Structured Products Calendar

BANK OF AMERICA CORP.

• 0% currency-linked step-up notes due December 2013 linked to the Russian ruble, the Indian rupee and the Chinese renminbi; via Bank of America Merrill Lynch; pricing in December

• 0% Accelerated Return Notes due February 2013 linked to the Consumer Staples Select Sector index; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due March 2013 linked to copper; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 0% capped leveraged index return notes due March 2013 linked to the crude oil futures contract; via Bank of America Merrill Lynch; pricing in January

• 0% Market Index Target-Term Securities due December 2016 linked to the Dow Jones industrial average; via Bank of America Merrill Lynch; pricing in January

• Coupon-bearing notes due January 2013 linked to the common stock of Exxon Mobil Corp.; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due March 2013 linked to gold; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 9% STEP Income Securities due January 2013 linked to Microsoft Corp. shares; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due January 2014 linked to the MSCI EAFE index; via Bank of America Merrill Lynch; pricing in January

• 0% Capped Leveraged Index Return Notes due December 2013 linked to Rogers International Commodity Index-Excess Return; 90% trigger; via Bank of America Merrill Lynch; pricing in January

• 0% autocallable enhanced market-linked step-up notes with buffer due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% lock-in notes due December 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

BANK OF MONTREAL

• 0% senior medium-term notes, series B, due Jan. 23, 2013 linked to Raymond James Analysts' Best Picks for 2012, i.e. BB&T Corp., BMC Software, Inc., Brinker International, Inc., Chevron Corp., Lincoln National Corp., Nuance Communications, Inc., Nvidia Corp., Post Properties, Inc., Stanley Black & Decker Inc., Superior Energy Services, Inc., tw telecom inc., VeriFone Systems, Inc. and Whiting Petroleum Corp.; via BMO Capital Markets Corp.; settlement Jan. 19; Cusip: 06366QH26

• 0% market-linked step-up notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

BARCLAYS BANK PLC

• 0% notes due December 2016 linked to the S&P 500 Dynamic Veqtor Mid-Term Total Return index; via Barclays Capital Inc.; pricing in December; Cusip: 06738KC25

• 0% notes due Jan. 6, 2017 linked to the S&P 500 Dynamic Veqtor Total Return index; via Barclays Capital Inc.; pricing Jan. 3; Cusip: 06738KE64

• 0% notes due Jan. 12, 2015 linked to the EquityCompass Share Buyback index; via Barclays Capital Inc.; pricing Jan. 5; Cusip: 06738KE56

• 0% Strategic Accelerated Redemption Securities due January 2013 linked to the iShares MSCI EAFE index fund and the iShares MSCI Emerging Markets index fund; via Bank of America Merrill Lynch; pricing in January

• 0% bear Accelerated Return Notes due June 2012 linked to the Russell 2000 index; via Bank of America Merrill Lynch; pricing in January

• Zero-coupon Capped Leveraged Index Return Notes due December 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due January 2014 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% market-linked step-up notes due December 2015 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

CITIBANK, NA

• Callable leveraged fixed-to-inverse floating-rate market-linked certificates of deposit due in 2031; via Citigroup Global Markets Inc.; Cusip: 172986FN6

CITIGROUP FUNDING INC.

• 0% buffered digital plus notes due July 2015 linked to the Dow Jones industrial average; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 1730T0QY8

• 12%-14% single observation Equity LinKed Securities due July 25, 2012 linked to Las Vegas Sands Corp. shares; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17317U352

• 0% market-linked notes due Jan. 29, 2015 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing on Jan. 25; Cusip: 17317U360

• 0% Performance Leveraged Upside Securities due July 24, 2012 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing Jan. 25; Cusip: 17317U378

CREDIT SUISSE AG, NASSAU BRANCH

• 13% to 16% callable yield notes due Jan. 7, 2013 linked to the S&P 500 index and the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJV4

• High/low coupon callable yield notes due Jan. 7, 2013 linked to the S&P 500 index, the Russell 2000 index; 60% trigger; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJW2

• High/low coupon callable yield notes due Jan. 7, 2013 linked to the S&P 500 index, the Russell 2000 index and the Market Vectors Gold Miners exchange-traded fund; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJR3

• 12.75% callable yield notes due Jan. 7, 2013 linked to S&P 500 index and Russell 2000 index; via Credit Suisse Securities (USA) LLC; pricing Dec. 30; Cusip: 22546TJS1

