Structured Products Calendar

BARCLAYS BANK PLC

• 20% callable reverse convertible notes due June 26, 2009 linked to the United States Oil Fund LP; via Barclays Capital; pricing Dec. 26

• 0% Bear Market Performance Leveraged Upside Securities due Dec. 20, 2010 linked inversely to the S&P 500 index; via Morgan Stanley and Barclays Capital; pricing in January

• 0% Performance Leverage Upside Securities due July 28, 2009 linked to the S&P 500 index; via Morgan Stanley and Barclays Capital; pricing in January

• 0% iPath S&P 500 VIX Mid-Term Futures exchange-traded notes due 2019; via Barclays Capital Inc.

• 0% iPath S&P 500 VIX Short-Term Futures exchange-traded notes due 2019; via Barclays Capital Inc.

CITIGROUP FUNDING INC.

• 8% to 10% one-year Equity LinKed Securities linked to Johnson & Johnson stock; via Citigroup Global Markets Inc.; pricing in January

• 1.5% minimum coupon principal-protected notes due 2014 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

• 0% buffer notes due 2011 linked to the S&P 500 index; via Citigroup Global Markets Inc.; pricing in January

DEUTSCHE BANK AG, LONDON BRANCH

• 0% capped Buffered Underlying Securities due Jan. 29, 2010 linked to the S&P 500 index; via Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas; pricing Dec. 29

EKSPORTFINANS ASA

• 0% enhanced growth securities with leveraged upside and buffered downside due Jan. 10, 2011 linked to the Dow Jones Industrial Average; 85% trigger; via Wachovia Capital Markets, LLC; pricing in December

• 15% to 17% annualized enhanced yield securities due July 1, 2009 linked to the common stock of General Electric Co.; 60% trigger; via agent Wachovia Capital Markets, LLC; pricing in December

• 0% enhanced growth securities with initial index level reset due Jan. 10, 2011 linked to the S&P 500 index; via underwriter Wachovia Capital Markets, LLC; pricing in December

GOLDMAN SACHS GROUP, INC.

• 0% enhanced return notes due June 25, 2010 linked to iShares MSCI Emerging Markets index fund; via Goldman, Sachs & Co.

• 0% five-year equity index-linked notes tied to the MSCI World, S&P 500 and Nasdaq 100 indexes; via Goldman, Sachs & Co.

• 0% 15- to 17-month absolute return trigger notes linked to the S&P 500 index; via Goldman, Sachs & Co.

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

• 24- to 25-month 0% leveraged notes linked to the S&P 500 index; via Goldman, Sachs & Co.

• 33- to 39-month 0% leveraged buffered equity index-linked notes linked to the S&P 500 index; via Goldman, Sachs & Co.

JPMORGAN CHASE & CO.

• 0% Performance Leveraged Upside Securities due Jan. 19, 2010 linked to the S&P 500 index; via J.P. Morgan Securities Inc.; pricing in December

• 0% return optimization securities due Feb. 3, 2010 linked to the MSCI EAFE index; via UBS Financial Services Inc. and J.P. Morgan Securities Inc.; pricing Jan. 27

MORGAN STANLEY

• 19% Stock Participation Accreting Redemption Quarterly-pay Securities due Jan. 20, 2010 mandatorily exchangeable for Coach, Inc. stock; via Morgan Stanley & Co. Inc.; pricing in December

• 0% absolute return barrier notes due Dec. 31, 2010 linked to the euro relative to the dollar; via Morgan Stanley & Co. Inc.; settlement in December

• 0% Bear Market Performance Leveraged Upside Securities due Dec. 20, 2010 linked inversely to the iShares MSCI EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in December

• 0% absolute return barrier notes due Dec. 31, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in December

• 17% to 21% reverse convertible securities due July 28, 2009 linked to Coca-Cola Enterprises Inc. stock; via Morgan Stanley & Co. Inc.; pricing Jan. 23

