONDON BRANCH

• 11.5% to 13.5% yield optimization notes with contingent protection due May 11, 2011 linked to the common stock of Boston Scientific Corp.; via UBS Financial Services Inc. and UBS Investment Bank; pricing May 5

WELLS FARGO & CO.

• 0% enhanced growth securities with buffered downside due August 2012 linked to the Russell index; via Wells Fargo Securities, LLC

• 0% enhanced growth securities with buffered downside due November 2012 linked to the S&P 500 index, the iShares MSCI EAFE index fund, the iShares Russell 2000 index fund and the iShares MSCI Emerging Markets index fund; via Wells Fargo Securities, LLC

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