DEUTSCHE BANK AG, LONDON BRANCH

• 0% digital payment securities due 2013 linked to the S&P 500 index; 75% trigger; via Deutsche Bank Securities Inc.; Cusip: 2515A1F22

EUNITS 2 YEAR U.S. MARKET PARTICIPATION TRUST: UPSIDE TO CAP / BUFFERED DOWNSIDE

• Units of beneficial interest designed to provide returns based on the performance of the S&P 500 Composite Stock Price index; via Eaton Vance Distributors, Inc.; pricing in January

GOLDMAN SACHS BANK, NA

• Contingent coupon certificates of deposit due 2017 linked to Alcoa Inc., American Express Co., Boeing Co., Bank of America Corp., Caterpillar Inc., Cisco Systems, Inc., Chevron Corp., E.I. DuPont de Nemours & Co., Walt Disney Co. General Electric Co., Home Depot Inc., Hewlett-Packard Co., IBM Corp., Intel Corp., Johnson & Johnson, JPMorgan Chase & Co., Kraft Foods Inc., McDonald's Corp., 3M Co., Merck & Co. Inc., Microsoft Corp., Pfizer Inc., Procter & Gamble Co., AT&T Inc., Travelers Cos. Inc., United Technologies Corp., Verizon Communications Inc., Wal-Mart Stores, Inc. and Exxon Mobil Corp.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADK8

• Contingent coupon certificates of deposit due 2018 linked to AT&T Inc., Cisco Systems, Inc., Hewlett-Packard Co., Intel Corp., Kraft Foods Inc., McDonald's Corp., Merck & Co. Inc., Procter & Gamble Co., Verizon Communications Inc. and Wal-Mart Stores, Inc.; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADN2

• 0% equity-linked certificates of deposit due 2015 linked to the Dow Jones industrial average; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADL6

• 0% equity-linked certificates of deposit due 2016 linked to the S&P 500 index; via Goldman, Sachs & Co. with Incapital LLC; Cusip: 38143ADM4

GOLDMAN SACHS GROUP, INC.

• Five-year 0% exchangeable equity-linked notes linked to Apple Inc. common stock; via Goldman Sachs & Co.; pricing in December; Cusip: 38143UJ85

• 0% commodity-linked notes due July 8, 2013 linked to the price of gold; 80% trigger; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; settling Jan. 5; Cusip: 38143UK83

• 0% leveraged index-linked notes due in 22 to 25 months tied to the MSCI EAFE index; via Goldman Sachs & Co.

• 24- to 28-month 0% buffered index-linked digital notes tied to the S&P 500 index; 90% trigger; via Goldman Sachs & Co. and J.P. Morgan Securities LLC; Cusip: 38143UK75

• 24- to 28-month 0% leveraged buffered index-linked notes tied to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.

• Three-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; 80% trigger; via Goldman Sachs & Co.; Cusip: 38143UYV7

• Three-year buffered annual reset coupon equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH38

• Five-year buffered annual reset coupon equity index-linked notes linked to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UYW5

• Five-year buffered annual reset coupon equity index-linked notes tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UH46

• Callable quarterly accrual notes due 2027 tied to the S&P 500 index; via Goldman Sachs & Co.; Cusip: 38143UL33

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

HSBC USA INC.

• 0% best-of performance notes due July 30, 2014 linked to the S&P 500 index; via HSBC Securities (USA) Inc.; pricing in December; Cusip: 4042K1VB6

• 0% buffered Accelerated Market Participation Securities due December 2013 linked to the performance of the dollar relative to the euro; via HSBC Securities (USA) Inc.; pricing in December; Cusip: 4042K1UG6

• 0% buffered Accelerated Market Participation Securities due June 2013 linked to the spot price of gold; via HSBC Securities (USA) Inc.; pricing in December; Cusip: 4042K1UB7

• 0% Accelerated Return Notes due February 2013 linked to the Energy Select Sector index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the MSCI Emerging Markets index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% Strategic Accelerated Redemption Securities due January 2013 linked to the S&P 500 index; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the S&P MidCap 400 index; via Bank of America Merrill Lynch; pricing in January

JPMORGAN CHASE & CO.