• 15% to 19% reverse convertible securities due July 28, 2009 linked to the Walt Disney Co. stock; via Morgan Stanley & Co. Inc.; pricing Jan. 23

• Zero-coupon capital-protected notes due Jan. 31, 2011 linked to the bullish performance of the dollar relative to the Chinese renminbi, Singapore dollar and Taiwan dollar; via Morgan Stanley & Co. Inc.; pricing in January

• 10% Stock Participation Accreting Redemption Quarterly-pay Securities due Feb. 20, 2010 mandatorily exchangeable for the Procter & Gamble Co. stock; via Morgan Stanley & Co. Inc.; pricing in January

• 0% Buffered Performance Leveraged Upside Securities due Jan. 20, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in January

• Absolute return barrier notes due July 20, 2010 linked to the S&P 500 index; via Morgan Stanley & Co. Inc.; pricing in January

• 0% Performance Leveraged Upside Securities due July 20, 2010 linked to the S&P 500 index, iShares iBoxx $ Investment Grade Corporate Bond fund and iShares MSCi EAFE index fund; via Morgan Stanley & Co. Inc.; pricing in January

• 0% Buffered Performance Leveraged Upside Securities due July 20, 2010 linked to the S&P GSCI Agriculture Index - Excess Return; via Morgan Stanley & Co. Inc.; pricing in January

ROYAL BANK OF CANADA

• 12% reverse convertible notes due March 31, 2009 linked to the common stock of Apple Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 13.25% reverse convertible notes due March 31, 2009 linked to the common stock of Archer-Daniels-Midland Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 12.25% reverse convertible notes due March 31, 2009 linked to the common stock of Caterpillar Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 14% reverse convertible notes due March 31, 2009 linked to the common stock of Devon Energy Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 13.25% reverse convertible notes due March 31, 2009 linked to the common stock of Emcor Group, Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 14.25% reverse convertible notes due March 31, 2009 linked to the common stock of Fastenal Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 13.85% reverse convertible notes due March 31, 2009 linked to the common stock of Fluor Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 13% reverse convertible notes due March 31, 2009 linked to the common stock of General Electric Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 12% reverse convertible notes due March 31, 2009 linked to the common stock of Home Depot Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 11% reverse convertible notes due March 31, 2009 linked to the common stock of Intel Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 10% reverse convertible notes due March 31, 2009 linked to the common stock of Microsoft Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 14.25% reverse convertible notes due March 31, 2009 linked to the common stock of Monsanto Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 15% reverse convertible notes due March 31, 2009 linked to the common stock of Nucor Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 13.85% reverse convertible notes due March 31, 2009 linked to the common stock of Quanta Services Inc.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 0% enhanced return notes due March 31, 2009 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 29

• 0% buffered bullish digital notes due Jan. 29, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 29

• Zero-coupon principal-protected bullish barrier notes due June 30, 2010 linked to the S&P 500 index; via RBC Capital Markets Corp.; pricing Dec. 29

• 10% reverse convertible notes due March 31, 2009 linked to the common stock of United Technologies Corp.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 12.15% reverse convertible notes due March 31, 2009 linked to the common stock of U.S. Bancorp; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

• 10% reverse convertible notes due March 31, 2009 linked to the common stock of Walt Disney Co.; 80% trigger; via RBC Capital Markets Corp.; pricing Dec. 29

AB SVENSK EXPORTKREDIT

• 0% 18-month Capped Leveraged Index Return Notes linked to the Dow Jones - AIG Commodity Index - Excess Return; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 18-month Capped Leveraged Index Return Notes linked to the MSCI EAFE index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 18-month Capped Leveraged Index Return Notes linked to the Nasdaq 100 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

• 0% 18-month Capped Leveraged Index Return Notes linked to the Russell 2000 index; via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

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

• 0% 18-month Capped Leveraged Index Return Notes linked to the S&P 500 index via Merrill Lynch & Co. and First Republic Securities Co., LLC; pricing in January or February

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