• 11% principal-at-risk yield notes linked to the S&P GSCI Brent Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing in December

• Range accrual notes linked to the S&P GSCI Brent Crude Oil Index Excess Return; via J.P. Morgan Securities LLC; pricing in December

• Contingent income autocallable securities due Jan. 30, 2013 linked to General Electric Co. shares; 75% trigger; via J.P. Morgan Securities LLC and Morgan Stanley Smith Barney LLC; pricing Jan. 25; Cusip: 48126BAB9

• 0% buffered return optimization securities due July 31, 2013 linked to the iShares MSCI Emerging Markets index fund; 90% trigger; via J.P. Morgan Securities LLC with UBS Financial Services Inc.; pricing Jan. 26; Cusip: 48126B681

• 0% notes due Dec. 30, 2016 linked to the S&P 500 index, Dow Jones industrial average, Dow Jones-UBS Commodity index and iShares MSCI EAFE index fund; via J.P. Morgan Securities LLC; Cusip: 48125VEM8

MORGAN STANLEY

• 0% Commodity Leading Stockmarket Return Securities due January 2014 linked to gold; via Morgan Stanley & Co. Inc.; pricing in December; Cusip: 617482L51

• Contingent income autocallable securities due January 2013 linked to the common stock of MetLife, Inc.; via Morgan Stanley & Co. LLC; pricing in December; Cusip: 61760T322

• 0% trigger jump securities due January 2016 linked to the price of gold; 65% trigger; via Morgan Stanley & Co. LLC is the agent and Morgan Stanley Smith Barney LLC; pricing in January; Cusip: 617482L44

• 0% buffered jump securities due January 2014 linked to the iShares Dow Jones U.S. Real Estate index fund; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T306

• 0% buffered Performance Leveraged Upside Securities due January 2014 linked to the S&P 500 index; 90% trigger; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T298

• 0% trigger jump securities due January 2015 linked to the S&P 500 index; via Morgan Stanley & Co. LLC; pricing in January; Cusip: 61760T314

ROYAL BANK OF CANADA

• 0% autocallable access securities with fixed percentage buffered downside due Jan. 3, 2014 linked to the iShares Russell 2000 index fund via Wells Fargo Securities, LLC; via RBC Capital Markets, LLC; pricing in December; Cusip: 78008TZW7

• 0% growth securities capped upside and fixed percentage buffered downside due July 6, 2015 linked to the S&P 500 index; via Wells Fargo Securities, LLC; pricing in December; Cusip: 78008TZU1

• 0% direct investment notes due Feb. 8, 2013 linked to the EquityCompass Equity Risk Management Strategy; via RBC Capital Markets, LLC; pricing Jan. 5; Cusip: 78008TZY3

• 0% jump securities due July 2012 linked to the iShares MSCI Emerging Markets index fund; via RBC Capital Markets LLC as agent and Morgan Stanley Barney LLC handing distribution; pricing in January; Cusip: 78010V667

• 0% autocallable access securities with fixed percentage buffered downside due Jan. 3, 2014 linked to the S&P 500 index; 90% trigger; via Wells Fargo Securities, LLC; settlement in January; Cusip: 78008TZV9

AB SVENSK EXPORTKREDIT

• 8% STEP Income Securities due January 2013 linked to Macy's, Inc. shares; via Bank of America Merrill Lynch; pricing in January

• 9.5% STEP Income Securities due January 2013 linked to Oracle Corp. shares; via Bank of America Merrill Lynch; pricing in January

• 0% Accelerated Return Notes due February 2013 linked to the Rogers International Commodity Index-Excess Return; via Bank of America Merrill Lynch; pricing in January

UBS AG, LONDON BRANCH

• Callable step-up fixed-rate notes due Jan. 13, 2027; via UBS Investment Bank; settlement Jan. 13; Cusip: 90261JJS3

• 0% contingent return optimization securities due Jan. 31, 2014 linked to the Russell 2000 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26; Cusip: 90267V548

• 0% contingent return optimization securities due Jan. 31, 2014 linked to the S&P 500 index; via UBS Financial Services Inc. and UBS Investment Bank; pricing Jan. 26; Cusip: 90267V530

WELLS FARGO & CO.

• 0% growth securities due July 2014 linked to the SPDR S&P 500 ETF trust, the iShares Russell 2000 index fund and the SPDR S&P MidCap 400 ETF trust; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RGR6

• 0% growth securities due July 2016 linked to SPDR S&P 500 ETF trust, the iShares MSCI EAFE index fund, the iShares Russell 2000 index fund and the iShares MSCI Emerging Markets index fund; 80% trigger; via Wells Fargo Securities, LLC; settlement in January; Cusip: 94986RGQ8

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